Binance Multi Product Trend Martingale and Counter Trend Martingale Strategy Sharing

/*
 * @Author: top.brids 
 * @Date: 2022-02-13 22:12:34 
 * @Last Modified by: top.brids
 * @Last Modified time: 2022-02-14 17:01:14
 * @Last Remark: Strategy customization vx:18826683356
 */

let isOk = false;
let isBinance = false;
let SymbolsEx = [];
let button0 = [];
let stoplist = [];
let listpft = [];
let listpft2 = [];
let Qs = [];
let doLong = false;
let doShort = false;
let long1 = false;
let short1 = false;
let qsL = false;
let qsS = false;
let followCoins = [];
let exs = "";
let trade_info = {};
let loop_start2 = Date.now();

let acc = null;
let list1 = [];
let list2 = [];
let longAddCount = [];
let shortAddCount = [];
let lSubP = [];
let sSubP = [];
let mlist = 0;
let initMacd30 = { isSame: null, flag: '', coin: '' }
//2
let init_Balance = null;
let FSTTime = null;
//3
let k = 0;
//4
let BV1 = 0;
let CV1 = 0;
//5
let n1 = 0;
let account1 = null;
let position1 = null;
//6
let walletbalance = 0;
let walletB = 0;
let unrealizedProfit = 0;
let pft = 0;
let ir = 0;

//Get the face value of the contract
function GetCtVal(coin1) {
    let coin = `${coin1.split('_')[0]}-${coin1.split('_')[1]}-SWAP`;
    let ctVal = 1;
    SymbolsEx.map((v, i) => {
        if (v.instId == coin) {
            ctVal = Number(v.ctVal);
        }
    });
    return ctVal;
}
//Get exchange precision to calculate the initial position
function accuracyOk() {
    exchanges[k].SetContractType('swap');
    let coin = '';
    let coin1 = _C(exchanges[k].GetCurrency);
    coin = `${coin1.split('_')[0]}-${coin1.split('_')[1]}-SWAP`;
    let ticker1 = _C(exchanges[k].GetTicker)
    let quantityPrecision = 0;
    account1 = _C(exchanges[k].GetAccount)
    let minSz = 0;
    let ctVal = 1;
    SymbolsEx.map((v, i) => {
        if (v.instId == coin) {
            quantityPrecision = Number(v.lotSz);//Order quantity precision
            minSz = Number(v.minSz) * Number(v.ctVal);
            ctVal = Number(v.ctVal);
        }
    });
    n1 = _N(P / ticker1.Last, quantityPrecision)
    let msg = ''
    if (n1 <= 0 || n1 < minSz) {
        n1 = 0;
        msg = `The current order face value can be opened as a single number ${n1}, ${coin} = > minimum order quantity:${minSz}`
    }

    n1 = _N(n1 / ctVal, 0)
    let data = { coin: coin1, amount: n1, msg: msg }
    Log(coin, 'Order value', P, 'U', 'Number of orders opened', n1, 'Contract face value', ctVal)
    return data;
}
//binance
function accuracyBinance() {
    exchanges[k].SetContractType('swap');
    let coin = '';
    let coin1 = _C(exchanges[k].GetCurrency);
    coin = coin1.split('_')[0] + coin1.split('_')[1];
    let ticker1 = _C(exchanges[k].GetTicker)
    let quantityPrecision = 0;
    account1 = _C(exchanges[k].GetAccount)
    SymbolsEx.map((v, i) => {
        if (v.symbol == coin) {
            quantityPrecision = v.quantityPrecision;
        }
    });
    n1 = _N(P / ticker1["Last"], quantityPrecision)
    let msg = ''
    if (n1 <= 0) {
        msg = `${coin},Number of single orders currently possible with the face value${n1}`
    }
    let data = { coin: coin1, amount: n1, msg: msg }
    Log(coin, n1, 'Order value', P, 'U', 'Open a single number', n1)
    return data;
}
//
function table() {
    account1 = _C(exchange.GetAccount)
    let pos = []
    account1.Info.positions.map(v => {
        if (Number(v.positionAmt) != 0) {
            pos.push(v)
        }
    })
    //USDTMargin balance
    let totalMarginBalance = 0;
    let walletbalance = 0;
    unrealizedProfit = 0;
    //Get account basic information
    position1 = _C(exchange.GetPosition)
    if (isOk) {
        totalMarginBalance = account1.Info.data[0].details[0].cashBal;
        walletbalance = account1.Info.data[0].details[0].disEq;
        unrealizedProfit = account1.Info.data[0].details[0].upl;
    }
    if (isBinance) {
        totalMarginBalance = account1.Info.totalMarginBalance;
        walletbalance = account1.Info.totalWalletBalance;
        unrealizedProfit = account1.Info.totalUnrealizedProfit;
    }
    let toxh = _G('ToXh') == null ? 0 : _G('ToXh');
    let toHy = _G('ToHy') == null ? 0 : _G('ToHy');
    let lsAmount = _G("lsAmount") == null ? 0 : _G("lsAmount");
    let fee = _N(lsAmount * 0.01 * 0.075, 4);

    pft = _N((parseFloat(walletbalance) - parseFloat(init_Balance) + parseFloat(toxh) - parseFloat(toHy)), 6);
    //table2Content, USDT
    let NOWTime = _D() //Current Time
    let profit_ratio = 0
    if (init_Balance != 0) {
        profit_ratio = ((parseFloat(walletbalance) + toxh - parseFloat(init_Balance)) / parseFloat(init_Balance)) * 100
    }

    ///Options for two tables
    let tab1 = {
        "type": "table",
        "title": "Account Information",
        "cols": ["Initial funds", "Wallet balance", "Margin balance", "Transfer to spot", "Transfer to contract", "Total unrealized profit and loss", "Leverage multiple", "Total net profit", "Total rate of return", "Transaction flow", "Fees", "Cycle delay""],
        "rows": []
    }
    let tabc = {
        "type": "table",
        "title": "Trading pair information",
        "cols": ["Currency name", "Trend", "Opening price", "Position direction", "Position quantity", "Position value", "Unrealized profit and loss", "L | S | I ", "Operation"],
        "rows": []
    }
    let tab2 = {
        "type": "table",
        "title": "Time",
        "cols": ["Initial time
Current time"],
        "rows": []
    }
    let tab4 = {
        "type": "table",
        "title": "Contact Information",
        "cols": ["WeChat", "QQ", "Telegram", "Instructions"],
        "rows": []
    }
    let jieshao1 = ''
    let jieshao2 = '[Collaboration to add notesFMZ]'
    let str = "✱Strategy #32CD32"
    let str2 = "✱Real trading risk borne by oneself #007FFF"
    //Add content to the table
    tab1.rows.push([`${_N(parseFloat(init_Balance), 6)}U`, `${_N(parseFloat(walletbalance), 6)}U`, `${_N(parseFloat(totalMarginBalance), 6)}U`, `${toxh}U`, `${toHy}U`, `${_N(parseFloat(unrealizedProfit), 6)}U`, `${M}`, `${pft}U`, `${_N(profit_ratio, 6)}%`, `${lsAmount}U`, `${fee}U`, `${trade_info.loop_delay}ms #FF0000`])
    tab2.rows.push([`${FSTTime}`, `${NOWTime}`])
    tab4.rows.push([`${jieshao1}`, "", "https://", `${jieshao2}`])
    for (let i = 0; i < pos.length; i++) {
        let v = pos[i];
        let ir = followCoins.indexOf(v.symbol);
        let qs = Qs[ir] == "Long" ? "Long #00FF00" : Qs[ir] == "Short" ? "Short #FF0000" : "Shocking #3299cc"
        button0[i] = { "type": "button", "name": "Close position", "cmd": `${v.symbol}:Close position:${v.positionSide}:${v.positionAmt}`, "description": "Close position" }
        let pc = 0;
        let pc2 = 0;
        let tj = 0;
        if (ir != -1) {
            lSubP[ir] = _N(lSubP[ir], 4)
            tj = lSubP[ir] > 0 ? `${lSubP[ir]} #00FF00` : `${lSubP[ir]} #FF0000`;
            pc = _N(list1[ir], 4)
            pc2 = _N(list2[ir], 4)
        }
        tabc.rows.push([v.symbol, qs, _N(Number(v.entryPrice), 4), v.positionSide == "LONG" ? `${v.positionSide}#32CD32` : `${v.positionSide}#FF0000`, Math.abs(Number(v.positionAmt)), `${_N(Number(v.initialMargin), 2)}U[${v.leverage}]X`, Number(v.unrealizedProfit) < 0 ? `${_N(Number(v.unrealizedProfit), 4)} #FF0000` : `${_N(Number(v.unrealizedProfit), 4)} #32CD32`, `${pc} | ${pc2} | ${tj}`, button0[i]])
    }
    //Print column
    LogStatus("`" + JSON.stringify(tab2) + "`\n" + "`" + JSON.stringify(tab1) + "`\n" + "`" + JSON.stringify(tabc) + "`\n" + "`" + JSON.stringify(tab4) + "`\n" + "Strategy start time:" + FSTTime + "\n" + str + "\n" + str2)
}
//
function CalLsAmount(amount, price) {
    let lsUsdt = parseFloat(amount) * parseFloat(price) * 2;
    let lsAmount = _G("lsAmount") == null ? 0 : _G("lsAmount");
    lsAmount += lsUsdt;
    lsAmount = _N(lsAmount, 4)
    _G("lsAmount", lsAmount)
}
//
function Coverall() {
    account1 = _C(exchange.GetAccount)
    if (isOk) {
        walletbalance = account1.Info.data[0].details[0].cashBal;
        unrealizedProfit = account1.Info.data[0].details[0].upl;
    }
    if (isBinance) {
        walletbalance = account1.Info.totalWalletBalance;
        unrealizedProfit = account1.Info.totalUnrealizedProfit;
    }
    for (let i = 0; i < exchanges.length; i++) {
        exchanges[i].SetContractType("swap")
        let _position1 = _C(exchanges[i].GetPosition)
        let position1 = []
        let sPos = "";
        let lPos = "";
        for (let i = 0; i < _position1.length; i++) {
            let v = _position1[i];
            if (v.Type == 0) {
                lPos = v;
            }
            if (v.Type == 1) {
                sPos = v;
            }
        }
        if (lPos != "") {
            position1.push(lPos)
        }
        if (sPos != "") {
            position1.push(sPos)
        }
        if (position1.length == 1) {
            if (position1[0]["Type"] == 0) {
                exchanges[i].SetDirection("closebuy")
                exchanges[i].Sell(-1, position1[0].Amount)
                let ticker1 = _C(exchanges[i].GetTicker)
                CalLsAmount(position1[0].Amount, ticker1.Last)
            }
            if (position1[0]["Type"] == 1) {
                exchanges[i].SetDirection("closesell")
                exchanges[i].Buy(-1, position1[0].Amount)
                let ticker1 = _C(exchanges[i].GetTicker)
                CalLsAmount(position1[0].Amount, ticker1.Last)
            }
        }
        if (position1.length == 2) {
            exchanges[i].SetDirection("closebuy")
            exchanges[i].Sell(-1, position1[0].Amount)
            let ticker1 = _C(exchanges[i].GetTicker)
            CalLsAmount(position1[0].Amount, ticker1.Last)
            exchanges[i].SetDirection("closesell")
            exchanges[i].Buy(-1, position1[1].Amount)
            CalLsAmount(position1[1].Amount, ticker1.Last)
        }
    }
    _G('lSubP', null);
    _G('sSubP', null);
    _G('acc', null);
    _G('listpft', null);
    _G('listpft2', null)
    _G('list1', null);
    _G('list2', null);
    _G('mlist', null);
    _G('longAddCount', null);
    _G('shortAddCount', null);
    Log('Your account has been fully liquidated@')
}
//
function CancelOrderAll(e) {
    let orders = e.GetOrders()
    if (orders.length > 0) {
        for (let i = 0; i < orders.length; i++) {
            let order = orders[i];
            e.CancelOrder(order.Id)
        }
        Log("Cancel all orders that were not successfully placed")
    }
}
//
//
function GetE(ir, type) {
    let count = 0;
    let rate = E1;
    if (type == 0) {
        count = longAddCount[ir]
    }
    if (type == 1) {
        count = longAddCount[ir]
    }
    if (count > 0 && count < 2) {
        rate = E1
    } else if (count >= 2 && count < 4) {
        rate = E2
    }
    else if (count >= 4 && count < 6) {
        rate = E3
    }
    else if (count >= 6) {
        rate = E4
    } else {
        rate = E1
    }
    rate = rate * 0.01;
    return rate;
}
//
//trade
function trade() {
    let currency = _C(exchanges[ir].GetCurrency)
    position1 = _C(exchanges[ir].GetPosition)
    let ticker1 = _C(exchanges[ir].GetTicker)
    let ctVal = 1;

    let quantityPrecision = 0;
    if (isBinance) {
        let _currency = currency.split("_")[0] + currency.split("_")[1]
        SymbolsEx.map((v, i) => {
            if (v.symbol == _currency) {
                quantityPrecision = v.quantityPrecision;
            }
        });
    }
    if (!IsAuto || OpType == 0 || OpType == 1) {
        long1 = true;
        short1 = true;
    }
    if (OpType == 0) {
        doLong = true;
    } else if (OpType == 1) {
        doShort = true;
    } else {
        if (IsAuto) {
            //Trend judgment
            if (Date.now() - loop_start2 > 60000) {
                loop_start2 = Date.now();
                let r = exchanges[ir].GetRecords(PERIOD_M1)
                let kdj = TA.KDJ(r, 9, 3, 3)
                let k = kdj[0][kdj[0].length - 1];
                let k2 = kdj[0][kdj[0].length - 2];
                let d = kdj[1][kdj[1].length - 1];
                let d2 = kdj[1][kdj[1].length - 2];
                let emaFast = TA.EMA(r, 7);
                let emaSlow = TA.EMA(r, 12);
                let kdj2 = TA.KDJ(r, 9, 3, 3)
                let k3 = kdj2[0][kdj2[0].length - 1];
                let d3 = kdj2[1][kdj2[1].length - 1];
                qsL = emaFast[emaFast.length - 1] > emaSlow[emaSlow.length - 1] && k3 > d3;
                qsS = emaFast[emaFast.length - 1] < emaSlow[emaSlow.length - 1] && k3 < d3;
                doLong = qsL;
                doShort = qsS;
                let boll = TA.BOLL(r, 75, 2)
                let upLine = boll[0][boll[0].length - 1]
                let downLine = boll[2][boll[2].length - 1]
                if (ticker1.Last >= upLine) {
                    long1 = k2 <= d2 && k > d
                } else if (ticker1.Last <= downLine) {
                    short1 = k2 >= d2 && k < d
                } else {
                    long1 = true;
                    short1 = true;
                }
            }
        } else {
            doLong = true;
            doShort = true;
        }
    }
    Qs[ir] = IsAuto ? doLong ? "Long" : doShort ? "Short" : "" : ""
    //stop loss
    if (Zs) {
        if (position1.length == 2) {
            if (ZsLong != 0 && position1[0].Profit < -ZsLong && longAddCount[ir] >= maxLAC) {
                exchanges[ir].SetDirection('closebuy')
                exchanges[ir].Sell(-1, position1[0].Amount)
                CalLsAmount(position1[0].Amount, ticker1.Last)
                list1[ir] = 0
                _G('list1', list1)
                longAddCount[ic] = 0;
                _G('longAddCount', longAddCount)
                lSubP[ir] = 0;
                _G('lSubP', lSubP);
                Log(currency, 'Long position stop loss, sell to close long, clear position')
                LogProfit(pft)
            }
            if (ZsShort != 0 && position1[1].Profit < -ZsShort && shortAddCount[ir] >= maxSAC) {
                exchanges[ir].SetDirection('closesell')
                exchanges[ir].Buy(-1, position1[1].Amount)
                CalLsAmount(position1[1].Amount, ticker1.Last)
                list2[ir] = 0
                _G('list2', list2)
                shortAddCount[ir] = 0;
                _G('shortAddCount', shortAddCount)
                sSubP[ir] = 0;
                _G('sSubP', sSubP);
                Log(currency, 'Short position stop loss, buy to close short, clear position')
                LogProfit(pft)
            }
        }
        if (position1.length == 1) {
            if (ZsLong != 0 && position1[0].Type == 0) {
                if (position1[0].Profit < -ZsLong && longAddCount[ir] >= maxLAC) {
                    exchanges[ir].SetDirection('closebuy')
                    exchanges[ir].Sell(-1, position1[0].Amount)
                    CalLsAmount(position1[0].Amount, ticker1.Last)
                    list1[ir] = 0
                    _G('list1', list1)
                    longAddCount[ic] = 0;
                    _G('longAddCount', longAddCount)
                    lSubP[ir] = 0;
                    _G('lSubP', lSubP);
                    Log(currency, 'Long position stop loss, sell to close long, clear position')
                    LogProfit(pft)
                }
            }
            if (ZsShort != 0 && position1[0].Type == 1) {
                if (position1[0].Profit < -ZsShort && shortAddCount[ir] >= maxSAC) {
                    exchanges[ir].SetDirection('closesell')
                    exchanges[ir].Buy(-1, position1[0].Amount)
                    CalLsAmount(position1[0].Amount, ticker1.Last)
                    list2[ir] = 0
                    _G('list2', list2)
                    shortAddCount[ir] = 0;
                    _G('shortAddCount', shortAddCount)
                    sSubP[ir] = 0;
                    _G('sSubP', sSubP);
                    Log(currency, 'Short position stop loss, buy to close short, clear position')
                    LogProfit(pft)
                }
            }
        }
    }
    //Untangle

    //Close position with guaranteed capital

    //Major Cycle Uptrend
    if (doLong && longAddCount[ir] < maxLAC) {
        if (position1.length == 0) {
            //1The golden cross opens long in minutes
            if (long1) {
                exchanges[ir].SetDirection('buy')
                exchanges[ir].Buy(-1, acc[ir])
                list1[ir] = ticker1.Last;
                _G('list1', list1)
                Log(currency, 'Enter the market and open long,First order entry price1:', list1[ir])
                LogProfit(pft)
            }
        }
        if (position1.length > 0) {
            // Only holds1Single
            if (position1.length == 1) {
                // only hold long positions
                if (position1[0].Type == 0) {
                    if ((position1[0].Profit + lSubP[ir]) > 0.01 * Z * ticker1.Last * position1[0].Amount * ctVal) {
                        listpft[ir].push(position1[0].Profit)
                        _G('listpft', listpft)
                        let maxpft = Math.max(...listpft[ir])
                        if (position1[0].Profit < (1 - 0.01 * K4) * maxpft) {
                            exchanges[ir].SetDirection('closebuy')
                            exchanges[ir].Sell(-1, position1[0].Amount)
                            CalLsAmount(position1[0].Amount, ticker1.Last)
                            listpft[ir] = []
                            _G('listpft', listpft)
                            longAddCount[ir] = 0;
                            _G('longAddCount', longAddCount);
                            list1[ir] = 0
                            _G('list1', list1)
                            lSubP[ir] = 0;
                            _G('lSubP', lSubP);
                            Log(currency, 'Take profit signal reached1:', K4, ',Stop long and take profit')
                            LogProfit(pft)
                            return;
                        }
                    }
                    //Golden cross triggers long position replenishment
                    if (position1[0].Profit < 0) {
                        if (list1[ir].Price == 0 || list1[ir] == undefined) {
                            list1[ir] = position1[0].Price
                        }
                        if (ticker1.Last < (1 - GetE(ir, 0)) * list1[ir]) {
                            listpft[ir].push(position1[0].Profit)
                            _G('listpft', listpft)
                            let maxpft = Math.min(...listpft[ir])
                            if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft) {
                                exchanges[ir].SetDirection('buy')
                                let amount = acc[ir] * Math.pow(2, longAddCount[ir])
                                exchanges[ir].Buy(-1, amount);
                                list1[ir] = ticker1.Last;
                                _G('list1', list1)
                                longAddCount[ir] = longAddCount[ir] + 1;
                                _G('longAddCount', longAddCount);
                                Log(`1.${currency},Cover signal${HcK4},Long orders to cover positions,Position cover price:${list1[ir]},Number of positions covered:${longAddCount[ir]}`)
                                LogProfit(pft)
                            }
                        }
                    }
                }
                //only hold short positions
                if (position1[0].Type == 1) {
                    //1The golden cross opens long in minutes
                    if (long1) {
                        exchanges[ir].SetDirection('buy')
                        exchanges[ir].Buy(-1, acc[ir])
                        list1[ir] = ticker1.Last;
                        _G('list1', list1)
                        Log(currency, 'Enter the market and open long,First order entry price2:', list1[ir])
                        LogProfit(pft);
                    }
                    //Short position covering
                    if (position1[0].Profit < 0) {
                        if (list2[ir].Price == 0 || list2[ir] == undefined) {
                            list2[ir] = position1[0].Price
                        }
                        if (ticker1.Last > (1 + 3 * GetE(ir, 1)) * list2[ir]) {
                            listpft2[ir].push(position1[0].Profit)
                            _G('listpft2', listpft2)
                            let maxpft2 = Math.min(...listpft2[ir])
                            if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft2) {
                                exchanges[ir].SetDirection('sell')
                                let amount = acc[ir] * Math.pow(2, shortAddCount[ir])
                                exchanges[ir].Sell(-1, amount)
                                list2[ir] = ticker1.Last;
                                _G('list2', list2)
                                shortAddCount[ir] = shortAddCount[ir] + 1;
                                _G('shortAddCount', shortAddCount);
                                Log(`${currency},Cover signal${HcK4},Short position covering,Position cover price:${list2[ir]},Number of positions covered:${shortAddCount[ir]}`)
                                LogProfit(pft)
                            }
                        }
                    } else {
                        //Short Position Take Profit
                        if ((position1[0].Profit + sSubP[ir]) > 0.01 * C1 * ticker1.Last * position1[0].Amount * ctVal) {
                            exchanges[ir].SetDirection('closesell')
                            exchanges[ir].Buy(-1, position1[0].Amount)
                            CalLsAmount(position1[0].Amount, ticker1.Last)
                            list2[ir] = 0
                            _G('list2', list2)
                            shortAddCount[ir] = 0;
                            _G('shortAddCount', shortAddCount);
                            sSubP[ir] = 0;
                            _G('sSubP', sSubP);
                            Log(currency, 'Short order profit,Close short and take profit1')
                            LogProfit(pft);
                        }
                    }
                }
            }
            if (position1.length == 2) {
                //Multiple single modules
                if ((position1[0].Profit + lSubP[ir]) > 0.01 * Z * ticker1.Last * position1[0].Amount * ctVal) {
                    listpft[ir].push(position1[0].Profit)
                    _G('listpft', listpft)
                    let maxpft = Math.max(...listpft[ir])
                    if (position1[0].Profit < (1 - 0.01 * K4) * maxpft) {
                        exchanges[ir].SetDirection('closebuy')
                        exchanges[ir].Sell(-1, position1[0].Amount)
                        CalLsAmount(position1[0].Amount, ticker1.Last)
                        listpft[ir] = []
                        _G('listpft', listpft)
                        longAddCount[ir] = 0;
                        _G('longAddCount', longAddCount);
                        lSubP[ir] = 0;
                        _G('lSubP', lSubP);
                        list1[ir] = 0
                        _G('list1', list1)
                        Log(currency, 'Take profit signal reached2:', K4, ',Stop long and take profit')
                        LogProfit(pft)
                    }
                } else {
                    //Golden cross triggers long position replenishment
                    if (position1[0].Profit < 0) {
                        if (list1[ir] == 0 || list1[ir] == undefined) {
                            list1[ir] = position1[0].Price
                        }
                        if (ticker1.Last < (1 - GetE(ir, 0)) * list1[ir]) {
                            listpft[ir].push(position1[0].Profit)
                            _G('listpft', listpft)
                            let maxpft = Math.min(...listpft[ir])
                            if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft) {
                                exchanges[ir].SetDirection('buy')
                                let amount = acc[ir] * Math.pow(2, longAddCount[ir])
                                exchanges[ir].Buy(-1, amount)
                                list1[ir] = ticker1.Last;
                                _G('list1', list1)
                                longAddCount[ir] = longAddCount[ir] + 1;
                                _G('longAddCount', longAddCount);
                                Log(`2.${currency},Cover signal${HcK4},Long orders to cover positions,Position cover price:${list1[ir]},Number of positions covered:${longAddCount[ir]}`)
                                LogProfit(pft)
                            }
                        }
                    }
                }
                //Short position covering
                if (position1[1].Profit < 0) {
                    if (list2[ir] == 0 || list2[ir] == undefined) {
                        list2[ir] = position1[1].Price
                    }
                    if (ticker1.Last > (1 + 3 * GetE(ir, 1)) * list2[ir]) {
                        listpft2[ir].push(position1[1].Profit)
                        _G('listpft2', listpft2)
                        let maxpft2 = Math.min(...listpft2[ir])
                        if (position1[1].Profit > (1 - 0.01 * HcK4) * maxpft2) {
                            exchanges[ir].SetDirection('sell')
                            let amount = acc[ir] * Math.pow(2, shortAddCount[ir]);
                            exchanges[ir].Sell(-1, amount)
                            list2[ir] = ticker1.Last;
                            _G('list2', list2)
                            shortAddCount[ir] = shortAddCount[ir] + 1;
                            _G('shortAddCount', shortAddCount);
                            Log(`${currency},Cover signal${HcK4},Short position covering,Position cover price:${list2[ir]},Number of positions covered:${shortAddCount[ir]}`)
                            LogProfit(pft)
                        }
                    }
                } else {
                    if ((position1[1].Profit + sSubP[ir]) > 0.01 * C1 * ticker1.Last * position1[1].Amount * ctVal) {
                        exchanges[ir].SetDirection('closesell')
                        exchanges[ir].Buy(-1, position1[1].Amount)
                        CalLsAmount(position1[1].Amount, ticker1.Last)
                        list2[ir] = 0
                        _G('list2', list2)
                        shortAddCount[ir] = 0;
                        _G('shortAddCount', shortAddCount);
                        sSubP[ir] = 0
                        _G('sSubP', sSubP);
                        Log(currency, 'Short order profit,Close short and take profit2')
                        LogProfit(pft)
                    }
                }
            }
        }
    }
    //Major cycle decline
    if (doShort && shortAddCount[ir] < maxSAC) {
        if (position1.length == 0) {
            //1The minute death cross opens up.
            if (short1) {
                exchanges[ir].SetDirection('sell')
                exchanges[ir].Sell(-1, acc[ir])
                list2[ir] = ticker1.Last;
                _G('list2', list2)
                Log(currency, 'Enter short position,First order entry price1:', list2[ir])
                LogProfit(pft)
            }
        }
        if (position1.length > 0) {
            // Only holds1Single
            if (position1.length == 1) {
                // Hold only short
                if (position1[0].Type == 1) {
                    if ((position1[0].Profit + sSubP[ir]) > 0.01 * Z * ticker1.Last * position1[0].Amount * ctVal) {
                        listpft2[ir].push(position1[0].Profit)
                        _G('listpft2', listpft2)
                        let maxpft2 = Math.max(...listpft2[ir])
                        if (position1[0].Profit < (1 - 0.01 * K4) * maxpft2) {
                            exchanges[ir].SetDirection('closesell')
                            exchanges[ir].Buy(-1, position1[0].Amount)
                            CalLsAmount(position1[0].Amount, ticker1.Last)
                            Log(currency, 'Take profit signal1:', K4, ',Close short and take profit')
                            LogProfit(pft)
                            listpft2[ir] = []
                            _G('listpft2', listpft2)
                            shortAddCount[ir] = 0;
                            _G('shortAddCount', shortAddCount);
                            sSubP[ir] = 0;
                            _G('sSubP', sSubP);
                            list2[ir] = 0
                            _G('list2', list2)
                        }
                    } else {
                        //death cross additional position for short order
                        if (position1[0].Profit < 0) {
                            if (list2[ir] == 0 || list2[ir] == undefined) {
                                list2[ir] = position1[0].Price
                            }
                            if (ticker1.Last > (1 + GetE(ir, 1)) * list2[ir]) {
                                listpft2[ir].push(position1[0].Profit)
                                _G('listpft2', listpft2)
                                let maxpft2 = Math.min(...listpft2[ir])
                                if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft2) {
                                    exchanges[ir].SetDirection('sell')
                                    let amount = acc[ir] * Math.pow(2, shortAddCount[ir]);
                                    exchanges[ir].Sell(-1, amount)
                                    list2[ir] = ticker1.Last;
                                    _G('list2', list2)
                                    shortAddCount[ir] = shortAddCount[ir] + 1;
                                    _G('shortAddCount', shortAddCount);
                                    Log(`1.${currency},Cover signal${HcK4},Short position covering,Position cover price:${list2[ir]},Number of positions covered:${shortAddCount[ir]}`)
                                    LogProfit(pft)
                                }
                            }
                        }
                    }
                }
                //only hold long positions
                if (position1[0].Type == 0) {
                    //1The minute death cross opens up.
                    if (short1) {
                        exchanges[ir].SetDirection('sell')
                        exchanges[ir].Sell(-1, acc[ir])
                        list2[ir] = ticker1.Last;
                        _G('list2', list2)
                        Log(currency, 'Enter short position,First order entry price2:', list2[ir])
                        LogProfit(pft)
                    }
                    //Long orders to cover positions
                    if (position1[0].Profit < 0) {
                        if (list1[ir] == 0 || list1[ir] == undefined) {
                            list1[ir] = position1[0].Price
                        }
                        if (ticker1.Last < (1 - 3 * GetE(ir, 0)) * list1[ir]) {
                            listpft[ir].push(position1[0].Profit)
                            _G('listpft', listpft)
                            let maxpft = Math.min(...listpft[ir])
                            if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft) {
                                exchanges[ir].SetDirection('buy')
                                let amount = acc[ir] * Math.pow(2, longAddCount[ir]);
                                exchanges[ir].Buy(-1, amount);
                                list1[ir] = ticker1.Last;
                                _G('list1', list1)
                                longAddCount[ir] = longAddCount[ir] + 1;
                                _G('longAddCount', longAddCount);
                                Log(`${currency},Cover signal${HcK4},Long orders to cover positions,Position cover price:${list1[ir]},Number of positions covered:${longAddCount[ir]}`)
                                LogProfit(pft)
                            }
                        }
                    } else {
                        if ((position1[0].Profit + lSubP[ir]) > 0.01 * C1 * ticker1.Last * position1[0].Amount * ctVal) {
                            exchanges[ir].SetDirection('closebuy')
                            exchanges[ir].Sell(-1, position1[0].Amount)
                            CalLsAmount(position1[0].Amount, ticker1.Last)
                            list1[ir] = 0
                            _G('list1', list1)
                            longAddCount[ir] = 0;
                            _G('longAddCount', longAddCount);
                            lSubP[ir] = 0;
                            _G('lSubP', lSubP);
                            Log(currency, `Long position profit,Stop long and take profit1`)
                            LogProfit(pft)
                        }
                    }
                }
            }
            if (position1.length == 2) {
                //Short position module
                if ((position1[1].Profit + sSubP[ir]) > 0.01 * Z * ticker1.Last * position1[1].Amount * ctVal) {
                    listpft2[ir].push(position1[1].Profit)
                    _G('listpft2', listpft2)
                    let maxpft2 = Math.max(...listpft2[ir])
                    if (position1[1].Profit < (1 - 0.01 * K4) * maxpft2) {
                        exchanges[ir].SetDirection('closesell')
                        exchanges[ir].Buy(-1, position1[1].Amount)
                        CalLsAmount(position1[1].Amount, ticker1.Last)
                        Log(currency, 'Take profit signal:', K4, ',Close short and take profit')
                        LogProfit(pft)
                        listpft2[ir] = []
                        _G('listpft2', listpft2)
                        shortAddCount[ir] = 0;
                        _G('shortAddCount', shortAddCount);
                        sSubP[ir] = 0;
                        _G('sSubP', sSubP);
                        list2[ir] = 0
                        _G('list2', list2)
                    }
                } else {
                    //death cross additional position for short order
                    if (position1[1].Profit < 0) {
                        if (list2[ir] == 0 || list2[ir] == undefined) {
                            list2[ir] = position1[1].Price
                        }
                        if (ticker1.Last > (1 + GetE(ir, 1)) * list2[ir]) {
                            listpft2[ir].push(position1[1].Profit)
                            _G('listpft2', listpft2)
                            let maxpft2 = Math.min(...listpft2[ir])
                            if (position1[1].Profit > (1 - 0.01 * HcK4) * maxpft2) {
                                exchanges[ir].SetDirection('sell')
                                let amount = acc[ir] * Math.pow(2, shortAddCount[ir]);
                                exchanges[ir].Sell(-1, amount)
                                list2[ir] = ticker1.Last;
                                _G('list2', list2)
                                shortAddCount[ir] = shortAddCount[ir] + 1;
                                _G('shortAddCount', shortAddCount);
                                Log(`2.${currency},Cover signal${HcK4},Short position covering,Position cover price:${list2[ir]},Number of positions covered:${shortAddCount[ir]}`)
                                LogProfit(pft)
                            }
                        }
                    }
                }
                //Long orders to cover positions
                if (position1[0].Profit < 0) {
                    if (list1[ir] == 0 || list1[ir] == undefined) {
                        list1[ir] = position1[0].Price
                    }
                    if (ticker1.Last < (1 - 3 * GetE(ir, 0)) * list1[ir]) {
                        listpft[ir].push(position1[0].Profit)
                        _G('listpft', listpft)
                        let maxpft = Math.min(...listpft[ir])
                        if (position1[0].Profit > (1 - 0.01 * HcK4) * maxpft) {
                            exchanges[ir].SetDirection('buy')
                            let amount = acc[ir] * Math.pow(2, longAddCount[ir]);
                            exchanges[ir].Buy(-1, amount)
                            list1[ir] = ticker1.Last;
                            _G('list1', list1)
                            longAddCount[ir] = _N(parseFloat(longAddCount[ir]), 0) + 1;
                            _G('longAddCount', longAddCount);
                            Log(`${currency},Cover signal${HcK4},Long orders to cover positions,Position cover price:${list1[ir]},Number of positions covered:${longAddCount[ir]}`)
                            LogProfit(pft)
                        }
                    }
                } else {
                    if ((position1[0].Profit + lSubP[ir]) > 0.01 * C1 * ticker1.Last * position1[0].Amount * ctVal) {
                        exchanges[ir].SetDirection('closebuy')
                        exchanges[ir].Sell(-1, position1[0].Amount)
                        CalLsAmount(position1[0].Amount, ticker1.Last)
                        list1[ir] = 0
                        _G('list1', list1)
                        longAddCount[ir] = 0;
                        _G('longAddCount', longAddCount);
                        lSubP[ir] = 0;
                        _G('lSubP', lSubP);
                        Log(currency, `Long position profit,Stop long and take profit2`)
                        LogProfit(pft)
                    }
                }
            }
        }
    }
}
//
function mainBefor() {
    exchange.SetContractType("swap");
    account1 = exchange.GetAccount();
    if (isOk) {
        let exchangeInfo = exchange.IO("api", "GET", "/api/v5/public/instruments?instType=SWAP");
        SymbolsEx = exchangeInfo.data;
        walletbalance = account1.Info.data[0].details[0].disEq;
    }
    if (isBinance) {
        let exchangeInfo = exchange.IO("api", "GET", `/fapi/v1/exchangeInfo`, ``, ``)
        SymbolsEx = exchangeInfo.symbols;
        walletbalance = account1.Info.totalWalletBalance;
    }
    if (_G('init_Balance') && _G('FSTTime')) {
        Log('Successfully loaded last progress!')
        init_Balance = _G('init_Balance')
        FSTTime = _G('FSTTime')
    } else {
        Log('When the program runs for the first time, save the initial fund data!#3299cc')
        if (isOk) {
            init_Balance = account1.Info.data[0].details[0].disEq;
        }
        if (isBinance) {
            init_Balance = account1.Info.totalWalletBalance;
        }
        FSTTime = _D()
        _G('init_Balance', init_Balance)
        _G('FSTTime', FSTTime)
    }
    if (!IsHt) {
        K4 = 0;
        HcK4 = 0;
    }
    if (_G('lSubP') && _G('sSubP') && _G('acc') && _G('listpft') && _G('listpft2') && _G('list1') && _G('list2') && _G('mlist')) {
        acc = _G('acc')
        listpft = _G('listpft')
        listpft2 = _G('listpft2')
        list1 = _G('list1')
        list2 = _G('list2')
        longAddCount = _G('longAddCount')
        shortAddCount = _G('shortAddCount')
        lSubP = _G('lSubP')
        sSubP = _G('sSubP')
        mlist = _G('mlist')
    } else {
        acc = []
        _G('acc', acc)
        listpft = []
        listpft2 = []
        list1 = []
        list2 = []
        shortAddCount = []
        longAddCount = []
        lSubP = []
        sSubP = []
        mlist = T0
        for (let i = 0; i < 100; i++) {
            listpft.push([])
            listpft2.push([])
            longAddCount.push([])
            longAddCount[i] = 0
            shortAddCount.push([])
            shortAddCount[i] = 0
            lSubP.push([])
            lSubP[i] = 0;
            sSubP.push([])
            sSubP[i] = 0;
            list1.push(0)
            list2.push(0)

        }
        _G('listpft', listpft)
        _G('listpft2', listpft2)
        if (!_G('longAddCount')) {
            _G('longAddCount', longAddCount)
        } else {
            longAddCount = _G('longAddCount')
        }
        if (!_G('shortAddCount')) {
            _G('shortAddCount', shortAddCount)
        } else {
            shortAddCount = _G('shortAddCount')
        }
        _G('list1', list1)
        _G('list2', list2)
        _G('mlist', mlist)
        _G('lSubP', lSubP)
        _G('sSubP', sSubP)
    }
    for (let i = 0; i < exchanges.length; i++) {
        k = i
        let data = null;
        if (isOk) {
            data = accuracyOk()
        }
        if (isBinance) {
            data = accuracyBinance()
        }
        acc.push(n1)
        _G('acc', acc)
        if (data.amount <= 0) {
            stoplist.push(data)
        }
    }
}
//-----------------------------------------------------------
//Main Function
//-----------------------------------------------------------
function main() {
    let eName = exchange.GetName();
    isOk = eName.indexOf("OKCoin") != -1;
    isBinance = eName.indexOf("Binance") != -1;
    if (!isBinance) {
        throw "This strategy only supports Binance"
    }
    if (isBinance) {
        let ret = exchange.IO("api", "GET", "/fapi/v1/positionSide/dual")
        if (!ret.dualSidePosition) {
            let ret1 = exchange.IO("api", "POST", "/fapi/v1/positionSide/dual", "dualSidePosition=true") //Changed to dual position mode
            Log(ret1)
        }
    }
    followCoins = [];
    for (let i = 0; i < exchanges.length; i++) { //Number of traded products
        let coin = exchanges[i].GetCurrency(); //contract
        let _coin = coin.split('_');  //Split
        let c = _coin[0] + _coin[1];  //Synthetic asADAUSDT
        followCoins.push(c)
        exs += c;  //Effect: if product is modified, clear the original records
    }
    Log("run coins:", followCoins)
    let exlengths = _G('exlengths')
    if (exlengths == null) {
        _G('exlengths', exs)
    } else {
        if (exlengths != exs) {
            _G('lSubP', null);
            _G('sSubP', null);
            _G('acc', null);
            _G('listpft', null);
            _G('listpft2', null)
            _G('list1', null);
            _G('list2', null);
            _G('mlist', null);
            _G('exlengths', exs)
            Log(`exs changed...${exs}`)
        }
    }
    if (isOk) {
        longAddRate = _N(longAddRate, 0)
        shortAddRate = _N(shortAddRate, 0)
    }
    for (let i = 0; i < exchanges.length; i++) {
        button0.push(0)
        Qs[i] = "";
        exchanges[i].SetContractType('swap')
        exchanges[i].SetMarginLevel(M)
    }
    mainBefor()
    while (true) {
        let loop_start = Date.now();
        try {
            table()
            for (let i = 0; i < exchanges.length; i++) {
                ir = i;
                trade()
                Sleep(1000)
            }
            if (isBinance) {
                mlist = T0;
            }
            if (isOk) {
                walletB = account1.Info.data[0].details[0].cashBal;
            }
            if (isBinance) {
                walletB = account1.Info.totalWalletBalance + account1.Info.totalUnrealizedProfit;
            }
            if (walletB > mlist) {
                if (isOk) {
                    mlist += T1
                    _G('mlist', mlist)
                    Log('Next threshold updated to:', mlist)
                }
                if (isBinance) {
                    let amount = T1;
                    if (amount > 5) {
                        let timestamp = new Date().getTime();
                        let base = "https://api.binance.com"
                        exchange.SetBase(base)
                        let res = exchange.IO("api", "POST", "/sapi/v1/futures/transfer", `asset=USDT&amount=${amount}&type=2&timestamp=${timestamp}`, "")
                        Log('Transfer to spot', res, amount)
                        let toxh = _G('ToXh') == null ? 0 : _G('ToXh')
                        toxh += amount
                        _G('ToXh', toxh)
                        base = "https://fapi.binance.com"
                        exchange.SetBase(base)
                    }
                }
                Log('Profit reaches the set value,Close all positions')
                Coverall()
            }
            let cmd = GetCommand()  //Get button
            if (cmd) {
                arr = cmd.split(':')
                if (arr[0] == 'One-click close') {
                    Coverall()
                    Sleep(100000000000)
                }
                if (arr[1] == '0') {
                    let a = parseInt(arr[0])
                    currency = exchanges[a].GetCurrency()
                    let data = { coin: currency, amount: n1, msg: 'Manual stop' }
                    stoplist.push(data)
                    Log('Currently stopped trading pairs:', currency)
                }
                if (arr[0] == 'Go to contract') {
                    if (isBinance) {
                        let amount = parseInt(arr[1]);
                        let timestamp = new Date().getTime();
                        let base = "https://api.binance.com"
                        exchange.SetBase(base)
                        let res = exchange.IO("api", "POST", "/sapi/v1/futures/transfer", `asset=USDT&amount=${amount}&type=1&timestamp=${timestamp}`, "")
                        Log('Transfer from spot to futures', res, amount)
                        let toHy = _G('ToHy') == null ? 0 : _G('ToHy')
                        toHy += amount
                        _G('ToHy', toHy)
                        base = "https://fapi.binance.com"
                        exchange.SetBase(base)
                    } else {
                        Log('OKTransfer is not supported yet')
                    }
                }
                if (arr[0] == 'Go to spot') {
                    if (isBinance) {
                        let amount = parseInt(arr[1]);
                        let timestamp = new Date().getTime();
                        let base = "https://api.binance.com"
                        exchange.SetBase(base)
                        let res = exchange.IO("api", "POST", "/sapi/v1/futures/transfer", `asset=USDT&amount=${amount}&type=2&timestamp=${timestamp}`, "")
                        Log('Transfer from futures to spot', res, amount)
                        let toxh = _G('ToXh') == null ? 0 : _G('ToXh')
                        toxh += amount
                        _G('ToXh', toxh)
                        base = "https://fapi.binance.com"
                        exchange.SetBase(base)
                    } else {
                        Log('OKTransfer is not supported yet')
                    }
                }
                if (arr[1] == 'Close Position') {
                    let ic = followCoins.indexOf(arr[0]);
                    if (ic > -1) {
                        let amount = Number(arr[3]);
                        exchanges[ic].SetContractType("swap")
                        if (arr[2] == 'LONG') {
                            exchanges[ic].SetDirection("closebuy")
                            let ticker1 = _C(exchanges[ic].GetTicker)
                            exchanges[ic].Sell(-1, amount)
                            CalLsAmount(amount, ticker1.Last)
                            longAddCount[ic] = 0;
                            _G('longAddCount', longAddCount)
                            lSubP[ir] = 0;
                            _G('lSubP', lSubP);
                            list1[ic] = 0
                            _G('list1', list1)
                        }
                        if (arr[2] == 'SHORT') {
                            exchanges[ic].SetDirection("closesell")
                            exchanges[ic].Buy(-1, amount)
                            let ticker1 = _C(exchanges[ic].GetTicker)
                            CalLsAmount(amount, ticker1.Last)
                            shortAddCount[ic] = 0;
                            _G('shortAddCount', shortAddCount)
                            sSubP[ir] = 0;
                            _G('sSubP', sSubP);
                            list2[ic] = 0
                            _G('list2', list2)
                        }
                        LogProfit(pft)
                    } else {
                        Log(arr[0], "This trading pair is not monitored. Please go to the exchange to close your position.")
                    }
                }
                if (arr[0] == 'Clear log') {
                    LogReset()
                    Log('The log has been cleared')
                }
                if (arr[0] == 'Reset earnings') {
                    _G(null)
                    LogReset()
                    stoplist = [];
                    LogProfitReset()
                    mainBefor()
                    Log('Reset earnings')
                }
            }
        } catch (e) {
            Log('Systemerror', e);
            Sleep(S *1000)
        }
        trade_info.loop_delay = Date.now() - loop_start;
    }
}