Files

132 lines
3.4 KiB
Markdown
Raw Permalink Normal View History

2022-05-20 14:42:13 +08:00
2023-07-14 18:39:48 +08:00
> Name
2022-05-20 14:42:13 +08:00
斐波那契数列策略
2023-07-14 18:39:48 +08:00
> Author
2022-05-20 14:42:13 +08:00
Zer3192
2023-07-14 18:39:48 +08:00
> Strategy Description
2022-05-20 14:42:13 +08:00
!!!!!!!温馨提示,本策略仅供学习使用,用于实盘必定爆仓!!!!!!!!!!
!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
简单马丁格尔
原理就是输了加倍,直到赢到期望的收益为止
因为是回测用的,所有下单都是市价单,实盘没跑过!!
2023-07-14 18:39:48 +08:00
> Source (javascript)
2022-05-20 14:42:13 +08:00
``` javascript
/*
本策略仅供学习使用,用于实盘后果自负
*/
/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
var n = 1 //初始下单数
var MarginLevel = 50 //合约杠杆
var profit = 1//期望收益 ,不能小于手续费
var bet=1.1
//取随机数
function sum(m, n) {  
var num = Math.floor(Math.random() * (m - n) + n);  
return num;
}
function main() {
exchange.SetContractType("swap")
exchange.SetMarginLevel(MarginLevel)
var position = []
while (true) {
position = exchange.GetPosition()
if (position.length == 0) {
//取随机数0、1作为方向
var redom = sum(2, 0)
Log(redom)
if (redom == 0) {
n=0.001
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 1) {
n=0.001
exchange.SetDirection("buy")
exchange.Buy(-1, n, "开多")
}
}
if (position.length > 0) {
if (position[0].Type == 0) {
//盈利大于期望
if (position[0].Profit > profit) {
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount)
}
//负盈利大于保证金 则加仓
if (position[0].Profit < position[0].Margin * -1) {
function fibonacci( n){
if (n == 1 || n == 2) { //特殊情况,分开讨论
return 1;
}
if (n > 2) {
return fibonacci(n - 1) + fibonacci(n - 2); //递归调用
}
return -1; //如果输入错误的n,一律返回-1
}
exchange.SetDirection("buy")
exchange.Buy(-1, n)
}
}
if (position[0].Type == 1) {
if (position[0].Profit > profit) {
exchange.SetDirection("closesell")
exchange.Buy(-1, position[0].Amount)
}
if (position[0].Profit < position[0].Margin * -1) {
function fibonacci( n){
if (n == 1 || n == 2) { //特殊情况,分开讨论
return 1;
}
if (n > 2) {
return fibonacci(n - 1) + fibonacci(n - 2); //递归调用
}
return -1; //如果输入错误的n,一律返回-1
}
exchange.SetDirection("sell")
exchange.Sell(-1, n)
}
}
Sleep(60000)
}
}
}
```
2023-07-14 18:39:48 +08:00
> Detail
2022-05-20 14:42:13 +08:00
https://www.fmz.com/strategy/353314
2023-07-14 18:39:48 +08:00
> Last Modified
2022-05-20 14:42:13 +08:00
2022-05-14 06:32:26