2022-05-20 14:42:13 +08:00
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2023-07-14 18:39:48 +08:00
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> Name
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2022-05-20 14:42:13 +08:00
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python
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2023-07-14 18:39:48 +08:00
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> Author
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2022-05-20 14:42:13 +08:00
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Zer3192
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2023-07-14 18:39:48 +08:00
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> Source (python)
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2022-05-20 14:42:13 +08:00
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``` python
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'''backtest
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start: 2021-06-26 00:00:00
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end: 2022-01-23 00:00:00
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period: 1d
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basePeriod: 1h
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exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
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'''
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def main():
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exchange.SetMarginLevel(7)
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exchange.SetContractType("swap")
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exchange.SetDirection("buy")
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ticker = exchange.GetTicker()
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Log(ticker)
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exchange.Buy(ticker["Last"] - 100, 0.001)
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exchange.Buy(ticker["Last"] - 500, 0.001)
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exchange.Buy(ticker["Last"] -1000, 0.002)
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exchange.Buy(ticker["Last"] - 1500, 0.003)
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exchange.Buy(ticker["Last"] - 2000, 0.005)
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exchange.Buy(ticker["Last"] - 2500, 0.008)
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exchange.Buy(ticker["Last"] - 3000, 0.013)
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exchange.Buy(ticker["Last"] - 3500, 0.021)
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exchange.Buy(ticker["Last"] - 4000, 0.034)
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exchange.Buy(ticker["Last"] - 4500, 0.055)
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exchange.Buy(ticker["Last"] - 5000, 0.089)
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exchange.Buy(ticker["Last"] - 5500, 0.144)
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exchange.Buy(ticker["Last"] - 6000, 0.233)
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exchange.Buy(ticker["Last"] - 6500, 0.377)
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exchange.Buy(ticker["Last"] - 7000, 0.610)
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exchange.Buy(ticker["Last"] - 7500, 0.987)
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exchange.Buy(ticker["Last"] - 8000, 1.597)
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exchange.Buy(ticker["Last"] - 8500, 2.584)
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exchange.SetContractType("swap")
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exchange.SetDirection("sell")
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ticker = exchange.GetTicker()
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Log(ticker)
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exchange.Sell(ticker["Last"] + 100, 0.001)
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exchange.Sell(ticker["Last"] + 500, 0.001)
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exchange.Sell(ticker["Last"] + 1000, 0.002)
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exchange.Sell(ticker["Last"] + 1500, 0.003)
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exchange.Sell(ticker["Last"] + 2000, 0.005)
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exchange.Sell(ticker["Last"] + 2500, 0.008)
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exchange.Sell(ticker["Last"] + 3000, 0.013)
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exchange.Sell(ticker["Last"] + 3500, 0.021)
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exchange.Sell(ticker["Last"] + 4000, 0.034)
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exchange.Sell(ticker["Last"] + 4500, 0.055)
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exchange.Sell(ticker["Last"] + 5000, 0.089)
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exchange.Sell(ticker["Last"] + 5500, 0.144)
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exchange.Sell(ticker["Last"] + 6000, 0.233)
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exchange.Sell(ticker["Last"] + 6500, 0.377)
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exchange.Sell(ticker["Last"] + 7000, 0.610)
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exchange.Sell(ticker["Last"] + 7500, 0.987)
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exchange.Sell(ticker["Last"] + 8000, 1.597)
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exchange.Sell(ticker["Last"] + 8500, 2.584)
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Log("orders", exchange.GetOrders())
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Sleep(1000)
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```
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2023-07-14 18:39:48 +08:00
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> Detail
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2022-05-20 14:42:13 +08:00
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https://www.fmz.com/strategy/343032
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2023-07-14 18:39:48 +08:00
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> Last Modified
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2022-05-20 14:42:13 +08:00
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2022-01-30 17:35:13
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