简单马丁格尔btc合约修改加仓倍率.md

Name

简单马丁格尔btc合约修改加仓倍率

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)
  }
}
var n = 0.001 //初始下单数
var MarginLevel = 50 //合约杠杆 
var profit = 0.05 //期望收益 ，不能小于手续费 
var bet = 1.5//倍率

//取随机数 
function sum(m, n) {　　
    var num = Math.floor(Math.random() * (m - n) + n);　　
    return num;
}


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)
    var position = []
    while (true) {
        position = exchange.GetPosition()
        if (position.length == 0) {
            //取随机数0、1作为方向
            var redom = sum(2, 0)
            Log(redom)
            if (redom == 0) {
                n=0.001
                exchange.SetDirection("sell")
                exchange.Sell(-1, n, "开空")
            }
            if (redom == 1) {
                n=0.001
                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 * -2) {
                   n = n * bet
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, position[0].Amount=n)
                }
            }
            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 * -2) {
                    n = n * bet
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, position[0].Amount=n)
                }
            }
            Sleep(60000)
        }
    }

}

Detail

https://www.fmz.com/strategy/344060

Last Modified

2022-02-20 06:05:56