Syaitan Shannon.

Penulis:FawkesPan, Tarikh: 2017-12-21 00:28:14
Tag:RSI


/*

 Shannon's Demon Demo Code

 Copyright 2018 FawkesPan
 Contact : i@fawkex.me / Telegram@FawkesPan

 Do What the Fuck You Want To Public License

*/


function onTick(){
    var Account = exchange.GetAccount();
    var Depth = exchange.GetDepth();
    var Buy = Depth.Asks[1].Price;
    var Sell = Depth.Bids[1].Price;
    var StockValue = Account.Stocks * Buy;
    var TotalValue = Account.Balance + StockValue;
    var Half = TotalValue / 2;
    var Records = exchange.GetRecords(PERIOD_M1);
    var RSI = TA.RSI(Records, 14);
    //Log("StockValue:", StockValue ," TotalValue:", TotalValue);
    var LastRSI = RSI[RSI.length -1];
    //Log(LastRSI);
    if (StockValue / Half > DS && LastRSI > RSIS) {
        Log("StockValue:", StockValue ," TotalValue:", TotalValue);
        Log("StockValue Too High. Re Balancing...");
        var ToBeSold = (Account.Stocks * Buy - Account.Balance) / 2 / Buy;
        Log(exchange.Sell(Buy,ToBeSold));
        Sleep(DELAY*1000*5);
    }
    if (Half / StockValue > DB && LastRSI < RSIB) {
        Log("StockValue:", StockValue ," TotalValue:", TotalValue);
        Log("StockValue Too Low. Re Balancing...");
        var ToBeBought = (Account.Balance - Account.Stocks * Buy) / 2 / Sell;
        Log(exchange.Buy(Sell,ToBeBought));
        Sleep(DELAY*1000*5);
    }
}
function main(){
    while(true){
        onTick();
        Sleep(DELAY*1000);
    }
}

Berkaitan

Lebih lanjut

hariTrader2018Saya minta anda tunjukkan kepada saya, selepas menilai, harga yang dibeli adalah membeli dua, harga yang dijual adalah membeli dua, bagaimana ini boleh dipertimbangkan, dan bagaimana keadaan yang tidak dapat diselesaikan boleh dipertimbangkan?

Pengumpul gandumRSI strategi? retracement agak besar

FawkesPanIni hanya untuk mengulang semula dan melihat apa yang berlaku.

FawkesPanBukan RSI, tetapi Shannon. Link rujukan https://blog.enigma.co/is-there-a-free-lunch-in-the-crypto-markets-c4aa331443f1?gi=da410865d041 RSI digunakan untuk membantu mengelakkan kedudukan keseimbangan apabila membeli di atas bukit dan menjual di bawah bukit