init

demo/freqtrade/Strategy004.go

@@ -0,0 +1,43 @@
+package freqtrade
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+/*
+Strategy 004
+author@: Gerald Lonlas
+github@: https://github.com/freqtrade/freqtrade-strategies/blob/main/user_data/strategies/Strategy004.py
+*/
+func Strategy004(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:   100,
+		EachMaxLong: 1,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			adx := ta.ADX(e.High, e.Low, e.Close, 14).Get(0)
+			adxSlow := ta.ADX(e.High, e.Low, e.Close, 35).Get(0)
+			cci := ta.CCI(e.Close, 14).Get(0)
+			fastD, _, fastK := ta.KDJBy(e.High, e.Low, e.Close, 5, 3, 3, "sma")
+			fastDBig, _, fastKBig := ta.KDJBy(e.High, e.Low, e.Close, 50, 3, 3, "sma")
+			ema := ta.EMA(e.Close, 5).Get(0)
+			KDX := fastK.Cross(fastD)
+
+			adxOk := adx > 50 || adxSlow > 26
+			fastKDOk := fastK.Get(1) < 20 && fastD.Get(1) < 20
+			fastKDBigOk := fastKBig.Get(1) < 30 && fastDBig.Get(1) < 30
+
+			fastKDgt70 := fastK.Get(0) > 70 || fastD.Get(0) > 70
+			if adxOk && cci < -100 && fastKDOk && fastKDBigOk && KDX == 1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "long",
+					StopLossVal: ema * 0.1,
+				})
+			} else if adxSlow < 25 && fastKDgt70 && fastK.Get(1) < fastD.Get(1) && e.Close.Get(0) > ema {
+				s.CloseOrders(&strat.ExitReq{Tag: "exit"})
+			}
+		},
+	}
+}

demo/freqtrade/Strategy005.go

@@ -0,0 +1,26 @@
+package freqtrade
+
+/*
+Strategy 005
+author@: Gerald Lonlas
+github@: https://github.com/freqtrade/freqtrade-strategies/blob/main/user_data/strategies/Strategy005.py
+*/
+
+//func Strategy005(p *config.RunPolicyConfig) *strat.TradeStrat {
+//	buyVolAvg := int(p.Def("buyVolAvg", 150, core.PNorm(50, 300)))
+//	buyRsi := p.Def("buyRsi", 26, core.PNorm(1, 100))
+//	buyFastD := p.Def("buyFastD", 1, core.PNorm(1, 100))
+//	buyFishNo := p.Def("buyFishNo", 5, core.PNorm(1, 100))
+//	sellRsi := p.Def("sellRsi", 74, core.PNorm(1, 100))
+//	sellMiDi := p.Def("sellMiDi", 4, core.PNorm(1, 100))
+//	sellFiRsiN := p.Def("sellFiRsiN", 30, core.PNorm(1, 100))
+//	return &strat.TradeStrat{
+//		WarmupNum: 100,
+//		OnBar: func(s *strat.StratJob) {
+//			e := s.Env
+//			macdCols := ta.MACD(e.Close, 12, 26, 9).Cols
+//			macd, macdSig := macdCols[0], macdCols[1]
+//
+//		},
+//	}
+//}

demo/freqtrade/common.go

@@ -0,0 +1,11 @@
+package freqtrade
+
+import "github.com/banbox/banbot/strat"
+
+func init() {
+	strat.AddStratGroup("freqtrade", map[string]strat.FuncMakeStrat{
+		"Strategy001": Strategy001,
+		"Strategy004": Strategy004,
+        
+	})
+}

demo/freqtrade/strategy001.go

@@ -0,0 +1,46 @@
+package freqtrade
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+/*
+ Strategy 001
+author@: Gerald Lonlas
+github@: https://github.com/freqtrade/freqtrade-strategies/blob/main/user_data/strategies/Strategy001.py
+*/
+
+func Strategy001(p *config.RunPolicyConfig) *strat.TradeStrat {
+	lenSml := int(p.Def("lenSml", 20, core.PNorm(10, 30)))
+	midRate := p.Def("midRate", 2.5, core.PNorm(1.5, 5))
+	bigRate := p.Def("bigRate", 2, core.PNorm(1.5, 3))
+	lenMid := int(float64(lenSml) * midRate)
+	lenBig := int(float64(lenMid) * bigRate)
+	return &strat.TradeStrat{
+		WarmupNum:   200,
+		EachMaxLong: 1,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			maSml := ta.EMA(e.Close, lenSml)
+			maMid := ta.EMA(e.Close, lenMid)
+			maBig := ta.EMA(e.Close, lenBig)
+			haO, _, _, haC := ta.HeikinAshi(e)
+			haOpen := haO.Get(0)
+			haClose := haC.Get(0)
+			smlXmid := maSml.Cross(maMid)
+			midXBig := maMid.Cross(maBig)
+
+			if smlXmid == 1 && haClose > maSml.Get(0) && haOpen < haClose {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "long",
+					StopLossVal: haClose * 0.1,
+				})
+			} else if midXBig == 1 && haClose < maSml.Get(0) && haOpen > haClose {
+				s.CloseOrders(&strat.ExitReq{Tag: "exit"})
+			}
+		},
+	}
+}