47 lines
1.3 KiB
Go
47 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/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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Strategy 001
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author@: Gerald Lonlas
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github@: https://github.com/freqtrade/freqtrade-strategies/blob/main/user_data/strategies/Strategy001.py
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*/
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func Strategy001(p *config.RunPolicyConfig) *strat.TradeStrat {
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lenSml := int(p.Def("lenSml", 20, core.PNorm(10, 30)))
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midRate := p.Def("midRate", 2.5, core.PNorm(1.5, 5))
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bigRate := p.Def("bigRate", 2, core.PNorm(1.5, 3))
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lenMid := int(float64(lenSml) * midRate)
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lenBig := int(float64(lenMid) * bigRate)
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return &strat.TradeStrat{
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WarmupNum: 200,
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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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maSml := ta.EMA(e.Close, lenSml)
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maMid := ta.EMA(e.Close, lenMid)
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maBig := ta.EMA(e.Close, lenBig)
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haO, _, _, haC := ta.HeikinAshi(e)
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haOpen := haO.Get(0)
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haClose := haC.Get(0)
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smlXmid := maSml.Cross(maMid)
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midXBig := maMid.Cross(maBig)
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if smlXmid == 1 && haClose > maSml.Get(0) && haOpen < haClose {
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s.OpenOrder(&strat.EnterReq{
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Tag: "long",
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StopLossVal: haClose * 0.1,
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})
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} else if midXBig == 1 && haClose < maSml.Get(0) && haOpen > haClose {
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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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