init

trend/MACDX.go

@@ -0,0 +1,105 @@
+package trend
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+	"math"
+)
+
+/*
+视频号：山居听雨楼 2025/02/19
+“有没有一眼就能看清楚，而且很好用的交易方法。。。。。这里分享一个只用macd的交易方法。”
+
+【主要思想】
+大周期（1d）MACD快线和慢线都处于0轴上方看多，都处于0轴下方看空；
+小周期（8h）MACD：
+	看多时：快线上穿0轴或金叉，做多；死叉平仓。
+	看空时：快线下穿0轴或死叉，做空，死叉平仓。
+
+测试小周期金叉死叉无需要求0轴上下，略好一点。
+测试小周期当前参数4h盈利最佳。大周期1d最佳。
+*/
+
+func MACDX2(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:     300,
+		RunTimeFrames: []string{"4h"},
+		OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
+			return []*strat.PairSub{
+				{"_cur_", "1d", 150},
+			}
+		},
+		OnStartUp: func(s *strat.StratJob) {
+			s.More = 0
+		},
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			dirt := s.More.(int)
+			macd, signal := ta.MACD(e.Close, 26, 56, 20)
+			macdX := macd.Cross(signal)
+			macdX2 := macd.Cross(0)
+
+			atr := ta.ATR(e.High, e.Low, e.Close, 30)
+			openRate := 0.015 * e.Close.Get(0) / atr.Get(0)
+			if openRate < 1 {
+				openRate = math.Sqrt(openRate)
+			}
+			openRate *= 1.3
+			er := ta.ER(e.Close, 50)
+			erDelta := min(1.3, er.Get(0)/er.Get(12))
+			if erDelta > 1 {
+				openRate *= erDelta
+			}
+			if len(s.LongOrders) > 0 {
+				if macdX == -1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "closeL", Dirt: core.OdDirtLong, Log: true})
+				}
+			} else if dirt > 0 && openRate > 0 {
+				if macdX == 1 {
+					s.OpenOrder(&strat.EnterReq{Tag: "long", CostRate: openRate, Log: true})
+				} else if macdX2 == 1 {
+					s.OpenOrder(&strat.EnterReq{Tag: "long2", CostRate: openRate, Log: true})
+				}
+			}
+			if len(s.ShortOrders) > 0 {
+				if macdX == 1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "closeS", Dirt: core.OdDirtShort, Log: true})
+				}
+			} else if dirt < 0 && openRate > 0 {
+				if macdX == -1 {
+					s.OpenOrder(&strat.EnterReq{Tag: "short", Short: true, CostRate: openRate, Log: true})
+				} else if macdX2 == -1 {
+					s.OpenOrder(&strat.EnterReq{Tag: "short2", Short: true, CostRate: openRate, Log: true})
+				}
+			}
+			if !s.IsWarmUp {
+				line := fmt.Sprintf("%s %s %s %d %d %f %f %f %f %f macd:%f signal:%f atr:%f er:%f x1:%v x2:%v dirt:%v rate:%f",
+					s.Account, s.Symbol.Symbol, s.TimeFrame, len(s.LongOrders), len(s.ShortOrders),
+					e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0), e.Volume.Get(0),
+					macd.Get(0), signal.Get(0), atr.Get(0), er.Get(0), macdX, macdX2, dirt, openRate)
+				s.Strat.WriteOutput(line, true)
+			}
+		},
+		OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
+			macdS, signalS := ta.MACD(e.Close, 12, 26, 9)
+			macd := macdS.Get(0)
+			signal := signalS.Get(0)
+			if macd > 0 && signal > 0 {
+				s.More = 1
+			} else if macd < 0 && signal < 0 {
+				s.More = -1
+			} else {
+				s.More = 0
+			}
+			if !s.IsWarmUp {
+				line := fmt.Sprintf("%s %s %f %f %f %f %f macd:%f signal:%f",
+					pair, tf, e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0), e.Volume.Get(0),
+					macd, signal)
+				s.Strat.WriteOutput(line, true)
+			}
+		},
+	}
+}