package hammer import ( "fmt" "github.com/banbox/banbot/config" "github.com/banbox/banbot/strat" ta "github.com/banbox/banta" "math" ) const v1AtrLen = 14 func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat { return &strat.TradeStrat{ Version: 1, WarmupNum: 30, MinTfScore: 0.75, DrawDownExit: true, OnBar: func(s *strat.StratJob) { e := s.Env ma5 := ta.SMA(e.Close, 5).Get(0) atr := ta.ATR(e.High, e.Low, e.Close, v1AtrLen) baseAtrLen := int(math.Round(float64(v1AtrLen) * 4.3)) atrBase := ta.Lowest(ta.Highest(atr, v1AtrLen), baseAtrLen).Get(0) if math.IsNaN(atrBase) { return } o, h, l, c := e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0) solid := math.Abs(o - c) btm := min(o, c) - l up := h - max(o, c) if btm > max(2.0*solid, up*5.0, atrBase*3) && c < ma5 { stopLoss := c - atr.Get(0)*3.0 err := s.OpenOrder(&strat.EnterReq{ Tag: "long", StopLoss: stopLoss, }) if err != nil { fmt.Printf("open fail %v", err) } } }, } }