init

trend/kdjBig.go

@@ -0,0 +1,46 @@
+package trend
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/core"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+/*
+视频号：量化牛牛：改一个参数，如何轻松拿捏行情呢？
+
+KDJ的9,3,3改9,3,30（原文89），然后平滑D和50交叉时开平仓。
+最小4H
+加入EMA做空后更稳定。
+*/
+
+func KdjBig(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			_, kdjD, _ := ta.KDJ(e.High, e.Low, e.Close, 9, 3, 29)
+			jx50 := kdjD.Cross(50)
+			maaX := ta.EMA(e.Close, 9).Cross(ta.EMA(e.Close, 30))
+			if len(s.LongOrders) > 0 {
+				if jx50 == -1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exitL", Dirt: core.OdDirtLong})
+				}
+			} else if len(s.ShortOrders) > 0 {
+				if maaX == 1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
+				}
+			} else if jx50 == 1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "long",
+				})
+			} else if maaX == -1 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "short",
+					Short: true,
+				})
+			}
+		},
+	}
+}