Tetapkan jumlah dana yang digunakan untuk pelaburan, seperti RM10,000. Tetapkan nisbah nilai dana dan Bitcoin, seperti 50:50. Tetap mengekalkan nisbah nilai dana dan Bitcoin berdasarkan harga semasa.
Sebagai contoh, dengan modal awal RM10,000, peratusan dana dan Bitcoin ditetapkan sebagai 30:70 dan pembelian Bitcoin RM7,000 pada transaksi pertama (misalkan harga koin adalah RM1,000 dan membeli 7 koin), baki dana adalah RM3,000, mengekalkan peratusan RM30:70).
Pada kitaran perdagangan seterusnya, jika harga mata wang berubah menjadi 1,500 yuan, nilai keseluruhan akan berubah menjadi 1,500 yuan.7 + 3000 = 13500, maka anda perlu menyimpan 13500.0.3 = 4050 yuan, maka Bitcoin 4050 - 3000 = 1050 harus dijual, jumlah yang dijual adalah 1050/1500 = 0.7, baki Bitcoin 7-0.7 = 6.3 di tangan, nilai koin adalah 6.3 * 1500 = 9450;; nisbah dana kepada nilai Bitcoin adalah 4050:9450 = 30:70;;
Pada masa yang sama, apabila harga mata wang jatuh, mereka membeli untuk mengekalkan perkadaran.
var initAccount = null;
var initPrice = 0;
var stockHold = 0;
var moneyHold = 0;
var lastOrderID = null;
var prices = [];
function AdjustFloat(v) {
return Math.floor(v * 1000) / 1000;
}
function GetAccount() {
var account = null;
while (!(account = exchange.GetAccount())) {
Log('Get Account Error');
Sleep(ErrorInterval);
}
return account;
}
function GetCurrentPrice() {
var ticker = null;
while (!(ticker = exchange.GetTicker())) {
Log('Get Ticker Error');
Sleep(ErrorInterval);
}
return AdjustFloat(ticker.Last);
}
function GetOrders() {
var orders = null;
while (!(orders = exchange.GetOrders())) {
Log('Get Orders Error');
Sleep(ErrorInterval);
}
return orders;
}
function CancelPendingOrders() {
while (true) {
var orders = GetOrders();
if (orders.length === 0) {
return;
}
for (var i = 0; i < orders.length; i++) {
exchange.CancelOrder(orders[i].Id);
if (i < (orders.length - 1)) {
Sleep(ErrorInterval);
}
}
}
}
function GetStatus() {
var price = GetCurrentPrice();
var initStockValue = InitStock + InitMoney / initPrice;
var initMoneyValue = InitMoney + InitStock * initPrice;
var stockValueNow = stockHold + moneyHold / price;
var moneyValueNow = stockHold * price + moneyHold;
var stockEarned = stockValueNow - initStockValue;
var moneyEarned = moneyValueNow - initMoneyValue;
var averagePrice = 0;
var alpha = (stockHold - InitStock) * (price - initPrice);
var beta = moneyEarned - alpha;
var sum = 0;
if (prices.length > 0) {
for (var i = prices.length - 1; i >= 0; i--) {
sum += prices[i];
}
averagePrice = sum / prices.length;
}
var logString = 'Stock Holding:' + AdjustFloat(stockHold) + '\n';
logString += 'Money Holding:' + AdjustFloat(moneyHold) + '\n';
logString += 'Stock Earned:' + AdjustFloat(stockEarned) + '\n';
logString += 'Money Earned:' + AdjustFloat(moneyEarned) + '\n';
logString += 'History Average price:' + averagePrice + '\n';
logString += 'Current Price:' + price + '\n';
logString += 'Alpha:' + alpha + '\n';
logString += 'Beta:' + beta;
LogProfit(moneyEarned);
return logString;
}
function CaculateHoldings() {
CancelPendingOrders();
if (lastOrderID) {
var order = exchange.GetOrder(lastOrderID);
Log('last order:', order);
if (order.Status === ORDER_STATE_CLOSED) {
if (order.Type === ORDER_TYPE_BUY) { //Buy
stockHold += order.DealAmount;
moneyHold -= order.DealAmount * order.Price;
Log("Order Buy. stockHold +=:", order.DealAmount, ',Money -=:', order.DealAmount * order.Price);
} else { //Sell
stockHold -= order.DealAmount;
moneyHold += order.DealAmount * order.Price;
Log("Order Sell. stockHold -=:", order.DealAmount, ',Money +=:', order.DealAmount * order.Price);
}
}
}
}
function OnTick() {
var currentPrice = GetCurrentPrice();
prices.push(currentPrice);
//Log('History prices:',prices);
var stockValue = 0;
var totalValue = 0;
var ratio = 0;
stockValue = stockHold * currentPrice;
totalValue = stockValue + moneyHold;
ratio = stockValue / totalValue;
Log('Current Price:', currentPrice);
Log('stockHold:', stockHold);
Log('moneyHold:', moneyHold);
Log('stockValue:', stockValue);
Log('Current Ratio:', ratio);
if (ratio > StockRatio) { //Sell
Log('Current ratio > StockRatio');
var sellAmt = (stockValue - totalValue * StockRatio) / (currentPrice - SlidePrice);
lastOrderID = exchange.Sell(currentPrice - SlidePrice, sellAmt);
} else { //Buy
Log('Current ratio < StockRatio');
var buyAmt = (totalValue * StockRatio - stockValue) / (currentPrice + SlidePrice);
lastOrderID = exchange.Buy(currentPrice + SlidePrice, buyAmt);
}
Log('Order ID:', lastOrderID);
CaculateHoldings();
}
function main() {
if (InitStock < 0) {
Log('Stock less than zero.');
return;
}
if (InitMoney < 0) {
Log('Money less than zero.');
}
//if(InvestInterval < 0){
// Log('InvestInterval less than zero.');
//}
if (ErrorInterval < 0) {
Log('ErrorInterval less than zero.');
}
if (StockRatio < 0 || StockRatio > 1) {
Log('StockRatio should be a number from 0 to 1.');
}
EnableLogLocal(true);
SetFailover(true);
exchange.IO("websocket");
Log(exchange.GetName(), exchange.GetCurrency());
initAccount = _G('InitAccount');
if (initAccount === null) {
initAccount = GetAccount();
_G('InitAccount', initAccount);
}
Log('InitAccount', initAccount);
initPrice = _G('InitPrice');
if (initPrice === null) {
initPrice = GetCurrentPrice();
_G('InitPrice', initPrice);
}
Log('InitPrice', initPrice);
if (UseAccount) {
InitMoney = initAccount.Balance + initAccount.FrozenBalance;
InitStock = initAccount.Stocks + initAccount.FrozenStocks;
}
Log('InitMoney:', InitMoney);
Log('InitStock:', InitStock);
stockHold = _G('StockHold');
if (stockHold === null) {
stockHold = InitStock;
Log('Set Stock Hold', stockHold);
}
moneyHold = _G('MoneyHold');
if (moneyHold === null) {
moneyHold = InitMoney;
Log('Set Money Hold', moneyHold);
}
if (_G('Prices') !== null) {
prices = _G('Prices');
}
while (true) {
OnTick();
LogStatus(GetStatus());
Sleep(InvestInterval * 1000 * 60);
}
}
function onexit() {
_G('StockHold', stockHold);
_G('MoneyHold', moneyHold);
//_G('Prices',prices);
Log('Set Stock Hold', stockHold);
Log('Set Money Hold', moneyHold);
Log('Set prices:', prices);
Log('Robot Stopped!#ff0000@');
}