59 lines
1.3 KiB
Go
59 lines
1.3 KiB
Go
package trend
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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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)
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/*
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适用4h
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*/
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func MaCross(pol *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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Version: 1,
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WarmupNum: 130,
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MinTfScore: 0.75,
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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, 14)
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ma30 := ta.SMA(e.Close, 40)
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xnum := ma5.Cross(ma30)
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atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
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//ma5Val := ma5.Get(0)
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maBigVal := ma30.Get(0)
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if xnum == 1 && len(s.LongOrders) == 0 {
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err := s.OpenOrder(&strat.EnterReq{
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Tag: "enter",
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Limit: maBigVal,
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StopLoss: maBigVal - atr*2,
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})
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if err != nil {
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fmt.Printf("open fail: %s", err)
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}
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} else if xnum == -1 && len(s.LongOrders) > 0 {
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//longOd := s.LongOrders[0]
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//if maBigVal-longOd.Enter.Price > atr*2 {
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err := s.CloseOrders(&strat.ExitReq{
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Tag: "exit",
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//Limit: maBigVal,
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})
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if err != nil {
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fmt.Printf("close fail: %s", err)
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}
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//}
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}
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//else if len(s.LongOrders) > 0 {
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// c := e.Close.Get(0)
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// for _, od := range s.LongOrders {
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// if od.Status >= ormo.InOutStatusFullEnter && (c-od.Enter.Price) > atr*2 {
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// od.SetInfo(orm.OdInfoStopLoss, maBigVal)
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// }
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// }
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//}
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},
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}
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}
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