56 lines
1.5 KiB
Go
56 lines
1.5 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：六叔大师兄：散户用一个战法，当天100%不亏 2025/01/25
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5日上穿10日买入；5日上穿20日加仓；
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5日向下减仓，5日下穿10日平仓；
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反之做空亦然；
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去掉5日向下减仓，更好一点。
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5,10,20适合8h；目前10,20,40适合4h
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固定50品种在23年持平
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滚动50品种在23年小亏
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*/
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func MaMulti(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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ma5 := ta.SMA(e.Close, 10)
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ma10 := ta.SMA(e.Close, 20)
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ma20 := ta.SMA(e.Close, 40)
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ma5X10 := ma5.Cross(ma10)
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ma5x20 := ma5.Cross(ma20)
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if len(s.LongOrders) == 1 && ma5x20 == 1 {
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s.OpenOrder(&strat.EnterReq{Tag: "l2", CostRate: 0.5})
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}
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if len(s.LongOrders) > 0 {
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if ma5X10 == -1 {
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s.CloseOrders(&strat.ExitReq{Tag: "exit", Dirt: core.OdDirtLong})
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}
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} else if ma5X10 == 1 {
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s.OpenOrder(&strat.EnterReq{Tag: "l1", CostRate: 0.5})
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}
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if len(s.ShortOrders) == 1 && ma5x20 == -1 {
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s.OpenOrder(&strat.EnterReq{Tag: "s2", Short: true, CostRate: 0.5})
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}
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if len(s.ShortOrders) > 0 {
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if ma5X10 == 1 {
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s.CloseOrders(&strat.ExitReq{Tag: "exitS", Dirt: core.OdDirtShort})
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}
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} else if ma5X10 == -1 {
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s.OpenOrder(&strat.EnterReq{Tag: "s1", Short: true, CostRate: 0.5})
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}
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},
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}
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}
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