init

trend/ma1/v2.go

@@ -0,0 +1,84 @@
+package ma1
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	"github.com/banbox/banstagy/com"
+	ta "github.com/banbox/banta"
+)
+
+/*
+针对15m的参数
+*/
+func MainV2(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	periodSml = 120
+	periodBig = 750
+	parentRate = 0.5
+	periodParBig = int(float64(periodBig) * parentRate)
+	periodParSml = int(float64(periodSml) * parentRate)
+	return &strat.TradeStrat{
+		Version:    1,
+		WarmupNum:  periodBig,
+		MinTfScore: 0.75,
+		//DrawDownExit: true,
+		OnStartUp:   onStartUp,
+		OnPairInfos: com.MakePairInfos(sampleNum*sampleStep + periodParBig),
+		OnInfoBar:   onInfoMaCross,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			sml := ta.SMA(e.Close, 30)
+			big := ta.SMA(e.Close, 70)
+			x := sml.Cross(big)
+
+			smaSml := ta.SMA(e.Close, periodSml)
+			smaBig := ta.SMA(e.Close, periodBig)
+			crx := smaSml.Cross(smaBig)
+
+			more, _ := s.More.(*MoreType)
+			if crx == 1 || crx == -1 {
+				closeTag := "x_short"
+				if crx < 0 {
+					closeTag = "x_long"
+				}
+				_ = s.CloseOrders(&strat.ExitReq{
+					Tag:  closeTag,
+					Dirt: crx * -1,
+				})
+				if crx == more.Dirt {
+					// 交叉信号和大环境一致
+					more.open = crx
+					//openTag := "long"
+					//if crx < 0 {
+					//	openTag = "short"
+					//}
+					//_ = s.OpenOrder(&strategy.EnterReq{
+					//	Tag:   openTag,
+					//	Short: crx < 0,
+					//})
+				}
+			}
+			x = -x
+			if more.open != 0 && more.open == x {
+				more.open = 0
+				openTag := "long"
+				if x < 0 {
+					openTag = "short"
+				}
+				_ = s.OpenOrder(&strat.EnterReq{
+					Tag:   openTag,
+					Short: x < 0,
+				})
+			}
+		},
+		//GetDrawDownExitRate: func(s *strategy.StratJob, od *ormo.InOutOrder, maxChg float64) float64 {
+		//	if maxChg > 3 {
+		//		return 0.2
+		//	} else if maxChg > 1 {
+		//		return 0.25
+		//	} else if maxChg > 0.5 {
+		//		return 0.3
+		//	}
+		//	return 0
+		//},
+	}
+}