Test About the Long Term Effect of Martin

/*backtest
start: 2021-05-1 00:00:00
end: 2021-08-28 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["OpType",1]]
*/

//Function Tests
exchange.SetContractType("swap") //Contract settings
// exchange.SetCurrency("TRX_USDT");
//    exchange.SetMarginLevel(20) //Contract leverage setting 

//exchange.IO("trade_margin")
//exchange.IO("currency", "STPT_USDT")
var account = _C(exchange.GetAccount) //Account information
var log_profit = 0
var log_profit_intervel = 1000 * 60 * 5
var symbol_list = [] //"1.5timesvol,kdjandmalong"
var symbol_list1 = [] //"3timesvol,Current increase4%orvol5times"
var symbol_list2 = [] //"Three consecutive rises"
var order_list = []
var num = 0 //Record additional purchase quantity
if (_G("symbol")) {
    symbol_list = _G("symbol")
    order_list = _G("orderlist")
    Log("Last data", symbol_list)
    Log("Last completed data", order_list)
}

// Cancel Order Function
function CancelPendingOrders() {
    Sleep(1000); // Sleep for 1 second
    var ret = false;
    while (true) {
        var orders = null;
        // Continuously fetch the array of unexecuted orders; if an exception is returned, continue fetching
        while (!(orders = exchange.GetOrders())) {
            Sleep(1000); // Sleep for 1 second
        }
        if (orders.length == 0) { // If the order array is empty
            return ret; // Return to order cancellation status
        }
        for (var j = 0; j < orders.length; j++) { // Iterate through the array of unfilled orders
            exchange.CancelOrder(orders[j].Id); // Cancel unfilled orders one by one
            ret = true;
            if (j < (orders.length - 1)) {
                Sleep(1000); // Sleep for 1 second
            }
        }
    }
}

function symbols() {


    log_profit_intervel = 1000 * 60 * 5


    if (Date.now() - log_profit > log_profit_intervel && !IsVirtual()) { //All trading pairs 
        log_profit = Date.now()
        var symbol = JSON.parse(HttpQuery("https://www.binance.com/fapi/v1/exchangeInfo"))
        let symbol_all = []
        symbol.symbols.forEach(function(v, k, arr) {
            if (v.quoteAsset == "USDT" && v.contractType == "PERPETUAL") {
                let str = v.symbol.split("USDT", 1)
                str = str + "_USDT"
                symbol_all.push([str, v.pricePrecision, v.quantityPrecision])
            }
        })

        // exchange.SetCurrency("TRX_USDT");                        //Trading pair settings
        //exchange.SetPrecision(priceScale, amountScale)            //Precision setting


        for (let i = 0; i < symbol_all.length; i++) {

            if (symbol_list.length > 0) {

                let flag = false
                symbol_list.forEach(function(v, k, arr) {
                    //   Log(v[0],symbol_all[i][0])
                    if (v[0] == symbol_all[i][0]) {
                        flag = true;
                    }
                })
                if (flag) {
                    continue;
                }
            }



            exchange.SetCurrency(symbol_all[i][0])
            //  exchange.SetCurrency("DOGE_USDT")
            exchange.SetPrecision(symbol_all[i][1], symbol_all[i][2])
            let records = exchange.GetRecords(60 * 60 * 1)
            let kdj = TA.KDJ(records, 9, 3, 3)
            let ma7 = TA.EMA(records, 7)
            let ma25 = TA.EMA(records, 25)

            //      let records1 = exchange.GetRecords(60 * 15)
            //      let kdj1 = TA.KDJ(records1, 9, 3, 3)

            let len = records.length - 1
            let rs = records[len]
            //      let rs1 = records[len]
            //      if ((rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && rs.Close / rs.Open > 1.04) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 2)) 
            //     if (rs.Close > rs.Open && _Cross(kdj[0], kdj[1]) > 0 && _Cross(kdj[0], kdj[1]) < 3 && rs.Close / rs.Low < 1.03 && _Cross(kdj1[0], kdj1[1]) > 0 && _Cross(kdj1[0], kdj1[1]) < 3) 

            if (rs.Close > rs.Open && rs.Volume > rs1.Volume * 1.5 && _Cross(kdj[0], kdj[1]) > 0 && _Cross(kdj[0], kdj[1]) < 5 && _Cross(ma7, ma25) > 0) {

                symbol_list.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //Add data saving

            }
            if ((rs.Close > rs.Open && rs.Volume > rs1.Volume * 2 && rs.Close / rs.Open > 1.04) || (rs.Close > rs.Open && rs.Volume > rs1.Volume * 4)) {
                symbol_list1.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //Add data saving
            }
            if (records[len - 3].Close > records[len - 3].Open && records[len - 1].Close > records[len - 1].Open && records[len - 2].Close > records[len - 2].Open) {
                symbol_list2.push([symbol_all[i][0], symbol_all[i][1], symbol_all[i][2]]) //Add data saving
            }

            Sleep(100)
        }
        Log("No data", symbol_list)
        Log("No data", symbol_list1)
        Log("Three consecutive rises", symbol_list2)

    }
}







function main() {

    let loss = 2
    let loss_m = 0

    while (1) {
        // symbols()



        exchange.SetPrecision(priceScale, amountScale) //Precision setting

        exchange.SetMarginLevel(MarginLevel) //Contract multiple

        let records = exchange.GetRecords(60 * 60 * 4)
        let kdj = TA.KDJ(records, 9, 3, 3)
        let account = exchange.GetAccount()
        let position = _C(exchange.GetPosition) //Position information
        let Amount = position[0] ? position[0].Amount : 0
        let ticker = _C(exchange.GetTicker); // Obtain Tick Data
        let ma7 = TA.EMA(records, 7)
        let ma25 = TA.EMA(records, 25)
        let money = bet * MarginLevel //Buy quantity is 2UCommodity                

        if (_N(money / ticker.Sell, amountScale) == 0) {
            continue;
        }
        let len = records.length - 1
        if (!position[0] && _Cross(kdj[0], kdj[1]) > 0 && kdj[2][len] > kdj[1][len] + 2) {
            exchange.SetDirection("buy")
            exchange.Buy(-1, money / ticker.Sell, ticker.Last,"Opening price:", ticker.Sell)


        } else if (position[0] && position[0].Profit > position[0].Margin * 0.2) { //Profit20%Then clear positions

            //     Log(loss_m,position[0])
            exchange.SetDirection("closebuy")
            exchange.Sell(-1, position[0].Amount,ticker.Last, "Profit", position[0].Profit, ticker.Last, "#ff0000")
            loss = 0.6
            num = 0 //Clear count
            CancelPendingOrders() //Clear invalid orders

        } else if (position[0] &&  _Cross(kdj[0], kdj[1]) < 0 && position[0].Profit > position[0].Margin * 0.1) { //death cross Close Position

            //     Log(loss_m,position[0])
            exchange.SetDirection("closebuy")
            exchange.Sell(-1, position[0].Amount,ticker.Last, "death cross Close Position", position[0].Profit, ticker.Last, "#00009c")
            loss = 0.6
            num = 0 //Clear count
            CancelPendingOrders() //Clear invalid orders

        }else if (position[0] && position[0].Margin / bet < 2.5 && position[0].Profit * -1 > position[0].Margin * 0.4) { //Replenish once after principal is lost

            let nn = 0.2 //Index
            if (position[0].Profit * -1 / position[0].Margin > 0.4) {
                nn = position[0].Profit * -1 / position[0].Margin
                Log(nn, "---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------")

            }

            exchange.SetDirection("buy")
            exchange.Buy(-1, position[0].Amount * nn, ticker.Last,"Small replenishment", ticker.Last, "Position Quantity:", position[0].Amount, "| Floating loss:", position[0].Profit, "| Margin:", position[0].Margin, "| Existing funds:", account.Balance, "| Average position price:", position[0].Price, "-------|Maximum single floating loss", loss_m, "#0000ff")

            //      CancelPendingOrders() //Clear invalid orders
        } else if (position[0] && position[0].Margin / bet >= 2.5 && position[0].Margin / bet < 6 && position[0].Profit * -1 > position[0].Margin * 2) { //Replenish once after principal is lost


            exchange.SetDirection("buy")
            exchange.Buy(-1, position[0].Amount * 2, ticker.Last,"Large replenishment", ticker.Last, "Position Quantity:", position[0].Amount, "| Floating loss:", position[0].Profit, "| Margin:", position[0].Margin, "| Existing funds:", account.Balance, "| Average position price:", position[0].Price, "-------|Maximum single floating loss", loss_m, "#ccff00")

            //    CancelPendingOrders() //Clear invalid orders
        }

        Sleep(1000)

        // Log("Data already cleared",order_list)
        //     Log("End", symbol_list)
        _G("orderlist", order_list)
        _G("symbol", symbol_list)
        Sleep(1000 * 2)

        if (position[0]) loss_m = position[0].Profit < loss_m ? position[0].Profit : loss_m

        let cmd = GetCommand()
        if (cmd) {
            Log(cmd)
            let arr = cmd.split(":")
            if (arr[0] == "Need to short") {
                dan = 100
            } else if (arr[0] == "Checksymbol_list") {
                Log("No data means no conditions are met", symbol_list)
            } else if (arr[0] == "Data already cleared") {

                Log("Data already cleared", order_list)

            } else if (arr[0] == "Clear persistent data") {

                Log("Data already cleared")
                _G(null)

            }



        }
    }
Log( _C(exchange.GetPosition))





}