48 lines
1.2 KiB
Go
48 lines
1.2 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/strat"
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ta "github.com/banbox/banta"
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)
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func MACDX(pol *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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WarmupNum: 220,
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EachMaxLong: 1,
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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c := e.Close.Get(0)
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atr := ta.ATR(e.High, e.Low, e.Close, 29).Get(0)
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macd, macdSig := ta.MACD(e.Close, 12, 26, 9)
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macdX := macd.Cross(macdSig)
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maBig := ta.SMA(e.Close, 200).Get(0)
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isBull := c > maBig
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kdjK, kdjD, _ := ta.KDJ(e.High, e.Low, e.Close, 30, 5, 5)
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kdjX := kdjK.Cross(kdjD)
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if kdjX < 0 {
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kdjX = -kdjX
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}
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rsi := ta.RSI(e.Close, 4).Get(0) - 50
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if isBull && rsi < 30 && (macdX == 1 && kdjX <= 3 || macdX > 1 && kdjX == 1) && macd.Get(0) < 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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StopLossVal: atr * 0.8,
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TakeProfitVal: atr * 3,
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})
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} else if !isBull && rsi > -30 && (macdX == -1 && kdjX <= 3 || macdX < -1 && kdjX == 1) && macd.Get(0) > 0 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "short",
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Short: true,
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StopLossVal: atr * 0.8,
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TakeProfitVal: atr * 3,
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})
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}
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},
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}
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}
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