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Classic Moving Average Strategy V10 Simplified Notes by Area Leader

"Talk is cheap. Show me the code" For teaching purposes, use with caution in real trading. Note: Strategy uses a trading template library I hope that novices can get started with this strategy, learn to write…

Author
区班量化
Complexity
Intermediate · 57 lines
Parameters
9
Backtest bar
1d · swing
Tested on
ETH/USDT · spot

"Talk is cheap. Show me the code"

For teaching purposes, use with caution in real trading.

Note: Strategy uses a trading template library

I hope that novices can get started with this strategy, learn to write strategies step by step, and experience the impact of simulation and real environments on the trading system.

https://dn-filebox.qbox.me/fb4d0c7d773ca83e9d0230927705d419dc0bbeaa.png

Parameters

NameDefaultWhat it controls
FastPeriod5Market Entry Express Cycle
SlowPeriod15Slow market entry cycle
EnterPeriod2Market Entry Observation Period
ExitFastPeriod7Exit express cycle
ExitSlowPeriod15Exit slow cycle
ExitPeriodtrueMarket Exit Observation Period
PositionRatio0.8Position ratio
StopLossRatio0.05Stop loss ratio
Interval10Polling interval (seconds))

Source JavaScript

/*backtest
start: 2019-01-01 00:00:00
end: 2019-10-10 00:00:00
period: 1d
exchanges: [{"eid":"OKEX","currency":"ETH_USDT","stocks":0}]
args: [["OpMode",1,10989],["MaxAmount",1,10989],["TradeFee",0.001,10989]]
*/
//After registering on Bihuhttps://m.bihu.com/signup?i=1ewtKO&s=4&c=4
//Search IoT blockchain to contact the author or group leader
function main() {
    var STATE_IDLE  = -1;
    var state = STATE_IDLE; //indicates status
    var entryPrice = 0;
    var initAccount = _C(exchange.GetAccount);
    Log(initAccount);
    while (true) {
        if (state === STATE_IDLE) {  //The initial state is the default position; default is empty position, only buy
            var n = $.Cross(FastPeriod, SlowPeriod);//Template function returnEMAFast line and slow line crossover results
            if (Math.abs(n) >= EnterPeriod) { //EnterPeriodMarket entry observation zone, wait for a certain pull-up before entering
                var account = _C(exchange.GetAccount);
                var ticker = _C(exchange.GetTicker);
                var obj;
                //Account cash multiplied by the ratio, divided by the current price, before decimals3bit
                if(n > 0){
                   obj = $.Buy(_N(account.Balance * PositionRatio / ticker.Sell, 3));
                   if (obj) { //If the purchase is successful, mark the opening position
                      opAmount = obj.amount;
                      entryPrice = obj.price;
                      state = PD_LONG;
                      account = _C(exchange.GetAccount);
                      Log("Open Position:Purchase quantity", opAmount);
                      Log("Current Holdings", account.Stocks, "Cross period", n);
                   }
                }
            }
        } else { //stateSet to non-idle state; handle close position detection
            var n = $.Cross(ExitFastPeriod, ExitSlowPeriod);
            //This condition is a bit long, let's look firstMath.abs(n) >= ExitPeriod,nAbsolute value greater than or equal to observation period; this is the trigger condition1,And
            //(n > 0)At least one of the two is true
            //Need to exit market and close position
            var needCover = Math.abs(n) >= ExitPeriod && (n<0);
            if (needCover) { //Close the position after exiting the market
                var nowAccount = _C(exchange.GetAccount);
                var obj = $.Sell(_N(nowAccount.Stocks, 3));
                if(obj){
                    state=STATE_IDLE;
                    Log("Close position: sell quantity",nowAccount.Stocks);
                    nowAccount = _C(exchange.GetAccount);
                    Log("Current Funds",nowAccount.Balance, "Cross period", n,"Profit",nowAccount.Balance - initAccount.Balance);
                }
                //Print earnings
                //LogProfit(nowAccount.Balance - initAccount.Balance, 'Money:', nowAccount.Balance, 'Currency:', nowAccount.Stocks, 'Close position details:', obj, "Cross period", n);
            }
        }
        Sleep(Interval*1000);
    }
}

Published by 区班量化 on the FMZ strategy square · last modified 2019-10-18. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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  2. Paste the command into your agent and approve each phase
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