package ma1 import ( "github.com/banbox/banbot/config" "github.com/banbox/banbot/strat" "github.com/banbox/banstagy/com" ta "github.com/banbox/banta" ) func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat { periodSml = 300 periodBig = 1800 parentRate = 0.5 periodParBig = int(float64(periodBig) * parentRate) periodParSml = int(float64(periodSml) * parentRate) return &strat.TradeStrat{ Version: 1, WarmupNum: periodBig, MinTfScore: 0.75, //DrawDownExit: true, OnStartUp: onStartUp, OnPairInfos: com.MakePairInfos(sampleNum*sampleStep + periodParBig), OnInfoBar: onInfoMaCross, OnBar: func(s *strat.StratJob) { e := s.Env sml := ta.SMA(e.Close, 10) big := ta.SMA(e.Close, 50) x := sml.Cross(big) smaSml := ta.SMA(e.Close, periodSml) smaBig := ta.SMA(e.Close, periodBig) crx := smaSml.Cross(smaBig) more, _ := s.More.(*MoreType) if crx == 1 || crx == -1 { closeTag := "x_short" if crx < 0 { closeTag = "x_long" } _ = s.CloseOrders(&strat.ExitReq{ Tag: closeTag, Dirt: crx * -1, }) if crx == more.Dirt { // 交叉信号和大环境一致 more.open = crx } } if more.open != 0 && more.open == -x { more.open = 0 openTag := "long" if x > 0 { openTag = "short" } _ = s.OpenOrder(&strat.EnterReq{ Tag: openTag, Short: x > 0, }) } }, } }