Có hai tham số ema, ema1 ((A2) và ema2 ((A3), khi một trong số đó được thiết lập lớn hơn 100, thì fmz chạy trên ổ đĩa không tương ứng với giá trị của em và binan, và ((ema nhỏ hơn 100 là bình thường), dẫn đến tín hiệu mở đơn sẽ sớm hơn hoặc chậm hơn 5-10 dòng k.

”‘backtest start: 2021-11-01 00:00:00 end: 2021-11-02 00:00:00 period: 5m basePeriod: 1m exchanges: [{“eid”:“Futures_Binance”,“currency”:“BTC_USDT”}] args: [[“M”,8],[“A2”,100],[“A3”,200],[“K3”,500],[“K2”,300]] “’

def accuracy ((): # lấy độ chính xác của sàn giao dịch global BV1,CV1 exchanges[i].SetContractType(‘swap’) currency1=_C(exchanges[i].GetCurrency) ticker1=_C(exchanges[i].GetTicker) account1=_C(exchanges[i].GetAccount) all_BV1list=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’,‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’, ‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’,‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’, ‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] list1=[‘ALICE_USDT’,‘DODO_USDT’,‘UNFI_USDT’,‘LITU_USDT’,‘ZEN_USDT’,‘FIL_USDT’,‘AAVE_USDT’,‘KSM_USDT’,‘EGLD_USDT’,‘TRB_USDT’,‘CRV_USDT’, ‘BAL_USDT’,‘DOT_USDT’,‘SNX_USDT’,‘WAVES_USDT’,‘RLC_USDT’,‘BAND_USDT’,‘KAVA_USDT’,‘SXP_USDT’,‘OMG_USDT’,‘ZRX_USDT’,‘ALGO_USDT’, ‘THETA_USDT’,‘QTUM_USDT’,‘BAT_USDT’,‘IOTA_USDT’,‘ONT_USDT’,‘XTZ_USDT’,‘EOS_USDT’,‘XRP_USDT’] list2=[‘ICP_USDT’,‘NEO_USDT’,‘ATOM_USDT’,‘BNB_USDT’,‘LINK_USDT’,‘ETC_USDT’,‘BNB_USDT’] list3=[‘YFII_USDT’,‘YFI_USDT’,‘DEFI_USDT’,‘MKR_USDT’,‘COMP_USDT’,‘ZEC_USDT’,‘DASH_USDT’,‘XMR_USDT’,‘LTC_USDT’,‘BCH_USDT’,‘ETH_USDT’,‘BTC_USDT’] if currency1 in list1: BV1=1 if currency1 in list2: BV1=2 if currency1 in list3: BV1=3 if currency1 not in all_BV1list: BV1=0 #Giá chính xác if currency1!=‘YFI_USDT’: RR1=str(ticker1[“Last”]) content1=RR1.split(“.”)[-1] weishu1=len(content1) CV1=weishu1 else: CV1=0 global n1 account1=_C(exchange.GetAccount) walletbalance=account1[“Balance”] P=0.01*P0*float(walletbalance) n1=round(P/ticker1[“Last”],BV1) if n1==0: n1=n1+10**(-BV1)

def main(): while True: global i for i in range(len(exchanges)): exchanges[i].SetContractType(‘swap’) accuracy() exchanges[i].SetMarginLevel(M) ticker1=_C(exchanges[i].GetTicker) currency1=_C(exchanges[i].GetCurrency) position1=_C(exchanges[i].GetPosition) r=_C(exchanges[i].GetRecords) if r and len®>9: EMA=TA.EMA(r,A2) EMA2=TA.EMA(r,A3) longsignal=EMA[-3]EMA2[-2] shortsignal=EMA[-3]>EMA2[-3] and EMA[-2]

                    if longsignal: #1分钟金叉
                        Log(currency1,'多头信号成立')
                        exchanges[i].SetDirection('buy')
                        exchanges[i].Buy(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                        
                    #开空信号
                    if shortsignal: #1分钟死叉
                        Log(currency1,'空头信号成立')
                        exchanges[i].SetDirection('sell')
                        exchanges[i].Sell(-1,n1)
                        Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                        Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                        
                if len(position1)==1:
                    if position1[0]["Type"]==0:
                        if ticker1["Last"]>position1[0].Price+K3:
                            Log(currency1,'多头触发止盈')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]<position1[0].Price-K2:
                            Log(currency1,'多头触发止损')
                            exchanges[i].SetDirection('closebuy')
                            exchanges[i].Sell(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                    if position1[0]["Type"]==1:
                        if ticker1["Last"]<position1[0].Price-K3:
                            Log(currency1,'空头触发止盈')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
                        if ticker1["Last"]>position1[0].Price+K2:
                            Log(currency1,'空头触发止损')
                            exchanges[i].SetDirection('closesell')
                            exchanges[i].Buy(-1,position1[0].Amount)
                            Log('倒数第二个EMA2:',EMA2[-2],'倒数第三个EMA2:',EMA2[-3])
                            Log('倒数第二个EMA1:',EMA[-2],'倒数第三个EMA1:',EMA[-3])
                            
        Sleep(S)