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Strategi stochRSI (kerangka indikator)

Penulis:Mimpi kecil, Tanggal: 2016-08-22 19:23:00
Tag:AlatRSI

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/*参数
stochRSI  指标参数   数组     [14,14,3,3]
使用现货数字货币交易类库
*/
var stochRSI_P_arr = "[14,14,3,3]";


var Interval = 500;

var long = 1;
var free = 0;
var state = free; //每次开仓   平仓  重置 
var buyInfo = null; //每次平仓重置
var sellInfo = null; //每次开仓重置
var initAccount = null; //每次平仓重置
var beginAccount = null; //不重置
var Profit = 0; //已实现盈亏
var prefloatProfit = 0;//上次的浮动盈亏，滑动止盈 更新
var openBalance = 0;//开仓量
var isCover = false;

var NowPositionInfo = {//持仓信息， 每次平仓更新
    avgPrice: 0,
    amount: 0 ,
    floatProfit: 0
};

function openUpdate(){//开仓后的更新
    state = long;
    sellInfo = null;
}
function closeUpdate(){//平仓后的更新
    state = free;
    addLevel = 0;
    buyInfo = null;
    initAccount = _C(exchange.GetAccount);
    NowPositionInfo.avgPrice = 0;
    NowPositionInfo.amount = 0;
    NowPositionInfo.floatProfit = 0;
    isCover = true;
}

function Calculate(nowAccount,nowDepth){//计算并更新收益 、 浮动收益 、计算 持仓均价 、持仓量
    if(typeof(nowAccount) === 'undefined' ){
        nowAccount = _C(exchange.GetAccount);
        nowDepth = _C(exchange.GetDepth);
    }
    var diff_stocks = nowAccount.Stocks - initAccount.Stocks;//币之差
    var diff_balance = nowAccount.Balance - initAccount.Balance;//钱之差
    NowPositionInfo.avgPrice = Math.abs(diff_balance) / Math.abs(diff_stocks);
    NowPositionInfo.amount = Math.abs(diff_stocks);
    NowPositionInfo.floatProfit = diff_balance + diff_stocks * nowDepth.Bids[0].Price; //此次交易的浮动盈亏
    Profit = (initAccount.Stocks - beginAccount.Stocks) * nowDepth.Bids[0].Price + (initAccount.Balance - beginAccount.Balance); //实现盈亏

    //更新入界面
}

function LLV(array,period){
    if(!array || array.length - period < 0){
        throw "error:" + array;
    }
    var min = array[array.length - period];
    for(var i = array.length - period; i < array.length; i++){
        if( array[i] < min ){
            min = array[i];
        }
    }
    return min;
}

function HHV(array,period){
    if(!array || array.length - period < 0){
        throw "error:" + array;
    }
    var max = array[array.length - period];
    for(var i = array.length - period; i < array.length; i++){
        if( array[i] > max){
            max = array[i];
        }
    }
    return max;
}

function DeleteNullEle(initArr){
    var dealArr = [];
    var initArrLen = initArr.length;
    for(var i = 0,j = 0 ; i < initArrLen ; i++,j++){
        if(initArr[i] === null || isNaN(initArr[i]) ){
            j--;
            continue;
        }
        dealArr[j] = initArr[i];
    }
    return dealArr;
}

/*
LC := REF(CLOSE,1); //REF(C,1) 上一周期的收盘价
RSI:=SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1) *100;
％K:     MA(RSI-LLV(RSI,M),P1)/MA(HHV(RSI,M)-LLV(RSI,M),P1)*100;  LLV（l,60）表示：检索60天内的最低价，可适应于检索任何股票
％D:MA(％K,P2);

LC := REF(CLOSE,1);
RSI:=SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1) *100;
STOCHRSI:MA(RSI-LLV(RSI,M),P1)/MA(HHV(RSI,M)-LLV(RSI,M),P1)*100;
*/
function FstochRSI(records,n,m,p1,p2){
    var len = records.length;
    //var LC = records[len-2];//上一周期收盘价
    //var rsi = TA.RSI(records,n);// RSI 数组   ，talib
    var rsi = talib.RSI(records,n);
    rsi = DeleteNullEle(rsi);//ceshi
    //Log("rsi:",rsi) //测试
    //Log("rsi:",rsi);//ceshi
    //throw "stop";//ceshi
    table.e5 = "rsi :" + rsi[rsi.length-1] + "rsi[-1]:" + rsi[rsi.length-2];//ceshi

    var arr1 = [];
    var arr2 = [];
    var arr3 = [];
    var arr4 = [];
    var rsi_a = [];
    var rsi_b = [];
    var k = [];
    var d = null;

    /*不包含当前柱
    for(var a = 0 ;a < rsi.length ; a++ ){//改造 不用 LLV
        for(var aa = 0 ; aa <= a; aa++ ){
            rsi_a.push(rsi[aa]);
        }
        arr1.push(rsi[a] - TA.Lowest(rsi_a,m));
    }
    for(var b = 0 ;b < rsi.length ; b++ ){//改造 不用 HHV
        for(var bb = 0 ; bb <= b; bb++ ){
            rsi_b.push(rsi[bb]);
        }
        arr2.push(TA.Highest(rsi_b,m) - TA.Lowest(rsi_b,m));
    }
    */
    for(var a = 0 ;a < rsi.length ; a++ ){//改造 不用 LLV
        if(a < m){
            continue;
        }
        for(var aa = 0 ; aa <= a; aa++ ){
            rsi_a.push(rsi[aa]);
        }
        arr1.push(rsi[a] - LLV(rsi_a,m));
    }
    for(var b = 0 ;b < rsi.length ; b++ ){//改造 不用 HHV
        if(b < m){
            continue;
        }
        for(var bb = 0 ; bb <= b; bb++ ){
            rsi_b.push(rsi[bb]);
        }
        arr2.push(HHV(rsi_b,m) - LLV(rsi_b,m));
    }

    arr1 = DeleteNullEle(arr1);
    arr2 = DeleteNullEle(arr2);
    //Log("arr1:",arr1.length,"-",arr1);//ceshi
    //Log("arr2:",arr2.length,"-",arr2);//ceshi

    arr3 = talib.MA(arr1,p1);
    arr4 = talib.MA(arr2,p1);

    arr3 = DeleteNullEle(arr3);
    arr4 = DeleteNullEle(arr4);

    //Log("ceshi");//ceshi
    var c = 0;
    var diff = 0;
    if(arr3.length !== arr4.length){//实测 长度不相等
        throw "error: ！=" + arr3.length + "----" + arr4.length;
        diff = arr4.length - arr3.length; //example   diff  =   10  -   6
    }else{
        //throw "error:" + arr3.length + "----" + arr4.length;
    }

    for( ;c < arr3.length ; c++ ){
        k.push(arr3[c] / arr4[c + diff] * 100);
    }
    
    d = talib.MA(k,p2);

    return [k,d,rsi];
}

function Loop(){//循环主体
    /*
    var go_account = exchange.Go("GetAccount");
    var go_records = exchange.Go("GetRecords");
    var go_depth = exchange.Go("GetDepth");

    var account = go_account.wait(1000);
    var records = go_records.wait(1000);
    var depth = go_depth.wait(1000);
    
    if(account === null || records === null || depth === null){
        //显示异常
        return;
    }
    */
    //
    var account = _C(exchange.GetAccount);
    var records = _C(exchange.GetRecords);
    var depth = _C(exchange.GetDepth);
    //测试

    var len = records.length - 1;

    if(records.length < array_P[0] || records.length < array_P[1] || records.length < array_P[2] || records.length < array_P[3] ){
        //输出到状态栏表格，显示K线长度不足
        msg = "K线长度不足，获取中...";
        return;
    }
    
    //*
    var records_close = [];
    for(var i = 0; i <= len; i++){
        records_close.push(records[i].Close);
    }
    //*/

    msg = "K line `s length:" + (len + 1);

    //var ma = TA.MA(records,3);//测试 使用  MA3
    
    //var stochRSI = talib.STOCHRSI(records,array_P[0],array_P[1],array_P[2],array_P[3]);
    //var stochRSI = talib.STOCHRSI(records_close,14,3,3,3);
    var stochRSI = FstochRSI(records,14,14,3,3);
    var fastLine = stochRSI[0]; //stochrsi
    var slowLine = stochRSI[1]; // ma(k,3)
    
    //Log("fastLine:",fastLine);//ceshi
    //Log("slowLine:",slowLine);//ceshi
    //var slowLine = ma;
    //var rsi = stochRSI[2];
    
    $.Draw(records);
    $.AddZhiBiao(fastLine,records,1);
    $.AddZhiBiao(slowLine,records,2);
    if(isFirst === true){
        $.SignOP((new Date()).getTime(),null,null,3,"图表显示启动！");// 测试标记 自定义信息 到图表上
        Log(array_P[0],array_P[1],array_P[2],array_P[3],typeof(array_P[3]));//ceshi
        isFirst = false;
    }
    table.a4 = "fastLine[len]:" + _N(fastLine[fastLine.length-1],2);
    table.b4 = "slowLine[len]:" + _N(slowLine[slowLine.length-1],2);

    table.a5 = "fastLine[len-1]" + _N(fastLine[fastLine.length-2],2);
    table.b5 = "slowLine[len-1]" + _N(slowLine[slowLine.length-2],2);
    table.c5 = "fastLine[len-2]" + _N(fastLine[fastLine.length-3],2);
    table.d5 = "slowLine[len-2]" + _N(slowLine[slowLine.length-3],2);
    //table.e5 = "rsi:" + rsi[rsi.length - 1] + "rsi[-2]:" + rsi[rsi.length - 2] + "rsi[-3]:" + rsi[rsi.length - 3];


    table.b1 = "stock:" + account.Stocks + "#ff00ff";
    table.c1 = "Fstock:" + account.FrozenStocks + "#ff00ff";
    table.d1 = "balance:" + account.Balance + "#ff00ff";
    table.e1 = "Fbalance:" + account.FrozenBalance + "#ff00ff";
    table.b2 = "open:" + records[len].Open;
    table.c2 = "high:" + records[len].High;
    table.d2 = "low:" + records[len].Low;
    table.e2 = "close:" + records[len].Close;
    table.b3 = "bids[0].price:" + depth.Bids[0].Price;
    table.c3 = "bids[0].amount:" + depth.Bids[0].Amount;
    table.d3 = "asks[0].price:" + depth.Asks[0].Price;
    table.e3 = "asks[0].amount:" + depth.Asks[0].Amount;

    table.c4 = "avgPrice:" + NowPositionInfo.avgPrice;
    table.d4 = "amount:" + NowPositionInfo.amount;
    table.e4 = "floatProfit:" + NowPositionInfo.floatProfit;

    
    if(isCover === true){
        LogProfit(Profit);
        isCover = false;
    }
    Calculate();//
    //Log("ceshi2");//ceshi2
    $.UpDateChart(records);
    //Log("ceshi2");//ceshi2
}

var table = null;
var array_P = null;
var msg = "";//显示在状态栏表格头部的 消息
var isFirst = true;

function main(){
    //初始化
    beginAccount = _C(exchange.GetAccount);//程序开始运行时的初始账户信息
    initAccount = beginAccount;//每次开仓前的账户信息
    table = $.TableInit(5,6);
    table.a1 = "account:" + "#ff00ff";
    table.a2 = "records[length-1]:";
    table.a3 = "depth.Bids[0]/Asks[0]:";
    table.a0 = "beginAccount:";
    table.b0 = "stock:" + beginAccount.Stocks;
    table.c0 = "Fstock:" + beginAccount.FrozenStocks;
    table.d0 = "balance:" + beginAccount.Balance;
    table.e0 = "Fbalance:" + beginAccount.FrozenBalance;

    array_P = JSON.parse(stochRSI_P_arr);// 解析  stochRSI 参数
    

    while(true){
        Loop();
        $.UpDateLogStatus(msg);
        msg = "";
        Sleep(Interval);
    }
}

/*任务
1、UI界面显示完善
2、交互模块写好
3、交易逻辑
4、参数设置
5、可视图表
*/

---

• StochRSI (sesuai dengan okcoin)
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• RSI - Sinyal Beli Jual
• RSI MTF Ob+Os

---

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MakeleiJika pemilik bisa membantu saya menulis, saya sangat berterima kasih, adalah membaca data indikator stochrsi dalam kontrak OKEX. 1 menit atau 5 menit STOCHRRSI lebih besar dari 90 atau kurang dari 1.

FungusLLV dan HHV dapat dilakukan dengan underscore. records_high=records.map ((r=>r.High); records_low=records.map ((r=>r.Low); LLV = _.min ((records_low); HHV = _.max ((records_high); DeleteNullEle seharusnya tidak diperlukan. Baik RSI atau KD, 50 dapat digunakan untuk menunjukkan nilai default. Mengganti nilai kosong dengan 50 lebih baik. Tidak menghapus nilai kosong tidak akan terjadi situasi yang tidak sama panjangnya, sehingga keputusan yang tidak sama panjangnya tidak diperlukan. Kecepatan tidak penting. Hanya saja jika Anda melihat kurva, panjang waktu tidak penting. Jika Anda melihat disk, hanya perlu mengambil satu nilai dari 14 titik terakhir untuk setiap putaran.

MakeleiTerima kasih.

Mimpi kecilContoh di atas dapat diubah, indikator STOCHRSI sama seperti yang saya dan OKEX periksa. Anda hanya dapat mengubahnya untuk menilai kondisinya.