151 lines
4.3 KiB
Markdown
151 lines
4.3 KiB
Markdown
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> Name
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简单马丁格尔多空加仓倍率修改
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> Author
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Zer3192
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> Strategy Description
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！！！！！！！温馨提示，本策略仅供学习使用，用于实盘必定爆仓！！！！！！！！！！
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！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！！
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简单马丁格尔
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原理就是输了加倍，直到赢到期望的收益为止
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因为是回测用的，所有下单都是市价单，实盘没跑过！！
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> Strategy Arguments
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|Argument|Default|Description|
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|----|----|----|
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|LongAmount|150|多单初始下单量|
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|ShortAmount|100|空单初始下单量|
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|MarginLevel|50|设置杠杆|
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|profit|0.5|多单期望收益|
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|profits|0.4|空单期望收益|
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|longbet|1.1|开多倍率|
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|shortbet|true|开空倍率|
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|SetContractType|swap|永续合约|
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|short|true|做空|
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|long|false|做多|
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|StopProfit|5|止盈百分比|
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|StopLoss|6|止损百分比|
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> Source (javascript)
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``` javascript
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/*backtest
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start: 2017-06-26 00:00:00
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end: 2022-02-16 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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var m =LongAmount //初始下单数
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var n = ShortAmount //初始下单数
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var MarginLevel1 =MarginLevel //合约杠杆
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var SetContractType1=SetContractType // 合约类型
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var longprofit = profit //期望收益 ，多单不能小于手续费
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var shortprofits = profits//期望收益 ，空单不能小于手续费
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var longbet1 =longbet //开多倍率
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var shortbet2=shortbet //开空倍率
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StopProfit /=StopProfit ;
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StopLoss /=StopLoss ;
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//取随机数
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function sum(m, n) {
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var num = Math.floor(Math.random() * (m - n) + n);
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return num;
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}
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function main(){
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while(true){
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LogProfit(exchange.GetAccount().Balance)
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Sleep(2000)
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}
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}
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function main() {
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exchange.SetContractType(SetContractType1)
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exchange.SetMarginLevel(MarginLevel1)
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var position = []
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while (true) {
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position = exchange.GetPosition()
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if (position.length == 0) {
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//取随机数0、1作为方向
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var redom = sum(2, 0)
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Log(redom)
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redom=0==short //做空
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if (redom == 0) {
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n=ShortAmount
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exchange.SetDirection("sell")
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exchange.Sell(-1, n, "开空")
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}
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redom=1==long //做多
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if (redom == 1) {
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m=LongAmount
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exchange.SetDirection("buy")
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exchange.Buy(-1, m, "开多")
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}
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}
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if (position.length > 0) {
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if (position[0].Type == 0) {
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//多头盈利大于期望
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if (position[0].Profit >profit) {
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exchange.SetDirection("closebuy")
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exchange.Sell(-1, position[0].Amount)
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let redom = Math.random()
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if (redom < 0.5) {
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m=LongAmount
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exchange.SetDirection("buy")
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exchange.Buy(-1, m, "平多头开多头头寸")
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}
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}
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//多头负盈利大于保证金 则加仓
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if (position[0].Profit <position[0].Margin * -1) {
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longbet1=longbet
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m=m*longbet
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exchange.SetDirection("buy")
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exchange.Buy(-1, position[0].Amount=m)
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}
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}
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//空头盈利大于期望
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if (position[0].Type == 1) {
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if (position[0].Profit > profits) {
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exchange.SetDirection("closesell")
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exchange.Buy(-1, position[0].Amount)
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let redom = Math.random()
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if (redom > 0.5) {
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n=ShortAmount
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exchange.SetDirection("sell")
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exchange.Sell(-1, n, "平空头开空头头寸")
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}
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}
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//空头负盈利大于保证金 则加仓
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if (position[0].Profit <position[0].Margin * -1 ) {
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shortbet2=shortbet
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n=n*shortbet
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exchange.SetDirection("sell")
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exchange.Sell(-1, position[0].Amount=n)
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}
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}
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Sleep(60000)
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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/356471
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> Last Modified
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2022-06-19 12:12:05
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