Name
均线-趋势_数字货币策略V02
Author
太极
Strategy Description
@太极 QQ7650371 #均线/趋势 策略 #通过判断 在死叉下底后回弹多少买入 #在金叉上扬至顶后下降多少卖出
Strategy Arguments
| Argument | Default | Description |
|---|---|---|
| FastPeriod | 2 | 开仓快线周期 |
| SlowPeriod | 4 | 开仓慢线周期 |
| EnterPeriod | true | 开仓观察期 |
| x | ------------------------------------------------------------------------------ | 分割符号 |
| ExitFastPeriod | 2 | 平仓快线周期 |
| ExitSlowPeriod | 4 | 平仓慢线周期 |
| ExitPeriod | 2 | 平仓观察期 |
| xx | ------------------------------------------------------------------------------ | 分割符号 |
| PositionRatio | 0.5 | 仓位比例 |
| Interval | 10 | 轮询周期(秒) |
| xxx | ------------------------------------------------------------------------------ | 分割符号 |
| MAType | 0 | 均线类型: TA.EMA |
Source (python)
#!/usr/local/bin/python
#-*- coding: UTF-8 -*-
#均线/趋势 策略
#通过判断 在死叉下底后回弹多少买入
#在金叉上扬至顶后下降多少卖出
# FastPeriod=3 #开仓快线周期
# SlowPeriod=7 #开仓慢线周期
# EnterPeriod=1 #开仓观察期
# ExitFastPeriod=3 #平仓线周期
# ExitSlowPeriod=7 #平仓慢线周期
# ExitPeriod=2 #平仓观察期
# PositionRatio=0.5 #仓位比例
# Interval=10 #轮询周期
# MAType=0 #均线类型 TA.EMA|TA.MA
import types
array = [TA.EMA,TA.MA]
_MACalcMethod = array[MAType]
def Cross(a,b): #计算均线方法
crossNum = 0
arr1 = []
arr2 = []
if(type(a) == types.ListType and type(b) == types.ListType):
arr1 = a
arr2 = b
else:
records = null
while True:
records = exchange.GetRecords()
if(records and len(records) > a and len(records) > b):
break
Sleep(Interval)
arr1 = _MACalcMethod(records,a)
arr2 = _MACalcMethod(records,b)
if(len(arr1) != len(arr2)):
raise Exception("array length not equal")
for i in range(len(arr1) - 1,-1,-1):
if((type(arr1[i]) != types.IntType and type(arr1[i]) != types.FloatType) or (type(arr2[i]) != types.IntType and type(arr2[i]) != types.FloatType) ):
break
if(arr1[i] < arr2[i]):
if(crossNum > 0):
break
crossNum -= 1
elif(arr1[i] > arr2[i]):
if(crossNum < 0):
break
crossNum += 1
else:
break
return crossNum
import datetime
def Caltime(date1,date2):
try:
date1=time.strptime(date1,"%Y-%m-%d %H:%M:%S")
date2=time.strptime(date2,"%Y-%m-%d %H:%M:%S")
date1=datetime.datetime(date1[0],date1[1],date1[2],date1[3],date1[4],date1[5])
date2=datetime.datetime(date2[0],date2[1],date2[2],date2[3],date2[4],date2[5])
return date2-date1
except Exception,ex:
Log('except Exception Caltime:',ex)
return "except Exception"
import time
start_timexx =time.localtime(time.time()) #time.clock()
start_time=time.strftime("%Y-%m-%d %H:%M:%S",start_timexx)
buy_price=0 #买入价格
buy_qty=0 #买入数量
gains=0 #盈利
def my_buy(): #开仓
try:
global buy_price,buy_qty
initAccount = ext.GetAccount() #交易模板的导出函数， 获得账户状态，保存策略运行前账户初始状态
opAmount=1
#开仓之前判断有币没有没有先进行买入
if int(initAccount.Stocks)>1:
if buy_price<1:
buy_price=_C(exchange.GetTicker).Last
buy_qty=initAccount.Stocks
Log('开仓信息1 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
return 1
if int(initAccount.Stocks)<1:
if int(str(initAccount.Stocks).replace('0.',''))>=1:
if buy_price<1:
buy_price=_C(exchange.GetTicker).Last
buy_qty=initAccount.Stocks
Log('开仓信息2 仓内还有比:',initAccount.Stocks,'进行清空','--开仓详情:',initAccount)
return 1
#if int(initAccount.Stocks)<1:
if int(str(initAccount.Stocks).replace('0.',''))==0:
#opAmount=1
opAmount = _N(initAccount.Balance*PositionRatio,3) #买入数量
Log("开仓没有币先进行 开仓买入%s元"%(str(opAmount))) #生成LOG日志
# else:
# opAmount = _N(initAccount.Stocks * PositionRatio,3) #获取交易数量
# else:
# opAmount = _N(initAccount.Stocks * PositionRatio,3) #获取交易数量
Dict = ext.Buy(opAmount) #买入ext.Buy
if(Dict):#确认开仓成功
buy_price=Dict['price'] #买入价格 #{'price': 4046.446, 'amount': 1.5}
buy_qty=Dict['amount'] #买入数量
print_log(1,initAccount,Dict)
return 1
return 0
except Exception,ex:
Log('except Exception my_buy:',ex)
return 0
outAccount = ext.GetAccount() #初始化信息
def print_log(k_p,Account,Dict):
try:
global outAccount
name=""
if k_p:
LogProfit(_N(gains,4),'开仓信息 钱:',Account.Balance,'--币:',Account.Stocks,'--开仓详情:',Dict)
name="开仓"
else:
LogProfit(_N(gains,4),'平仓信息 钱:',Account.Balance,'--币:',Account.Stocks,'--平仓详情:',Dict)
name="平仓"
endAccount = ext.GetAccount() #初始化信息
date1=time.strftime("%Y-%m-%d %H:%M:%S",time.localtime(time.time()))
LogStatus("初始化投入2016/9/16 投入资金2000元\r\n",
"本次初始化状态:",outAccount,
"\r\n当前运 行状态:",endAccount,
"\r\n本次开始运行时间:%s 已运行:%s\r\n"%(start_time,Caltime(start_time,date1)),
"本次盈利:%s\r\n"%(str(gains)),
"当前状态:%s--钱:%s--币:%s\r\n"%(str(name),str(Account.Balance),str(Account.Stocks)),
"更新时间:%s"%(date1)
) # 测试
except Exception,ex:
Log('except Exception print_log:',ex)
def my_sell(): #平仓
try:
global buy_price,buy_qty,gains,start_time
nowAccount = ext.GetAccount() #交易模板的导出函数 获取账户信息
if _C(exchange.GetTicker).Last>buy_price+4: #当前价格一定要大于 开仓价格
Dict = ext.Sell(nowAccount.Stocks)
if(Dict):
sell_gains=(Dict['price']-buy_price)*Dict['amount']
gains=gains+sell_gains
buy_price=0 #买入价格
buy_qty=0 #买入数量
print_log(0,nowAccount,Dict)
return 1
return 0
except Exception,ex:
Log('except Exception my_sell:',ex)
return 0
def main():
global outAccount
STATE_IDLE = -1 #空闲状态
state = STATE_IDLE #初始化 状态 为 空闲
Log("run ",outAccount) #输出初始账户信息
SetErrorFilter("GetAccount|GetRecords|GetTicker") #屏蔽错误内容
b=0 #开仓
b1=0 #检测次数
a=0 #平仓
a1=0 #检测次数
while True:
if(state == STATE_IDLE): #判断状态是否 为空闲 触发开仓
#开仓
n = Cross(FastPeriod,SlowPeriod) #模板函数获取EMA指标快线、慢线交叉结果
if n<0: #确定当前为死叉
b1+=1
if b>=int(n): #说明现在还是在下跌涨趋势
b=int(n)
else: #开始下跌 开仓
if(int(n)>=int(b)+int(EnterPeriod)): #确认上行走势 至自己定义的点
if my_buy(): #开仓
b=0
b1=0
state = PD_SHORT
# if(b1>=10):#小波动操作开仓
# b1=0
# if my_buy():
# b=0
# state = PD_SHORT
else:#平仓
n = Cross(ExitFastPeriod,ExitSlowPeriod) #模板函数获取EMA指标快线、慢线交叉结果
if n>0: #确定当前为金叉
a1+=1
if a<=int(n): #说明现在还是在上涨趋势
a=int(n)
else: #开始下跌 平仓
if(int(n)<=int(a)-int(ExitPeriod)): #确认下行走势 至自己定义的点
if my_sell(): #平仓
a=0
a1=0
state = STATE_IDLE #更改状态 为空闲 触发开仓
# if(a1>=10): #小波动操作平仓
# a1=0
# if my_sell():
# a=0
# state = STATE_IDLE #更改状态 为空闲 触发开仓
Sleep(Interval * 1000)
Detail
https://www.fmz.com/strategy/21369
Last Modified
2016-09-19 18:05:01