bybit swap

/*Contact WeChat:ying5737(Strategy discussion, support paid writing)
# Medium frequency unilateral trend strategy
## Monitoring Variables
1. FastMA
2. SlowMA
3. Closing price
## Configuration Parameters
1. Single order quantityAmount
2. Single position reduction amountCloseAmount
3. Maximum positionMaxPosition
## go long
### Necessary Conditions
1. kLine closing price is greater than fast MA and slow MAMA
2. and the MA is about to rise (judge as yesterday's candlestick closing price higher than the previous 5th candlestick closing price).)
### Place Order
1. Three consecutive bullish candles, reduce positionsCloseAmount
2. Two consecutive bearish candlesticks, increase position Amount. That is, an order will be placed when two consecutive bearish candlesticks appear.2*Amount
3. Normal situation, open an orderAmount
### Limit
1. No orders will be opened if the maximum open interest exceeds MaxPosition
### Exit
1. Exit after running N candlesticks

## go short
### Necessary Conditions
1. kThe closing price of the line is less than the fast MA and slow MAMA
2. and the fast MA is falling (judged as yesterday's candlestick closing price is lower than the previous Nth (fast MA5 cycle) K-closing price).)
### Place Order
1. Three consecutive bearish candles, reduce positionsCloseAmount
2. Two consecutive bullish candlesticks, increase position Amount. That is, an order will be placed when two consecutive bearish candlesticks appear.2*Amount
3. Normal situation, open an orderAmount
### Limit
1. No orders will be opened if the maximum open interest exceeds MaxPosition
### Exit
1. Exit after running N candlesticks
## Notes
1. the program will obtain account position information each time as the strategy's position volume
2. Please bind FMZ WeChat, the program will push important notifications to WeChat
## Parameters
1. Fast MA Period
2. Slow MA Period	
3. Polling Interval(ms)	
4. Long/Short Selection
5. Leverage size: 0 means cross margin mode
6. Contract type: Currently fmex only supports swap, and only swap can be filled in. OKEx backtesting can be used during backtesting, which can be set to this_week, this_month, etc.
7. Single position reduction amount. When the conditions for reducing positions are met, the amount of one-time reduction
8. Maximum Position(u)
9. APIBase address. Can be set to https://api.fmex.com,OrTestnethttps://api.testnet.fmex.com
10. Exit the Strategy K-Count. After running a certain number of candlesticks, the strategy exits normally
11. Whether to clear positions when the strategy actively exits.
12. Whether interaction is required. The strategy exits normally after meeting the exit conditions. If interaction is required, commands such as manual intervention will be awaited. If it is not needed, the program exits directly.
13. Whether to take the order. If checked, the order is a market order; if not checked, it is a pending order. The buy order is placed at Buy 1, and the sell order is placed at Sell 1
14. Number of consecutive bullish (bearish) candlesticks (when going long, consecutive bullish candles). Position reduction signals, such as consecutive bullish candles when going long, reduce positions
15. Number of consecutive bearish (bullish) candlesticks (for bullish positions, continuous bearish candles). Number of consecutive bearish (bullish) candlesticks (for bullish positions, continuous bearish candles).)	
16. Whether it is a ranging market. Check if it is a ranging market
## Interaction
**Interaction Only When`Interaction required?`Effective at**
**Interaction occurs when the strategy exits normally**
1. Continue. Continue means resetting the strategy and running the same parameters again.
2. Stop. Strategy stops and exits
3. Continue after switching the strategy market. Switch the market to shock or trend and continue running. It is an extension of interaction 1 'Continue'
*/
////////////////// params ////////////////////////
//var fastMaPeriod = 5
//var slowMaPeriod = 10
//var direction = go long|go short
//var interval = 1000
//var amount = 500
//var maxHoldAmount = 5000
//var closeAmount = 1000
//var runNBars = 13
//var marginLevel = 0
//var contractType = 'swap'
//var enableCommand = false
//var isTaker = true
//var maxOppositeDirKNum = 2
//var maxSameDirKNum = 3
//var isShock = false
////////////////// variable ////////////////////////

var makeLong = direction == 0 ? true:false
var startTime = null
var holdAmount = 0
var lastBar = null
var yinxianCnt = 0
var yangxianCnt = 0
var lastClose = 0
var last5thClose = 0
var fastMa = []
var slowMa = []
var barCnt = 0
var localIsShock = false
////////////////////////////////////////////////
var PreBarTime = 0
var isFirst = true

function PlotMA_Kline(records){
    $.PlotRecords(records, 'K')
    if(fastMa.length == 0) {
        fastMa = TA.MA(records, fastMaPeriod)
    }
    if(slowMa.length == 0) {
        slowMa = TA.MA(records, slowMaPeriod)
    }
    if(isFirst){
        $.PlotFlag(records[records.length - 1].Time, 'Start', 'STR')
        for(var i = records.length - 1; i >= 0; i--){
            if(fastMa[i] !== null){
                $.PlotLine('ma'+fastMaPeriod, fastMa[i], records[i].Time)
            }
            if(slowMa[i] !== null){
                $.PlotLine('ma'+slowMaPeriod, slowMa[i], records[i].Time)
            }
        }
        PreBarTime = records[records.length - 1].Time
        isFirst = false
    } else {
        if(PreBarTime !== records[records.length - 1].Time){
            $.PlotLine('ma'+fastMaPeriod, fastMa[fastMa.length - 2], records[fastMa.length - 2].Time)
            $.PlotLine('ma'+slowMaPeriod, slowMa[slowMa.length - 2], records[slowMa.length - 2].Time)
            PreBarTime = records[records.length - 1].Time
        }
        $.PlotLine('ma'+fastMaPeriod, fastMa[fastMa.length - 1], records[fastMa.length - 1].Time)
        $.PlotLine('ma'+slowMaPeriod, slowMa[slowMa.length - 1], records[slowMa.length - 1].Time)
}
}

function init () {
    if (fastMaPeriod > slowMaPeriod) {
        throw 'Fast MA period > Slow MA period, please check settings'
    }
    Log('Fast MA Period	    :'  + fastMaPeriod)
    Log('Slow MA Period	    :' + slowMaPeriod)
    Log('Polling Interval(ms)   :' + interval)
    Log('Is it a shock strategy?  :' + (isShock?'Yes/Is':'No/Not'))
    Log('Long/Short Selection	    :' + (direction == 0 ? 'Many':'Empty'))
    Log('Leverage Size	    :' + (marginLevel == 0 ? 'Full Position':marginLevel))
    Log('Consecutive bullish(Cloudy/Gloomy)KNumber of Lines(When going long, continuous positive lines)Number   :' + maxSameDirKNum)
    Log('Consecutive bearish(Sun/Positive)KNumber of Lines(When going long, continuous negative lines)   :' + maxOppositeDirKNum)
    Log('Run How Many BarsKExit later   :' + runNBars)
    startTime = new Date()
    localIsShock = isShock
}

function onexit() {
    Log('Exit')
}

function onerror() {
    Log('Exit on Error')
}

function openLong(ex, openAmount) {
    if (holdAmount + openAmount <= maxHoldAmount) {
        Log('Already holding position: ' + holdAmount + ', add to position:' + openAmount)
        ex.SetDirection('buy')
        if(isTaker) {
            ex.Buy(-1, openAmount, 'take liquidity')
            holdAmount += openAmount
        } else {
            var ticker = _C(ex.GetTicker)
            if(ticker == null) {
                return false
            }
            ex.Buy(ticker.Buy, openAmount, 'pending order')
        }
        return true
    } else {
        Log('Open Position('+holdAmount+') Too many, do not increase positions')
        return false
    }
}

function closeLong(ex, closeAmount) {
    if (holdAmount >= closeAmount) {
        Log('Already holding position: ' + holdAmount + ', reduce position:' + closeAmount)
        ex.SetDirection('closebuy')
        ex.Sell(-1, closeAmount)
        holdAmount -= closeAmount
        return true
    } else {
        Log('Open Position('+holdAmount+') Too few, do not decrease positions')
        return false
    }
}

function openShort(ex, openAmount) {
    if (holdAmount + openAmount <= maxHoldAmount) {
        Log('Already holding position: ' + holdAmount + ', add to position:' + openAmount)
        ex.SetDirection('sell')
        if(isTaker) {
            ex.Sell(-1, openAmount, 'take liquidity')
            holdAmount += openAmount
        } else {
            var ticker = _C(ex.GetTicker)
            if(ticker == null) {
                return false
            }
            ex.Sell(ticker.Sell, openAmount, 'pending order')
        }
        return true
    } else {
        Log('Open Position('+holdAmount+') Too many, do not increase positions')
        return false
    }
}

function closeShort(ex, closeAmount) {
    if (holdAmount >= closeAmount) {
        Log('Already holding position: ' + holdAmount + ', reduce position:' + closeAmount)
        ex.SetDirection('closesell')
        ex.Buy(-1, closeAmount)
        holdAmount -= closeAmount
        return true
    } else {
        Log('Open Position('+holdAmount+') Too few, do not decrease positions')
        return false
    }
}

function cancelOrders(ex) {
    Log('Cancel all pending orders')
    while(true) {
        var orders = _C(ex.GetOrders)
        if (orders.length == 0) {
            break
        }
        for(var i = 0; i < orders.length;i++) {
            ex.CancelOrder(orders[i].Id)
        }
    }
}

function updatePosition(ex) {
    var pos = ex.GetPosition()
    if(typeof(pos) === 'undefined' || pos === null || 
        pos.length == 0 || typeof(pos[0].Type) == 'undefined'  || typeof(pos[0].Amount) == 'undefined' ) {
        return
    }
    Log('Position Information:' + (pos[0].Type == 0?'Long position,   ':'Short position,  ') + JSON.stringify(pos))
    if(pos.length>0){
        holdAmount = pos[0].Amount
        // if(pos[0].Type == 0){ //Long position
        //     ordersInfo.pos = pos[0].Amount
        // }else{
        //     ordersInfo.pos = -pos[0].Amount
        // }
    }
}

function longStrategy(ex, records) {
    var lastSecondBar = records[records.length-2]

    if ((   lastSecondBar.Close > fastMa[fastMa.length - 2] && 
            lastSecondBar.Close > slowMa[slowMa.length - 2] && 
            lastSecondBar.Close > records[records.length - 2 - fastMaPeriod].Close
        ) || localIsShock){
            var openAmount = amount
            if (lastSecondBar.Close < lastSecondBar.Open) {
                yinxianCnt += 1
                yangxianCnt = 0
            } else if (lastSecondBar.Close > lastSecondBar.Open){
                yinxianCnt = 0
                yangxianCnt += 1
            } else {
                yangxianCnt = 0
                yinxianCnt = 0
            }

            if (yinxianCnt >= maxOppositeDirKNum) {
                Log('Two Lianyin')
                openAmount += amount
                yinxianCnt = 0
            }

            if (yangxianCnt >= maxSameDirKNum) {
                Log('Sanlianyang')
                yangxianCnt = 0
                Log('Preparing to Reduce Position')
                if(closeLong(ex, closeAmount)){
                    $.PlotFlag(records[records.length - 1].Time, 'closeLong', 'CL')
                }
            } else {
                Log('Preparing to Open Position')
                if(localIsShock) {
                    openAmount -= amount
                }
                if(openLong(ex, openAmount)){
                    $.PlotFlag(records[records.length - 1].Time, 'openLong', 'OL')
                }
            }
    }
}

function shortStrategy(ex, records) {
    var lastSecondBar = records[records.length-2]

    if ((   lastSecondBar.Close < fastMa[fastMa.length - 2] && 
            lastSecondBar.Close < slowMa[slowMa.length - 2] && 
            lastSecondBar.Close < records[records.length - 2 - fastMaPeriod].Close
        ) || localIsShock){
            var openAmount = amount
            if (lastSecondBar.Close < lastSecondBar.Open) {
                yinxianCnt += 1
                yangxianCnt = 0
            } else if (lastSecondBar.Close > lastSecondBar.Open){
                yinxianCnt = 0
                yangxianCnt += 1
            } else {
                yangxianCnt = 0
                yinxianCnt = 0
            }

            if (yangxianCnt >= maxOppositeDirKNum) {
                Log('Lianyang')
                yangxianCnt = 0
                openAmount += amount
            } 

            if (yinxianCnt >= maxSameDirKNum) {
                Log('Sanlianyin')
                yinxianCnt = 0
                Log('Preparing to Reduce Position')
                if(closeShort(ex, closeAmount)){
                    $.PlotFlag(records[records.length - 1].Time, 'closeShort', 'CS')
                }
            } else {
                Log('Preparing to Open Position')
                if(localIsShock) {
                    openAmount -= amount
                }
                if(openShort(ex, openAmount)){
                    $.PlotFlag(records[records.length - 1].Time, 'openShort', 'OS')
                }
            }
    }
}

function onBar (ex) {
    var records = _C(ex.GetRecords)
    if (records === null || records.length < slowMaPeriod) {
        return 
    }
    if (lastBar == null) {
        lastBar = records[records.length-1]
    }
    
    if (lastBar.Time == records[records.length-1].Time) {
        return
    }
    lastBar = records[records.length-1]
    updatePosition(ex)
    PlotMA_Kline(records)
    barCnt += 1

    var lastSecondBar = records[records.length-2]
    fastMa = TA.MA(records, fastMaPeriod)
    slowMa = TA.MA(records, slowMaPeriod)
    lastClose = lastSecondBar.Close
    last5thClose = records[records.length - 2 - 5].Close

    Log('Closing price:' +lastSecondBar.Close + 
    ', Previous 5 closing prices:' +records[records.length - 2 - 5].Close + 
    ', FastMA:' + _N(fastMa[fastMa.length - 2]) +
    ', SlowMA:' + _N(slowMa[slowMa.length - 2]))
    if (makeLong) {
        longStrategy(ex, records)
    } else {
        shortStrategy(ex, records)
    }
}

function runLife(ex) {
    // var pass = new Date() - startTime
    if (barCnt >= runNBars) {
        if(isCleanPosition) {
            Log('Run'+barCnt+'Ktimeframe,End, cancel orders, clear positions#ff0000@')
            cancelOrders(ex)
            updatePosition(ex)
            $.PlotFlag(lastBar.Time, 'Exit', 'EXT')
            
            if (makeLong) {
                closeLong(ex, holdAmount)
            } else {
                closeShort(ex, holdAmount)
            }    
        } else {
            Log('Run'+barCnt+'Ktimeframe,End, do not cancel orders, do not clear positions#ff0000@')
            updatePosition(ex)
            $.PlotFlag(lastBar.Time, 'Exit', 'EXT')
        }
        return true
    } else {
        return false
    }
}

function status() {
    var table = {
        type: 'table',
        title: 'Information',
        cols: [
            'Running K Count',
            'Position',
            'Yang line',
            'Yinxian',
            'Closing price',
            'Previous 5 closing prices',
            'MA'+fastMaPeriod,
            'MA'+slowMaPeriod,
        ],
        rows: []
      }
      table.rows.push([
            barCnt,
            holdAmount,
            yangxianCnt,
            yinxianCnt,
            lastClose,
            last5thClose,
            fastMa.length == 0 ? 0 : _N(fastMa[fastMa.length - 2]),
            slowMa.length == 0 ? 0 : _N(slowMa[slowMa.length - 2])
      ])
    LogStatus(
        'Current Time:' +_D() +
        '\nStart Time:' +startTime +
        '\n`' +
        JSON.stringify(table)+
        '`\n' +
        '\nCustodian Version:' +Version() +
        '\nContactWechat:ying5737#00ff00' +
        '\nWechat: ying5737info#ff000f'
      )

}

function reset() {
    holdAmount = 0
    lastBar = null
    yinxianCnt = 0
    yangxianCnt = 0
    lastClose = 0
    last5thClose = 0
    fastMa = []
    slowMa = []
    barCnt = 0
}

function main () {
    var ex = exchanges[0]

    Log('Start construction   '+ex.GetName())
 //   if(ex.GetName() != 'Futures_FMex' && !IsVirtual()) {
  //      throw 'Only SupportsFMex'
  //  }
    Log('Base address  ' + baseUrl)
    if(!IsVirtual()){
        ex.IO('base', baseUrl) //Switch the base address to facilitate switching between live and demo accounts, live account address:https://api.fmex.com
    }
    ex.SetTimeout(1000);
    _CDelay(500)
    ex.SetContractType(contractType)
    ex.SetMarginLevel(marginLevel)
    updatePosition(ex)
    while (true) {
        try {
            if(!IsVirtual() && runLife(ex)) {
                if((typeof(GetCommand) == 'function') && enableCommand){
                    Log('Waiting for instructions, Continue | Stop #ff0000@')
                    while (true) {
                        var cmd = GetCommand()
                        if (cmd) {
                            Log('Instruction received: '+cmd)
                            switch(cmd) {
                                case 'Stop':
                                    Log('Stop, Exit!#ff0000@')
                                    return
                                case 'Continue':
                                    reset()
                                    Log('Continue, Reset, Start Work!#ff0000@')
                                    break
                                case 'Switch strategy market:0':
                                    reset()
                                    localIsShock = true
                                    Log('Switch strategy continues when market is ranging, Reset, Start Work!#ff0000@')
                                    break
                                case 'Switch strategy market:1':
                                    reset()
                                    localIsShock = false
                                    Log('Switch strategy continues when market is trending, Reset, Start Work!#ff0000@')
                                    break
                            }
                            if (cmd == 'Stop'){
                                Log('Stop, Exit!#ff0000@')
                                return
                            } else if (cmd == 'Continue') {
                                reset()
                                Log('Continue, Reset, Start Work!#ff0000@')
                                break
                            }
                        }
                        updatePosition(ex)
                        status()
                        Sleep(1000)
                    }
                } else {
                    Log('Stop, Exit!#ff0000@')
                    return
                }
            }
            onBar(ex)
            status()
        } catch(e) {
            Log('Something went wrong:'+e+', Please Handle in Time#ff0000@')
        }
        Sleep(interval)
    }
}