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仓位均衡策略

Balance
2
Follow
4
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Source
JavaScript
function main() {
	while (true) {
		Sleep(300000);
        
        var account = $.GetAccount();
        var ticker = exchange.GetTicker();
        var stockValue = account.Stocks * ticker.Last;
        var totalValue = stockValue + account.Balance;
        var position = stockValue / totalValue;
        var trade_amount = 0;
        if ( position > TARGET_POSITION + ACT_DIFF ) {
            trade_amount = (position - TARGET_POSITION) * totalValue / ticker.Buy;
Strategy parameters
Strategy parameters
固定仓位
仓位变化量
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