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现货单币种平衡策略

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最经典的单币种平衡策略,涨了卖出,跌了买入,始终保持持仓维持一定的比例。比较中庸的策略,需要长期运行。

Source
JavaScript
/*backtest
start: 2019-07-24 00:00:00
end: 2020-07-23 23:59:00
period: 1h
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT","stocks":1.2,"fee":[0.1,0.1]}]
*/

var order = {buy_price:0,buy_amount:0,buy_id:0,sell_price:0,sell_amount:0,sell_id:0}
var account = null
var last = 0
var symbol = ''
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Comment
All comments (2)

    这资产平衡策略还有利润吗?

    5 years ago

    长期跑应该可以,可以试试回测

    5 years ago
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