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Strategy vault / Martingale

Simple Martingale Long and Short Position Increase Ratio Modification

!!!!!!!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 · 101 lines
Parameters
12
Backtest bar
1d · swing
Tested on
BTC/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!!

Parameters

NameDefaultWhat it controls
LongAmount150Initial long order quantity
ShortAmount100Initial short order quantity
MarginLevel50Set leverage
profit0.5Expected profit for long position
profits0.4Expected profit for short position
longbet1.1Turn on multiple magnifications
shortbettrueOpening ratio
SetContractTypeswapPerpetual Contract
shorttruego short
longfalsego long
StopProfit5Take profit percentage
StopLoss6Stop Loss Percentage

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":"BTC_USDT"}]
*/
var m =LongAmount //Initial Order Quantity
var n = ShortAmount //Initial Order Quantity
var MarginLevel1 =MarginLevel  //Contract Leverage
var SetContractType1=SetContractType // Contract Type
var longprofit = profit //Expected return, long positions must not be less than the fee
var shortprofits = profits//Expected return, short positions must not be less than the fee
var longbet1 =longbet //Turn on multiple magnifications
var shortbet2=shortbet //Opening ratio
StopProfit /=StopProfit ;
StopLoss /=StopLoss ;
//Get random number 
function sum(m, n) {  
    var num = Math.floor(Math.random() * (m - n) + n);  
    return num;
}

function main(){
    while(true){
LogProfit(exchange.GetAccount().Balance)
        Sleep(2000)
    }
}
function main() {
    exchange.SetContractType(SetContractType1)
    exchange.SetMarginLevel(MarginLevel1)
    var position = []
    while (true) { 
         position = exchange.GetPosition()
        if (position.length == 0) {
            //Get random number0,1As direction
            var redom = sum(2, 0)
            Log(redom)
            redom=0==short //go short
            if (redom == 0) {
                n=ShortAmount
                exchange.SetDirection("sell")
                exchange.Sell(-1, n, "open short")
            }
            redom=1==long //go long
            if (redom == 1) {
                m=LongAmount
                exchange.SetDirection("buy")
                exchange.Buy(-1, m, "open long")
            }
        }
        if (position.length > 0) {

            if (position[0].Type == 0) {
                //Long profit greater than expected 
                if (position[0].Profit >profit) {
                    exchange.SetDirection("closebuy")
                    exchange.Sell(-1, position[0].Amount)
                    let redom = Math.random()
                    if (redom < 0.5) { 
                     m=LongAmount
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, m, "Close long and open long positions")    
                }
             }  
                //If long position negative profit exceeds the margin, then add position

                if (position[0].Profit <position[0].Margin * -1) {
                    longbet1=longbet
                    m=m*longbet
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, position[0].Amount=m)
               }
            }
                  //Short profit greater than expected 
            if (position[0].Type == 1) {
                if (position[0].Profit > profits) {
                    exchange.SetDirection("closesell")
                    exchange.Buy(-1, position[0].Amount)
                    let redom = Math.random()
                   if (redom > 0.5) {  
                     n=ShortAmount
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, n, "Open a short position to offset a short")  
              }
          }
                  //If short position negative profit exceeds the margin, then add position
                if (position[0].Profit <position[0].Margin * -1 ) {
                    shortbet2=shortbet
                    n=n*shortbet
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, position[0].Amount=n)
                }
            }
            Sleep(60000)
        }
    }
}

Published by Zer3192 on the FMZ strategy square · last modified 2022-06-19. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

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