stochRSI指标策略
/*参数 stochRSI 指标参数 数组 [14,14,3,3] 使用现货数字货币交易类库 */ var stochRSI_P_arr = "[14,14,3,3]"; var Interval = 500; var long = 1; var free = 0; var state = free; //每次开仓 平仓 重置 var buyInfo = null; //每次平仓重置 var sellInfo = null; //每次开仓重置 var initAccount = null; //每次平仓重置 var beginAccount = null; //不重置 var Profit = 0; //已实现盈亏 var prefloatProfit = 0;//上次的浮动盈亏,滑动止盈 更新 var openBalance = 0;//开仓量 var isCover = false; var NowPositionInfo = {//持仓信息, 每次平仓更新 avgPrice: 0, amount: 0 , floatProfit: 0 }; function openUpdate(){//开仓后的更新 state = long; sellInfo = null; } function closeUpdate(){//平仓后的更新 state = free; addLevel = 0; buyInfo = null; initAccount = _C(exchange.GetAccount); NowPositionInfo.avgPrice = 0; NowPositionInfo.amount = 0; NowPositionInfo.floatProfit = 0; isCover = true; } function Calculate(nowAccount,nowDepth){//计算并更新收益 、 浮动收益 、计算 持仓均价 、持仓量 if(typeof(nowAccount) === 'undefined' ){ nowAccount = _C(exchange.GetAccount); nowDepth = _C(exchange.GetDepth); } var diff_stocks = nowAccount.Stocks - initAccount.Stocks;//币之差 var diff_balance = nowAccount.Balance - initAccount.Balance;//钱之差 NowPositionInfo.avgPrice = Math.abs(diff_balance) / Math.abs(diff_stocks); NowPositionInfo.amount = Math.abs(diff_stocks); NowPositionInfo.floatProfit = diff_balance + diff_stocks * nowDepth.Bids[0].Price; //此次交易的浮动盈亏 Profit = (initAccount.Stocks - beginAccount.Stocks) * nowDepth.Bids[0].Price + (initAccount.Balance - beginAccount.Balance); //实现盈亏 //更新入界面 } function LLV(array,period){ if(!array || array.length - period < 0){ throw "error:" + array; } var min = array[array.length - period]; for(var i = array.length - period; i < array.length; i++){ if( array[i] < min ){ min = array[i]; } } return min; } function HHV(array,period){ if(!array || array.length - period < 0){ throw "error:" + array; } var max = array[array.length - period]; for(var i = array.length - period; i < array.length; i++){ if( array[i] > max){ max = array[i]; } } return max; } function DeleteNullEle(initArr){ var dealArr = []; var initArrLen = initArr.length; for(var i = 0,j = 0 ; i < initArrLen ; i++,j++){ if(initArr[i] === null || isNaN(initArr[i]) ){ j--; continue; } dealArr[j] = initArr[i]; } return dealArr; } /* LC := REF(CLOSE,1); //REF(C,1) 上一周期的收盘价 RSI:=SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1) *100; %K: MA(RSI-LLV(RSI,M),P1)/MA(HHV(RSI,M)-LLV(RSI,M),P1)*100; LLV(l,60)表示:检索60天内的最低价,可适应于检索任何股票 %D:MA(%K,P2); LC := REF(CLOSE,1); RSI:=SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1) *100; STOCHRSI:MA(RSI-LLV(RSI,M),P1)/MA(HHV(RSI,M)-LLV(RSI,M),P1)*100; */ function FstochRSI(records,n,m,p1,p2){ var len = records.length; //var LC = records[len-2];//上一周期收盘价 //var rsi = TA.RSI(records,n);// RSI 数组 ,talib var rsi = talib.RSI(records,n); rsi = DeleteNullEle(rsi);//ceshi //Log("rsi:",rsi) //测试 //Log("rsi:",rsi);//ceshi //throw "stop";//ceshi table.e5 = "rsi :" + rsi[rsi.length-1] + "rsi[-1]:" + rsi[rsi.length-2];//ceshi var arr1 = []; var arr2 = []; var arr3 = []; var arr4 = []; var rsi_a = []; var rsi_b = []; var k = []; var d = null; /*不包含当前柱 for(var a = 0 ;a < rsi.length ; a++ ){//改造 不用 LLV for(var aa = 0 ; aa <= a; aa++ ){ rsi_a.push(rsi[aa]); } arr1.push(rsi[a] - TA.Lowest(rsi_a,m)); } for(var b = 0 ;b < rsi.length ; b++ ){//改造 不用 HHV for(var bb = 0 ; bb <= b; bb++ ){ rsi_b.push(rsi[bb]); } arr2.push(TA.Highest(rsi_b,m) - TA.Lowest(rsi_b,m)); } */ for(var a = 0 ;a < rsi.length ; a++ ){//改造 不用 LLV if(a < m){ continue; } for(var aa = 0 ; aa <= a; aa++ ){ rsi_a.push(rsi[aa]); } arr1.push(rsi[a] - LLV(rsi_a,m)); } for(var b = 0 ;b < rsi.length ; b++ ){//改造 不用 HHV if(b < m){ continue; } for(var bb = 0 ; bb <= b; bb++ ){ rsi_b.push(rsi[bb]); } arr2.push(HHV(rsi_b,m) - LLV(rsi_b,m)); } arr1 = DeleteNullEle(arr1); arr2 = DeleteNullEle(arr2); //Log("arr1:",arr1.length,"-",arr1);//ceshi //Log("arr2:",arr2.length,"-",arr2);//ceshi arr3 = talib.MA(arr1,p1); arr4 = talib.MA(arr2,p1); arr3 = DeleteNullEle(arr3); arr4 = DeleteNullEle(arr4); //Log("ceshi");//ceshi var c = 0; var diff = 0; if(arr3.length !== arr4.length){//实测 长度不相等 throw "error: !=" + arr3.length + "----" + arr4.length; diff = arr4.length - arr3.length; //example diff = 10 - 6 }else{ //throw "error:" + arr3.length + "----" + arr4.length; } for( ;c < arr3.length ; c++ ){ k.push(arr3[c] / arr4[c + diff] * 100); } d = talib.MA(k,p2); return [k,d,rsi]; } function Loop(){//循环主体 /* var go_account = exchange.Go("GetAccount"); var go_records = exchange.Go("GetRecords"); var go_depth = exchange.Go("GetDepth"); var account = go_account.wait(1000); var records = go_records.wait(1000); var depth = go_depth.wait(1000); if(account === null || records === null || depth === null){ //显示异常 return; } */ // var account = _C(exchange.GetAccount); var records = _C(exchange.GetRecords); var depth = _C(exchange.GetDepth); //测试 var len = records.length - 1; if(records.length < array_P[0] || records.length < array_P[1] || records.length < array_P[2] || records.length < array_P[3] ){ //输出到状态栏表格,显示K线长度不足 msg = "K线长度不足,获取中..."; return; } //* var records_close = []; for(var i = 0; i <= len; i++){ records_close.push(records[i].Close); } //*/ msg = "K line `s length:" + (len + 1); //var ma = TA.MA(records,3);//测试 使用 MA3 //var stochRSI = talib.STOCHRSI(records,array_P[0],array_P[1],array_P[2],array_P[3]); //var stochRSI = talib.STOCHRSI(records_close,14,3,3,3); var stochRSI = FstochRSI(records,14,14,3,3); var fastLine = stochRSI[0]; //stochrsi var slowLine = stochRSI[1]; // ma(k,3) //Log("fastLine:",fastLine);//ceshi //Log("slowLine:",slowLine);//ceshi //var slowLine = ma; //var rsi = stochRSI[2]; $.Draw(records); $.AddZhiBiao(fastLine,records,1); $.AddZhiBiao(slowLine,records,2); if(isFirst === true){ $.SignOP((new Date()).getTime(),null,null,3,"图表显示启动!");// 测试标记 自定义信息 到图表上 Log(array_P[0],array_P[1],array_P[2],array_P[3],typeof(array_P[3]));//ceshi isFirst = false; } table.a4 = "fastLine[len]:" + _N(fastLine[fastLine.length-1],2); table.b4 = "slowLine[len]:" + _N(slowLine[slowLine.length-1],2); table.a5 = "fastLine[len-1]" + _N(fastLine[fastLine.length-2],2); table.b5 = "slowLine[len-1]" + _N(slowLine[slowLine.length-2],2); table.c5 = "fastLine[len-2]" + _N(fastLine[fastLine.length-3],2); table.d5 = "slowLine[len-2]" + _N(slowLine[slowLine.length-3],2); //table.e5 = "rsi:" + rsi[rsi.length - 1] + "rsi[-2]:" + rsi[rsi.length - 2] + "rsi[-3]:" + rsi[rsi.length - 3]; table.b1 = "stock:" + account.Stocks + "#ff00ff"; table.c1 = "Fstock:" + account.FrozenStocks + "#ff00ff"; table.d1 = "balance:" + account.Balance + "#ff00ff"; table.e1 = "Fbalance:" + account.FrozenBalance + "#ff00ff"; table.b2 = "open:" + records[len].Open; table.c2 = "high:" + records[len].High; table.d2 = "low:" + records[len].Low; table.e2 = "close:" + records[len].Close; table.b3 = "bids[0].price:" + depth.Bids[0].Price; table.c3 = "bids[0].amount:" + depth.Bids[0].Amount; table.d3 = "asks[0].price:" + depth.Asks[0].Price; table.e3 = "asks[0].amount:" + depth.Asks[0].Amount; table.c4 = "avgPrice:" + NowPositionInfo.avgPrice; table.d4 = "amount:" + NowPositionInfo.amount; table.e4 = "floatProfit:" + NowPositionInfo.floatProfit; if(isCover === true){ LogProfit(Profit); isCover = false; } Calculate();// //Log("ceshi2");//ceshi2 $.UpDateChart(records); //Log("ceshi2");//ceshi2 } var table = null; var array_P = null; var msg = "";//显示在状态栏表格头部的 消息 var isFirst = true; function main(){ //初始化 beginAccount = _C(exchange.GetAccount);//程序开始运行时的初始账户信息 initAccount = beginAccount;//每次开仓前的账户信息 table = $.TableInit(5,6); table.a1 = "account:" + "#ff00ff"; table.a2 = "records[length-1]:"; table.a3 = "depth.Bids[0]/Asks[0]:"; table.a0 = "beginAccount:"; table.b0 = "stock:" + beginAccount.Stocks; table.c0 = "Fstock:" + beginAccount.FrozenStocks; table.d0 = "balance:" + beginAccount.Balance; table.e0 = "Fbalance:" + beginAccount.FrozenBalance; array_P = JSON.parse(stochRSI_P_arr);// 解析 stochRSI 参数 while(true){ Loop(); $.UpDateLogStatus(msg); msg = ""; Sleep(Interval); } } /*任务 1、UI界面显示完善 2、交互模块写好 3、交易逻辑 4、参数设置 5、可视图表 */template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6