init

llmjob/1357.go

@@ -0,0 +1,59 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J1357(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	fastLength := pol.DefInt("fastLength", 16, core.PNorm(5, 20))
+	slowLength := pol.DefInt("slowLength", 26, core.PNorm(15, 50))
+	signalLength := pol.DefInt("signalLength", 9, core.PNorm(5, 15))
+
+	return &strat.TradeStrat{
+		WarmupNum:     slowLength + signalLength,
+		EachMaxLong:   3,
+		EachMaxShort:  3,
+		HedgeOff:      true,
+		RunTimeFrames: []string{"8h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算MACD指标
+			macd, signal := ta.MACD(e.Close, fastLength, slowLength, signalLength)
+
+			// 检测MACD线与信号线的交叉
+			buySignal := macd.Cross(signal)
+			sellSignal := signal.Cross(macd)
+
+			// 买入信号：MACD线上穿信号线
+			if buySignal == 1 {
+				// 开多单
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "Long Trigger",
+				})
+				// 平空单
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Close Short Trigger",
+					Dirt: core.OdDirtShort,
+				})
+			}
+
+			// 卖出信号：MACD线下穿信号线
+			if sellSignal == 1 {
+				// 开空单
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "Short Trigger",
+					Short: true,
+				})
+				// 平多单
+				s.CloseOrders(&strat.ExitReq{
+					Tag:  "Close Long Trigger",
+					Dirt: core.OdDirtLong,
+				})
+			}
+		},
+	}
+}