アイスバーグ注文売りシンプルバージョン
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Very simple, just for learn.
Code is best annotation.
氷山委託は,小額で注文を分割して販売し,市場を衝撃から避けるため,ビットコインの量化取引を簡単に始めるための良い学習戦略です.
Source
JavaScript
function main(){
var initAccount = _C(exchange.GetAccount)
if (initAccount.Stocks < SELLAMOUNT){
throw 'check your account amount to sell'
}
while(true){
var account = _C(exchange.GetAccount)
var dealAmount = initAccount.Stocks - account.Stocks
var ticker = _C(exchange.GetTicker)
if(SELLAMOUNT - dealAmount > SELLSIZE){
var id = exchange.Sell(ticker.Buy, SELLSIZE)
Sleep(INTERVAL*1000)Strategy parameters
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