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Strategy vault / Martingale

Simple Martingale BTC Contract Modify Add Position Multiplier

!!!!!!!Friendly reminder: this strategy is for learning purposes only; actual trading will certainly result in liquidation!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Simple Martingale The principle is to…

JavaScriptMartingale
Author
Zer3192
Complexity
Intermediate · 92 lines
Parameters
0
Backtest bar
1d · swing
Tested on
XXX/USDT · futures

!!!!!!!Friendly reminder: this strategy is for learning purposes only; actual trading will certainly result in liquidation!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Simple Martingale The principle is to double after losing until the desired profit is achieved As it is for backtesting, all orders are market orders, not run in live trading!!

Source JavaScript

/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"XXX_USDT"}]
*/
var symbols = ["BTC_USDT", "LTC_USDT", "EOS_USDT", "ETH_USDT"]
var buyValue = 1000
function main(){
  for(var i=0;i<symbols.length;i++){
      exchange.SetCurrency(symbols[i])
      var ticker = exchange.GetTicker()
      var amount = _N(buyValue/ticker.Sell, 3)
      exchange.Buy(ticker.Sell, amount)
      Sleep(1000)
  }
}
var n = 0.001 //Initial Order Quantity
var MarginLevel = 50 //Contract Leverage 
var profit = 0.05 //Expected return, cannot be less than the handling fee 
var bet = 1.5//Multiplier

//Get random number 
function sum(m, n) {  
    var num = Math.floor(Math.random() * (m - n) + n);  
    return num;
}


function main() {
    var ret = exchange.IO("api", "POST", "/fapi/v1/positionSide/dual", "dualSidePosition=true")
    // ret : {"code":200,"msg":"success"}
    Log(ret)
}
function main() {

    exchange.SetContractType("swap")
    exchange.SetMarginLevel(MarginLevel)
    var position = []
    while (true) {
        position = exchange.GetPosition()
        if (position.length == 0) {
            //Get random number0,1As direction
            var redom = sum(2, 0)
            Log(redom)
            if (redom == 0) {
                n=0.001
                exchange.SetDirection("sell")
                exchange.Sell(-1, n, "open short")
            }
            if (redom == 1) {
                n=0.001
                exchange.SetDirection("buy")
                exchange.Buy(-1, n, "open long")
            }

        }
        if (position.length > 0) {

            if (position[0].Type == 0) {
                //Profit greater than expected 
                if (position[0].Profit > profit) {
                    
                    exchange.SetDirection("closebuy")
                    exchange.Sell(-1, position[0].Amount)
                }
                //If the negative profit is greater than the margin, increase the position

                if (position[0].Profit < position[0].Margin * -2) {
                   n = n * bet
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, position[0].Amount=n)
                }
            }
            if (position[0].Type == 1) {
                if (position[0].Profit > profit) {
                    
                    exchange.SetDirection("closesell")
                    exchange.Buy(-1, position[0].Amount)
                }
                if (position[0].Profit < position[0].Margin * -2) {
                    n = n * bet
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, position[0].Amount=n)
                }
            }
            Sleep(60000)
        }
    }

}

Published by Zer3192 on the FMZ strategy square · last modified 2022-02-20. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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