MACD jual beli rendah dan jual tinggi automatik mencatatkan pergerakan berhenti kerugian (2018-03-27 15:48:24)

Penulis:Sifar, Tarikh: 2014-06-14 01:17:24
Tag:
Kolom pertama selepas persimpangan menunjukkan nilai kolom pertama selepas garpu emas, kolom pertama selepas persimpangan menunjukkan nilai kolom terakhir sebelum garpu emas, harga bergerak menunjukkan harga yang ditambahkan ketika membuat pesanan, contohnya pembelian akan membayar harga tunai ditambah dengan harga ini, pesanan dijual akan mengurangkan 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);
    }
}
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