44 lines
1.3 KiB
Go
44 lines
1.3 KiB
Go
package freqtrade
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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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/*
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Strategy 004
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author@: Gerald Lonlas
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github@: https://github.com/freqtrade/freqtrade-strategies/blob/main/user_data/strategies/Strategy004.py
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*/
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func Strategy004(p *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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WarmupNum: 100,
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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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adx := ta.ADX(e.High, e.Low, e.Close, 14).Get(0)
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adxSlow := ta.ADX(e.High, e.Low, e.Close, 35).Get(0)
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cci := ta.CCI(e.Close, 14).Get(0)
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fastD, _, fastK := ta.KDJBy(e.High, e.Low, e.Close, 5, 3, 3, "sma")
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fastDBig, _, fastKBig := ta.KDJBy(e.High, e.Low, e.Close, 50, 3, 3, "sma")
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ema := ta.EMA(e.Close, 5).Get(0)
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KDX := fastK.Cross(fastD)
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adxOk := adx > 50 || adxSlow > 26
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fastKDOk := fastK.Get(1) < 20 && fastD.Get(1) < 20
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fastKDBigOk := fastKBig.Get(1) < 30 && fastDBig.Get(1) < 30
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fastKDgt70 := fastK.Get(0) > 70 || fastD.Get(0) > 70
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if adxOk && cci < -100 && fastKDOk && fastKDBigOk && KDX == 1 {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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StopLossVal: ema * 0.1,
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})
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} else if adxSlow < 25 && fastKDgt70 && fastK.Get(1) < fastD.Get(1) && e.Close.Get(0) > ema {
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s.CloseOrders(&strat.ExitReq{Tag: "exit"})
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}
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},
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}
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}
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