init

trend/macd.go

@@ -0,0 +1,47 @@
+package trend
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func MACDX(pol *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum:   220,
+		EachMaxLong: 1,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			c := e.Close.Get(0)
+			atr := ta.ATR(e.High, e.Low, e.Close, 29).Get(0)
+			macd, macdSig := ta.MACD(e.Close, 12, 26, 9)
+			macdX := macd.Cross(macdSig)
+
+			maBig := ta.SMA(e.Close, 200).Get(0)
+			isBull := c > maBig
+
+			kdjK, kdjD, _ := ta.KDJ(e.High, e.Low, e.Close, 30, 5, 5)
+			kdjX := kdjK.Cross(kdjD)
+			if kdjX < 0 {
+				kdjX = -kdjX
+			}
+
+			rsi := ta.RSI(e.Close, 4).Get(0) - 50
+
+			if isBull && rsi < 30 && (macdX == 1 && kdjX <= 3 || macdX > 1 && kdjX == 1) && macd.Get(0) < 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "long",
+					StopLossVal:   atr * 0.8,
+					TakeProfitVal: atr * 3,
+				})
+			} else if !isBull && rsi > -30 && (macdX == -1 && kdjX <= 3 || macdX < -1 && kdjX == 1) && macd.Get(0) > 0 {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:           "short",
+					Short:         true,
+					StopLossVal:   atr * 0.8,
+					TakeProfitVal: atr * 3,
+				})
+			}
+		},
+	}
+}