Kolom pertama setelah persilangan adalah nilai dari kolom pertama setelah garpu emas, kolom pertama setelah persilangan adalah nilai dari kolom terakhir sebelum garpu emas, dan harga geser adalah harga yang ditambahkan saat melakukan pesanan, misalnya pembelian akan membayar harga tunai ditambah dengan harga ini, penjualan akan mengurangi harga ini.
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); } }