38 lines
934 B
Go
38 lines
934 B
Go
package demo
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import (
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/core"
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"github.com/banbox/banbot/orm/ormo"
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"github.com/banbox/banbot/strat"
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ta "github.com/banbox/banta"
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)
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func HoldSL(pol *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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WarmupNum: 20,
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EachMaxLong: 1,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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ma5 := ta.VWMA(e.Close, e.Volume, 5)
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ma20 := ta.VWMA(e.Close, e.Volume, 10)
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maCrx := ma5.Cross(ma20)
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atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
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for _, od := range s.LongOrders {
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od.SetStopLoss(&ormo.ExitTrigger{
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Price: e.Close.Get(0) - atr*0.5,
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})
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}
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if maCrx == -1 && len(s.LongOrders) > 0 {
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s.CloseOrders(&strat.ExitReq{Tag: "exit", Dirt: core.OdDirtLong})
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} else if maCrx == 1 || len(s.LongOrders) == 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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StopLossVal: atr * 0.5,
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})
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}
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},
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}
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}
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