init

old/s01/v3.go

@@ -0,0 +1,64 @@
+package s01
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+	"slices"
+)
+
+func MainV3(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	RsiSml = 100
+	watchBig := 5
+	watchSml := 3
+	threshold := float64(17)
+	return &strat.TradeStrat{
+		Version:    1,
+		WarmupNum:  RsiBig,
+		MinTfScore: 0.75,
+		//DrawDownExit: true,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			rsi := ta.RSI(e.Close, RsiSml)
+			sml := ta.SMA(rsi, watchSml)
+			big := ta.SMA(rsi, watchBig)
+			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
+			crx := sml.Cross(big)
+			if crx != 1 && crx != -1 {
+				return
+			}
+			rsiVal := float64(0)
+			if rsi.Get(watchBig) > 50 {
+				rsiVal = slices.Max(rsi.Range(0, watchBig*2))
+			} else {
+				rsiVal = slices.Min(rsi.Range(0, watchBig*2))
+			}
+			if math.Abs(rsiVal-50) < threshold {
+				return
+			}
+			c := e.Close.Get(0)
+			if crx == -1 {
+				_ = s.CloseOrders(&strat.ExitReq{
+					Tag:  "x_short",
+					Dirt: core.OdDirtShort,
+				})
+				_ = s.OpenOrder(&strat.EnterReq{
+					Tag:      "long",
+					StopLoss: c - atr*10,
+				})
+			} else if crx == 1 {
+				_ = s.CloseOrders(&strat.ExitReq{
+					Tag:  "x_long",
+					Dirt: core.OdDirtLong,
+				})
+				_ = s.OpenOrder(&strat.EnterReq{
+					Tag:      "short",
+					Short:    true,
+					StopLoss: c + atr*10,
+				})
+			}
+		},
+	}
+}