init

trend/rsi_macd.go

@@ -0,0 +1,50 @@
+package trend
+
+import (
+	"github.com/banbox/banbot/config"
+	"github.com/banbox/banbot/strat"
+	ta "github.com/banbox/banta"
+)
+
+func rsi_macd(p *config.RunPolicyConfig) *strat.TradeStrat {
+	return &strat.TradeStrat{
+		WarmupNum: 100,
+		OnBar: func(s *strat.StratJob) {
+			e := s.Env
+			rsi := ta.RSI(e.Close, 2).Get(0)
+			sml := ta.SMA(e.Close, 5).Get(0)
+			big := ta.SMA(e.Close, 20).Get(0)
+			if len(s.LongOrders) > 0 {
+				for _, od := range s.LongOrders {
+					barNum := e.BarCount(od.EnterAt)
+					if barNum > 5 {
+						s.CloseOrders(&strat.ExitReq{
+							Tag:     "exitL",
+							OrderID: od.ID,
+						})
+					}
+				}
+			} else if rsi <= 10 && sml > big {
+				s.OpenOrder(&strat.EnterReq{
+					Tag: "long",
+				})
+			}
+			if len(s.ShortOrders) > 0 {
+				for _, od := range s.ShortOrders {
+					barNum := e.BarCount(od.EnterAt)
+					if barNum > 5 {
+						s.CloseOrders(&strat.ExitReq{
+							Tag:     "exitS",
+							OrderID: od.ID,
+						})
+					}
+				}
+			} else if rsi >= 90 && sml < big {
+				s.OpenOrder(&strat.EnterReq{
+					Tag:   "short",
+					Short: true,
+				})
+			}
+		},
+	}
+}