69 lines
2.0 KiB
Go
69 lines
2.0 KiB
Go
// 修复后的banbot完整策略代码
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package llmjob
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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/strat"
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ta "github.com/banbox/banta"
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)
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func J2251(pol *config.RunPolicyConfig) *strat.TradeStrat {
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// 定义可调超参数
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fastPeriod := pol.DefInt("fastPeriod", 21, core.PNorm(5, 50))
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slowPeriod := pol.DefInt("slowPeriod", 55, core.PNorm(30, 100))
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slMultiplier := pol.Def("slMultiplier", 1.5, core.PNorm(0.8, 3))
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tpMultiplier := pol.Def("tpMultiplier", 1, core.PNorm(0.5, 2.5))
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atrLength := pol.DefInt("atrLength", 14, core.PNorm(7, 30))
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return &strat.TradeStrat{
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WarmupNum: slowPeriod, // 预热数量取较长的EMA周期
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HedgeOff: true, // 单向持仓模式，与PineScript一致
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RunTimeFrames: []string{"4h"},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算技术指标
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fastMA := ta.EMA(e.Close, fastPeriod)
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slowMA := ta.EMA(e.Close, slowPeriod)
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atr := ta.ATR(e.High, e.Low, e.Close, atrLength)
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// 获取最新值
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atrVal := atr.Get(0)
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closePrice := e.Close.Get(0)
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// 检测EMA交叉信号
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//goLong := fastMA.Cross(slowMA) == 1
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goShort := fastMA.Cross(slowMA) == -1
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// 金叉信号：做多
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//if goLong && s.OrderNum == 0 {
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// // 计算止损和止盈价格
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// slPrice := closePrice - atrVal*slMultiplier
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// tpPrice := closePrice + atrVal*tpMultiplier*2
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// s.OpenOrder(&strat.EnterReq{
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// Tag: "Long",
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// Short: false,
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// Limit: closePrice - atrVal*slMultiplier*0.7,
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// StopBars: 7,
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// StopLoss: slPrice, // 做多止损价格
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// TakeProfit: tpPrice, // 做多止盈价格
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// })
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//}
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// 死叉信号：做空
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if goShort && s.OrderNum == 0 {
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// 计算止损和止盈价格
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slPrice := closePrice + atrVal*slMultiplier
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tpPrice := closePrice - atrVal*tpMultiplier
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s.OpenOrder(&strat.EnterReq{
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Tag: "Short",
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Short: true,
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StopLoss: slPrice, // 做空止损价格
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TakeProfit: tpPrice, // 做空止盈价格
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})
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}
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},
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}
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}
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