46 lines
1.1 KiB
Go
46 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：漫谈期市：日内高胜率交易系统
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kdj：18,3,3
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20下金叉开多，80上死叉开空
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效果差，无法盈利
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*/
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func KdjX(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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k, d, _ := ta.KDJ(e.High, e.Low, e.Close, 18, 3, 3)
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kdx := k.Cross(d)
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//maaX := ta.EMA(e.Close.Cross(9), ta.EMA(e.Close, 30))
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if len(s.LongOrders) > 0 {
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if kdx == -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 kdx == 1 {
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s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
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}
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} else if kdx == 1 && d.Get(0) < 20 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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})
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} else if kdx == -1 && d.Get(0) > 80 {
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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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