init

demo/trailing_stop.go

@@ -0,0 +1,27 @@
+package demo
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func TrailStop(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:  100,
+		TimeFrames: "1h",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
+			atrPct := atr * 100 / e.Close.Get(0)
+			k, d, _ := ta.KDJ(e.High, e.Low, e.Close, 9, 3, 3)
+			kdCross := k.Cross(d)
+			if len(s.LongOrders) == 0 && kdCross == 1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:         "long",
+					CallbackPct: min(10, 5*atrPct),
+				})
+			}
+		},
+	}
+}