init

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