追涨杀跌.md

Name

追涨杀跌

Author

ChildeTang

Strategy Arguments

Argument	Default	Description
PERIOD	60	周期
LENGTH	1440	长度

Source (python)

list=[]

def doTicker():
    #Log(exchange.GetAccount())
    #Log(list)
    ticker = exchange.GetTicker()
    last = ticker.Last
    if len(list) < LENGTH:
        list.append(last)
    else:
        pMax = max(list)
        pMin = min(list)
        if last > pMax:
            Log("buy " + str(exchange.GetAccount()))
            account = exchange.GetAccount()
            if account.Balance > last:
                #id = exchange.Buy(last, 1)
                id = exchange.Buy(-1, 1)
                Log("buy id --> " + str(id))
        elif last < pMin:
            Log("sell " + str(exchange.GetAccount()))
            account = exchange.GetAccount()
            if account.Stocks > 0:
                #id = exchange.Sell(last, 1)
                id = exchange.Sell(-1, 1)
                Log("sell id --> " + str(id))
        list.pop(0)
        list.append(last)

def main():
    while(true):
        doTicker() #执行策略
        Sleep(PERIOD * 1000) #休息一段时间

Detail

https://www.fmz.com/strategy/96634

Last Modified

2018-06-06 16:32:06