init

llmjob/6697.go

@@ -0,0 +1,60 @@
+package llmjob
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func J6697(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	// 定义可调超参数
+	periodK := pol.DefInt("periodK", 13, core.PNorm(5, 30))
+	smoothK := pol.DefInt("smoothK", 5, core.PNorm(2, 8))
+	periodD := pol.DefInt("periodD", 2, core.PNorm(2, 5))
+	tpTicks := pol.DefInt("tpTicks", 100, core.PNorm(10, 500)) // 固定tick止盈
+	overboughtLevel := pol.DefInt("overboughtLevel", 80, core.PNorm(70, 90))
+	oversoldLevel := 100 - overboughtLevel // 自动计算超卖水平
+
+	return &strat.TradeStrat{
+		WarmupNum:    periodK + smoothK + periodD + 10, // 确保足够的数据计算指标
+		HedgeOff:     true,                             // 启用单向持仓模式
+		EachMaxLong:  100,                              // 对应pyramiding=100
+		EachMaxShort: 100,                              // 对应pyramiding=100
+		TimeFrames:   "8h",
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+
+			// 计算KDJ指标，返回[K, D, RSV]
+			k, d, _ := ta.KDJ(e.High, e.Low, e.Close, periodK, smoothK, periodD)
+
+			// 获取最新值
+			kVal := k.Get(0)
+
+			// 计算交叉信号
+			kdCross := k.Cross(d) // 1:上穿, -1:下穿, 0:重合
+
+			// 使用ATR作为动态止盈参考
+			atr := ta.ATR(e.High, e.Low, e.Close, 14)
+
+			// 做多条件：K线上穿D线，且K值未达超买区
+			if kdCross == 1 && kVal < float64(overboughtLevel) {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Long",
+					OrderType:     core.OrderTypeMarket,
+					TakeProfitVal: atr.Get(0) * float64(tpTicks) / 100, // 使用ATR作为动态止盈
+				})
+			}
+
+			// 做空条件：K线下穿D线，且K值未破超卖区
+			if kdCross == -1 && kVal > float64(oversoldLevel) {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "Short",
+					Short:         true,
+					OrderType:     core.OrderTypeMarket,
+					TakeProfitVal: atr.Get(0) * float64(tpTicks) / 100, // 使用ATR作为动态止盈
+				})
+			}
+		},
+	}
+}