实盘:https://www.fmz.com/m/robot/26018 这个策略适合长期看好比特币的脑残粉,使用价值平均策略来进行定投,可以有效的抵抗市场波动。(关于价值平均定投请度娘。)
基本的思路是先想好每个月想要投入多少钱(策略变量:MoneyEveryMonth),然后决定多久交易一次,交易的间隔不建议小于5分钟(策略参数:InvestInternal)。
以下用一个实例说明策略思路和买卖时机: 假设每月想要买入价值72000元人民币的比特币(便于计算),每个小时交易一次,就是计划每个月交易24*30=720次,每次计划投入的资金价值为72000/720=100元(变量A)。
小时B,当时价格C,已投入资金D,已买入币数E,现在币价值F,本次投入资金G, 本次买入币数H
1 400 0 0 CE=0 AB-F=100 G/C=0.25
2 200 100 0.25 2000.25=50 1002-50=150 0.75
3 1000 250 1 1000 1003-1000=-700 -0.7
4 500 -550 0.3 150 1004-150=250 0.5
最终的结果,投入资金300,买入0.8个比特币(价值400元),平均价格375元。
说明:程序会每次检查账户内的资金和比特币与启动时的差额,以此计算每次需要购买的数量,因此不要用其他机器人公用一个帐户,也不要手工进行买入卖出的操作。如果在交易所有充值和体现,应该在程序互动部分填入,否则程序计算会错误。
var initAccount; var startTime; //unix timestamp var pause = false; //pause execution of strategy or continue var moneyDeposit = 0; // positive means deposit, negative means withdraw var sotckDeposit = 0; // positive means deposit, negative means withdraw function AdjustFloat(v) { return Math.floor(v * 1000)/1000; } function GetAccount() { var account = null; while (!(account = exchange.GetAccount())) { Log('Get Account Error'); Sleep(ErrorInterval); } return account; } function GetCurrentPrice() { var ticker = null; while (!(ticker = exchange.GetTicker())) { Log('Get Ticker Error'); Sleep(ErrorInterval); } return AdjustFloat(ticker.Last); } function GetOrders(){ var orders = null; while (!(orders = exchange.GetOrders())) { Log('Get Orders Error'); Sleep(ErrorInterval); } return orders; } function CancelPendingOrders() { while(true){ var orders = GetOrders(); if (orders.length === 0) { return; } for (var i = 0; i < orders.length; i++) { exchange.CancelOrder(orders[i].Id); if (i < (orders.length-1)) { Sleep(ErrorInterval); } } } } function ProcessCommand() { var command = GetCommand(); if (command !== null) { Log('command:', command); if (command === 'pause') { pause = true; } if (command === 'Continue') { pause = false; } if(command.indexOf('MoneyChange:') === 0){ moneyDeposit += parseFloat(command.replace("MoneyChange:", "")); Log('Deposit Money:', moneyDeposit); } if(command.indexOf('StockChange:') === 0){ stockDeposit += parseFloat(command.replace("StockChange:", "")); Log('Deposit Stock:',stockDeposit); } } } function CaculateMoneyToInvest(currentPrice,investCount) { var moneyEveryInvest = MoneyEveryMonth * InvestInternal / (30 * 24 * 60); var totalStockInvested = 0.0; var totalMoneyInvested = 0.0; var totalValueInvested = 0.0; var moneyToInvestThisTime = 0.0; CancelPendingOrders(); var accountNow = GetAccount(); totalMoneyInvested = initAccount.Balance + initAccount.FrozenBalance + moneyDeposit - accountNow.Balance - accountNow.FrozenBalance; totalStockInvested = accountNow.Stocks + accountNow.FrozenStocks - initAccount.Stocks - initAccount.FrozenStocks - stockDeposit; Log('Total Money Invested:',totalMoneyInvested); Log('Total Stock Invested:',totalStockInvested); totalValueInvested = AdjustFloat(totalStockInvested * currentPrice); Log('Total Value Invested:',totalValueInvested); var averagePrice = 0; if(totalStockInvested !== 0){ averagePrice = AdjustFloat(totalMoneyInvested / totalStockInvested); } moneyToInvestThisTime = AdjustFloat(moneyEveryInvest * investCount - totalValueInvested); Log('Money to Invest This Time:', moneyToInvestThisTime); var profit = totalValueInvested - totalMoneyInvested; var totalValueNow = (accountNow.Stocks + accountNow.FrozenStocks) * currentPrice + accountNow.Balance + accountNow.FrozenBalance; LogStatus('Account Value Now:' + totalValueNow + '\n' + 'Count:',investCount,' Money:', totalMoneyInvested, 'Stock:', totalStockInvested, 'Average:', averagePrice,'Profit:',profit); LogProfit(profit); return moneyToInvestThisTime; } function onTick(investCount) { var currentPrice = GetCurrentPrice(); Log('Current Price', currentPrice); var moneyToInvestThisTime = CaculateMoneyToInvest(currentPrice,investCount); var stockToInvestThisTime = 0; if(moneyToInvestThisTime > 0){ //Buy stockToInvestThisTime = AdjustFloat(moneyToInvestThisTime / (currentPrice + SlidePrice)); }else{ //Sell stockToInvestThisTime = AdjustFloat(moneyToInvestThisTime / (currentPrice - SlidePrice)); } var minPrice = exchange.GetMinPrice(); if(Math.abs(moneyToInvestThisTime) < minPrice){ Log('Invest Less Than MinPrice:', minPrice); return; } var minStock = exchange.GetMinStock(); if(Math.abs(stockToInvestThisTime) < minStock){ Log('Invest Less Than MinStock:',minStock); return; } var account = GetAccount(); if(stockToInvestThisTime > 0){ //Buy if(account.Balance < moneyToInvestThisTime){ Log('Money not Enough.#ff0000@'); return; } }else{ //Sell if(account.Stocks < Math.abs(stockToInvestThisTime)){ Log('Stock not Enough.#ff0000@'); return; } } var orderID = -1; if(stockToInvestThisTime > 0){ //Buy Log('Buy Stock:',stockToInvestThisTime); orderID = exchange.Buy(currentPrice + SlidePrice,stockToInvestThisTime); } if(stockToInvestThisTime < 0){ //Sell Log('Sell Stock:',Math.abs(stockToInvestThisTime)); orderID = exchange.Sell(currentPrice - SlidePrice,Math.abs(stockToInvestThisTime)); } } function main() { //exchange.IO("websocket"); initAccount = _G('InitAccount'); if(initAccount === null){ initAccount = GetAccount(); _G('InitAccount',initAccount); Log('Set Init account.'); Log(exchange.GetName(), exchange.GetCurrency(), initAccount); } else{ Log('Read Init Account:', initAccount); } startTime = _G('StartTime'); if(startTime === null){ startTime = new Date().getTime(); _G('StartTime',startTime); Log('Set Start Time:', startTime); }else{ Log('Read Start Time',new Date().setTime(startTime)); } var investCount = _G('InvestCount' ); if(investCount === null){ investCount = 1; Log('Set Invest Starting from Count 1.'); } else{ Log('Invest Continuing from:', investCount); } moneyDeposit = _G('MoneyDeposit'); if(moneyDeposit === null){ moneyDeposit = 0; Log('Set Money Deposit 0.'); } else{ Log('Read Money Deposit:', moneyDeposit); } stockDeposit = _G('StockDeposit'); if(stockDeposit === null){ stockDeposit = 0; Log('Set Stock Deposit 0.'); } else{ Log('Read Stock Deposit:', stockDeposit); } while (true) { ProcessCommand(); if (!pause) { Log('================================================='); Log('Invest Count', investCount); onTick(investCount); investCount += 1; _G('InvestCount',investCount); } Sleep(InvestInternal * 1000 * 60); } } function onexit(){ _G('MoneyDeposit',moneyDeposit); _G('StockDeposit', stockDeposit); Log('Robot Stopped!#ff0000@'); }template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6