小草
3
tập trung vào
1444
Người theo dõi
“Talk is cheap. Show me the code”
Just for learning, Be carefully when using in real market.
Only run on digital currency exchanges.
Note: this strategy included template. (function with $.)
Beginers can start with this strategy, learn how to code, know the difference between backtesting and real market.
Mã nguồn chiến lược
/*backtest
start: 2020-10-11 00:00:00
end: 2020-10-11 23:59:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
start = false
function main() {
Log('started');
var initAccount = _C(exchange.GetAccount);
var ticker = exchange.GetTicker();
var InitValue = (initAccount.Stocks + initAccount.FrozenStocks)*ticker.Last + initAccount.Balance + initAccount.FrozenBalance;
while (true) {
var records = _C(exchange.GetRecords, PERIOD_M15);
if(!start){
Log(records[0], records.length)
start = true
}
ticker =_C(exchange.GetTicker);
var FastRecords = TA.MA(records,FastPeriod);
var SlowRecords = TA.MA(records,SlowPeriod);
var NowAccount = _C(exchange.GetAccount);
var n = _Cross(FastRecords, SlowRecords);
if (n >= EnterPeriod && NowAccount.Balance > 0) {
var Price = _N(ticker.Sell+Slippage, 2);
var Amount = _N(0.99*NowAccount.Balance/Price, 3);
if(Amount>0.1){
var id = exchange.Buy(Price, Amount);
if(exchange.GetOrders(id).Status == ORDER_STATE_PENDING){exchange.CancelOrder(id);}
LogProfit((NowAccount.Stocks + NowAccount.FrozenStocks)*ticker.Last + NowAccount.Balance + NowAccount.FrozenBalance - InitValue);
}
}
if(n <= -EnterPeriod && NowAccount.Stocks > 0) {
var Price = _N(ticker.Buy-Slippage, 2);
var Amount = _N(NowAccount.Stocks, 3);
if(Amount>0.1){
var id = exchange.Sell(Price, Amount);
if(exchange.GetOrders(id).Status == ORDER_STATE_PENDING){exchange.CancelOrder(id);}
LogProfit((NowAccount.Stocks + NowAccount.FrozenStocks)*ticker.Last + NowAccount.Balance + NowAccount.FrozenBalance - InitValue);
}
}
if(!IsVirtual()){
Sleep(Interval*1000)
}
}
}