init

llmjob/2251.go

@@ -0,0 +1,68 @@
+// 修复后的banbot完整策略代码
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J2251(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	fastPeriod := pol.DefInt("fastPeriod", 21, core.PNorm(5, 50))
+	slowPeriod := pol.DefInt("slowPeriod", 55, core.PNorm(30, 100))
+	slMultiplier := pol.Def("slMultiplier", 1.5, core.PNorm(0.8, 3))
+	tpMultiplier := pol.Def("tpMultiplier", 1, core.PNorm(0.5, 2.5))
+	atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))
+
+	return &strat.TradeStrat{
+		WarmupNum:     slowPeriod, // 预热数量取较长的EMA周期
+		HedgeOff:      true,       // 单向持仓模式，与PineScript一致
+		RunTimeFrames: []string{"4h"},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算技术指标
+			fastMA := ta.EMA(e.Close, fastPeriod)
+			slowMA := ta.EMA(e.Close, slowPeriod)
+			atr := ta.ATR(e.High, e.Low, e.Close, atrLength)
+
+			// 获取最新值
+			atrVal := atr.Get(0)
+			closePrice := e.Close.Get(0)
+
+			// 检测EMA交叉信号
+			//goLong := fastMA.Cross(slowMA) == 1
+			goShort := fastMA.Cross(slowMA) == -1
+
+			// 金叉信号：做多
+			//if goLong && s.OrderNum == 0 {
+			//	// 计算止损和止盈价格
+			//	slPrice := closePrice - atrVal*slMultiplier
+			//	tpPrice := closePrice + atrVal*tpMultiplier*2
+			//	s.OpenOrder(&strat.EnterReq{
+			//		Tag:        "Long",
+			//		Short:      false,
+			//		Limit:      closePrice - atrVal*slMultiplier*0.7,
+			//		StopBars:   7,
+			//		StopLoss:   slPrice, // 做多止损价格
+			//		TakeProfit: tpPrice, // 做多止盈价格
+			//	})
+			//}
+
+			// 死叉信号：做空
+			if goShort && s.OrderNum == 0 {
+				// 计算止损和止盈价格
+				slPrice := closePrice + atrVal*slMultiplier
+				tpPrice := closePrice - atrVal*tpMultiplier
+				s.OpenOrder(&strat.EnterReq{
+					Tag:        "Short",
+					Short:      true,
+					StopLoss:   slPrice, // 做空止损价格
+					TakeProfit: tpPrice, // 做空止盈价格
+				})
+			}
+		},
+	}
+}