Contract quantification system development (construction explanation) - contract quantification system development (source code analysis and ready-made cases)

Quantifying what benefits Trading robots can bring ？

1、 Compared with traditional manual methods , Quantitative trading can be measured back in a few minutes , Its efficiency is hundreds of times higher than that of traditional manual labor .

2、 For manual trading , Such a large amount of verification is obviously difficult to complete , But quantitative trading can be judged quickly and accurately . And quantitative trading can also use the principles of statistics and mathematics to give the results objectively , Such as the withdrawal rate 、 Annualized rate of return and sharp ratio and so on .

3、 For quantitative transactions , It can be used for real-time tracking of the whole market , Can not miss any trading opportunities , Greatly improve profitability .

The types of quantitative transaction robots mainly include ：

1、 Trading robots are software , It interacts directly with the exchange ( Usually use API Get and interpret relevant information ), And according to the interpretation of the market data, trading on behalf of users . Robots make these decisions , Tracking market price changes , And react according to predefined and pre programmed rules .

Generally speaking , Although it is usually possible to program the robot according to the user's taste and preference , Trading robots still analyze market behavior , Such as trading volume 、 Order 、 Price and time .

2、 Trading robots trade on a cryptocurrency exchange , Buy money at a lower price , And sell it at a higher price , In order to get income .

3、 Arbitrage robots are the same trading robots , They only trade on a few exchanges , By buying money at a lower exchange rate , Sell on another exchange with a higher exchange rate , Make a profit . Although exchange rate differences between exchanges are now much smaller , But arbitrage robots still appear from time to time , These trading robots can help users make the most of these exchange rate differences .

Characteristics of quantitative trading smart contracts ：

　　1、 Disclosure of contract content ： Because smart contracts operate on the blockchain , The content of the contract is open .

　　2、 The contents of the contract cannot be tampered with ： It is also because it operates on the blockchain , The content of a smart contract cannot be modified .

　　3、 Permanent operation ： As long as the smart contract works , When connected to the network nodes, they will maintain each other , As long as the chain is still , Can work forever .

　　4、 More secure ： Because the code is issued immediately , Traders are based on trust in the code , Can be reassured in an environment of mistrust 、 Trading safely .

　　5、 More economical and efficient ： Compared with traditional contracts, we often encounter contradictions in the understanding of contract terms , Cause a dispute ; Smart contracts prevent conflicts through computing languages , There is little dispute , The cost of reaching an agreement is very low . On smart contracts , It turns out that , Take effect immediately . So compared to traditional contracts , Smart contracts are economical 、 The advantage of high efficiency

Opening conditions ：

① PDI Cross up MDI when , Do buy .

② PDI Cross down MDI when , Sell .

③ When ADX On 50 When the above turns down , Represents the end of the market trend , close a position .

④ When ADX Slide to PDI Inferior tense , No entry transaction .

⑤ ⑤ When ADXR lower than 20 Following time , No participation

█ Indicator formula source code ：

N:=14;

M:=6;

TR := SUM(MAX(MAX(HIGH-LOW,ABS(HIGH-REF(CLOSE,1))),ABS(LOW-REF(CLOSE,1))),N);// The difference between the highest price and the lowest price , The difference between the highest price and the closing price of the previous cycle , The difference between the lowest price and the closing price of the previous period , The absolute value of the above three data is the largest , Do... For this maximum N Periodic summation ..

HD := HIGH-REF(HIGH,1);// The difference between the highest price and the highest price of the previous cycle

LD := REF(LOW,1)-LOW;// The difference between the lowest price and the lowest price in the previous cycle

DMP:= SUM(IFELSE(HD>0 && HD>LD,HD,0),N);// If HD>0 also HD>LD, take HD Otherwise take 0, Do... For the value N Periodic summation .

DMM:= SUM(IFELSE(LD>0 && LD>HD,LD,0),N);// If LD>0 also LD>HD, take LD Otherwise take 0, Do... For the value N Periodic summation .

PDI: DMP*100/TR;

MDI: DMM*100/TR;

ADX: MA(ABS(MDI-PDI)/(MDI+PDI)*100,M);//MDI And PDI The absolute value of the difference is equal to (MDI+PDI)*100 Make a ratio , Take the ratio of M Mean value of cycles .

ADXR:(ADX+REF(ADX,M))/2;

CROSS(PDI,MDI) && ADX>PDI && ADXR>0,BPK;

CROSSDOWN(PDI,MDI) && ADX>PDI && ADXR>0,SPK;

REF(ADX,1)>50 && ADX<50,SP;

AUTOFILTER;