64 lines
1.4 KiB
Go
64 lines
1.4 KiB
Go
package ma1
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import (
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"github.com/banbox/banbot/config"
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"github.com/banbox/banbot/strat"
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"github.com/banbox/banstagy/com"
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ta "github.com/banbox/banta"
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)
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func MainV1(pol *config.RunPolicyConfig) *strat.TradeStrat {
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periodSml = 300
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periodBig = 1800
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parentRate = 0.5
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periodParBig = int(float64(periodBig) * parentRate)
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periodParSml = int(float64(periodSml) * parentRate)
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return &strat.TradeStrat{
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Version: 1,
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WarmupNum: periodBig,
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MinTfScore: 0.75,
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//DrawDownExit: true,
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OnStartUp: onStartUp,
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OnPairInfos: com.MakePairInfos(sampleNum*sampleStep + periodParBig),
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OnInfoBar: onInfoMaCross,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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sml := ta.SMA(e.Close, 10)
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big := ta.SMA(e.Close, 50)
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x := sml.Cross(big)
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smaSml := ta.SMA(e.Close, periodSml)
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smaBig := ta.SMA(e.Close, periodBig)
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crx := smaSml.Cross(smaBig)
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more, _ := s.More.(*MoreType)
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if crx == 1 || crx == -1 {
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closeTag := "x_short"
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if crx < 0 {
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closeTag = "x_long"
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}
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_ = s.CloseOrders(&strat.ExitReq{
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Tag: closeTag,
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Dirt: crx * -1,
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})
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if crx == more.Dirt {
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// 交叉信号和大环境一致
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more.open = crx
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}
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}
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if more.open != 0 && more.open == -x {
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more.open = 0
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openTag := "long"
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if x > 0 {
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openTag = "short"
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}
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_ = s.OpenOrder(&strat.EnterReq{
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Tag: openTag,
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Short: x > 0,
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})
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}
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},
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}
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}
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