## DEV Community

LittleLittleDream

Posted on

# A JavaScript program to used trade bitcoin

At the close of the day, calculate two values: the highest price - the closing price, and the closing price - the lowest price. Then take the two larger ones, multiply the k values, and the results are called trigger values.

On the second day, the opening price is recorded, and then immediately after the price exceeds (opening + trigger value), or the price is lower than the (opening - trigger value), the short selling immediately.

The system is an inversion system without a single stop. That is to say, the reverse signal is also the unwinding signal.

• I drew a diagramï¼š

Source code :

https://www.botvs.com/strategy/12101

Because I have a little programming based, feeling strategy should be easy to write , try to write a few strategies, that is not so simple. Sometimes, a very simple logic actually has a lot of problems, and needs to be repeated, structured, and written. Look at the amount of this strategy code is not great, thanks to BotVS . Dual Thrust is a classic strategy, the idea is also very direct. It is suitable for beginners to learn, learning new classmates often confused, I hope the following code can help you to master the development of program trading strategies.

• The code:
``````var ChartCfg = {
__isStock: true,
title: {
text: 'Dual Thrust ä¸Šä¸‹è½¨å›¾'
},
yAxis: {
plotLines: [{
value: 0,
color: 'red',
width: 2,
label: {
text: 'ä¸Šè½¨',
align: 'center'
},
}, {
value: 0,
color: 'green',
width: 2,
label: {
text: 'ä¸‹è½¨',
align: 'center'
},
}]
},
series: [{
type: 'candlestick',
name: 'å½“å‰å‘¨æœŸ',
id: 'primary',
data: []
}, {
type: 'flags',
onSeries: 'primary',
data: [],
}]
};

var STATE_IDLE = 0;
var STATE_LONG = 1;
var STATE_SHORT = 2;
var State = STATE_IDLE;

var LastBarTime = 0;
var UpTrack = 0;
var BottomTrack = 0;
var chart = null;
var InitAccount = null;
var LastAccount = null;
var Counter = {
w: 0,
l: 0
};

function _N(v) {
return Decimal(v).toSD(4, 1).toNumber();
}

function GetPosition(posType) {
var positions = exchange.GetPosition();
for (var i = 0; i < positions.length; i++) {
if (positions[i].Type === posType) {
return [positions[i].Price, positions[i].Amount];
}
}
return [0, 0];
}

function CancelPendingOrders() {
while (true) {
var orders = exchange.GetOrders();
for (var i = 0; i < orders.length; i++) {
exchange.CancelOrder(orders[i].Id);
Sleep(Interval);
}
if (orders.length === 0) {
break;
}
}
}

var pfn = nextState === STATE_LONG ? exchange.Buy : exchange.Sell;
if (currentState !== STATE_IDLE) {
exchange.SetDirection(currentState === STATE_LONG ? "closebuy" : "closesell");
while (true) {
var amount = GetPosition(currentState === STATE_LONG ? PD_LONG : PD_SHORT)[1];
if (amount === 0) {
break;
}
pfn(amount);
Sleep(Interval);
CancelPendingOrders();
};
var account = exchange.GetAccount();

if (account.Stocks > LastAccount.Stocks) {
Counter.w++;
} else {
Counter.l++;
}

LogProfit(_N(account.Stocks - InitAccount.Stocks), "æ”¶ç›ŠçŽ‡:", _N((account.Stocks - InitAccount.Stocks) * 100 / InitAccount.Stocks) + '%');
LastAccount = account;
}
exchange.SetDirection(nextState === STATE_LONG ? "buy" : "sell");
while (true) {
var pos = GetPosition(nextState === STATE_LONG ? PD_LONG : PD_SHORT);
if (pos[1] >= AmountOP) {
Log("æŒä»“å‡ä»·", pos[0], "æ•°é‡:", pos[1]);
break;
}
pfn(AmountOP-pos[1]);
Sleep(Interval);
CancelPendingOrders();
}
}

function onTick(exchange) {
var records = exchange.GetRecords();
if (!records || records.length <= NPeriod) {
return;
}
var Bar = records[records.length - 1];
if (LastBarTime !== Bar.Time) {
var HH = TA.Highest(records, NPeriod, 'High');
var HC = TA.Highest(records, NPeriod, 'Close');
var LL = TA.Lowest(records, NPeriod, 'Low');
var LC = TA.Lowest(records, NPeriod, 'Close');

var Range = Math.max(HH - LC, HC - LL);

UpTrack = _N(Bar.Open + (Ks * Range));
DownTrack = _N(Bar.Open - (Kx * Range));
if (LastBarTime > 0) {
var PreBar = records[records.length - 2];
chart.add(0, [PreBar.Time, PreBar.Open, PreBar.High, PreBar.Low, PreBar.Close], -1);
} else {
for (var i = Math.min(records.length, NPeriod * 3); i > 1; i--) {
var b = records[records.length - i];
chart.add(0, [b.Time, b.Open, b.High, b.Low, b.Close]);
}
}
chart.add(0, [Bar.Time, Bar.Open, Bar.High, Bar.Low, Bar.Close]);
ChartCfg.yAxis.plotLines[0].value = UpTrack;
ChartCfg.yAxis.plotLines[1].value = DownTrack;
ChartCfg.subtitle = {
text: 'ä¸Šè½¨: ' + UpTrack + '  ä¸‹è½¨: ' + DownTrack
};
chart.update(ChartCfg);
chart.reset(PeriodShow);

LastBarTime = Bar.Time;
} else {
chart.add(0, [Bar.Time, Bar.Open, Bar.High, Bar.Low, Bar.Close], -1);
}

LogStatus("Price:", Bar.Close, "Up:", UpTrack, "Down:", DownTrack, "Wins: ", Counter.w, "Losses:", Counter.l, "Date:", new Date());
var msg;
if (State === STATE_IDLE || State === STATE_SHORT) {
if (Bar.Close >= UpTrack) {
msg  = 'åšå¤š è§¦å‘ä»·: ' + Bar.Close + ' ä¸Šè½¨:' + UpTrack;
Log(msg);
State = STATE_LONG;
chart.add(1, {x:Bar.Time, color: 'red', shape: 'flag', title: 'å¤š', text: msg});
}
}

if (State === STATE_IDLE || State === STATE_LONG) {
if (Bar.Close <= DownTrack) {
msg = 'åšç©º è§¦å‘ä»·: ' + Bar.Close + ' ä¸‹è½¨:' + DownTrack;
Log(msg);
State = STATE_SHORT;
}
}
}

function onexit() {
var pos = exchange.GetPosition();
if (pos.length > 0) {
Log("è­¦å‘Š, é€€å‡ºæ—¶æœ‰æŒä»“", pos);
}
}

function main() {
if (exchange.GetName() !== 'Futures_OKCoin') {
throw "åªæ”¯æŒOKCoinæœŸè´§";
}
exchange.SetRate(1);
exchange.SetContractType(["this_week", "next_week", "quarter"][ContractTypeIdx]);
exchange.SetMarginLevel([10, 20][MarginLevelIdx]);

if (exchange.GetPosition().length > 0) {
throw "ç­–ç•¥å¯åŠ¨å‰ä¸èƒ½æœ‰æŒä»“.";
}

CancelPendingOrders();

InitAccount = LastAccount = exchange.GetAccount();
LoopInterval = Math.min(1, LoopInterval);
Log('äº¤æ˜“å¹³å°:', exchange.GetName(), InitAccount);

LogProfitReset();
chart = Chart(ChartCfg);
chart.reset();

LoopInterval = Math.max(LoopInterval, 1);
while (true) {
onTick(exchange);
Sleep(LoopInterval * 1000);
}
}
``````

This strategy is running on exchange named OKEX,

if the proper adjustment of parameters, the effect can also be, the strategy is the daily cycle strategy (K cycle effect other relatively poor), in summary, strategy is a tool, a caution.