- Square
- 50行网格策略(教学)
50行网格策略(教学)
Author:
发明者量化-小小梦, Date: 2018-08-24 16:32:24
Tags:
StudyGrid
var _StopLoss = 0
var _StopWin = 0
var _Grid = []
function UpdateGrid(nowBidsPrice, nowAsksPrice, direction){ // up 1, down -1
if(_Grid.length == 0 || (direction == 1 && nowBidsPrice - _Grid[_Grid.length - 1].price > _GridPointDis) ||
(direction == -1 && _Grid[_Grid.length - 1].price - nowAsksPrice > _GridPointDis)){
var nowPrice = direction == 1 ? nowBidsPrice : nowAsksPrice
_Grid.push({
price: _Grid.length == 0 ? nowPrice : _Grid[_Grid.length - 1].price + _GridPointDis * direction,
hold : {price: 0, amount: 0},
coverPrice : _Grid.length == 0 ? nowPrice - direction * _GridCovDis : _Grid[_Grid.length - 1].price + _GridPointDis * direction - direction * _GridCovDis
})
var tradeInfo = direction == 1 ? $.Sell(_GridPointAmount) : $.Buy(_GridPointAmount)
_Grid[_Grid.length - 1].hold.price = tradeInfo.price
_Grid[_Grid.length - 1].hold.amount = tradeInfo.amount
$.PlotFlag(new Date().getTime(), JSON.stringify(tradeInfo), "O")
}
if(_Grid.length > 0 &&
((direction == 1 && nowAsksPrice < _Grid[_Grid.length - 1].coverPrice) || (direction == -1 && nowBidsPrice > _Grid[_Grid.length - 1].coverPrice))){
var coverInfo = direction == 1 ? $.Buy(_Grid[_Grid.length - 1].hold.amount) : $.Sell(_Grid[_Grid.length - 1].hold.amount)
_Grid.pop()
$.PlotFlag(new Date().getTime(), JSON.stringify(coverInfo), "C")
_StopWin++
} else if(_Grid.length > _GridNum){
var coverfirstInfo = direction == 1 ? $.Buy(_Grid[0].hold.amount) : $.Sell(_Grid[0].hold.amount)
_Grid.shift()
$.PlotFlag(new Date().getTime(), JSON.stringify(coverfirstInfo), "C")
_StopLoss++
}
}
function main(){
while(1){
var ticker = _C(exchange.GetTicker)
var records = _C(exchange.GetRecords)
$.PlotRecords(records, "kline")
UpdateGrid(ticker.Buy, ticker.Sell, direction)
var msg = ""
for(var i = 0; i < _Grid.length; i++){
msg += JSON.stringify(_Grid[i]) + "\n"
}
LogStatus(_D(), "_StopWin:", _StopWin, "_StopLoss:", _StopLoss, _C(exchange.GetAccount), "\n", "_Grid.length:", _Grid.length, "_GridNum:", _GridNum, "\n", msg)
Sleep(500)
}
}
template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6