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) // } // } //} }, } }