init

trend/cciMa.go

@@ -0,0 +1,53 @@
+package trend
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+/*
+来自视频号：落升聊股：周K线+CCI指标，操作简单，只看执行力
+适用于4H，48品种，210101-241101，收益725%，回撤23%，夏普5.14
+熊市期间有回撤
+*/
+
+func CciMa(p *config.RunPolicyConfig) *strat.TradeStrat {
+	cciLen := p.DefInt("cciLen", 89, core.PNorm(50, 200))
+	maLen := p.DefInt("maLen", 20, core.PNorm(10, 40))
+	tpRate := p.Def("tpRate", 3, core.PNorm(1, 5))
+	slRate := p.Def("slRate", 2, core.PNorm(1, 3))
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			c := e.Close.Get(0)
+			cci := ta.CCI(e.Close, cciLen).Get(0)
+			ma := ta.SMA(e.Close, maLen).Get(0)
+			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
+			dirt := float64(0)
+			if c > ma && cci > 0 && len(s.LongOrders) == 0 {
+				dirt = 1
+			} else if c < ma && cci < 0 && len(s.ShortOrders) == 0 {
+				dirt = -1
+			}
+			if dirt != 0 {
+				sl := atr * slRate
+				tp := sl * tpRate
+				//limit, sl, tp := atr*0.7, atr*3, atr*9
+				//if dirt < 0 {
+				//	limit, sl, tp = atr*0.2, atr*1.6, atr*4
+				//}
+				s.OpenOrder(&strat.EnterReq{
+					Tag: fmt.Sprintf("%v", dirt),
+					//Limit:         c - limit*dirt,
+					Short:         dirt < 0,
+					StopLossVal:   sl,
+					TakeProfitVal: tp,
+				})
+			}
+		},
+	}
+}