update

2023-02-07 22:05:02 +08:00
parent 9e5ffa14ef
commit a6c574f3e0
15 changed files with 1211 additions and 239 deletions
@@ -1,7 +1,7 @@

 > 策略名称

-搬运FMZ教程-JavaScript速成手册
+FMZ教程-JavaScript速成手册

 > 策略作者

@@ -378,4 +378,4 @@ https://www.fmz.com/strategy/395725

 > 更新时间

-2023-01-05 17:04:51
+2023-01-16 09:43:09
@@ -1,7 +1,7 @@

 > 策略名称

-搬运FMZ教程-Python速成手册
+FMZ教程-Python速成手册

 > 策略作者

@@ -465,4 +465,4 @@ https://www.fmz.com/strategy/395727

 > 更新时间

-2023-01-05 17:04:56
+2023-01-16 09:43:03
@@ -0,0 +1,200 @@
+
+> 策略名称
+
+HFT高频订单流因子
+
+> 策略作者
+
+发明者量化
+
+> 策略描述
+
+
+一个入门级订单流高频alpha因子, 可以做为市商策略的最优买卖定价距离参考, 信号归一为[-1, 1], 趋向1表示买方市场,趋向-1则是卖方市场, 策略会实时绘制因子值与最后成交价
+策略使用OKX与币安期货websocket接口接收计算, 下图是指标效果, 可以看出有一定的有效性, 公开给高频入门的量化爱好者
+
+ ![IMG](https://www.fmz.com/upload/asset/a89668d3b0189c8902.png) 
+ 
+ 
+
+> 策略参数
+
+
+
+|参数|默认值|描述|
+|----|----|----|
+|QSize|100|QSize|
+
+
+> 源码 (javascript)
+
+``` javascript
+let _chart = Chart({
+    subtitle: {
+        text: "Market Status",
+    },
+    yAxis: [{
+        height: "60%",
+        lineWidth: 1,
+        title: {
+            text: 'Close',
+        },
+        opposite: true,
+        labels: {
+            align: "right",
+            x: -3,
+        }
+    }, {
+        title: {
+            text: 'Alpha',
+        },
+        top: "60%",
+        height: "20%",
+        offset: 0,
+        lineWidth: 1
+    }, {
+        title: {
+            text: 'Vol',
+        },
+        top: "80%",
+        height: "20%",
+        offset: 0,
+        lineWidth: 1
+    }],
+
+    series: [{
+        name: 'Last',
+        lineWidth: 1,
+        data: [],
+        id: 'primary',
+        tooltip: {
+            xDateFormat: '%Y-%m-%d %H:%M:%S'
+        },
+        yAxis: 0
+    }, {
+        type: 'column',
+        lineWidth: 2,
+        name: 'Alpha',
+        data: [],
+        yAxis: 1,
+        color: 'green',
+        zones: [{
+            value: 0,
+            color: 'red'
+        }]
+    }, {
+        lineWidth: 1,
+        type: 'area',
+        color: '#257ed4',
+        name: 'Vol',
+        data: [],
+        yAxis: 2
+    }],
+})
+
+function calc_alpha(trades) {
+    let tick_sell_vol = 0
+    let tick_buy_vol = 0
+    let last_buy_vol = 0
+    let last_sell_vol = 0
+    let rightPos = Math.ceil(trades.length * 0.382)
+    trades.forEach(function(trade, idx) {
+        if (trade.side == 'buy') {
+            if (idx >= rightPos) {
+                last_buy_vol += trade.qty
+            }
+            tick_buy_vol += trade.qty
+        } else {
+            if (idx >= rightPos) {
+                last_sell_vol += trade.qty
+            }
+            tick_sell_vol += trade.qty
+        }
+    })
+
+    let tanh = function(x) {
+        // return [-1, 1]
+        return (Math.exp(x) - Math.exp(-x)) / (Math.exp(x) + Math.exp(-x))
+    }
+
+    let positive_ratio = last_buy_vol / tick_sell_vol
+    let negative_ratio = last_sell_vol / tick_buy_vol
+    let trade_ratio = 0
+    if (positive_ratio > negative_ratio) {
+        trade_ratio = tanh(positive_ratio)
+    } else {
+        trade_ratio = tanh(-negative_ratio)
+    }
+    return _N(trade_ratio, 3)
+}
+
+let _trades = []
+let _vol = 0
+
+function onTick(ctx, event) {
+    if (event.trades) {
+        event.trades.forEach(function(trade) {
+            _vol += trade.qty
+            _trades.push(trade)
+            if (_trades.length > QSize) {
+                _trades.shift()
+            }
+        })
+        if (_trades.length >= QSize) {
+            let val = calc_alpha(_trades)
+            _chart.add(0, [event.ts, _trades[_trades.length-1].price])
+            _chart.add(1, [event.ts, val])
+            _chart.add(2, [event.ts, _vol])
+            _vol = 0
+        }
+    }
+}
+
+function main() {
+    let ctName = "swap"
+    _chart.reset()
+    let ctx = $.NewWSS(exchange, function(ws, e) {
+        let msg = null
+        if (e.GetName() == 'Futures_OKCoin') {
+            msg = {
+                op: "subscribe",
+                args: []
+            }
+            let instId = e.SetContractType(ctName).InstrumentID
+            msg.args.push({
+                channel: "books5",
+                instId: instId
+            })
+            msg.args.push({
+                channel: "trades",
+                instId: instId
+            })
+        } else {
+            msg = {
+                method: "SUBSCRIBE",
+                params: [],
+                id: "1"
+            }
+            let symbol = e.GetCurrency().replace('_', '').toLowerCase()
+            msg.params.push(symbol + "@aggTrade")
+            msg.params.push(symbol + "@depth20@100ms")
+        }
+        ws.write(JSON.stringify(msg))
+        Log("subscribe", msg, "channel")
+        LogStatus("Ready")
+    }, onTick, false)
+
+    while (true) {
+        ctx.poll()
+        EventLoop(1000)
+    }
+}
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/392784
+
+> 更新时间
+
+2023-02-01 19:43:36
@@ -11,18 +11,18 @@ OKX&Binance Websocket高频交易模板 (多品种)||OKEX & Binance Websocket Hi

 [trans]
 实现功能:
-1. 公共流订阅, trades及深度合成
-2. 私有流订阅, 维护本地委托单与仓位以及余额信息
-3. 维护取消订单超时状态, 支持OKX的amendOrders修改订单
-4. 支持多个品种, 方便高频策略以最低的延迟同时操作多个市场
-5. 添加函数 EventLoop(需要最新托管者支持), 此函数可以在多个websocket连接的情况下, 等待任意websocket数据返回, 避免轮询
-6. 支持OKX与Binance期货与Binance的现货与现货杠杆交易, OKX的现货暂未加入支持, 感兴趣的可以自己更改一下
-7. OKX的私有流订阅需要Key与密码已经做为参数写在模板里
-8. 自动处理断线重连等一些基本的网络功能
-9. 支持私有流订单成交取消回报的事件回调
-10. 统一两个交易所的下单逻辑, 具体可以看模板源码或者例子
-11. 支持同时订阅多个交易所的websocket接口
-12. 订单的报单修改以及删除可以批量做为任务返回, 会自动处理交易任务
+* 公共流订阅, trades及深度合成
+* 私有流订阅, 维护本地委托单与仓位以及余额信息
+* 维护取消订单超时状态, 支持OKX的amendOrders修改订单
+* 支持多个品种, 方便高频策略以最低的延迟同时操作多个市场
+* 添加函数 EventLoop(需要最新托管者支持), 此函数可以在多个websocket连接的情况下, 等待任意websocket数据返回, 避免轮询
+* 支持OKX与Binance期货与Binance的现货与现货杠杆交易, OKX的现货暂未加入支持, 感兴趣的可以自己更改一下
+* OKX的私有流订阅需要Key与密码已经做为参数写在模板里
+* 自动处理断线重连等一些基本的网络功能
+* 支持私有流订单成交取消回报的事件回调
+* 统一两个交易所的下单逻辑, 具体可以看模板源码或者例子
+* 支持同时订阅多个交易所的websocket接口
+* 订单的报单修改以及删除可以批量做为任务返回, 会自动处理交易任务

 高频下单的时候，交易所返回的定单会不及时(private通道)，但这时侯行情可能已经变化，我们需要本地维护一个订单状态, 策略已经实现，
 模板会自动识别是OKX还是Binance, 下面是一个简单的例子, 强烈建议阅读源码，这样能更深层次的定制你自己的功能
@@ -132,7 +132,7 @@ function main() {

    while (true) {
        ctx.poll()
-        __syscall("TSocket_WaitAny", 1000)
+        EventLoop(1000)
    }
 }
 ```
@@ -539,6 +539,11 @@ function NewOKXWebSocketPrivate(ctx, verbose) {
    }

    self.poll = function(timeout) {
+        
+        if (AccessKey.length == 0) {
+            return
+        }
+        
        let ts = new Date().getTime()
        if (self.lastPing == 0) {
            self.lastPing = ts
@@ -610,11 +615,13 @@ function NewOKXWebSocketPublic(e, onLogin, onTick, verbose) {

    let self = {
        e: e,
+        key: e.GetName() + '/' + e.GetCurrency(),
        quoteCurrency: e.GetQuoteCurrency(),
        name: e.GetName(),
        verbose: verbose,
        isFutures: e.GetName().indexOf("Futures_") == 0,
        ws: null,
+        cache: {},
        channles: [],
        depthCount: 0,
        depthConsumed: 0,
@@ -623,7 +630,6 @@ function NewOKXWebSocketPublic(e, onLogin, onTick, verbose) {
            asks: {},
            bids: {}
        },
-        trades: [],
        lastMarket: 0
    }
    self.wsPrivate = NewOKXWebSocketPrivate(self, verbose)
@@ -655,7 +661,7 @@ function NewOKXWebSocketPublic(e, onLogin, onTick, verbose) {
        } else if (obj.event == 'login') {
            self.channles = []
            if (typeof(onLogin) === 'function') {
-                onLogin(self.ws)
+                onLogin(self.ws, self.e)
            }
        } else {
            self.lastMarket = new Date().getTime();
@@ -786,17 +792,23 @@ function NewOKXWebSocketPublic(e, onLogin, onTick, verbose) {
            if (!self.ws) {
                return
            }
-            let tsStr = (new Date().getTime() / 1000).toString()
-            let authMsg = {
-                "op": "login",
-                "args": [{
-                    "apiKey": AccessKey,
-                    "passphrase": Passphrase,
-                    "timestamp": tsStr,
-                    "sign": self.e.HMAC("sha256", "base64", tsStr + "GET" + "/users/self/verify", "{{secretkey}}")
-                }]
+            if (AccessKey.length == 0) {
+                if (typeof(onLogin) === 'function') {
+                    onLogin(self.ws, self.e)
+                }
+            } else {
+                let tsStr = (new Date().getTime() / 1000).toString()
+                let authMsg = {
+                    "op": "login",
+                    "args": [{
+                        "apiKey": AccessKey,
+                        "passphrase": Passphrase,
+                        "timestamp": tsStr,
+                        "sign": self.e.HMAC("sha256", "base64", tsStr + "GET" + "/users/self/verify", "{{secretkey}}")
+                    }]
+                }
+                self.ws.write(JSON.stringify(authMsg))
            }
-            self.ws.write(JSON.stringify(authMsg))
        }
        if (!self.ws) {
            return
@@ -1286,16 +1298,17 @@ function NewBinanceSocketPrivate(ctx, verbose) {
 function NewBinanceWebSocketPublic(e, onLogin, onTick, verbose) {
    let self = {
        e: e,
+        key: e.GetName() + '/' + e.GetCurrency(),
        quoteCurrency: e.GetQuoteCurrency(),
        name: e.GetName(),
        isFutures: e.GetName().indexOf("Futures_") == 0,
        verbose: verbose,
        ws: null,
+        cache: {},
        depthCount: 0,
        depthConsumed: 0,
        lastPing: 0,
-        isReadyDic: {},
-        trades: []
+        isReadyDic: {}
    }
    self.base = self.isFutures ? "wss://fstream.binance.com/ws" : "wss://stream.binance.com/ws"

@@ -1407,7 +1420,7 @@ function NewBinanceWebSocketPublic(e, onLogin, onTick, verbose) {
            Log("Dial: ", self.base)
            self.ws = Dial(self.base)
            if (self.ws) {
-                onLogin(self.ws)
+                onLogin(self.ws, self.e)
            }
        }
        if (!self.ws) {
@@ -1560,4 +1573,4 @@ https://www.fmz.com/strategy/395045

 > 更新时间

-2023-01-11 16:16:25
+2023-02-02 20:12:19
@@ -4,18 +4,26 @@
 > 开源策略


+ - [Utility - Logger](https://www.fmz.com/strategy/209236)
 - [OKX&Binance Websocket高频交易模板 (多品种)||OKEX & Binance Websocket High-Frequency Multi-Symbols Trading Template](https://www.fmz.com/strategy/395045)
+ - [HFT高频订单流因子](https://www.fmz.com/strategy/392784)
+ - [Uniswap V3 交易类库|Uniswap V3 Trade Template](https://www.fmz.com/strategy/397260)
+ - [定投止盈脚本](https://www.fmz.com/strategy/396182)
+ - [pine语言学习脚本](https://www.fmz.com/strategy/395433)
+ - [FMZ教程-JavaScript速成手册](https://www.fmz.com/strategy/395725)
+ - [FMZ教程-Python速成手册](https://www.fmz.com/strategy/395727)
+ - [【作手君分享】-ATR为例均值计算中容错教程](https://www.fmz.com/strategy/396764)
+ - [【作手君分享】-ADX值达到条件进行通知](https://www.fmz.com/strategy/396762)
+ - [【作手君分享】-逐棒分析多空强弱指示器](https://www.fmz.com/strategy/396760)
 - [ZT 交易所接口，可用于对接【平台暂不支持的冷门交易所】 ZT](https://www.fmz.com/strategy/396040)
 - [Exit from specific entries](https://www.fmz.com/strategy/395966)
 - [Highest high/lowest low stop](https://www.fmz.com/strategy/395962)
- - [搬运FMZ教程-Python速成手册](https://www.fmz.com/strategy/395727)
- - [搬运FMZ教程-JavaScript速成手册](https://www.fmz.com/strategy/395725)
- - [pine语言学习脚本](https://www.fmz.com/strategy/395433)
- - [Utility - Logger](https://www.fmz.com/strategy/209236)
+ - [标准上涨五浪下跌五浪策略](https://www.fmz.com/strategy/395584)
 - [MACD逃顶策略](https://www.fmz.com/strategy/356399)
 - [随机数猜大猜小](https://www.fmz.com/strategy/394112)
 - [MACD Strategy](https://www.fmz.com/strategy/392636)
 - [TradingView信号执行策略2（教学）](https://www.fmz.com/strategy/392048)
+ - [ddddddd](https://www.fmz.com/strategy/392108)
 - [SSL CHANNEL + STOCH RSI](https://www.fmz.com/strategy/391341)
 - [SSL Hybrid + STOCH RSI](https://www.fmz.com/strategy/391080)
 - [大道至简系列1--30行代码实现马丁带止损策略，ETH回测年化65%，功能齐全](https://www.fmz.com/strategy/381941)
@@ -299,7 +307,6 @@
 - [AlphaTrend use mfi](https://www.fmz.com/strategy/360014)
 - [Sentiment Oscillator](https://www.fmz.com/strategy/361332)
 - [【币安多交易对】 现货 用来市价清仓用的](https://www.fmz.com/strategy/360782)
- - [简单马丁格尔（btc合约）](https://www.fmz.com/strategy/270689)
 - [【币安】【多交易对】价格区间提醒](https://www.fmz.com/strategy/342165)
 - [数字货币现货打新抢币策略（教学）](https://www.fmz.com/strategy/358383)
 - [布林马丁测试版V1.4](https://www.fmz.com/strategy/345504)
@@ -24,7 +24,7 @@ btcvegas
 > 源码 (javascript)

 ``` javascript
-
+// fmz@9b3674e14505be59c439796e5f78dc8c

 //var COLOR_ERROR = "#FF0000"
 //var COLOR_WARN = "#FF0000"
@@ -37,37 +37,37 @@ var LEVER_PATTERN = {
    ERROR: 3
 }

-$.changeLoggerLever = function(val){
+$.changeLoggerLever = function (val) {
    level = val
 }

 //var loggerLever = [LEVER_PATTERN.DEBUG, LEVER_PATTERN.INFO, LEVER_PATTERN.WARNING, LEVER_PATTERN.ERROR][level]
-$.Error = function(msg, obj, route='route') {
-    if (level == 0 || "route" + routeFilter == route){
+$.Error = function (msg, obj, route = 'route') {
+    if (level == 0 || "route" + routeFilter == route) {
        Log('[ERR] ', "[" + route.toUpperCase() + "]", msg, obj, '#0000FF')
    }
-    
+
 }

-$.Warn = function(msg, obj, route='route') {
-    if (routeFilter == 0 || "route" + routeFilter == route){
+$.Warn = function (msg, obj, route = 'route') {
+    if (routeFilter == 0 || "route" + routeFilter == route) {
        if (level <= LEVER_PATTERN.WARNING) {
            Log('[WAR] ', "[" + route.toUpperCase() + "]", msg, obj, '#0000FF')
        }
    }
 }

-$.Info = function(msg, obj, route='route') {
-    if (routeFilter == 0 || "route" + routeFilter == route){
+$.Info = function (msg, obj, route = 'route') {
+    if (routeFilter == 0 || "route" + routeFilter == route) {
        if (level <= LEVER_PATTERN.INFO) {
-            Log('[INF] ', "[" + route.toUpperCase() + "]" , msg, obj, '#0000FF')
+            Log('[INF] ', "[" + route.toUpperCase() + "]", msg, obj, '#0000FF')
        }
    }

 }

-$.Debug = function(msg, obj, route='route') {
-    if (routeFilter == 0 || "route" + routeFilter == route){
+$.Debug = function (msg, obj, route = 'route') {
+    if (routeFilter == 0 || "route" + routeFilter == route) {
        if (level <= LEVER_PATTERN.DEBUG) {
            Log('[DBG] ', "[" + route.toUpperCase() + "]", msg, obj, '#0000FF')
        }
@@ -76,6 +76,7 @@ $.Debug = function(msg, obj, route='route') {

 var executedBlocksCross = []
 var executedBlocksCrossIds = []
+var takerExecutionSummary = []
 var executedTrades = []
 var blocksLatency = []
 var blocksLatencyV2 = []
@@ -94,7 +95,7 @@ var tradesTable = {
 var latencyTable = {
    type: 'table',
    title: 'Timestamps',
-    cols: ['Label-Id', 'Exch-Mkr', 'Start', 'End', 'Mkr-Live', 'Cancel-Mkr', 'Cancel-Exec', 'Creating-Tkr', 'Tkr-Live', 'Complete'],
+    cols: ['Label-Id', 'Exch-Mkr', 'Start', 'End', 'Book-T', 'Book-M', 'Mkr-Live', 'Cancel-Mkr', 'Cancel-Exec', 'Creating-Tkr', 'Tkr-Live', 'Complete'],
    rows: blocksLatencyV2
 }

@@ -126,6 +127,13 @@ var blocksTable = {
    rows: executedBlocksCross
 }

+var blocksTakerSummary = {
+    type: 'table',
+    title: 'Taker Exec',
+    cols: ['Label-Id', 'Exch-B', 'Slip-%', 'Book-T', 'Book-M', 'Taker-Liq', 'Taker-Px-Init', 'Taker-Px-Sent'],
+    rows: takerExecutionSummary
+}
+
 var tradesTable_triangular = {
    type: 'table',
    title: 'Executed Blocks',
@@ -148,7 +156,7 @@ var currentStatusTable = {

 */

-$.logBotStatus = function(){
+$.logBotStatus = function () {
    currentStatus.push(
        [
            new Date().toLocaleString("da-DK"), // Timestamp
@@ -171,57 +179,57 @@ $.logBotStatus = function(){
    3- REST Update -> bot had to check status via rest.
 */

-$.logArbProfit = function(makerTrade, takerTrade, conversionPrice, route, conversionTrade=null) {
-    if (makerTrade.side == 0 || makerTrade.side == "Buy"){
+$.logArbProfit = function (makerTrade, takerTrade, conversionPrice, route, conversionTrade = null) {
+    if (makerTrade.side == 0 || makerTrade.side == "Buy") {
        buyTrade = makerTrade
        sellTrade = takerTrade
    }
-    else if (makerTrade.side == 1 || makerTrade.side == "Sell"){
+    else if (makerTrade.side == 1 || makerTrade.side == "Sell") {
        buyTrade = takerTrade
        sellTrade = makerTrade
    }
-    else if (takerTrade.side == 0 || takerTrade.side == "Buy"){
+    else if (takerTrade.side == 0 || takerTrade.side == "Buy") {
        buyTrade = takerTrade
        sellTrade = makerTrade
    }
-    else if (takerTrade.side == 1 || takerTrade.side == "Sell"){
+    else if (takerTrade.side == 1 || takerTrade.side == "Sell") {
        buyTrade = makerTrade
        sellTrade = takerTrade
    }

    tradeSpread = 0
-    if(conversionTrade){
+    if (conversionTrade) {
        tradeSpread = tradeSpreadTriangular(makerTrade, takerTrade, conversionTrade)
    }
    else {
        tradeSpread = tradeSpreadCross(buyTrade, sellTrade, route)
    }

-    if (tradeSpread > -50 && tradeSpread < 200){
+    if (tradeSpread > -50 && tradeSpread < 200) {
        LogProfit(tradeSpread)
-    }    
+    }
 }

-$.logBlockTrades = function(makerTrade, takerTrade, conversionTrade, labelId, loc, route, lat_mkr, lat_trk, lat_mkr_cancel, lat_cyc, tries, premiumTarget, discountTarget) {
+$.logBlockTrades = function (makerTrade, takerTrade, conversionTrade, labelId, loc, route, lat_mkr, lat_trk, lat_mkr_cancel, lat_cyc, tries, premiumTarget, discountTarget) {
    if (conversionTrade) {
        logTradesTriangular(makerTrade, takerTrade, conversionTrade, labelId, loc, lat)
-    } 
+    }
    else if (takerTrade && makerTrade) {
        logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_trk, lat_cyc, tries, premiumTarget, discountTarget)
        $.logLatency(labelId, makerTrade.exchange, lat_mkr, lat_trk, lat_mkr_cancel, lat_cyc)
-        
-        LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+
+        LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
    }
    else {
        $.Warn("[Utility Logger] Cannot Log Trade", takerTrade)
    }
 }

-$.logExecutions = function(trade, exchange){
+$.logExecutions = function (trade, exchange) {
    var date = Date.now().toLocaleString()
-
-    if (trade.DealAmount > 0){
-        executedTrades.push(
+    if (trade.DealAmount > 0) {
+        // insert to executed Trades
+        executedTrades.splice(0, 0,
            [
                date.substring(0, date.length - 3),
                trade.label,
@@ -234,46 +242,86 @@ $.logExecutions = function(trade, exchange){
                trade.fees
            ]
        )
-        LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+        // updates executed Blocks Cross if order found
+        for (block of executedBlocksCross) {
+            if (trade.label == block[1] && trade.label != null) {
+                if (trade.Type == "Buy") {
+                    block[7] = trade.AvgPrice // Price
+                    block[9] = trade.DealAmount // Amount
+                    block[5] = _N(block[8] - trade.AvgPrice, 4) // Spread Nominal
+                    block[3] = _N(((block[8] / trade.AvgPrice - 1) * 100), 3) // Spread %
+                    block[6] = _N((block[8] * block[10]) - (trade.AvgPrice * trade.DealAmount), 2) // Value
+                }
+                else if (trade.Type == "Sell") {
+                    block[8] = trade.AvgPrice
+                    block[10] = trade.DealAmount
+                    block[5] = _N(trade.AvgPrice - block[7], 4) // Spread Nominal
+                    block[3] = _N(((trade.AvgPrice / block[7] - 1) * 100), 3) // Spread %
+                    block[6] = _N((trade.AvgPrice * trade.DealAmount) - (block[7] * block[9]), 2)
+
+                }
+            }
+        }
+
+        LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
    }
+
+
 }

-$.logPosition = function(exch1, exch2, exh1pos, exch2pos){
-    positionHistory.push(
+$.logPosition = function (exch1, exch2, exh1pos, exch2pos) {
+    positionHistory.splice(0, 0,
        [
            new Date().toLocaleString("da-DK"),
-            exch1, 
+            exch1,
            exch2,
            exh1pos,
-            exch2pos, 
+            exch2pos,
            _N(exh1pos + exch2pos, 3)

        ]
    )
-    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
 }

-$.logVolume = function(exch1, exch2, amt1, amt2){
+$.logTakerExecutionSummary = function (labelId, exchange, orderbook_latency_taker, orderbook_latency_maker, taker_liquidity, taker_price_init, taker_price_sent) {
+    takerExecutionSummary.splice(0, 0,
+        [
+            labelId,
+            exchange.GetName(),
+            0,
+            orderbook_latency_taker,
+            orderbook_latency_maker,
+            taker_liquidity,
+            taker_price_init,
+            taker_price_sent
+        ]
+    )

-    var volExchange1 = _G("accumulatedVolume"+ exch1) + amt1
-    var volExchange2 = _G("accumulatedVolume"+ exch2) + amt2
+    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
+}

-    volumeHistory.push(
+$.logVolume = function (exch1, exch2, amt1, amt2) {
+
+    var volExchange1 = _G("accumulatedVolume" + exch1) + amt1
+    var volExchange2 = _G("accumulatedVolume" + exch2) + amt2
+
+    volumeHistory.splice(0, 0,
        [
            new Date().toLocaleString("da-DK"),
-            exch1, 
+            exch1,
            exch2,
-            _N(amt1, 2), 
+            _N(amt1, 2),
            _N(amt2, 2),
            _N(volExchange1, 2),
            _N(volExchange2, 2)
        ]
    )
-    
-    _G("accumulatedVolume" + exch1, volExchange1), 
-    _G("accumulatedVolume" + exch2, volExchange2)

-    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+    _G("accumulatedVolume" + exch1, volExchange1),
+        _G("accumulatedVolume" + exch2, volExchange2)
+
+    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
 }

 /* Latencies measured.
@@ -285,83 +333,86 @@ $.logVolume = function(exch1, exch2, amt1, amt2){
    Full Cycle Latency -> Composite latency from moment of transaction notification to full taker liquidation. CANCELLED_EXECUTION to START.
 */

-$.logLatency = function (labelId, exchange, lat_mkr, lat_tkr, lat_mkr_cancel, lat_cyc, lat_er=0, lat_react=0){
-  
-    blocksLatency.push(
+$.logLatency = function (labelId, exchange, lat_mkr, lat_tkr, lat_mkr_cancel, lat_cyc, lat_er = 0, lat_react = 0) {
+
+    blocksLatency.splice(0, 0,
        [
-            labelId, 
-            exchange.GetName(), 
-            lat_mkr, 
+            labelId,
+            exchange.GetName(),
+            lat_mkr,
            lat_mkr_cancel,
-            lat_er, 
+            lat_er,
            lat_tkr,
            lat_react,
            lat_cyc
        ]
    )

-    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')
 }

-$.logTimestamps = function(labelId, exchange, loc, start, creating_maker, maker_live, cancelling_maker, cancelled_execution, creating_taker, taker_live, process_execution){
+$.logTimestamps = function (labelId, exchange, loc, start, creating_maker, maker_live, cancelling_maker, cancelled_execution, creating_taker, taker_live, process_execution, orderbook_latency_taker, orderbook_latency_maker) {

    // If order is executed before the bot tries to cancel these status are irrelevante
-    if (loc < 2){
+    if (loc < 2) {
        cancelling_maker = maker_live
        cancelled_execution = maker_live
    }

-    blocksLatencyV2.push(
+    blocksLatencyV2.splice(0, 0,
        [
-            labelId, 
+            labelId,
            exchange.GetName(),
            start,
            process_execution,
+            orderbook_latency_taker,
+            orderbook_latency_maker,
            maker_live - creating_maker,
            cancelling_maker - maker_live,
            cancelled_execution - cancelling_maker,
            creating_taker - cancelled_execution,
            taker_live - creating_taker,
-            process_execution - taker_live
+            process_execution - taker_live,
+

        ]
    )

-    LogStatus('`' + JSON.stringify([blocksTable, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable]) + '`')
+    LogStatus('`' + JSON.stringify([blocksTable, blocksTableIds, tradesTable, posTable, volumeTable, latencyTable, currentStatusTable, blocksTakerSummary]) + '`')

 }

-function logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_tkr, lat_cyc, tries, premiumTarget, discountTarget){
+function logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_tkr, lat_cyc, tries, premiumTarget, discountTarget) {

-    if (makerTrade.side == 0 || makerTrade.side == "Buy"){
+    if (makerTrade.side == 0 || makerTrade.side == "Buy") {
        buyTrade = makerTrade
        sellTrade = takerTrade
        buyExchange = makerTrade.exchange.GetName()
        sellExchange = takerTrade.exchange.GetName()
    }
-    else if (makerTrade.side == 1 || makerTrade.side == "Sell"){
+    else if (makerTrade.side == 1 || makerTrade.side == "Sell") {
        buyTrade = takerTrade
        sellTrade = makerTrade
        buyExchange = takerTrade.exchange.GetName()
        sellExchange = makerTrade.exchange.GetName()
    }
-    else if (takerTrade.side == 0 || takerTrade.side == "Buy"){
+    else if (takerTrade.side == 0 || takerTrade.side == "Buy") {
        buyTrade = takerTrade
        sellTrade = makerTrade
        buyExchange = makerTrade.exchange.GetName()
        sellExchange = takerTrade.exchange.GetName()
    }
-    else if (takerTrade.side == 1 || takerTrade.side == "Sell"){
+    else if (takerTrade.side == 1 || takerTrade.side == "Sell") {
        buyTrade = makerTrade
        sellTrade = takerTrade
        buyExchange = takerTrade.exchange.GetName()
        sellExchange = makerTrade.exchange.GetName()
    }

-    if (route == "route1" || route == "route2"){
+    if (route == "route1" || route == "route2") {
        targetSpread = premiumTarget
    }
-    else if (route == "route3" || route == "route4"){
+    else if (route == "route3" || route == "route4") {
        targetSpread = discountTarget
    }
    else {
@@ -369,8 +420,8 @@ function logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_tkr, la
    }

    var executedSpread = tradeSpreadCross(buyTrade, sellTrade)
-    
-    var cur_date = new Date() 
+
+    var cur_date = new Date()
    //cur_date.setHours(d.getHours() - 4) 


@@ -380,10 +431,10 @@ function logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_tkr, la
        buyExchange, // Buy exchange 
        executedSpread, // Spread %
        tradeSlippage(executedSpread, targetSpread), // Slippage
-        _N(sellTrade.price - buyTrade.price, 4), // Spread $
+        _N(sellTrade.price - buyTrade.price, 5), // Spread $
        tradeValueCross(buyTrade, sellTrade), // Value $
-        _N(buyTrade.price, 4), // Buy Price
-        _N(sellTrade.price, 4), // Sell Price
+        _N(buyTrade.price, 5), // Buy Price
+        _N(sellTrade.price, 5), // Sell Price
        buyTrade.size, // Buy Size
        sellTrade.size, // Sell Size
        loc, // Location of liquidation initiation
@@ -403,27 +454,27 @@ function logTradesCross(makerTrade, takerTrade, labelId, loc, route, lat_tkr, la
        route
    ]

-    
+
    Log("blockIds", blockIds)

-    executedBlocksCross.push(blockData)
-    executedBlocksCrossIds.push(blockIds)
+    executedBlocksCross.splice(0, 0, blockData)
+    executedBlocksCrossIds.splice(0, 0, blockIds)
 }

 function tradeSpreadCross(buyTrade, sellTrade) {
    return _N(((sellTrade.price / buyTrade.price - 1) * 100), 3)
 }

-function tradeValueCross(buyTrade, sellTrade){
+function tradeValueCross(buyTrade, sellTrade) {
    return _N((sellTrade.price * sellTrade.size) - (buyTrade.price * buyTrade.size), 2)
 }

-function tradeSlippage(executedSpread, targetSpread){
+function tradeSlippage(executedSpread, targetSpread) {
    var result = executedSpread - targetSpread
    return _N(result, 2)
 }

-function logTradesTriangular(makerTrade, takerTrade, conversionTrade, labelId, loc, lat){
+function logTradesTriangular(makerTrade, takerTrade, conversionTrade, labelId, loc, lat) {
    conversionPrice = _N(conversionTrade.price, 6)
    conversionSize = conversionTrade.size
    conversionId = conversionTrade.id
@@ -431,37 +482,35 @@ function logTradesTriangular(makerTrade, takerTrade, conversionTrade, labelId, l
    executedTradesTriangular.push(
        [Date.now(),
            labelId,
-            (makerTrade.side == 0 || makerTrade.side == "Sell" || makerTrade.side == "sell") ? "Buy" : "Sell",
-            tradeSpreadTriangular(makerTrade, takerTrade, conversionTrade),
-            makerTrade.price,
-            takerTrade.price,
+        (makerTrade.side == 0 || makerTrade.side == "Sell" || makerTrade.side == "sell") ? "Buy" : "Sell",
+        tradeSpreadTriangular(makerTrade, takerTrade, conversionTrade),
+        makerTrade.price,
+        takerTrade.price,
            conversionPrice,
-            makerTrade.size,
-            takerTrade.size,
+        makerTrade.size,
+        takerTrade.size,
            conversionSize,
-            makerTrade.id,
-            takerTrade.id,
-            conversionTrade.id, 
+        makerTrade.id,
+        takerTrade.id,
+        conversionTrade.id,
            loc,
            lat
        ]
    )
 }

-function tradeSpreadTriangular(makerTrade, takerTrade, conversionTrade){
+function tradeSpreadTriangular(makerTrade, takerTrade, conversionTrade) {
    var result = 0
    // if it is a triangular arbitrage trade
    if (conversionTrade && makerTrade && takerTrade) {
        if ((makerTrade.side == 1 || makerTrade.side == "Sell" || makerTrade.side == "sell")) {
            result = _N(((makerTrade.price / (takerTrade.price * conversionTrade.price) - 1) * 100), 2)
-        } 
+        }
        else {
            result = _N((((takerTrade.price * conversionTrade.price) / makerTrade.price - 1) * 100), 2)
        }
    }
 }
-
-
 ```

 > 策略出处
@@ -470,4 +519,4 @@ https://www.fmz.com/strategy/209236

 > 更新时间

-2022-12-31 01:48:56
+2023-02-02 21:40:56
@@ -0,0 +1,36 @@
+
+> 策略名称
+
+ddddddd
+
+> 策略作者
+
+稻草人
+
+
+
+
+
+> 源码 (javascript)
+
+``` javascript
+function main() {
+              var a=0
+    while(1){
+
+    Log(a)
+    LogStatus(a)
+    a++
+        Sleep(1000)
+    }
+
+}
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/392108
+
+> 更新时间
+
+2022-11-28 21:37:27
@@ -36,6 +36,8 @@ slowSMA = sma(close, slowLength)
 // 设置止盈止损
 longStop = strategy.position_avg_price * (1 - 0.01)
 shortStop = strategy.position_avg_price * (1 + 0.01)
+longlimit = strategy.position_avg_price * (1 + 0.01)
+shortlimit = strategy.position_avg_price * (1 - 0.01)

 // 开仓条件
 longCondition = crossover(fastSMA, slowSMA)
@@ -46,8 +48,8 @@ strategy.entry("Long", strategy.long, when=longCondition)
 strategy.entry("Short", strategy.short, when=shortCondition)

 // 止盈止损
-strategy.exit("Long Stop", "Long", stop=longStop)
-strategy.exit("Short Stop", "Short", stop=shortStop)
+strategy.exit("Long Stop", "Long", stop=longStop,limit=longlimit)
+strategy.exit("Short Stop", "Short", stop=shortStop,limit=shortlimit)

 ```

@@ -57,4 +59,4 @@ https://www.fmz.com/strategy/395433

 > 更新时间

-2023-01-03 07:32:44
+2023-01-28 14:58:19
@@ -0,0 +1,104 @@
+
+> 策略名称
+
+【作手君分享】-ADX值达到条件进行通知
+
+> 策略作者
+
+作手君
+
+> 策略描述
+
+为回馈FMZ平台与社区，进行策略&代码&思路&模板的分享
+
+简介：
+调用ADX指标，达到一定条件进行FMZ通讯通知
+可以顺序轮询多交易对
+
+欢迎合作交流，共同学习进步~
+v：haiyanyydss
+
+> 策略参数
+
+
+
+|参数|默认值|描述|
+|----|----|----|
+|P_interval_time|1000|轮询间隔(毫秒)|
+|P_contract|quarter|合约|
+|P_adx_len|50|ADX参数|
+|P_adx_val|10|微信通知触发值（ADX大于此值）|
+
+
+> 源码 (javascript)
+
+``` javascript
+/*backtest
+start: 2020-01-01 00:00:00
+end: 2021-02-02 00:00:00
+period: 1h
+basePeriod: 1h
+exchanges: [{"eid":"Futures_OKCoin","currency":"ETH_USD"},{"eid":"Futures_OKCoin","currency":"BTC_USD"}]
+args: [["P_contract","quarter|quarter"],["P_contract_value","10|100"]]
+*/
+
+/*
+为回馈FMZ平台与社区，进行策略&代码&思路&模板的分享
+
+简介：
+调用ADX指标，达到一定条件进行FMZ通讯通知
+可以顺序轮询多交易对
+
+欢迎合作交流，共同学习进步~
+v：haiyanyydss
+*/
+
+function getPara(val, i){
+    val = ""+val;
+    var ret = val.split("|").length>i?val.split("|")[i]:val.split("|")[val.split("|").length-1];
+    return ret.trim();
+}
+
+function Trade(e){
+    this.e = e;
+    this.last_alert_time = 0;
+    this.ontick = function(){
+        var records = _C(this.e.GetRecords);
+        var last_record = records[records.length-1];
+        var adx = talib.ADX(records, this.adx_len);
+        if(this.last_alert_time < last_record.Time && adx[adx.length-1] > this.adx_val){
+            this.last_alert_time = last_record.Time;
+            Log(this.e.GetCurrency(), this.contract, "adx值超过"+this.adx_val , new Date(), "@");
+        }
+    }
+}
+
+function main() {
+    LogReset();
+    var tradeArr = [];
+    for(var i in exchanges){
+        var trade = new Trade(exchanges[i]);  
+        trade.adx_len = 1*getPara(P_adx_len, i);
+        trade.adx_val = 1*getPara(P_adx_val, i);
+        trade.contract = getPara(P_contract, i);
+        trade.e.SetContractType(trade.contract);
+        tradeArr.push(trade)
+    }
+    
+    while (true) {
+        for(var i in tradeArr){
+            Sleep(P_interval_time);
+            tradeArr[i].ontick();
+        }
+    }
+}
+
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/396762
+
+> 更新时间
+
+2023-01-16 09:32:01
@@ -0,0 +1,69 @@
+
+> 策略名称
+
+【作手君分享】-ATR为例均值计算中容错教程
+
+> 策略作者
+
+作手君
+
+> 策略描述
+
+为回馈FMZ平台与社区，进行策略&代码&思路&模板的分享
+
+简介：
+详细的均值计算步骤，以ATR为例。
+包含指标调用、数据点不足容错、意外数据错误容错等细节
+策略的重要是细节的把握。
+
+欢迎合作交流，共同学习进步~
+v：haiyanyydss
+
+
+
+> 源码 (javascript)
+
+``` javascript
+var arecords = _C(exchange.GetRecords, 300);
+var time = arecords[arecords.length - 1].Time
+var nowtime = time;
+var atremaarr = [];
+var Onoff = 0;
+
+function main() {
+    while (true) {
+        //这里开始    把这段放循环里   
+        var Num = 50; //可以改，几根的平均值
+        var records = _C(exchange.GetRecords, 300);
+        var atr = TA.EMA(records, 9)
+        nowtime = records[records.length - 1].Time
+        if (nowtime > time || Onoff == 0) {
+            atr = atr.slice(atr.length - (20 + Num));
+            for (var i = 0; i < (atr.length - Num); i++) { //(atr.length-Num) 长度减掉周期 比如500根 前50根是不准的平均值 这里就取450
+                var atremTEMP = 0; //计算求和的，初始设置为0
+                for (var j = 0; j < Num; j++) { //求和
+                    atrTEMP = atr[i + j] > 0 ? atr[i + j] : 0; //剔除意外数据 ，大于O 取值，小于O 或者其他情况取值O
+                    atremTEMP += atrTEMP;
+                }
+                atremaarr.push(atremTEMP / Num); //把平均值P到数组
+            }
+            time = nowtime;
+            Onoff += 1;
+            Log("计算第：", Onoff, "次。");
+        }
+        //这里结算    把这段放循环里
+        Sleep(3000)
+        Log("最后一根：", _N(atremaarr[atremaarr.length - 1], 2)) //拿值
+        //Log("最后第二根：", _N(atremaarr[atremaarr.length-2],2))
+    }
+}
+
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/396764
+
+> 更新时间
+
+2023-01-16 09:36:42
@@ -0,0 +1,117 @@
+
+> 策略名称
+
+【作手君分享】-逐棒分析多空强弱指示器
+
+> 策略作者
+
+作手君
+
+> 策略描述
+
+为回馈FMZ平台与社区，进行策略&代码&思路&模板的分享
+
+简介：
+封包好的函数指标，可直接调用
+逐根K线分析
+通过比较K线自身收盘位置与最近两根K线关系衡量市场多空强弱。
+
+大多数情况下我们观察价格运动只会注意收盘价或者本根K线的形态，如何以一种更好的方式阅读K线和理解多空的强弱是更深入研究的方向，本研究提出一种解决思路，将K线自身类型与本根K线和上跟K线位置比较进行多空力量编码，如图所示，本研究将K线定义为18种类型。其分类方式主要有两个，一是收盘位置（帮助确定单根K线观点），二是收盘比较（帮助确定联系的K线观点）。收盘位置可以帮助确定单根K线的观点，我们根据一条K线的收盘价在其最高价到最低价的区间内所处的位置，把它定义为高位收盘K线、中位收盘K线和低位收盘K线。每种位置收盘的K线又分为强势K线（收盘价>开盘价）与弱势K线（收盘价<开盘价），因此单根K线的类别总共有6种，分别为：高位收盘的强势K线；高位收盘的弱势K线；中位收盘的强势K线；中位收盘的弱势K线；低位收盘的强势K线；低位收盘的弱势K线。
+ ![IMG](https://www.fmz.com/upload/asset/a7be2f213a94a4dc6b8f.png) 
+  ![IMG](https://www.fmz.com/upload/asset/a898d4d1a12440ee8bc4.png) 
+   ![IMG](https://www.fmz.com/upload/asset/a87da3bf5541e8c910da.png) 
+    ![IMG](https://www.fmz.com/upload/asset/a875e44f3b9fbff5a691.png) 
+综上所述，将6种K线收盘关系与3种K线收盘比较相结合，总共产生18种K线强弱关系，将多头最强的K线编码为9将最弱的K线编码为-9，其余依次按强弱关系递进编码，结果如图
+ ![IMG](https://www.fmz.com/upload/asset/a86de64549f7f9a0fc87.png) 
+
+欢迎合作交流，共同学习进步~
+v：haiyanyydss
+
+
+
+> 源码 (javascript)
+
+``` javascript
+$.getClosezhubang = function(rds){
+    var arrclose = [];
+    var arropen = [];
+    var arrhigh = [];
+    var arrlow = [];
+    var arrzhubang = [];
+    
+    for(var i in rds){
+        arrclose[i] = rds[i].Close;
+        arropen[i] = rds[i].Open;
+        arrhigh[i] = rds[i].High;
+        arrlow[i] = rds[i].Low;
+    
+     if(i>1){
+         
+         if(arrclose[i] >= arrhigh[i-1]){
+             
+             if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.09;
+             }else if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.08;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.07;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.06;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.05;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.04;
+             }
+             
+         }
+         else if(arrclose[i] < arrhigh[i-1] && arrclose[i] > arrlow[i-1]){
+             
+             if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.03;
+             }else if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.02;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*1.01;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.99;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.98;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.97;
+             }
+             
+         }
+         else if(arrclose[i] <= arrlow[i-1]){
+             
+             if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.96;
+             }else if(arrclose[i] >= (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.95;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.94;
+             }else if(arrclose[i] > (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < (arrhigh[i]-(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.93;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] >= arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.92;
+             }else if(arrclose[i] <= (arrlow[i]+(arrhigh[i]-arrlow[i])/3) && arrclose[i] < arropen[i]){
+                 arrzhubang[i] = arrclose[i]*0.91;
+             }
+             
+         }
+     
+     }else{
+         arrzhubang[i] = arrclose[i];
+     }    
+    
+    }
+    return arrzhubang;
+}
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/396760
+
+> 更新时间
+
+2023-01-16 09:22:57
@@ -0,0 +1,58 @@
+
+> 策略名称
+
+定投止盈脚本
+
+> 策略作者
+
+Zer3192
+
+
+
+> 策略参数
+
+
+
+|参数|默认值|描述|
+|----|----|----|
+|v_input_1|5|最大损失百分比|
+|v_input_2|3|止盈值|
+
+
+> 源码 (PineScript)
+
+``` javascript
+//@version=4
+
+strategy("定投止盈", overlay=true)
+
+//定义最大损失百分比
+maxLossPercent = input(title="最大损失百分比", type=float,defval=5)
+
+//定义止盈数字
+stopProfitVal = input(title="止盈值", type=float, defval=3) 
+
+//主力合约做多头头寸
+longCondition = crossover(open, close) //主力合约以开盘价横向突破收盘价做多
+
+if (longCondition)
+    strategy.entry("Long", strategy.long, comment="Open Long") 
+
+//止损条件
+//if (strategy.position_size > 0)  
+    //strategy.exit("Exit long", stop=strategy.position_avg_price * (1 - maxLossPercent/100)) 
+
+//止盈条件
+profitExit = strategy.position_avg_price + stopProfitVal
+if (strategy.position_size > 0)
+     strategy.exit("Exit long", limit = profitExit)
+
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/396182
+
+> 更新时间
+
+2023-01-29 09:49:34
@@ -0,0 +1,64 @@
+
+> 策略名称
+
+标准上涨五浪下跌五浪策略
+
+> 策略作者
+
+Zer3192
+
+
+
+
+
+> 源码 (PineScript)
+
+``` javascript
+//@version=4
+// 标准上涨五浪下跌五浪策略
+// 顶1
+s1 = lowest(low, 5)
+// 底1
+b1 = highest(high, 5)
+// 顶2
+s2 = lowest(low[1], 5)
+// 底2
+b2 = highest(high[1], 5)
+// 顶3
+s3 = lowest(low[2], 5)
+// 底3
+b3 = highest(high[2], 5)
+// 顶4
+s4 = lowest(low[3], 5)
+// 底4
+b4 = highest(high[3], 5)
+// 顶5
+s5 = lowest(low[4], 5)
+// 底5
+b5 = highest(high[4], 5)
+
+// 上涨五浪
+up_waves = (b1 > b2) and (b2 > b3) and (b3 > b4) and (b4 > b5)
+// 下跌五浪
+down_waves = (s1 < s2) and (s2 < s3) and (s3 < s4) and (s4 < s5)
+
+// 交易条件
+if (up_waves)
+    strategy.entry("long", strategy.long, 1, stop = low[4], comment = "long")
+
+else if (down_waves)
+    strategy.entry("short", strategy.short, 1, stop = high[4], comment = "short")
+
+// 绘图
+plotshape(up_waves, style = shape.triangleup, location = location.belowbar, color=green, title="上涨五浪")
+plotshape(down_waves, style = shape.triangledown, location = location.abovebar, color=red, title="下跌五浪")
+
+```
+
+> 策略出处
+
+https://www.fmz.com/strategy/395584
+
+> 更新时间
+
+2023-01-03 21:31:11
@@ -1,106 +0,0 @@
-
-> 策略名称
-
-简单马丁格尔（btc合约）
-
-> 策略作者
-
-忠^L
-
-> 策略描述
-
-！！！！！！！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！！
-
-2022.4.19修改:根据EMA144判断走低于均线则优先做空，高于均线则做多
-
-
-
-> 源码 (javascript)
-
-``` javascript
-/*
-本策略仅供学习使用，用于实盘后果自负 
-*/
-
-
-var n = 0.001 //初始下单数
-var MarginLevel = 50 //合约杠杆 
-var profit = 0.1 //期望收益 ，不能小于手续费 
-
-
-//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) {
-            
-            var records = exchange.GetRecords(PERIOD_H1)
-            // 判断K线bar数量是否满足指标计算周期
-            var ema = TA.EMA(records, 144)
-            var ema144 = ema[ema.length - 1]
-            var ticker = exchange.GetTicker()
-            var nowPrice = ticker.Last
-            Log(ema144)
-
-            
-            if (nowPrice <ema144) {
-                exchange.SetDirection("sell")
-                exchange.Sell(-1, n, "开空")
-            }
-            if (nowPrice > ema144) {
-                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) {
-                    exchange.SetDirection("buy")
-                    exchange.Buy(-1, position[0].Amount)
-                }
-            }
-            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) {
-                    exchange.SetDirection("sell")
-                    exchange.Sell(-1, position[0].Amount)
-                }
-            }
-            Sleep(60000)
-        }
-    }
-
-}
-```
-
-> 策略出处
-
-https://www.fmz.com/strategy/270689
-
-> 更新时间
-
-2022-04-24 23:05:35