Strategi perdagangan grid

Penulis:Kebaikan, Dicipta: 2018-08-23 13:45:27, Dikemas kini:

dan kerugian", floatProfit, titik keuntungan tertinggi:, profitMax, Start stop loss); // Maklumat output bakiConto ((orgConto, InitConto); // baki akaun jika (StopLossMode == 0) { // Menurut pemprosesan mod stop loss, jika StopLossMode sama dengan 0, program keluar selepas stop loss. membuang Stop loss exit; // membuang kesilapan Stop Loss Exit strategi untuk berhenti. { lain { return true; // Kecuali untuk mod keluar stop loss, iaitu: re-cast grid selepas stop loss. {} {} {} jika (EnableAccountCheck && EnableStopWin) { // Jika akaun pengesanan diaktifkan dan mengambil keuntungan diaktifkan jika (floatProfit > StopWin) { // Jika keuntungan dan kerugian terapung lebih besar daripada mengambil keuntungan Log ((Keuntungan dan kerugian terapung semasa, floatProfit, Mulai mengambil keuntungan); // Output log balanceAccount ((orgAccount, InitAccount); // Saldo akaun pemulihan awal (mengambil keuntungan) jika (StopWinMode == 0) { // Menurut mod mengambil keuntungan. membuang Take keuntungan keluar; // Keluar selepas mengambil keuntungan { lain { kembali benar; // Kembali benar selepas mengambil keuntungan, terus untuk melukis grid {} {} {} var jarak = 0; // Mengisytiharkan pembolehubah untuk merakam jarak if (EnableAccountCheck && AutoMove) { // Jika pengesanan akaun diaktifkan dan grid bergerak secara automatik jika (BuyFirst) { // Jika ia adalah beli terlebih dahulu dan kemudian menjual jarak = ticker.Last - FirstPrice; // Tugaskan nilai untuk jarak: harga semasa dikurangkan harga pertama, mengira jarak { else { // Situasi lain: jual dahulu dan kemudian beli jarak = FirstPrice - ticker.Last; // Tugaskan nilai untuk jarak: harga pertama tolak harga semasa, mengira jarak {} var refish = false; // Sama ada untuk memulihkan pembolehubah tag jika (!isHold && isTimeout()) { // Jika tidak ada kedudukan (isHold adalah palsu) dan timeout (isTimeout mengembalikan benar) Log ((tidak memegang kedudukan terlalu lama, mula bergerak grid);
refish = benar; // Tanda semula {} jika (jarak > MaxDistance) { // Jika jarak semasa lebih besar daripada jarak maksimum yang ditetapkan oleh parameter antara muka, tanda itu dibuang semula Log (("Harga terlalu jauh di luar selang grid, mula bergerak grid, jarak semasa: ", _N(jarak, Precision), harga semasa:, ticker.Last); refish = benar; {} jika (refish) { // Jika refish adalah benar, melaksanakan fungsi keseimbangan bakiConto ((orgConto, InitConto); return true; // Fungsi cast ini mengembalikan true {} {}

        var holdDirection, holdAmount = "--",                                       // Declare three variables, position direction, number of positions, position price
            holdPrice = "--";
        if (isHold) {                                                               // When holding a position
            if (RestoreProfit && ProfitAsOrg) {                                     // If you start to restore the last profit and the last profit is included in the average price
                if (BuyFirst) {                                                     // If it is buy first and then sell 
                    money_diff += LastProfit;                                       // Add the last profit to money_diff, that is, the last time the income is converted into the money difference
                                                                                    // (in the case of the first buy, the money difference is negative, that is, the cost), 
                                                                                    // which is equivalent to the opening cost.
                } else {                                                            // If it is sell first, then buy
                    money_diff -= LastProfit;                                       // The difference between buying and selling is positive, why - ?
                }
            }

            // Dealing with buying first and then selling
            holdAmount = amount_diff;                                               // The difference in the value of the coins is given to the number of
                                                                                    // positions (the difference in the coins is the position at the moment)
            holdPrice = (-money_diff) / amount_diff;                                // Calculate the average price of the position by dividing the difference between
                                                                                    // the money and the difference in the coins, 
                                                                                    // Note: If money_diff is negative, then amount_diff must be positive, so be sure 
                                                                                    // to add a minus sign before money_diff so that the calculated price is a positive number.
            // Dealing with selling first and then buying
            if (!BuyFirst) {                                                        // If it is selling first and then buying, it will trigger the update of the open position and 
                                                                                    // the average price of the position.
                holdAmount = -amount_diff;                                          // The coins difference is negative, so the counter is reversed
                holdPrice = (money_diff) / -amount_diff;                            // Calculate the average price of the position.
            }
            holdAmount = _N(holdAmount, 4);                                         // Positions, retain 4 decimal places.
            holdPrice = _N(holdPrice, Precision);                                   // The average price of the position, retaining the Precision decimal.
            holdDirection = BuyFirst ? "long" : "short";                            // According to the "first buy then sell" or "first sell then buy" to holdDirection assigned long or short
        } else {                                                                    // If isHold is false, assign "--" to holdDirection
            holdDirection = "--";
        }
        table = {                                                                   // Assign an object to the declared table variable to display the table information on the FMZ robot status bar
            type: 'table',                                                          // See the API documentation LogStatus function, here to initialize the type attribute 'table' for
                                                                                    // display in the status bar as a table
            title: 'Operating status',                                              // Title of the table
            cols: ['Use funds', 'Holding position', 'Position size', 'Average price of position', 'Total floating profit and loss', 'Current grid profit and loss', 
                   'Number of casting grids', 'Grid offset', 'Real placing order', 'Latest coin price'],   // The column name of the table
            rows: [                                                                                                                   // Progressive data for the table
                [_N(actualNeedMondy, 4), holdDirection, holdAmount, holdPrice, _N(floatProfitAll, 4) + ' ( ' + _N(floatProfitAll * 100 / actualNeedMondy, 4) + ' % )',
                 floatProfit, fishCount, (AutoMove && distance > 0) ? ((BuyFirst ? "up" : "down") + "Deviation: " + _N(distance) + " dollar") : "--", trader.RealLen(), ticker.Last]
                // One row of data
            ]
        };
        
    }                                                                               // Process some tasks every 5 seconds and update the robot status bar table object table 
    
    var orders = _C(trader.GetOrders);                                              // Get all unexecuted orders
    if (table) {                                                                    // If the table has been assigned a table object
        if (!EnableDynamic) {                                                       // If the dynamic order is not activated
            table.rows[0][8] = orders.length;                                       // Update the length of the pending order array in the first row and the 9th column of the status bar table.
        }
        LogStatus('`' + JSON.stringify(table) + '`');                               // Call the FMZ platform API LogStatus to display the status bar table of the settings
    }
    for (var idx = 0; idx < canNum; idx++) {                                        // Traverse the number of available grids nodes.
        var openPrice = _N((BuyFirst ? FirstPrice - (idx * PriceGrid) : FirstPrice + (idx * PriceGrid)), Precision);        // As the node index idx traverses, construct the opening price
                                                                                                                            // of each node (the direction is buying first, then sold, 
                                                                                                                            // or selling first and then buy) 
        var coverPrice = _N((BuyFirst ? openPrice + PriceDiff : openPrice - PriceDiff), Precision);     // Open and close position spread, that is, the profit margin of each node
        var state = fishTable[idx];                                                                     // Assignment status of the fishnet node
        var fishId = uuidTable[idx];                                                                    // Numbering
        
        // The judgment here is: filtering unfinished orders
        if (hasOrder(orders, fishId)) {                                                                 // If all unexecuted orders, there is an order with the ID fishId in the pending order array
            continue;                                                                                   // Skip this loop and continue the loop
        }

        if (fishId != -1 && IsSupportGetOrder) {                                                        // The grid node id is not equal to the initial value, that is, the order is placed, 
                                                                                                        // and the exchange supports GetOrder
            var order = trader.GetOrder(fishId);                                                        // Get the order for the fishId number
            // The judgment here is as follows: Filter the grid node where the order is not found, the following logic (state == STATE_WAIT_COVER), etc. will not trigger
            if (!order) {                                                                               // Failed to get an order if !order is true 
                Log("Failed to get order information, ID: ", fishId);                                   // Output log
                continue;                                                                               // Skip this loop and continue the loop
            }
            // The judgment here is as follows: Filtering the grid nodes that are in a suspended state, not completed, or not fully completed, 
            // the logic of the following judgment (state == STATE_WAIT_COVER) and so on will not be triggered.
            if (order.Status == ORDER_STATE_PENDING) {                                                  // If the order status is pending on the exchange
                //Log("Order status is not completed, ID: ", fishId);
                continue;                                                                               // Skip this loop and continue to loop
            }
        }

        if (state == STATE_WAIT_COVER) {                                                                // If the current node status is waiting to be closed
            var coverId = CoverFunc(coverPrice, (BuyFirst ? amountS[idx] : amountB[idx]), (BuyFirst ? 'Complete the buying order:' : 'Complete the selling order:'), openPrice, 'volume:',
                                   (BuyFirst ? amountB[idx] : amountS[idx]));
            // Call the closing function CoverFunc to send the closing order

            if (typeof(coverId) === 'number' || typeof(coverId) === 'string') {        // Determine if the value returned by the closing function is a value (returned directly by the FMZ API) 
                                                                                       // or a string (returned by the buy/Sell function of the trader object)
                fishTable[idx] = STATE_WAIT_CLOSE;                                     // The closing order has been send and the update status is: STATE_WAIT_CLOSE Waiting for the node task to complete
                uuidTable[idx] = coverId;                                              // Store the order number in the idx location corresponding to the uuidTable.
            }
        } else if (state == STATE_WAIT_OPEN || state == STATE_WAIT_CLOSE) {            // If the status is waiting for opening or waiting for completion
            var openId = OpenFunc(openPrice, BuyFirst ? amountB[idx] : amountS[idx]);  // Open the position order.
            if (typeof(openId) === 'number' || typeof(openId) === 'string') {          // Determine whether the order placing is successful
                fishTable[idx] = STATE_WAIT_COVER;                                     // Update status for waiting for closing
                uuidTable[idx] = openId;                                               // Record current node order ID
                if (state == STATE_WAIT_CLOSE) {                                       // If it is waiting for completion (it will only be triggered after the open position order is placed)
                    ProfitCount++;                                                     // Cumulative gaining profit times
                    var account = _C(exchange.GetAccount);                             // Get current account information
                    var ticker = _C(exchange.GetTicker);                               // Get current market information
                    var initNet = _N(((InitAccount.Stocks + InitAccount.FrozenStocks) * ticker.Buy) + InitAccount.Balance + InitAccount.FrozenBalance, 8);
                    // Calculate the initial net asset value
                    var nowNet = _N(((account.Stocks + account.FrozenStocks) * ticker.Buy) + account.Balance + account.FrozenBalance, 8);
                    // Calculate the current net asset value
                    var actualProfit = _N(((nowNet - initNet)) * 100 / initNet, 8);    // Calculated rate of return
                    if (AmountType == 0) {                                             // According to the same amount of buy and sell, the custom amount is different.
                        var profit = _N((ProfitCount * amount * PriceDiff) + LastProfit, 8);      // Calculation: the sum of the profit and loss of all profit nodes and the 
                                                                                                  // last time of the net profit and loss which is the total profit and loss
                        Log((BuyFirst ? 'Complete the sell order:' : 'Complete the buy order:'), coverPrice, 'volume:', (BuyFirst ? amountS[idx] : amountB[idx]), 'Closing position profit', profit);
                        // Output order completion information
                    } else {
                        Log((BuyFirst ? 'Complete the sell order:' : 'Complete the buy order:'), coverPrice, 'volume:', (BuyFirst ? amountS[idx] : amountB[idx]));
                    }
                }
            }
        }
    }
    Sleep(CheckInterval);                        // Grid logic is mainly while loop detection, each time a pause is checked, CheckInterval is: detection interval
}
return true;                                     // This time of the casting grid is completed, return true

}

fungsi utama (main) { // Fungsi utama strategi, program bermula dari sini. jika (ResetData) { // RestData adalah parameter antara muka, lalai adalah benar, dan ia mengawal sama ada semua data dibersihkan pada permulaan. Semua dibersihkan secara lalai. LogProfitReset ((); // Jalankan fungsi API LogProfitReset untuk membersihkan semua pendapatan. LogReset ((); // Jalankan fungsi API LogReset untuk membersihkan semua log. {} // exchange.SetMaxDigits(Precision) // Dihapuskan, gunakan exchange.SetPrecision sebaliknya. exchange.SetPrecision(Precision, 3) // exchange.SetPrecision(2, 3); // Tetapkan ketepatan tempat perpuluhan harga kepada 2 digit, dan ketepatan tempat perpuluhan saiz pesanan pelbagai adalah 3 digit. // Parameter antara muka ketepatan.

if (typeof(AmountType) === 'undefined') {        // Order quantity type, 0: "Buy and sell the same amount", 1: "Custom amount", detect if the parameter is undefined, the default setting is 0.
    AmountType = 0;                              // Typeof will detect the type of AmountType. If undefined is "undefined", assign a value of 0 to AmountType.
}
if (typeof(AmountDot) === 'undefined') {         // The maximum number of digits of the order quantity decimal point AmountDot is undefined, set AmountDot to 3.
    AmountDot = 3;                               // In fact, it has been set by exchange.SetPrecision(Precision, 3), and it will be truncated at the bottom.
}
if (typeof(EnableDynamic) === 'undefined') {     // Check if the dynamic pending order parameter is enabled. If EnableDynamic is undefined, set to false will not be enabled.
    EnableDynamic = false;
}
if (typeof(AmountCoefficient) === 'undefined') { // If not defined, the default setting is "*1"
    AmountCoefficient = "*1";
}
if (typeof(EnableAccountCheck) === 'undefined') {// If not defined, the Enable Money Verification parameter is set to true, which is turned on.
    EnableAccountCheck = true;
}
BuyFirst = (OpType == 0);                        // Assign value to BuyFirst according to the setting of OpType, OpType sets the grid type, 0: buy first and then sell, 1: sell first and then buy
IsSupportGetOrder = exchange.GetName().indexOf('itstamp') == -1;    // Check the name of the exchange, whether it is Bitstamp or not
if (!IsSupportGetOrder) {
    Log(exchange.GetName(), "Does not support GetOrder, may affect the stability of the strategy.");
}

SetErrorFilter("502:|503:|S_U_001|unexpected|network|timeout|WSARecv|Connect|GetAddr|no such|reset|http|received|refused|EOF|When");
// SetErrorFilter  Filter error messages 

exchange.SetRate(1); 
Log('Exchange rate conversion has been disabled, the current currency is', exchange.GetBaseCurrency());    // Disable exchange rate conversion

if (!RestoreProfit) {     //  If the last profit is restored to false, then LastProfit will be assigned a value of 0, that is, it will not be restored.
    LastProfit = 0;
}

var orgAccount = _C(exchange.GetAccount);     // Get account information, here record the initial account information when the strategy starts running, 
                                              // used to calculate some income, such as: overall floating profit and loss. 
                                              // There are several parameters in this strategy that are passed to this variable.
var fishCount = 1;                            // time of casting grids initial is 1
while (true) {                                // Strategy main loop
    if (!fishing(orgAccount, fishCount)) {    // casting grid function fishing
        break;
    }
    fishCount++;                              // Number of casting grids accumulated
    Log("the number of", fishCount, "casting girds...");      // Output Casting grids information.
    FirstPriceAuto = true;                    // Reset first price is automatically true
    Sleep(1000);                              // Polling interval 1000 milliseconds
}

}


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