60 lines
1.4 KiB
Go
60 lines
1.4 KiB
Go
package llmjob
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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 J1357(pol *config.RunPolicyConfig) *strat.TradeStrat {
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fastLength := pol.DefInt("fastLength", 16, core.PNorm(5, 20))
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slowLength := pol.DefInt("slowLength", 26, core.PNorm(15, 50))
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signalLength := pol.DefInt("signalLength", 9, core.PNorm(5, 15))
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return &strat.TradeStrat{
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WarmupNum: slowLength + signalLength,
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EachMaxLong: 3,
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EachMaxShort: 3,
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HedgeOff: true,
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RunTimeFrames: []string{"8h"},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算MACD指标
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macd, signal := ta.MACD(e.Close, fastLength, slowLength, signalLength)
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// 检测MACD线与信号线的交叉
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buySignal := macd.Cross(signal)
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sellSignal := signal.Cross(macd)
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// 买入信号：MACD线上穿信号线
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if buySignal == 1 {
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// 开多单
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s.OpenOrder(&strat.EnterReq{
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Tag: "Long Trigger",
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})
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// 平空单
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s.CloseOrders(&strat.ExitReq{
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Tag: "Close Short Trigger",
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Dirt: core.OdDirtShort,
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})
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}
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// 卖出信号：MACD线下穿信号线
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if sellSignal == 1 {
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// 开空单
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s.OpenOrder(&strat.EnterReq{
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Tag: "Short Trigger",
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Short: true,
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})
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// 平多单
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s.CloseOrders(&strat.ExitReq{
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Tag: "Close Long Trigger",
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Dirt: core.OdDirtLong,
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})
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}
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},
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}
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}
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