- Square
- 均线突破
均线突破
Author:
Crypto Joe, Date: 2024-03-05 21:57:11
Tags:
/*backtest
start: 2019-02-01 00:00:00
end: 2024-03-04 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Binance","currency":"BTC_USDT"}]
*/
function main(){
var bought = false;
var lastTime = 0;
while (true) {
var needCalculate = false;
var records = exchange.GetRecords(PERIOD_D1);
var lastK = records[records.length-1];
if (lastTime == 0 || lastK.Time > lastTime) {
lastTime = lastK.Time;
// 只有在新的一天数据来的时候才需要考虑是否交易
needCalculate = true;
}
if (!needCalculate) continue;
var ma = TA.MA(records, PERIOD);
var lastMa = ma[ma.length - 1];
var account = exchange.GetAccount();
var ticker = exchange.GetTicker();
if (lastK.Close >= lastMa && !bought) {
exchange.Buy(ticker.Last, account.Balance * 0.95 / ticker.Last);
bought = true;
} else if (lastK.Close < lastMa && bought) {
exchange.Sell(ticker.Last, account.Stocks);
bought = false;
}
}
}
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