405 lines
14 KiB
Markdown
405 lines
14 KiB
Markdown
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> Name
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测试-关于使用kdj与vol量筛选可能会涨的币种
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> Author
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xxs1xxs1
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|MarginLevel|20|MarginLevel|
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|amountScale|3|量精度|
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|priceScale|5|价格精度|
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|bet|10|订单保证金|
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|Button|Default|Description|
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|----|----|----|
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|已经清算的数据|__button__|已经清算的数据|
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|清除持久数据数据|__button__|清除持久数据数据|
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> Source (javascript)
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``` javascript
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/*backtest
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start: 2021-05-1 00:00:00
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end: 2021-05-28 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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args: [["OpType",1]]
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*/
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//各功能测试
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exchange.SetContractType("swap") //合约设置
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// exchange.SetCurrency("TRX_USDT");
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// exchange.SetMarginLevel(20) //合约倍数设置
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//exchange.IO("trade_margin")
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//exchange.IO("currency", "STPT_USDT")
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var account = _C(exchange.GetAccount) //帐户信息
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var log_profit = 0
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var log_profit_intervel = 1000 * 60 * 5
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var symbol_list = [] //"1.5倍vol,kdj与ma多头" //index位置详解 0=>交易对 1=>价格精度 2=>量精度 3=>注释 4=>订单ID 5=>当前币种最大亏损 6=>..... 苦于数组严谨性。除了前面固定数据有用后面发生意外不影响？？？？
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var symbol_list1 = [] //"3倍vol,当前涨幅4%或者vol5倍"
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var symbol_list2 = [] //"三连涨"
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var order_list = []
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var num = 0 //记录补仓数量
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var loss = 0.6
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var loss_m = 0
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if (_G("symbol")) {
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symbol_list = _G("symbol")
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order_list = _G("orderlist")
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Log("上一次数据", symbol_list)
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Log("上一次数据完成数据", order_list)
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}
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// 撤单函数
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function CancelPendingOrders() {
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Sleep(1000); // 休眠 1秒
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var ret = false;
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while (true) {
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var orders = null;
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// 持续获取未成交订单数组，如果返回异常，则继续获取
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while (!(orders = exchange.GetOrders())) {
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Sleep(1000); // 休眠 1秒
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}
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if (orders.length == 0) { // 如果订单数组为空
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return ret; // 返回撤单状态
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}
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for (var j = 0; j < orders.length; j++) { // 遍历未成交订单数组
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exchange.CancelOrder(orders[j].Id, orders[j]); // 依次取消未成交订单
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ret = true;
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if (j < (orders.length - 1)) {
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Sleep(1000); // 休眠 1秒
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}
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}
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}
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}
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function symbols() {
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log_profit_intervel = 1000 * 60 * 5
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if (Date.now() - log_profit > log_profit_intervel && !IsVirtual()) { //全部交易对
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log_profit = Date.now()
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var symbol = JSON.parse(HttpQuery("https://www.binance.com/fapi/v1/exchangeInfo"))
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let symbol_all = []
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symbol.symbols.forEach(function(v, k, arr) {
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if (v.quoteAsset == "USDT" && v.contractType == "PERPETUAL") {
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let str = v.symbol.split("USDT", 1)
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str = str + "_USDT"
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symbol_all.push([str, v.pricePrecision, v.quantityPrecision])
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}
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})
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// exchange.SetCurrency("TRX_USDT"); //交易对设置
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//exchange.SetPrecision(priceScale, amountScale) //精度设置
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for (let i = 0; i < symbol_all.length; i++) {
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if (symbol_list.length > 0) {
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let flag = false
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symbol_list.forEach(function(v, k, arr) {
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// Log(v[0],symbol_all[i][0])
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if (v[0] == symbol_all[i][0]) {
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flag = true;
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}
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})
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if (flag) {
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continue;
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}
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}
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exchange.SetCurrency(symbol_all[i][0])
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// exchange.SetCurrency("DOGE_USDT")
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exchange.SetPrecision(symbol_all[i][1], symbol_all[i][2])
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let records = exchange.GetRecords(60 * 60 * 1)
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let kdj = TA.KDJ(records, 9, 3, 3)
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let ma7 = TA.EMA(records, 7)
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let ma25 = TA.EMA(records, 25)
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// let records1 = exchange.GetRecords(60 * 15)
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// let kdj1 = TA.KDJ(records1, 9, 3, 3)
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let len = records.length - 1
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let rs = records[len]
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let rs1 = records[len - 1] //上一条数据
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// 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))
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// 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)
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if (rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && _Cross(kdj[0], kdj[1]) > 0 && _Cross(ma7, ma25) > 0) {
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symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2], "多要求",0,0]) //加入数据保存
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}
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if ((rs.Close > rs.Open && rs.Volume > rs.Volume * 1.5 && rs.Close / rs.Open > 1.02) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 2)) {
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symbol_list1.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //加入数据保存
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}
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if (records[len - 2].Close > records[len - 2].Open && records[len - 1].Close > records[len - 1].Open && records[len].Close > records[len].Open) {
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symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2], "三连涨",0,0]) //加入数据保存
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}
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Sleep(100)
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}
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Log("一般要求", symbol_list)
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Log("可能大涨", symbol_list1)
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// Log("三连涨", symbol_list2)
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}
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}
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function main() {
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var increase = [] //加仓设置
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if (IsVirtual()) { //模拟盘需要，实盘自动忽略
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symbol_list.push([exchange.GetCurrency(), priceScale, amountScale])
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}
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while (1) {
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symbols()
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// Log("开始", symbol_list)
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if (symbol_list.length > 0 && 1 == 1) {
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for (let i = 0; i < symbol_list.length; i++) {
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//考虑直接买入
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if (symbol_list[i][0] == "ADA_USDT" || symbol_list[i][0] == "BTCDOM_USDT") { //设置不想做的交易对
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continue;
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}
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if (!IsVirtual()) {
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exchange.SetCurrency(symbol_list[i][0]); //交易对设置
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}
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exchange.SetPrecision(symbol_list[i][1], symbol_list[i][2]) //精度设置
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exchange.SetMarginLevel(MarginLevel) //合约倍数
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let records = exchange.GetRecords(60 * 60 * 1)
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let kdj = TA.KDJ(records, 9, 3, 3)
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let account = exchange.GetAccount()
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let position = _C(exchange.GetPosition) //持仓信息
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let Amount = position[0] ? position[0].Amount : 0
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let ticker = _C(exchange.GetTicker); // 获取 Tick 数据
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let ma7 = TA.EMA(records, 7)
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let ma25 = TA.EMA(records, 25)
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let money = bet * MarginLevel //买入数量为 2U的商品
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if (_N(money / ticker.Sell, symbol_list[i][2]) == 0) {
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continue;
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}
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let orderid //下单后第一时间得到订单ID
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let pos //临时获取持仓信息
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// Log(symbol_list[i])
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if (typeof(symbol_list[i][4]) != "undefined" && symbol_list[i][4] > 0 ) {
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let exid = exchange.GetOrder(symbol_list[i][4])
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if (exid && exid.Status) {
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Log(symbol_list[i],"-----盈利------")
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let id = symbol_list.splice(i, 1) //清除数据防止二次买入
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Log(id[0])
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id[0].push("盈利", "技术有限")
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order_list.push(id[0])
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CancelPendingOrders() //清理无效定单
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if (IsVirtual()) { //模拟盘需要，实盘自动忽略
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symbol_list.push([exchange.GetCurrency(), priceScale, amountScale])
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}
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}
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}
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if (!position[0] && _Cross(kdj[0], kdj[1]) > 0 && _Cross(ma7,ma25)>0) { //新开仓 _Cross(kdj[0], kdj[1]) < 4 &&
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CancelPendingOrders() //清理无效定单
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exchange.SetDirection("buy")
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exchange.Buy(-1, money / ticker.Sell, symbol_list[i], "开仓价:", ticker.Last, "#ccff00")
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Sleep(100)
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CancelPendingOrders() //清理无效定单
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pos = exchange.GetPosition()
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if(pos[0]){
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exchange.SetDirection("closebuy")
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orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单111111111111111111", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
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if(orderid){symbol_list[i][4] = orderid}
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}
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} else if (position[0] && position[0].Profit > position[0].Margin * 0.2) { //盈利20%就清仓 实际就是1%的涨幅 此处为20倍
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num = 0
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loss = 0.6
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exchange.SetDirection("closebuy")
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exchange.Sell(-1, position[0].Amount, "盈利", position[0].Profit, symbol_list[i], ticker.Last)
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CancelPendingOrders() //清理无效定单
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if (!IsVirtual()) { //实盘需要
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let id = symbol_list.splice(i, 1) //清除数据防止二次买入
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Log(id[0])
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id[0].push("盈利", position[0].Profit)
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order_list.push(id[0])
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}
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} else if (position[0] && position[0].Margin / bet < 2.5 && position[0].Profit * -1 > position[0].Margin * 0.2) { //跌1%补一次
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let nn = 0.2 //指数
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if (position[0].Profit * -1 / position[0].Margin > 0.4) {
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nn = position[0].Profit * -1 / position[0].Margin
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Log(nn, "---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------")
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}
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if (_N(position[0].Amount * nn, symbol_list[i][2]) == 0) {
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continue;
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}
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exchange.SetDirection("buy")
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exchange.Buy(-1, position[0].Amount * nn, "补仓", ticker.Last, symbol_list[i], "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, "-------|", loss_m, symbol_list[i], "#0000ff")
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Sleep(100)
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CancelPendingOrders() //清理无效定单
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pos = exchange.GetPosition()
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exchange.SetDirection("closebuy")
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orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
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if(orderid){symbol_list[i][4] = orderid}
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} else if (position[0] && position[0].Margin / bet >= 2.5 && position[0].Profit * -1 > position[0].Margin * 2) { //本金亏完在补一次
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exchange.SetDirection("buy")
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exchange.Buy(-1, position[0].Amount * 2, "补仓", ticker.Last, symbol_list[i], "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, "-------|", loss_m, symbol_list[i], "#0000ff")
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Sleep(100)
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CancelPendingOrders() //清理无效定单
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pos = exchange.GetPosition()
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exchange.SetDirection("closebuy")
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orderid = exchange.Sell(_N(pos[0].Price * 1.01,symbol_list[i][1]), pos[0].Amount, "预挂单", "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#0000ff")
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if(orderid){symbol_list[i][4] = orderid}
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}
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Sleep(300)
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if (pos && pos[0] && 1==0) {
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// Log(pos[0])
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exchange.SetDirection("buy")
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exchange.Buy(_N(pos[0].Price * 0.9,symbol_list[i][1]), pos[0].Amount * 2, "10%预购", "当前价格", ticker.Last, "持仓数量:", pos[0].Amount, "| 浮动亏盈:", pos[0].Profit, "| Margin:", pos[0].Margin, "| 现有资金:", account.Balance, "| 持仓均价:", pos[0].Price, "-------|", loss_m, symbol_list[i], "#ff0000")
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}
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if (position[0]) loss_m = position[0].Profit < loss_m ? position[0].Profit : loss_m
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symbol_list[i][5] = loss_m
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Sleep(300)
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}
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}
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// Log("已经清算的数据",order_list)
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// Log("结束", symbol_list)
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_G("orderlist", order_list)
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_G("symbol", symbol_list)
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Sleep(1000 * 1)
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// Log("辛辛苦苦过一轮")
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let cmd = GetCommand()
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if (cmd) {
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Log(cmd)
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let arr = cmd.split(":")
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if (arr[0] == "要做空") {
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dan = 100
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} else if (arr[0] == "检查symbol_list") {
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Log("没数据就是没有符合条件的", symbol_list)
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} else if (arr[0] == "已经清算的数据") {
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Log("已经清算的数据", order_list)
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} else if (arr[0] == "清除持久数据数据") {
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Log("已经清算的数据")
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_G("symbol", null)
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_G("orderlist", null)
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_G(null)
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}
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}
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}
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}
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```
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> Detail
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https://www.fmz.com/strategy/313036
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> Last Modified
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2021-09-09 21:39:15
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