46 lines
1.0 KiB
Go
46 lines
1.0 KiB
Go
package hammer
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import (
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"fmt"
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/strat"
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ta "github.com/banbox/banta"
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"math"
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)
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const v1AtrLen = 14
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func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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Version: 1,
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WarmupNum: 30,
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MinTfScore: 0.75,
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DrawDownExit: true,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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ma5 := ta.SMA(e.Close, 5).Get(0)
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atr := ta.ATR(e.High, e.Low, e.Close, v1AtrLen)
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baseAtrLen := int(math.Round(float64(v1AtrLen) * 4.3))
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atrBase := ta.Lowest(ta.Highest(atr, v1AtrLen), baseAtrLen).Get(0)
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if math.IsNaN(atrBase) {
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return
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}
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o, h, l, c := e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0)
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solid := math.Abs(o - c)
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btm := min(o, c) - l
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up := h - max(o, c)
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if btm > max(2.0*solid, up*5.0, atrBase*3) && c < ma5 {
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stopLoss := c - atr.Get(0)*3.0
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err := s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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StopLoss: stopLoss,
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})
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if err != nil {
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fmt.Printf("open fail %v", err)
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}
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}
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},
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}
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}
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