एमएसीडी कम खरीदें उच्च बेचें स्वचालित ट्रैक स्लाइड स्टॉप लॉस (2018-03-27 15:48:24)

लेखक:शून्य, दिनांकः 2014-06-14 01:17:24
टैगः

क्रॉसिंग के बाद पहला स्तंभ गोल्डन फ़ॉर्क के बाद पहले स्तंभ का मूल्य है, क्रॉसिंग के बाद पहला स्तंभ गोल्डन फ़ॉर्क के पहले अंतिम स्तंभ का मूल्य है, स्लाइडिंग मूल्य ऑर्डर के समय मूल्य को संदर्भित करता है, जैसे कि खरीदकर्ता इस मूल्य को जोड़ता है, बेचने वाला इस मूल्य को कम करता है।


Fixed = function(v) {
    return Math.floor(v*1000)/1000;
};

// for orders
WaitOrder = function(exchange, orderId, timeoutToCancel) {
    var ts = (new Date()).getTime();
    while (true) {
        Sleep(3000);
        var orderInfo = exchange.GetOrder(orderId);
        if (!orderInfo) {
            continue;
        }
        if (orderInfo.Status == ORDER_STATE_CLOSED || orderInfo.Status == ORDER_STATE_CANCELED) {
            return orderInfo;
        }
        if (((new Date()).getTime() - ts) > timeoutToCancel) {
            exchange.CancelOrder(orderId);
        }
    }
};

Buy = function(exchange, maxPrice, slidePrice, balanceRatio, timeoutS) {
    var ts = (new Date()).getTime();
    var account;
    var dealAmount = 0.0;
    var usedBlance = 0.0;
    var maxBalanceUse = 0.0;
    var isFirst = true;
    do {
        if (isFirst) {
            isFirst = false;
        } else {
            Sleep(3000);
        }

        var ticker = exchange.GetTicker();
        if (!ticker) {
            continue;
        }

        var buyPrice = ticker.Sell + slidePrice;

        // Price too high, wait...
        if (buyPrice > maxPrice) {
            continue;
        }

        // Initialize at first
        if (!account) {
            account = exchange.GetAccount();
            if (!account) {
                continue;
            }
            // Initialize maxBalanceUse
            maxBalanceUse = account.Balance * balanceRatio;
        }

        var buyAmount = Fixed((maxBalanceUse - usedBlance) / buyPrice);
        if (buyAmount < exchange.GetMinStock()) {
            break;
        }

        orderId = exchange.Buy(buyPrice, buyAmount);
        if (!orderId) {
            Log(buyPrice, buyAmount, maxBalanceUse, usedBlance);
            continue;
        }

        var orderInfo = WaitOrder(exchange, orderId, timeoutS);
        dealAmount += orderInfo.DealAmount;
        usedBlance += orderInfo.Price * orderInfo.DealAmount;
        if (orderInfo.Status == ORDER_STATE_CLOSED) {
            break;
        }
    } while (((new Date()).getTime() - ts) < timeoutS);

    return {amount: dealAmount, price: (dealAmount > 0 ? usedBlance / dealAmount : 0)};
};

Sell = function(exchange, sellAmount, slidePrice) {
    // Account info must set
    var account = exchange.GetAccount();
    while (!account) {
        Sleep(2000);
        account = exchange.GetAccount();
    }

    sellAmount = Math.min(sellAmount, account.Stocks);

    var cash = 0.0;
    var remain = sellAmount;

    while (remain >= exchange.GetMinStock()) {
        var ticker = exchange.GetTicker();
        if (!ticker) {
            Sleep(2000);
            continue;
        }
        var sellPrice = ticker.Buy - slidePrice;
        var sellOrderId = exchange.Sell(sellPrice, remain);
        if (!sellOrderId) {
            Sleep(2000);
            continue;
        }
        var orderInfo = WaitOrder(exchange, sellOrderId, 10000);
        remain -= orderInfo.DealAmount;
        cash += orderInfo.Price * orderInfo.DealAmount;
    }
    return {amount: sellAmount, price: (sellAmount > 0 ? cash / sellAmount : 0)};
};

var BuyInfo;
var BanlanceRatio = 1.0;
var Profit = 0.0;
var timeAtBuy = 0;

function onTick(exchange) {
    var ticker = exchange.GetTicker();
    var records = exchange.GetRecords();
    if (!ticker || !records || records.length < 45) {
        return;
    }

    var ticks = [];
    for (var i = 0; i < records.length; i++) {
        ticks.push(records[i].Close);
    }

    var macd = TA.MACD(records, 12, 26, 9);
    var dif = macd[0];
    var dea = macd[1];
    var his = macd[2];
    
    var op = 0;
    if (!BuyInfo) {
        if (dif[ticks.length-1] > 0 && his[ticks.length-1] > ac1 && his[ticks.length-2] < bc1) {
            op = 1;
        }
    } else {
        if (records[records.length-2].Time > timeAtBuy && records[records.length-1].Close < records[records.length-1].Open - 0.5
                && records[records.length-2].Close < records[records.length-2].Open - 0.5
                && records[records.length-1].Close < records[records.length-2].Close - 0.5) {
            op = 2;
        } else if (records[records.length-2].Time > timeAtBuy && BuyInfo.price > records[records.length-1].Close && records[records.length-1].Close < records[records.length-1].Open - 0.5) {
            op = 2;
        } else if ((BuyInfo.price < ticker.Last || dif[ticks.length-1] < 0) && his[ticks.length-1] <= 0) {
            op = 2;
        } else if ((BuyInfo.price > ticker.Last) && ((BuyInfo.price - ticker.Last) / BuyInfo.price > TrailingStop)) {
            op = 2;
        }
    }

    if (op == 1) {
        var info = Buy(exchange, ticker.Sell + (SlidePrice * 3), SlidePrice, BanlanceRatio, orderTimeout * 1000);
        if (info.amount > 0) {
            BuyInfo = info;
            timeAtBuy = records[records.length-1].Time;
        }
    } else if (op == 2) {
        var info = Sell(exchange, BuyInfo.amount, SlidePrice);
        if (info.amount > 0) {
            Profit += info.amount * (info.price - BuyInfo.price);
            LogProfit(Profit);
            BuyInfo = null;
        }
    }
}

function main() {
    var account = exchange.GetAccount();
    if (account) {
        Log(exchange.GetName(), exchange.GetCurrency(), account);
    }
    
    while (true) {
        onTick(exchange);
        Sleep(30000);
    }
}

अधिक

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