init

ptn/hammer/v3.go

@@ -0,0 +1,35 @@
+package hammer
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+)
+
+const (
+	v3AtrLen   = 14
+	v3WatchMin = 5   // 入场后观察后续蜡烛的最少个数
+	v3WatchMax = 100 // 入场后观察后续蜡烛的最多个数
+	v3RefNum   = 20  // 回顾历史回撤的数量
+)
+
+func MainV3(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		Version:       1,
+		WarmupNum:     3000,
+		MinTfScore:    0.75,
+		DrawDownExit:  true,
+		StopEnterBars: 10,
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = &MoreHammer{
+				odInfos: map[int64]*OdInfo{},
+			}
+		},
+		OnBar:         makeOnBar(v3AtrLen, v3RefNum, v3WatchMin, v3WatchMax, 3),
+		OnOrderChange: onOrderChange,
+		GetDrawDownExitRate: makeDrawDownExit(0.8, [][2]float64{
+			{0.625, 0.25},
+			{0.3, 0.37},
+			{0.15, 0.5},
+		}),
+	}
+}