策略源码
/*
Shannon's Demon Demo Code
Copyright 2018 FawkesPan
Contact : [email protected] / Telegram@FawkesPan
Do What the Fuck You Want To Public License
*/
function onTick(){
var Account = exchange.GetAccount();
var Depth = exchange.GetDepth();
var Buy = Depth.Asks[1].Price;
var Sell = Depth.Bids[1].Price;
var StockValue = Account.Stocks * Buy;
var TotalValue = Account.Balance + StockValue;
var Half = TotalValue / 2;
var Records = exchange.GetRecords(PERIOD_M1);
var RSI = TA.RSI(Records, 14);
//Log("StockValue:", StockValue ," TotalValue:", TotalValue);
var LastRSI = RSI[RSI.length -1];
//Log(LastRSI);
if (StockValue / Half > DS && LastRSI > RSIS) {
Log("StockValue:", StockValue ," TotalValue:", TotalValue);
Log("StockValue Too High. Re Balancing...");
var ToBeSold = (Account.Stocks * Buy - Account.Balance) / 2 / Buy;
Log(exchange.Sell(Buy,ToBeSold));
Sleep(DELAY*1000*5);
}
if (Half / StockValue > DB && LastRSI < RSIB) {
Log("StockValue:", StockValue ," TotalValue:", TotalValue);
Log("StockValue Too Low. Re Balancing...");
var ToBeBought = (Account.Balance - Account.Stocks * Buy) / 2 / Sell;
Log(exchange.Buy(Sell,ToBeBought));
Sleep(DELAY*1000*5);
}
}
function main(){
while(true){
onTick();
Sleep(DELAY*1000);
}
}
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全部留言
dayTrader2018
请教一下，判断之后，买的价格是买二，卖的价格是买二，这个是怎么考虑的，可有考虑出现成交不了的情况！
2018-02-24 14:15:57
FawkesPan
自行解决 这个只是拿来跑跑回测看看效果的
2018-03-02 01:35:18
收麦君
RSI策略啊?回撤有点大
2017-12-27 10:28:53
FawkesPan
不是RSI 是香农的恶魔
参考链接 https://blog.enigma.co/is-there-a-free-lunch-in-the-crypto-markets-c4aa331443f1?gi=da410865d041
RSI用于辅助 防止平衡仓位的时候买在山顶卖在山底
2017-12-28 10:14:37