47 lines
1.1 KiB
Go
47 lines
1.1 KiB
Go
package trend
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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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/*
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视频号：量化牛牛：改一个参数，如何轻松拿捏行情呢？
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KDJ的9,3,3改9,3,30（原文89），然后平滑D和50交叉时开平仓。
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最小4H
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加入EMA做空后更稳定。
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*/
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func KdjBig(p *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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WarmupNum: 100,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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_, kdjD, _ := ta.KDJ(e.High, e.Low, e.Close, 9, 3, 29)
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jx50 := kdjD.Cross(50)
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maaX := ta.EMA(e.Close, 9).Cross(ta.EMA(e.Close, 30))
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if len(s.LongOrders) > 0 {
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if jx50 == -1 {
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s.CloseOrders(&strat.ExitReq{Tag: "exitL", Dirt: core.OdDirtLong})
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}
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} else if len(s.ShortOrders) > 0 {
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if maaX == 1 {
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s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
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}
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} else if jx50 == 1 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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})
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} else if maaX == -1 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "short",
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Short: true,
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})
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}
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},
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}
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}
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