0bps

Strategy vault / Other

50 Line Multi Platform Hedging Strategy Teaching

Teaching Strategies

JavaScriptOther
Author
发明者量化-小小梦
Complexity
Starter · 50 lines
Parameters
4

Teaching Strategies

Parameters

NameDefaultWhat it controls
_HedgePrice10Hedging the difference
_HedgeAmount0.02Hedging amount
_CurrencyPrecision2Order quantity accuracy
_BaseCurrencyPrecision2Order price accuracy

Source JavaScript

var preSumBalance = 0
var initSumBalance = 0
function UpdateAccount(isFirst){
    var msg = ""
    var sumStocks = 0
    var sumBalance = 0
    for(var i = 0; i < exchanges.length; i++){
        if(exchanges[i].needUpdate == true || isFirst == true){
            exchanges[i].account = _C(exchanges[i].GetAccount)
            exchanges[i].needUpdate = false
            if(isFirst == true){
                initSumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
                exchanges[i].SetPrecision(_CurrencyPrecision, _BaseCurrencyPrecision)
            }
        }
        sumStocks += (exchanges[i].account.Stocks + exchanges[i].account.FrozenStocks)
        sumBalance += (exchanges[i].account.Balance + exchanges[i].account.FrozenBalance)
        msg += exchanges[i].GetName() + "Currency:" + exchanges[i].account.Stocks + "Frozen Coins:" + exchanges[i].account.FrozenStocks + "Money:" + exchanges[i].account.Balance + "Frozen Money:" + exchanges[i].account.FrozenBalance + "\n"
    }
    LogStatus(_D(), "Total Coins:" + sumStocks, "Total Money:" + sumBalance, "\n", msg)
    if(preSumBalance != sumBalance){
        LogProfit(sumBalance - initSumBalance, preSumBalance = sumBalance)
    }
}
function main(){
    UpdateAccount(true)
    while(1){
        for(var i = 0; i < exchanges.length; i++){
            for(var j = 0; j < exchanges.length; j++){
                if(i == 0 && j == 0){
                    for(var m = 0; m < exchanges.length; m++){
                        exchanges[m].thread = exchanges[m].Go("GetTicker")
                    }
                    for(var n = 0; n < exchanges.length; n++){
                        exchanges[n].ticker = exchanges[n].thread.wait()
                    }
                }
                if(exchanges[i].GetName() != exchanges[j].GetName() && exchanges[i].ticker && exchanges[j].ticker && exchanges[i].ticker.Buy - exchanges[j].ticker.Sell > _HedgePrice){
                    if(exchanges[i].account.Stocks > _HedgeAmount && exchanges[j].account.Balance / ((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2) > _HedgeAmount){
                        var sellId_I = exchanges[i].Sell((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2, _HedgeAmount, exchanges[i].GetName())
                        var buyId_J = exchanges[j].Buy((exchanges[i].ticker.Buy + exchanges[j].ticker.Sell) / 2, _HedgeAmount, exchanges[i].GetName())
                        exchanges[i].needUpdate = exchanges[j].needUpdate = true
                    }
                }
            }
        }
        UpdateAccount(false)
        Sleep(300)      // Test
    }
}

Published by 发明者量化-小小梦 on the FMZ strategy square · last modified 2018-08-25. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

in Claude Code, Cursor, Codex & 4 more
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/50-Line-Multi-Platform-Hedging-Strategy-Teaching.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

Related specs

esc

Try , , or .

↑↓ move↵ open