32 lines
784 B
Go
32 lines
784 B
Go
package demo
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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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func DemoER(pol *config.RunPolicyConfig) *strat.TradeStrat {
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smlLen := int(pol.Def("smlLen", 9, core.PNorm(3, 10)))
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bigLen := int(pol.Def("bigLen", 23, core.PNorm(10, 40)))
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erUpp := pol.Def("erUpp", 0.13, core.PNorm(0.1, 0.7))
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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, smlLen)
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ma20 := ta.SMA(e.Close, bigLen)
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maCrx := ma5.Cross(ma20)
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er := ta.ER(e.Close, 50).Get(0)
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if maCrx == 1 && er < erUpp {
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s.OpenOrder(&strat.EnterReq{Tag: "open"})
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} else if maCrx == -1 {
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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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