Name
简单马丁格尔合约倍率加强版
Author
Zer3192
Strategy Description
！！！！！！！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！！
Source (javascript)
/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"XXX_USDT"}]
*/
var symbols = ["BTC_USDT", "LTC_USDT", "EOS_USDT", "ETH_USDT"]
var buyValue = 1000
function main(){
for(var i=0;i<symbols.length;i++){
exchange.SetCurrency(symbols[i])
var ticker = exchange.GetTicker()
var amount = _N(buyValue/ticker.Sell, 3)
exchange.Buy(ticker.Sell, amount)
Sleep(1000)
}
}
function main(){
while(true){
var ticker = exchange.GetTicker()
var account = exchange.GetAccount()
var price = ticker.Buy
var stocks = account.Stocks + account.FrozenStocks
var balance = account.Balance + account.FrozenBalance
var value = stocks*price + balance
Log('Account value is: ', value)
LogProfit(value)
Sleep(3000)//sleep 3000ms(3s), A loop must has a sleep, or the rate-limit of the exchange will be exceed
//when run in debug tool, add a break here
}
}
function main(){
while(true){
Log(exchange.GetAccount().Balance)
Sleep(2000)
}
}
var tradeHistory = {buyData:{amount:0, money:0}, sellData:{amount:0, money:0}, a:0, b:0, c:0, d:0, total:0}
var updateB = 0
var lastNet = 0
var updateD = 0
if(_G('tradeHistory')){
tradeHistory = _G('tradeHistory')
}
function getDepth(){
var asks = []
var bids = []
var temp = 0
var depth = JSON.parse(HttpQuery('https://api.binance.com/api/v1/depth?symbol=BTCUSDT'))
if(!depth){
return false
}
depth.bids.reverse()
for(i=0;i<depth.bids.length;i++){
temp += parseFloat(depth.bids[i][1])
}
for(i=0;i<depth.bids.length;i++){
temp -= parseFloat(depth.bids[i][1])
bids.push([parseFloat(depth.bids[i][0]), temp])
}
temp = 0
for(i=0;i<depth.asks.length;i++){
temp += parseFloat(depth.asks[i][1])
asks.push([parseFloat(depth.asks[i][0]), temp])
}
return {asks:asks,bids:bids}
}
var chartA = {
__isStock: false,
extension: {
layout: 'single',
col: 6, // 指定宽度占的单元值, 总值 为12
height: 500,
},
title: {
text: '成交量分布图'
},
xAxis: [{
title: { text: 'Data' },
alignTicks: false
}, {
title: { text: 'Histogram' },
alignTicks: false,
opposite: true
}],
yAxis: [{
title: { text: 'Data' }
}, {
title: { text: 'Histogram' },
opposite: true
}],
series: [{
name: 'Histogram',
type: 'histogram',
xAxis: 1,
yAxis: 1,
baseSeries: 's1',
zIndex: -1
},{
name: 'Data',
type: 'scatter',
data: [],
id: 's1',
marker: {
radius: 1.5
}
}]
};
var chartB = {
extension: {
layout: 'single', // 不参于分组，单独显示, 默认为分组 'group'
col: 6,
height: 300, // 指定高度
},
credits: {
enabled: false
},
title: {
text: '净买入资金'
},
xAxis: {
type: 'datetime'
},
series: [{
name: '净买入',
type: 'column',
data: []
}],
}
var chartC = {
extension: {
layout: 'single', // 不参于分组，单独显示, 默认为分组 'group'
col: 6,
height: 300, // 指定高度 // 指定宽度占的单元值, 总值 为12
},
title: {
text: '成交价'
},
xAxis: {
type: 'datetime'
},
series: [{
name: 'last',
data: [],
}]
}
var chartD = {
__isStock: false,
extension: {
layout: 'single', // 不参于分组，单独显示, 默认为分组 'group'
col: 6,
height: 500, // 指定高度 // 指定宽度占的单元值, 总值 为12
},
chart: {
type: 'area',
zoomType: 'xy'
},
title: {
text: 'BTC-USDT深度'
},
xAxis: {
minPadding: 0,
maxPadding: 0,
plotLines: [{
color: '#888',
value: 0.1523,
width: 1,
label: {
text: 'Actual price',
rotation: 90
}
}],
title: {
text: 'Price'
}
},
yAxis: [{
min:0,
lineWidth: 1,
gridLineWidth: 1,
title: null,
tickWidth: 1,
tickLength: 5,
tickPosition: 'inside',
labels: {
align: 'left',
x: 8
}
}, {
opposite: true,
linkedTo: 0,
lineWidth: 1,
gridLineWidth: 0,
title: null,
tickWidth: 1,
tickLength: 5,
tickPosition: 'inside',
labels: {
align: 'right',
x: -8
}
}],
plotOptions: {
area: {
fillOpacity: 0.2,
lineWidth: 1,
step: 'center'
}
},
tooltip: {
headerFormat: '<span style="font-size=10px;">Price: {point.key}</span><br/>',
valueDecimals: 2
},
series: [{
name: 'Bids',
data: [],
color: '#03a7a8'
}, {
name: 'Asks',
data: [],
color: '#fc5857'
}]
};
var chartE = {
__isStock: false,
extension: {
layout: 'single', // 不参于分组，单独显示, 默认为分组 'group'
col: 6,
height: 500, // 指定高度 // 指定宽度占的单元值, 总值 为12
},
chart: {
plotBackgroundColor: null,
plotBorderWidth: 0,
plotShadow: false
},
title: {
text: '成交数量<br>分布<br>',
align: 'center',
verticalAlign: 'middle',
y: 40
},
tooltip: {
pointFormat: '{series.name}: <b>{point.percentage:.1f}%</b>'
},
plotOptions: {
pie: {
dataLabels: {
enabled: true,
distance: -50,
style: {
fontWeight: 'bold',
color: 'white'
}
},
startAngle: -90,
endAngle: 90,
center: ['50%', '75%'],
size: '110%'
}
},
series: [{
type: 'pie',
name: '占比',
innerSize: '50%',
data: []
}]
}
var chartF = {
extension: {
layout: 'single', // 不参于分组，单独显示, 默认为分组 'group'
col: 6,
height: 300, // 指定高度 // 指定宽度占的单元值, 总值 为12
},
title: {
text: '总净买入'
},
xAxis: {
type: 'datetime'
},
series: [{
name: 'last',
data: [],
}]
}
var chart = Chart([chartB,chartC,chartD,chartA,chartF,chartE]);
//chart.reset()
function main() {
var client = Dial("wss://stream.binance.com:9443/ws/" + 'btcusdt' + "@trade", 60)
var updateTime = new Date().getTime()
while(true){
var trade = JSON.parse(client.read())
if(trade.m){
tradeHistory.sellData.amount += parseFloat(trade.q)
tradeHistory.sellData.money += parseFloat(trade.q) * parseFloat(trade.p)
}else{
tradeHistory.buyData.amount += parseFloat(trade.q)
tradeHistory.buyData.money += parseFloat(trade.q) * parseFloat(trade.p)
}
var buyNet = _N(tradeHistory.buyData.money - tradeHistory.sellData.money, 3)
var tradeAmount = _N(parseFloat(trade.q),2)>1 ? 1 : _N(parseFloat(trade.q),2)
if(parseFloat(trade.q)<0.01){
tradeHistory.a += 1
}else if(parseFloat(trade.q)<0.1){
tradeHistory.b += 1
}else if(parseFloat(trade.q)<1){
tradeHistory.c += 1
}else{
tradeHistory.d += 1
}
tradeHistory.total +=1
chartE.series[0].data = [
['小于0.01', _N(tradeHistory.a/tradeHistory.total,4)],
['小于0.1', _N(tradeHistory.b/tradeHistory.total,4)],
['小于1', _N(tradeHistory.c/tradeHistory.total,4)],
['大于1', _N(tradeHistory.d/tradeHistory.total,4)],
]
if(tradeAmount>0.01){
while(chartA.series[1].data.length>2000){
chartA.series[1].data.shift()
}
chartA.series[1].data.push(tradeAmount)
}
if(Date.now() - updateB > 60*1000){
chart.add(0,[Date.now(), _N(buyNet-lastNet,2)])
lastNet = buyNet
updateB = Date.now()
chart.add(1, [Date.now(), _N(parseFloat(trade.p),2)])
chart.add(6, [Date.now(), _N(buyNet,2)])
}else{
chart.add(0, [Date.now(), _N(buyNet-lastNet,2)], -1)
chart.add(1, [Date.now(), _N(parseFloat(trade.p),2)], -1)
chart.add(6, [Date.now(), _N(buyNet,2)],-1)
}
if(Date.now() - updateD > 6*1000){
var depth = getDepth()
if(!depth){
continue
}
chartD.series[0].data = depth.bids
chartD.series[1].data = depth.asks
updateD = Date.now()
}
chart.update([chartB,chartC,chartD,chartA,chartF,chartE])
}
}
function main() {
transferToMain(100);
}
// 从U本位合约钱包向现货钱包划转指定数量的USDT
function transferToMain(amount){
var ret = null;
if (isOKexExchange()) {
let param = "ccy=USDT" + "&from=18" + "&amt=" + amount.toString() + "&to=6";
ret = exchange.IO("api", "POST", "/api/v5/asset/transfer", param);
} else if (isBinanceExchange()) {
let time = UnixNano() / 1000000;
let param = "type=UMFUTURE_MAIN" + "&asset=USDT" + "&amount=" + amount.toString() + "×tamp=" + time.toString();
exchange.SetBase('https://api.binance.com');
ret = exchange.IO("api", "POST", "/sapi/v1/asset/transfer", param);
exchange.SetBase('https://fapi.binance.com');
} else {
Log("资金划转失败，不支持的交易所！");
}
if (ret) {
Log("已经从合约划转到现货账户: ", amount, " USDT");
return true;
} else {
Log("资金划转失败！");
return false;
}
}
// 判断是否币安交易所
function isBinanceExchange() {
if (exchange.GetName() == "Futures_Binance") {
return true;
}
return false;
}
// 判断是否OKEX交易所
function isOKexExchange() {
if (exchange.GetName() == "Futures_OKCoin") {
return true;
}
return false;
}
var n =$//初始下单数
var MarginLevel = 50 //合约杠杆
var profit = 0.5 //期望收益 ，不能小于手续费
var bet = 1.5//倍率
initialFunds =10000 // 初始资金
var funds = initialFunds // 实时资金
//取随机数
function sum(m, n) {
var num = Math.floor(Math.random() * (m - n) + n);
return num;
}
function main(){
if (exchange.GetName() !== 'Futures_Binance')
throw "只支持Binance期货";
}
function main() {
var ret = exchange.IO("api", "POST", "/fapi/v1/positionSide/dual", "dualSidePosition=true")
// ret : {"code":200,"msg":"success"}
Log(ret)
}
function main() {
exchange.SetContractType("swap")
exchange.SetMarginLevel(MarginLevel)
if (exchange.GetPosition().length > 0) {
throw "策略启动前不能有持仓."
}
var position = []
while (true) {
position = exchange.GetPosition()
if (position.length == 0) {
//取随机数0,1作为方向
var redom = sum(0,2)
Log(redom)
if (redom == 0,1,1,2,3,5,8,13,21,33,55,89) {
n=0.001
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 144,233,377,610,987,1597,2584,4181,6765,10946,17711,28657,46368 ) {
n=0.002
exchange.SetDirection("buy")
exchange.Buy(-1, n, "开多")
}
if (redom == 0) {
n=0.001
exchange.SetDirection("sell")
exchange.Sell(-1, n, "开空")
}
if (redom == 1) {
n=0.002
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) {
Amount=position[0].Amount
exchange.SetDirection("closebuy")
exchange.Sell(-1, position[0].Amount)
Log(profit)
LogProfit (position[0].Amount+profit+funds)
}
//负盈利大于保证金 则加仓
if (position[0].Profit < position[0].Margin * -2) {
n=n * bet
exchange.SetDirection("buy")
exchange.Buy(-1, position[0].Amount=n)
}
}
if (position[0].Type == 1) {
if (position[0].Profit > profit) {
Amount=position[0].Amount
exchange.SetDirection("closesell")
exchange.Buy(-1, position[0].Amount)
Log(profit)
LogProfit (position[0].Amount+profit+funds)
}
if (position[0].Profit < position[0].Margin * -2) {
n = n * bet
exchange.SetDirection("sell")
exchange.Sell(-1, position[0].Amount=n)
}
}
Sleep(60000)
}
}
}
Detail
https://www.fmz.com/strategy/352037
Last Modified
2022-03-26 20:21:22