init

trend/kdjX.go

@@ -0,0 +1,45 @@
+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：漫谈期市：日内高胜率交易系统
+kdj：18,3,3
+20下金叉开多，80上死叉开空
+效果差，无法盈利
+*/
+
+func KdjX(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			k, d, _ := ta.KDJ(e.High, e.Low, e.Close, 18, 3, 3)
+			kdx := k.Cross(d)
+			//maaX := ta.EMA(e.Close.Cross(9), ta.EMA(e.Close, 30))
+			if len(s.LongOrders) > 0 {
+				if kdx == -1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exitL", Dirt: core.OdDirtLong})
+				}
+			} else if len(s.ShortOrders) > 0 {
+				if kdx == 1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
+				}
+			} else if kdx == 1 && d.Get(0) < 20 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "long",
+				})
+			} else if kdx == -1 && d.Get(0) > 80 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "short",
+					Short: true,
+				})
+			}
+		},
+	}
+}