# 50行多平台对冲策略（教学）

Author: 发明者量化-小小梦, Date: 2018-08-25 16:41:58
Tags: StudyHedge

```var preSumBalance = 0
var initSumBalance = 0
function UpdateAccount(isFirst){
var msg = ""
var sumStocks = 0
var sumBalance = 0
for(var i = 0; i < exchanges.length; i++){
if(exchanges[i].needUpdate == true || isFirst == true){
exchanges[i].account = _C(exchanges[i].GetAccount)
exchanges[i].needUpdate = false
if(isFirst == true){
initSumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
exchanges[i].SetPrecision(_CurrencyPrecision, _BaseCurrencyPrecision)
}
}
sumStocks += (exchanges[i].account.Stocks + exchanges[i].account.FrozenStocks)
sumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
msg += exchanges[i].GetName() + "币:" + exchanges[i].account.Stocks + "冻币:" + exchanges[i].account.FrozenStocks + "钱:" + exchanges[i].account.Balance + "冻钱:" + exchanges[i].account.FrozenBalance + "\n"
}
LogStatus(_D(), "总币：" + sumStocks, "总钱：" + sumBalance, "\n", msg)
if(preSumBalance != sumBalance){
LogProfit(sumBalance - initSumBalance, preSumBalance = sumBalance)
}
}
function main(){
UpdateAccount(true)
while(1){
for(var i = 0; i < exchanges.length; i++){
for(var j = 0; j < exchanges.length; j++){
if(i == 0 && j == 0){
for(var m = 0; m < exchanges.length; m++){
}
for(var n = 0; n < exchanges.length; n++){
}
}
if(exchanges[i].GetName() != exchanges[j].GetName() && exchanges[i].ticker && exchanges[j].ticker && exchanges[i].ticker.Buy - exchanges[j].ticker.Sell > _HedgePrice){
if(exchanges[i].account.Stocks > _HedgeAmount && exchanges[j].account.Balance / ((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2) > _HedgeAmount){
var sellId_I = exchanges[i].Sell((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2, _HedgeAmount, exchanges[i].GetName())
exchanges[i].needUpdate = exchanges[j].needUpdate = true
}
}
}
}
UpdateAccount(false)
Sleep(300)      // 测试
}
}
```

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