init

demo/test.go

@@ -0,0 +1,45 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func Test(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	//- 超参(极简)
+	highestDay := pol.DefInt("highest day", 20, core.PNorm(10, 40))
+	atrN := pol.DefInt("atrn", 14, core.PNorm(10, 30))
+	slNATR := pol.Def("sl natr", 2.0, core.PNorm(0.8, 4.0))
+	tpNATR := pol.Def("tp natr", 2.5, core.PNorm(1.0, 5.0))
+	//预热:技术指标所需长度的最大值 + 余量
+	warm := max(highestDay+1, atrN+1, 20) + 2
+	return &strat.TradeStrat{
+		WarmupNum:     warm,
+		RunTimeFrames: []string{"15m"},
+		HedgeOff:      true,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			if e.Close.Len() <= warm {
+				return
+			}
+			last := e.Close.Get(0)
+			hhPrev := ta.Highest(e.High, highestDay).Get(1)
+			atr := ta.ATR(e.High, e.Low, e.Close, atrN).Get(0)
+			//仅在没有任何多单(含未成交挂单)时考虑新挂单倮京沋塑
+			if len(s.LongOrders) == 0 {
+				//只在价格位于前高下方时挂“突破买入"的 stop 触发单
+				if last < hhPrev && atr > 0 {
+					entry := hhPrev
+					_ = s.OpenOrder(&strat.EnterReq{
+						Tag:           "Long",
+						Stop:          entry,
+						StopLossVal:   slNATR * atr,
+						TakeProfitVal: tpNATR * atr,
+					})
+				}
+			}
+		},
+	}
+}