RSI简单买卖测试, 默认 70-100卖出,0-30买入
function adjustFloat(v) { return Math.floor(v*1000)/1000; } function cancelPendingOrders() { while (true) { var orders = exchange.GetOrders(); if (orders) { if (orders.length == 0) { break; } for (var j = 0; j < orders.length; j++) { exchange.CancelOrder(orders[j].Id); Sleep(Interval); } } else { Sleep(Interval); } } } function LogProfitTotal(initAcnt, acnt, tck) { var prft = acnt.Balance - initAcnt.Balance + (acnt.Stocks - initAcnt.Stocks) * tck.Last; LogProfit(prft, "#ff0000"); } var STATE_WAIT_IDLE = 0; var STATE_BUY = 1; var STATE_SELL = 2; var STATE_WAIT_BUY = 3; var STATE_WAIT_SELL = 4; var STATE_BUY_COVER = 5; var STATE_SELL_COVER = 6; var State = STATE_WAIT_IDLE; var InitAccount = null; var EnterAcnt = null; function MustGetAccount() { var account; while (!(account = exchange.GetAccount())) { Sleep(Interval); } return account; } function onTick(exchange) { var records = exchange.GetRecords(); if (!records || records.length < (RSIPeriod + 5)) { return; } rsi = TA.RSI(records, RSIPeriod); var rsiValue0 = rsi[records.length - 1]; var rsiValue1 = rsi[records.length - 2]; var rsiValue2 = rsi[records.length - 3]; //开仓条件判断 if (State == STATE_WAIT_IDLE && rsiValue1 >= RSIBuyL && rsiValue2 <= RSIBuyH && rsiValue1 > rsiValue2) { State = STATE_BUY; EnterAcnt = MustGetAccount(); } else if (State == STATE_WAIT_IDLE && rsiValue2 >= RSISellL && rsiValue1 <= RSISellH && rsiValue2 > rsiValue1) { State = STATE_SELL; EnterAcnt = MustGetAccount(); } else if (State != STATE_BUY && State != STATE_SELL && State != STATE_WAIT_BUY && State != STATE_WAIT_SELL && State != STATE_BUY_COVER && State != STATE_SELL_COVER){ return; } // Buy or Sell, Cancel pending orders first cancelPendingOrders(); var account = MustGetAccount(); var ticker = exchange.GetTicker(); if (!account || !ticker) { return; } //执行开仓 if (State == STATE_BUY) { var price = ticker.Last + SlidePrice; var amount = adjustFloat(account.Balance / price); if (amount >= exchange.GetMinStock()) { exchange.Buy(price, amount); } else { // No money, wait sell and log profit Log("<--- Buy"); State = STATE_WAIT_SELL; return; } } else if(State == STATE_SELL) { if (account.Stocks > exchange.GetMinStock()) { exchange.Sell(ticker.Last - SlidePrice, account.Stocks); } else { // No stocks, wait buy and log profit Log("<--- Sell"); State = STATE_WAIT_BUY; return; } } if(State != STATE_WAIT_BUY && State != STATE_WAIT_SELL && State != STATE_BUY_COVER && State != STATE_SELL_COVER) return; //平仓条件判断 if (State == STATE_WAIT_BUY && rsiValue1 >= RSIBuyL && rsiValue2 <= RSIBuyH && rsiValue1 > rsiValue2) { State = STATE_BUY_COVER; } else if(State == STATE_WAIT_SELL && rsiValue2 >= RSISellL && rsiValue1 <= RSISellH && rsiValue2 > rsiValue1) { State = STATE_SELL_COVER; }else if(State != STATE_BUY_COVER && State != STATE_SELL_COVER) { return; } //执行平仓 if (State == STATE_BUY_COVER) { var price = ticker.Last + SlidePrice; var stkTB = adjustFloat(EnterAcnt.Stocks - account.Stocks); var stkCB = adjustFloat(account.Balance / price); var amount = (stkTB < stkCB) ? stkTB : stkCB; if (amount >= exchange.GetMinStock()) { exchange.Buy(price, amount); } else { // No money, wait idle and log profit Log("<--- covers"); LogProfitTotal(InitAccount, account, ticker); Log(account); State = STATE_WAIT_IDLE; } } else if(State == STATE_SELL_COVER) { var stkS = account.Stocks - EnterAcnt.Stocks; if (stkS > exchange.GetMinStock()) { exchange.Sell(ticker.Last - SlidePrice, stkS); } else { // No stocks, wait idle and log profit Log("<--- coverb"); LogProfitTotal(InitAccount, account, ticker); Log(account); State = STATE_WAIT_IDLE; } } } function main() { InitAccount = MustGetAccount(); Log(InitAccount); while (true) { onTick(exchange); Sleep(Interval); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6