init

trend/maMulti.go

@@ -0,0 +1,55 @@
+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：六叔大师兄：散户用一个战法，当天100%不亏  2025/01/25
+5日上穿10日买入；5日上穿20日加仓；
+5日向下减仓，5日下穿10日平仓；
+反之做空亦然；
+
+去掉5日向下减仓，更好一点。
+5,10,20适合8h；目前10,20,40适合4h
+
+固定50品种在23年持平
+滚动50品种在23年小亏
+*/
+
+func MaMulti(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			ma5 := ta.SMA(e.Close, 10)
+			ma10 := ta.SMA(e.Close, 20)
+			ma20 := ta.SMA(e.Close, 40)
+			ma5X10 := ma5.Cross(ma10)
+			ma5x20 := ma5.Cross(ma20)
+			if len(s.LongOrders) == 1 && ma5x20 == 1 {
+				s.OpenOrder(&strat.EnterReq{Tag: "l2", CostRate: 0.5})
+			}
+			if len(s.LongOrders) > 0 {
+				if ma5X10 == -1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exit", Dirt: core.OdDirtLong})
+				}
+			} else if ma5X10 == 1 {
+				s.OpenOrder(&strat.EnterReq{Tag: "l1", CostRate: 0.5})
+			}
+			if len(s.ShortOrders) == 1 && ma5x20 == -1 {
+				s.OpenOrder(&strat.EnterReq{Tag: "s2", Short: true, CostRate: 0.5})
+			}
+			if len(s.ShortOrders) > 0 {
+				if ma5X10 == 1 {
+					s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
+				}
+			} else if ma5X10 == -1 {
+				s.OpenOrder(&strat.EnterReq{Tag: "s1", Short: true, CostRate: 0.5})
+			}
+		},
+	}
+}