init

demo/sample.go

@@ -0,0 +1,25 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func Sample(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			ma5 := ta.SMA(e.Close, 5)
+			ma20 := ta.SMA(e.Close, 20)
+			maCrx := ma5.Cross(ma20)
+
+			if maCrx == 1 {
+				s.OpenOrder(&strat.EnterReq{Tag: "open"})
+			} else if maCrx == -1 {
+				s.CloseOrders(&strat.ExitReq{Tag: "exit"})
+			}
+		},
+	}
+}