普及下移动止损的概念, 策略学习使用, 实盘慎用 !
function main() { var STATE_IDLE = -1; var state = STATE_IDLE; var initAccount = $.GetAccount(); Log(initAccount); var pos = null; var table = { type : 'table', title : '账户信息', cols : ['阶段', '钱', '币'], rows : [['初始', initAccount.Balance, initAccount.Stocks], ['当前', 0, 0]], }; while (true) { var status = ''; var nowAccount = null; if (state === STATE_IDLE) { var n = $.Cross(FastPeriod, SlowPeriod); if (Math.abs(n) >= EnterPeriod) { var opAmount = parseFloat((initAccount.Stocks * PositionRatio).toFixed(3)); pos = n > 0 ? $.Buy(opAmount) : $.Sell(opAmount); if (pos) { opAmount = pos.amount; pos.stopLossPrice = n > 0 ? (pos.price * (1-StopLoss)) : (pos.price * (1 + StopLoss)); pos.holdProfitPrice = n > 0 ? (pos.price * (1+TrailingStopLoss)) : (pos.price * (1 - TrailingStopLoss)); state = n > 0 ? PD_LONG : PD_SHORT; Log("开仓详情", pos, "交叉周期", n); } } } else { var ticker = exchange.GetTicker(); if (!ticker) { Sleep(Interval*1000); continue; } var dynamicProfit = 0; var shouldCover = false; var enableTS = false; if (state === PD_LONG) { dynamicProfit = (ticker.Last - pos.price) * pos.amount; if (ticker.Last > pos.holdProfitPrice) { pos.stopLossPrice = pos.holdProfitPrice * (1-StopLoss); pos.holdProfitPrice += (pos.price * TrailingStopLoss); enableTS = true; } shouldCover = ticker.Last < pos.stopLossPrice; } else { dynamicProfit = (pos.price - ticker.Last) * pos.amount; if (ticker.Last < pos.holdProfitPrice) { pos.stopLossPrice = pos.holdProfitPrice * (1+StopLoss); pos.holdProfitPrice -= (pos.price * TrailingStopLoss); enableTS = true; } shouldCover = ticker.Last > pos.stopLossPrice; } if (enableTS) { Log("触发移动止损, 锁定利润百分比:", _N(Math.abs((pos.price-ticker.Last)/pos.price)) + '%', "当前价格:", ticker.Last, "持仓盈亏:", dynamicProfit); } status = ["持仓类型", (state === PD_LONG ? "多仓" : "空仓"), "持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "止损价:", pos.stopLossPrice].join(' '); if (status.length > 0) { status += '\n'; } if (shouldCover) { Log("止损, 持仓均价:", pos.price, "数量:", pos.amount, "浮动盈亏:", _N(dynamicProfit), "最后成交价:", ticker.Last); nowAccount = $.GetAccount(); var obj = state === PD_LONG ? $.Sell(nowAccount.Stocks - initAccount.Stocks) : $.Buy(initAccount.Stocks - nowAccount.Stocks); state = STATE_IDLE; nowAccount = $.GetAccount(); LogProfit(nowAccount.Balance - initAccount.Balance, '钱:', nowAccount.Balance, '币:', nowAccount.Stocks, '平仓详情:', obj, "交叉周期", n); } } if (!nowAccount) { nowAccount = $.GetAccount(); } if (nowAccount.Balance !== table.rows[1][1] || nowAccount.Stocks !== table.rows[1][2]) { table.rows[1] = ['当前 #ff0000', nowAccount.Balance, nowAccount.Stocks]; } status += '`'+JSON.stringify(table)+'`'; LogStatus(status); Sleep(Interval*1000); } }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6