package old import ( "github.com/banbox/banbot/config" "github.com/banbox/banbot/core" "github.com/banbox/banbot/strat" ta "github.com/banbox/banta" ) type pedSta struct { bigDirt int midRsi float64 } func Ped(pol *config.RunPolicyConfig) *strat.TradeStrat { lenAtr := int(pol.Def("atr", 20, core.PNorm(7, 40))) baseAtrLen := int(float64(lenAtr) * 4.3) return &strat.TradeStrat{ WarmupNum: 100, OnPairInfos: func(s *strat.StratJob) []*strat.PairSub { return []*strat.PairSub{ {"_cur_", "15m", 100}, {"_cur_", "1h", 205}, } }, OnStartUp: func(s *strat.StratJob) { s.More = &pedSta{} }, OnBar: func(s *strat.StratJob) { m, _ := s.More.(*pedSta) e := s.Env c := e.Close.Get(0) atr := ta.ATR(e.High, e.Low, e.Close, lenAtr) atrBase := ta.Lowest(ta.Highest(atr, lenAtr), baseAtrLen).Get(0) maBig := ta.SMA(e.Close, 10).Get(0) rsi := ta.RSI(e.Close, 14).Get(0) if s.OrderNum > 0 { return } if m.bigDirt > 0 && m.midRsi < 70 && c > maBig && rsi > 70 { s.OpenOrder(&strat.EnterReq{ Tag: "long", StopLossVal: atrBase, TakeProfitVal: atrBase * 7, }) } else if m.bigDirt < 0 && m.midRsi > 30 && c < maBig && rsi < 30 { s.OpenOrder(&strat.EnterReq{ Tag: "short", Short: true, StopLossVal: atrBase, TakeProfitVal: atrBase * 7, }) } }, OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) { m, _ := s.More.(*pedSta) if tf == "1h" { maSml := ta.SMA(e.Close, 20).Get(0) maBig := ta.SMA(e.Close, 100).Get(0) if maSml > maBig { m.bigDirt = 1 } else { m.bigDirt = -1 } } else { // 15m m.midRsi = ta.RSI(e.Close, 14).Get(0) } }, } }