/*
策略出处: internet
策略名称: MA 单均线趋势策略
策略作者: ipqhjjybj
策略描述: 均线向上做多，均线向下做空 , bitcoin只做多
趋势跟踪策略
*/
MA_Length = 120 // 计算通道中值的窗口数
trailingPrcnt = 15 // 移动止损
LoopInterval = 60 // 轮询间隔(秒)
SlidePrice = 0.3 // 滑动价(元)
function adjustFloat(v) {
return Math.floor(v*1000)/1000;
}
function CancelPendingOrders() {
while (true) {
var orders = null;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
if (orders.length == 0) {
return;
}
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id, orders[j]);
if (j < (orders.length-1)) {
Sleep(Interval);
}
}
}
}
function GetAccount() {
var account;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
}
return account;
}
function GetTicker() {
var ticker;
while (!(ticker = exchange.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
var minMoney = 100; // 如果资金小于该数值，则不买入
var LastRecord = null; // 初始化上一个记录
function onTick(exchange) {
var ticker = GetTicker();
// Buy or Sell, Cancel pending orders first
CancelPendingOrders();
var account = GetAccount();
if (true) {
var records = exchange.GetRecords();
if (!records || records.length < (MA_Length + 3)) {
return;
}
// Price not change
var newLast = records[records.length-1];
if ((!LastRecord) || (LastRecord.Time == newLast.Time && LastRecord.Close == newLast.Close)) {
LastRecord = newLast;
return;
}
LastRecord = newLast;
var kk_MA = TA.MA(records , MA_Length);
var ma_inc = kk_MA[kk_MA.length-1] / kk_MA[kk_MA.length-2];
Log( "kk_MA 1", kk_MA[kk_MA.length-1] , "kk_MA 2", kk_MA[kk_MA.length-2] )
//Log(newLast);
// var kk_ATR = TA.ATR(records , KK_Length);
// var kk_Mid = TA.MA(records, KK_Length);
// var kk_Up = kk_Mid[kk_Mid.length-1] + kk_ATR[kk_ATR.length-1] * kkDev;
//var kk_Down= kk_Mid - kk_ATR * kkDev
//Log("LastRecord.Close",LastRecord.Close ,"kk_up",kk_Up,"intraTradeHigh",intraTradeHigh);
if( account.Stocks <= exchange.GetMinStock() ){
if(ma_inc > 1.000001){
var price = ticker.Last + SlidePrice;
var amount = adjustFloat(account.Balance / price);
if (account.Balance > minMoney && amount >= exchange.GetMinStock()) {
Log("start buy");
if (exchange.Buy(price, amount, "做多")) {
LastBuyPrice = LastHighPrice = price;
}
}
}
}
else if( exchange.GetMinStock() < account.Stocks ){
if(ma_inc < 0.999999){ // 移动止损
var price = ticker.Last - SlidePrice;
var sellAmount = account.Stocks;
if (sellAmount > exchange.GetMinStock()) {
Log("start sell");
exchange.Sell(ticker.Last - SlidePrice, sellAmount, "卖出");
LastSellPrice = LastLowPrice = price;
}
}
}
}
}
function main() {
InitAccount = GetAccount();
Log(exchange.GetName(), exchange.GetCurrency(), InitAccount);
LoopInterval = Math.max(LoopInterval, 1);
while (true) {
onTick(exchange);
Sleep(LoopInterval*1000);
}
}
FMZ_JH 请问 为什么要写这么多Sleep(Interval); 程序在速度上延迟太高了怎么办？