Ada dua parameter ema, ema1 ((A2) dan ema2 ((A3), dimana salah satu dari parameter ema lebih besar dari 100, dan ketika fmz berjalan pada hard disk, ema tidak sesuai dengan nilai BTC, (normal jika ema kurang dari 100), yang menyebabkan sinyal pembukaan cepat atau lambat 5-10 root k.

”‘backtest start: 2021-11-01 00:00:00 end: 2021-11-02 00:00:00 period: 5m basePeriod: 1m exchanges: [{“eid”:“Futures_Binance”,“currency”:“BTC_USDT”}] args: [[“M”,8],[“A2”,100],[“A3”,200],[“K3”,500],[“K2”,300]] “’

def accuracy (): # mendapatkan akurasi bursa global BV1,CV1 exchanges[i].SetContractType(‘swap’) currency1=_C(exchanges[i].GetCurrency) ticker1=_C(exchanges[i].GetTicker) account1=_C(exchanges[i].GetAccount) all_BV1list=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’,‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’, ‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’,‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’, ‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] list1=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’] list2=[‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’,‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’] list3=[‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’,‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] if currency1 in list1: BV1=1 if currency1 in list2: BV1=2 if currency1 in list3: BV1=3 if currency1 not in all_BV1list: BV1=0 #Penghitungan harga akurat if currency1!=‘YFI_USDT’: RR1=str(ticker1[“Last”]) content1=RR1.split(“.”)[-1] weishu1=len(content1) CV1=weishu1 else: CV1=0 global n1 account1=_C(exchange.GetAccount) walletbalance=account1[“Balance”] P=0.01*P0*float(walletbalance) n1=round(P/ticker1[“Last”],BV1) if n1==0: n1=n1+10**(-BV1)

def main(): while True: global i for i in range(len(exchanges)): exchanges[i].SetContractType(‘swap’) accuracy() exchanges[i].SetMarginLevel(M) ticker1=_C(exchanges[i].GetTicker) currency1=_C(exchanges[i].GetCurrency) position1=_C(exchanges[i].GetPosition) r=_C(exchanges[i].GetRecords) if r and len®>9: EMA=TA.EMA(r,A2) EMA2=TA.EMA(r,A3) longsignal=EMA[-3]EMA2[-2] shortsignal=EMA[-3]>EMA2[-3] and EMA[-2]

                    if longsignal: #1分钟金叉
                        Log(currency1,'多头信号成立')
                        exchanges[i].SetDirection('buy')
                        exchanges[i].Buy(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                        
                    #开空信号
                    if shortsignal: #1分钟死叉
                        Log(currency1,'空头信号成立')
                        exchanges[i].SetDirection('sell')
                        exchanges[i].Sell(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                if len(position1)==1:
                    if position1[0]["Type"]==0:
                        if ticker1["Last"]>position1[0].Price+K3:
                            Log(currency1,'多头触发止盈')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]<position1[0].Price-K2:
                            Log(currency1,'多头触发止损')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                    if position1[0]["Type"]==1:
                        if ticker1["Last"]<position1[0].Price-K3:
                            Log(currency1,'空头触发止盈')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]>position1[0].Price+K2:
                            Log(currency1,'空头触发止损')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
        Sleep(S)