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- 马丁格尔打印收益图表
马丁格尔打印收益图表
Author:
Zer3192, Date: 2022-03-26 19:02:16
Tags:
/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
function main() {
// 不使用接口获取数据的测试，就无需使用exchange.IO("status")函数判断连接状态，也不用设置合约代码，因为这里仅仅是测试
for(var i = 0; i < exchanges.length; i++) {
Log("添加的交易所对象索引(第一个为0以此类推)：", i, "名称：", exchanges[i].GetName(), "标签：", exchanges[i].GetLabel())
}
}
var n = 0.001 //初始下单数
var MarginLevel = 30 //合约杠杆
var profit = 1//期望收益 ，不能小于手续费
var bet=1//倍率
// 链接交易所, 获取相关信息
function UpdateInfo() {
var account = exchange.GetAccount()
records = exchange.GetRecords()
ticker = exchange.GetTicker()
balance = account.Stocks
Bar = records[records.length - 1]
}
//取随机数
function sum(m, n) {
var num = Math.floor(Math.random() * (m - n) + n);
return num;
}
function onexit() {
var pos = exchange.GetPosition();
if (pos.length > 0) {
Log("警告, 退出时有持仓", pos);
}
}
function main() {
if (exchange.GetName() !== 'Futures_Binance') {
throw "只支持Binance期货";
}
if (exchange.GetPosition().length > 0) {
throw "策略启动前不能有持仓.";
}
}
function main() {
exchange.SetContractType("swap")
exchange.SetMarginLevel(MarginLevel)
var position = []
while (true) {
var ticker = exchange.GetTicker()
var account = exchange.GetAccount()
var price = ticker.Buy
var stocks = account.Stocks + account.FrozenStocks
var balance = account.Balance + account.FrozenBalance
var value = stocks*price + balance
Log('Account value is: ', value)
LogProfit(value)
Sleep(3000)//sleep 3000ms(3s), A loop must has a sleep, or the rate-limit of the exchange will be exceed
//when run in debug tool, add a break here
Log(exchange.GetAccount().Balance)
Sleep(2000)
Log('推送到微信@')
Log('这是一个红色字体的日志 #ff0000')
position = exchange.GetPosition()
if (position.length == 0) {
//取随机数0、1作为方向
var redom = sum(0,2)
Log(redom)
if (redom == 0) {
n=0.001
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 1) {
n=0.001
exchange.SetDirection("buy")
exchange.Buy(-1, n, "开多")
}
}
if (position.length > 0) {
if (position[0].Type == 0) {
//盈利大于期望
if (position[0].Profit > profit) {
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount)
n=0.001
exchange.SetDirection("buy")
exchange.Sell(-1, n, "开多")
}
//负盈利大于保证金 则加仓
if (position[0].Profit < position[0].Margin * -1) {
n=n*bet
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount=n)
}
}
if (position[0].Type == 1) {
if (position[0].Profit > profit) {
exchange.SetDirection("closesell")
exchange.Buy(-1, position[0].Amount)
n=0.001
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (position[0].Profit < position[0].Margin * -1) {
n=n*bet
exchange.SetDirection("sell")
exchange.Sell(-1, position[0].Amount=n)
}
}
Sleep(60000)
}
}
}
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