init

trend/ma_cross.go

@@ -0,0 +1,58 @@
+package trend
+
+import (
+	"fmt"
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+/*
+适用4h
+*/
+
+func MaCross(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		Version:    1,
+		WarmupNum:  130,
+		MinTfScore: 0.75,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			ma5 := ta.SMA(e.Close, 14)
+			ma30 := ta.SMA(e.Close, 40)
+			xnum := ma5.Cross(ma30)
+			atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
+			//ma5Val := ma5.Get(0)
+			maBigVal := ma30.Get(0)
+			if xnum == 1 && len(s.LongOrders) == 0 {
+				err := s.OpenOrder(&strat.EnterReq{
+					Tag:      "enter",
+					Limit:    maBigVal,
+					StopLoss: maBigVal - atr*2,
+				})
+				if err != nil {
+					fmt.Printf("open fail: %s", err)
+				}
+			} else if xnum == -1 && len(s.LongOrders) > 0 {
+				//longOd := s.LongOrders[0]
+				//if maBigVal-longOd.Enter.Price > atr*2 {
+				err := s.CloseOrders(&strat.ExitReq{
+					Tag: "exit",
+					//Limit: maBigVal,
+				})
+				if err != nil {
+					fmt.Printf("close fail: %s", err)
+				}
+				//}
+			}
+			//else if len(s.LongOrders) > 0 {
+			//	c := e.Close.Get(0)
+			//	for _, od := range s.LongOrders {
+			//		if od.Status >= ormo.InOutStatusFullEnter && (c-od.Enter.Price) > atr*2 {
+			//			od.SetInfo(orm.OdInfoStopLoss, maBigVal)
+			//		}
+			//	}
+			//}
+		},
+	}
+}