均线买卖策略, 当EMA快线上穿慢线的时候，做多，当EMA中线上穿快线或者达到的止盈/止损的时候，平仓。
function adjustFloat(v) {
return Math.floor(v*1000)/1000;
}
function CancelPendingOrders() {
while (true) {
var orders = null;
while (!(orders = exchange.GetOrders())) {
Sleep(Interval);
}
if (orders.length == 0) {
return;
}
for (var j = 0; j < orders.length; j++) {
exchange.CancelOrder(orders[j].Id);
if (j < (orders.length-1)) {
Sleep(Interval);
}
}
}
}
function GetAccount() {
var account;
while (!(account = exchange.GetAccount())) {
Sleep(Interval);
}
return account;
}
function GetTicker() {
var ticker;
while (!(ticker = exchange.GetTicker())) {
Sleep(Interval);
}
return ticker;
}
var STATE_WAIT_BUY = 0;
var STATE_WAIT_SELL = 1;
var STATE_BUY = 2;
var STATE_SELL = 3;
var STATE_WAIT_SELL_ALL = 4;
var State = STATE_WAIT_BUY;
var lastRecord = null;
var InitAccount = null;
var LastBuyPrice = 0.0;
var LastHighPrice = 0.0;
function onTick(exchange) {
var records = exchange.GetRecords();
if (!records || records.length < (EMA_Slow + 3)) {
return;
}
var newLast = records[records.length-1];
if ((!lastRecord) || (lastRecord.Time == newLast.Time && lastRecord.Close == newLast.Close)) {
lastRecord = newLast;
return;
}
lastRecord = newLast;
var ticker = GetTicker();
var emaFast = TA.EMA(records, EMA_Fast);
var emaSlow = TA.EMA(records, EMA_Slow);
var emaMid = TA.EMA(records, EMA_Mid);
if (State == STATE_WAIT_BUY &&
(emaFast[emaFast.length-1] >= emaSlow[emaSlow.length-1])
&& (emaFast[emaFast.length-2] < emaSlow[emaSlow.length-2])
&& (emaFast[emaFast.length-1] > emaMid[emaSlow.length-1])) {
State = STATE_BUY;
} else if (State == STATE_WAIT_SELL) {
var ratioStopLoss = Math.abs((LastHighPrice - ticker.Last) / LastHighPrice) * 100;
var ratioStopProfit = Math.abs((ticker.Last - LastBuyPrice) / LastBuyPrice) * 100;
if (emaFast[emaFast.length-1] < emaMid[emaFast.length-1]) {
State = STATE_SELL;
Log("EMA 快线下穿中线", "Fast:", adjustFloat(emaFast[emaFast.length-1]), "Mid", adjustFloat(emaMid[emaFast.length-1]));
} else if (ticker.Last < LastHighPrice && ratioStopLoss >= StopLoss) {
State = STATE_SELL;
Log("开始止损, 当前下跌点数:", adjustFloat(ratioStopLoss), "当前价格", ticker.Last, "对比价格", adjustFloat(LastHighPrice));
} else if (ticker.Last > LastBuyPrice && ratioStopProfit >= StopProfit) {
State = STATE_SELL;
Log("开始止赢, 当前上涨点数:", adjustFloat(ratioStopProfit), "当前价格", ticker.Last, "对比价格", adjustFloat(LastBuyPrice));
}
LastHighPrice = Math.max(LastHighPrice, ticker.Last);
}
if (State != STATE_BUY && State != STATE_SELL && State != STATE_WAIT_SELL_ALL) {
return;
}
// Buy or Sell, Cancel pending orders first
CancelPendingOrders();
var account = GetAccount();
if (State == STATE_BUY) {
var price = ticker.Last + SlidePrice;
var amount = adjustFloat(account.Balance / price);
if (amount >= exchange.GetMinStock()) {
if (exchange.Buy(price, amount)) {
State = STATE_WAIT_SELL;
LastBuyPrice = LastHighPrice = price;
}
}
} else {
var sellAmount = account.Stocks - InitAccount.Stocks;
if (sellAmount > exchange.GetMinStock()) {
// STATE_WAIT_SELL or STATE_WAIT_SELL_ALL
State = STATE_WAIT_SELL_ALL;
exchange.Sell(ticker.Last - SlidePrice, sellAmount);
} else {
// No stocks, wait buy and log profit
LogProfit(account.Balance - InitAccount.Balance);
Log(account);
State = STATE_WAIT_BUY;
}
}
}
function main() {
InitAccount = GetAccount();
Log(exchange.GetName(), exchange.GetCurrency(), InitAccount);
while (true) {
onTick(exchange);
Sleep(10000);
}
}