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"})
+			}
+		},
+	}
+}