Name
测试-关于马丁长期效果
Author
xxs1xxs1
Strategy Description
这个我也不知道算不算马丁。本身是想做多。随便找一个价位开仓。然后补仓。 比如一开始的小补仓是预备了10%的跌幅。 大补仓可以慢慢设置10% 20% 50% 如果可以在某种程度上感觉跌的可能性大。就拉大补仓位形成抄底。 所以预补仓就很重要了。。。 发挥各位的才智吧，希望能有多一些建议一起做好机械交易 最重要的是计算好承受点。不要开爆了。目前这个应该最多会开到8倍
Strategy Arguments
| Argument | Default | Description |
|---|---|---|
| MarginLevel | 20 | MarginLevel |
| amountScale | 3 | 量精度 |
| priceScale | 5 | 价格精度 |
| bet | 100 | 订单保证金 |
| Button | Default | Description |
|---|---|---|
| 已经清算的数据 | button | 已经清算的数据 |
| 清除持久数据数据 | button | 清除持久数据数据 |
Source (javascript)
/*backtest
start: 2021-05-1 00:00:00
end: 2021-08-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["OpType",1]]
*/
//各功能测试
exchange.SetContractType("swap") //合约设置
// exchange.SetCurrency("TRX_USDT");
// exchange.SetMarginLevel(20) //合约倍数设置
//exchange.IO("trade_margin")
//exchange.IO("currency", "STPT_USDT")
var account = _C(exchange.GetAccount) //帐户信息
var log_profit = 0
var log_profit_intervel = 1000 * 60 * 5
var symbol_list = [] //"1.5倍vol,kdj与ma多头"
var symbol_list1 = [] //"3倍vol,当前涨幅4%或者vol5倍"
var symbol_list2 = [] //"三连涨"
var order_list = []
var num = 0 //记录补仓数量
if (_G("symbol")) {
symbol_list = _G("symbol")
order_list = _G("orderlist")
Log("上一次数据", symbol_list)
Log("上一次数据完成数据", order_list)
}
// 撤单函数
function CancelPendingOrders() {
Sleep(1000); // 休眠 1秒
var ret = false;
while (true) {
var orders = null;
// 持续获取未成交订单数组，如果返回异常，则继续获取
while (!(orders = exchange.GetOrders())) {
Sleep(1000); // 休眠 1秒
}
if (orders.length == 0) { // 如果订单数组为空
return ret; // 返回撤单状态
}
for (var j = 0; j < orders.length; j++) { // 遍历未成交订单数组
exchange.CancelOrder(orders[j].Id); // 依次取消未成交订单
ret = true;
if (j < (orders.length - 1)) {
Sleep(1000); // 休眠 1秒
}
}
}
}
function symbols() {
log_profit_intervel = 1000 * 60 * 5
if (Date.now() - log_profit > log_profit_intervel && !IsVirtual()) { //全部交易对
log_profit = Date.now()
var symbol = JSON.parse(HttpQuery("https://www.binance.com/fapi/v1/exchangeInfo"))
let symbol_all = []
symbol.symbols.forEach(function(v, k, arr) {
if (v.quoteAsset == "USDT" && v.contractType == "PERPETUAL") {
let str = v.symbol.split("USDT", 1)
str = str + "_USDT"
symbol_all.push([str, v.pricePrecision, v.quantityPrecision])
}
})
// exchange.SetCurrency("TRX_USDT"); //交易对设置
//exchange.SetPrecision(priceScale, amountScale) //精度设置
for (let i = 0; i < symbol_all.length; i++) {
if (symbol_list.length > 0) {
let flag = false
symbol_list.forEach(function(v, k, arr) {
// Log(v[0],symbol_all[i][0])
if (v[0] == symbol_all[i][0]) {
flag = true;
}
})
if (flag) {
continue;
}
}
exchange.SetCurrency(symbol_all[i][0])
// exchange.SetCurrency("DOGE_USDT")
exchange.SetPrecision(symbol_all[i][1], symbol_all[i][2])
let records = exchange.GetRecords(60 * 60 * 1)
let kdj = TA.KDJ(records, 9, 3, 3)
let ma7 = TA.EMA(records, 7)
let ma25 = TA.EMA(records, 25)
// let records1 = exchange.GetRecords(60 * 15)
// let kdj1 = TA.KDJ(records1, 9, 3, 3)
let len = records.length - 1
let rs = records[len]
// let rs1 = records[len]
// if ((rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && rs.Close / rs.Open > 1.04) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 2))
// if (rs.Close > rs.Open && _Cross(kdj[0], kdj[1]) > 0 && _Cross(kdj[0], kdj[1]) < 3 && rs.Close / rs.Low < 1.03 && _Cross(kdj1[0], kdj1[1]) > 0 && _Cross(kdj1[0], kdj1[1]) < 3)
if (rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && _Cross(kdj[0], kdj[1]) > 0 && _Cross(kdj[0], kdj[1]) < 5 && _Cross(ma7, ma25) > 0) {
symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //加入数据保存
}
if ((rs.Close > rs.Open && rs.Volume > rs1.Volume * 2 && rs.Close / rs.Open > 1.04) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 4)) {
symbol_list1.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //加入数据保存
}
if (records[len - 3].Close > records[len - 3].Open && records[len - 1].Close > records[len - 1].Open && records[len - 2].Close > records[len - 2].Open) {
symbol_list2.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //加入数据保存
}
Sleep(100)
}
Log("没数据", symbol_list)
Log("没数据", symbol_list1)
Log("三连涨", symbol_list2)
}
}
function main() {
let loss = 2
let loss_m = 0
while (1) {
// symbols()
exchange.SetPrecision(priceScale, amountScale) //精度设置
exchange.SetMarginLevel(MarginLevel) //合约倍数
let records = exchange.GetRecords(60 * 60 * 4)
let kdj = TA.KDJ(records, 9, 3, 3)
let account = exchange.GetAccount()
let position = _C(exchange.GetPosition) //持仓信息
let Amount = position[0] ? position[0].Amount : 0
let ticker = _C(exchange.GetTicker); // 获取 Tick 数据
let ma7 = TA.EMA(records, 7)
let ma25 = TA.EMA(records, 25)
let money = bet * MarginLevel //买入数量为 2U的商品
if (_N(money / ticker.Sell, amountScale) == 0) {
continue;
}
let len = records.length - 1
if (!position[0] && _Cross(kdj[0], kdj[1]) > 0 && kdj[2][len] > kdj[1][len] + 2) {
exchange.SetDirection("buy")
exchange.Buy(-1, money / ticker.Sell, ticker.Last,"开仓价:", ticker.Sell)
} else if (position[0] && position[0].Profit > position[0].Margin * 0.2) { //盈利20%就清仓
// Log(loss_m,position[0])
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount,ticker.Last, "盈利", position[0].Profit, ticker.Last, "#ff0000")
loss = 0.6
num = 0 //计数清零
CancelPendingOrders() //清理无效定单
} else if (position[0] && _Cross(kdj[0], kdj[1]) < 0 && position[0].Profit > position[0].Margin * 0.1) { //死叉平仓
// Log(loss_m,position[0])
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount,ticker.Last, "死叉平仓", position[0].Profit, ticker.Last, "#00009c")
loss = 0.6
num = 0 //计数清零
CancelPendingOrders() //清理无效定单
}else if (position[0] && position[0].Margin / bet < 2.5 && position[0].Profit * -1 > position[0].Margin * 0.4) { //本金亏完在补一次
let nn = 0.2 //指数
if (position[0].Profit * -1 / position[0].Margin > 0.4) {
nn = position[0].Profit * -1 / position[0].Margin
Log(nn, "---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------")
}
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount * nn, ticker.Last,"小补仓", ticker.Last, "持仓数量:", position[0].Amount, "| 浮动亏盈:", position[0].Profit, "| Margin:", position[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", position[0].Price, "-------|最大单次浮亏", loss_m, "#0000ff")
// CancelPendingOrders() //清理无效定单
} else if (position[0] && position[0].Margin / bet >= 2.5 && position[0].Margin / bet < 6 && position[0].Profit * -1 > position[0].Margin * 2) { //本金亏完在补一次
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount * 2, ticker.Last,"大补仓", ticker.Last, "持仓数量:", position[0].Amount, "| 浮动亏盈:", position[0].Profit, "| Margin:", position[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", position[0].Price, "-------|最大单次浮亏", loss_m, "#ccff00")
// CancelPendingOrders() //清理无效定单
}
Sleep(1000)
// Log("已经清算的数据",order_list)
// Log("结束", symbol_list)
_G("orderlist", order_list)
_G("symbol", symbol_list)
Sleep(1000 * 2)
if (position[0]) loss_m = position[0].Profit < loss_m ? position[0].Profit : loss_m
let cmd = GetCommand()
if (cmd) {
Log(cmd)
let arr = cmd.split(":")
if (arr[0] == "要做空") {
dan = 100
} else if (arr[0] == "检查symbol_list") {
Log("没数据就是没有符合条件的", symbol_list)
} else if (arr[0] == "已经清算的数据") {
Log("已经清算的数据", order_list)
} else if (arr[0] == "清除持久数据数据") {
Log("已经清算的数据")
_G(null)
}
}
}
Log( _C(exchange.GetPosition))
}Detail
https://www.fmz.com/strategy/313486
Last Modified
2021-09-19 12:42:30