init

ptn/hammer/v1.go

@@ -0,0 +1,45 @@
+package hammer
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+)
+
+const v1AtrLen = 14
+
+func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		Version:      1,
+		WarmupNum:    30,
+		MinTfScore:   0.75,
+		DrawDownExit: true,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			ma5 := ta.SMA(e.Close, 5).Get(0)
+			atr := ta.ATR(e.High, e.Low, e.Close, v1AtrLen)
+			baseAtrLen := int(math.Round(float64(v1AtrLen) * 4.3))
+			atrBase := ta.Lowest(ta.Highest(atr, v1AtrLen), baseAtrLen).Get(0)
+
+			if math.IsNaN(atrBase) {
+				return
+			}
+			o, h, l, c := e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0)
+			solid := math.Abs(o - c)
+			btm := min(o, c) - l
+			up := h - max(o, c)
+			if btm > max(2.0*solid, up*5.0, atrBase*3) && c < ma5 {
+				stopLoss := c - atr.Get(0)*3.0
+				err := s.OpenOrder(&strat.EnterReq{
+					Tag:      "long",
+					StopLoss: stopLoss,
+				})
+				if err != nil {
+					fmt.Printf("open fail %v", err)
+				}
+			}
+		},
+	}
+}