简单马丁格尔多空加仓倍率修改.md

Name

简单马丁格尔多空加仓倍率修改

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！！

Strategy Arguments

Argument	Default	Description
LongAmount	150	多单初始下单量
ShortAmount	100	空单初始下单量
MarginLevel	50	设置杠杆
profit	0.5	多单期望收益
profits	0.4	空单期望收益
longbet	1.1	开多倍率
shortbet	true	开空倍率
SetContractType	swap	永续合约
short	true	做空
long	false	做多
StopProfit	5	止盈百分比
StopLoss	6	止损百分比

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":"BTC_USDT"}]
*/
var m =LongAmount //初始下单数
var n = ShortAmount //初始下单数
var MarginLevel1 =MarginLevel  //合约杠杆
var SetContractType1=SetContractType // 合约类型
var longprofit = profit //期望收益 ，多单不能小于手续费
var shortprofits = profits//期望收益 ，空单不能小于手续费
var longbet1 =longbet //开多倍率
var shortbet2=shortbet //开空倍率
StopProfit /=StopProfit ;
StopLoss /=StopLoss ;
//取随机数 
function sum(m, n) {　　
    var num = Math.floor(Math.random() * (m - n) + n);　　
    return num;
}

function main(){
    while(true){
LogProfit(exchange.GetAccount().Balance)
        Sleep(2000)
    }
}
function main() {
    exchange.SetContractType(SetContractType1)
    exchange.SetMarginLevel(MarginLevel1)
    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)
            redom=0==short //做空
            if (redom == 0) {
                n=ShortAmount
                exchange.SetDirection("sell")
                exchange.Sell(-1, n, "开空")
            }
            redom=1==long //做多
            if (redom == 1) {
                m=LongAmount
                exchange.SetDirection("buy")
                exchange.Buy(-1, m, "开多")
            }
        }
        if (position.length > 0) {

            if (position[0].Type == 0) {
                //多头盈利大于期望 
                if (position[0].Profit >profit) {
                    exchange.SetDirection("closebuy")
                    exchange.Sell(-1, position[0].Amount)
                    let redom = Math.random()
                    if (redom < 0.5) { 
                     m=LongAmount
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, m, "平多头开多头头寸")    
                }
             }  
                //多头负盈利大于保证金 则加仓

                if (position[0].Profit <position[0].Margin * -1) {
                    longbet1=longbet
                    m=m*longbet
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, position[0].Amount=m)
               }
            }
                  //空头盈利大于期望 
            if (position[0].Type == 1) {
                if (position[0].Profit > profits) {
                    exchange.SetDirection("closesell")
                    exchange.Buy(-1, position[0].Amount)
                    let redom = Math.random()
                   if (redom > 0.5) {  
                     n=ShortAmount
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, n, "平空头开空头头寸")  
              }
          }
                  //空头负盈利大于保证金 则加仓
                if (position[0].Profit <position[0].Margin * -1 ) {
                    shortbet2=shortbet
                    n=n*shortbet
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, position[0].Amount=n)
                }
            }
            Sleep(60000)
        }
    }
}

Detail

https://www.fmz.com/strategy/356471

Last Modified

2022-06-19 12:12:05