init

demo/holdSl.go

@@ -0,0 +1,37 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/orm/ormo"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func HoldSL(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:   20,
+		EachMaxLong: 1,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			ma5 := ta.VWMA(e.Close, e.Volume, 5)
+			ma20 := ta.VWMA(e.Close, e.Volume, 10)
+			maCrx := ma5.Cross(ma20)
+			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
+
+			for _, od := range s.LongOrders {
+				od.SetStopLoss(&ormo.ExitTrigger{
+					Price: e.Close.Get(0) - atr*0.5,
+				})
+			}
+			if maCrx == -1 && len(s.LongOrders) > 0 {
+				s.CloseOrders(&strat.ExitReq{Tag: "exit", Dirt: core.OdDirtLong})
+			} else if maCrx == 1 || len(s.LongOrders) == 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "long",
+					StopLossVal: atr * 0.5,
+				})
+			}
+		},
+	}
+}