61 lines
2.0 KiB
Go
61 lines
2.0 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 J6697(pol *config.RunPolicyConfig) *strat.TradeStrat {
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// 定义可调超参数
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periodK := pol.DefInt("periodK", 13, core.PNorm(5, 30))
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smoothK := pol.DefInt("smoothK", 5, core.PNorm(2, 8))
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periodD := pol.DefInt("periodD", 2, core.PNorm(2, 5))
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tpTicks := pol.DefInt("tpTicks", 100, core.PNorm(10, 500)) // 固定tick止盈
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overboughtLevel := pol.DefInt("overboughtLevel", 80, core.PNorm(70, 90))
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oversoldLevel := 100 - overboughtLevel // 自动计算超卖水平
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return &strat.TradeStrat{
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WarmupNum: periodK + smoothK + periodD + 10, // 确保足够的数据计算指标
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HedgeOff: true, // 启用单向持仓模式
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EachMaxLong: 100, // 对应pyramiding=100
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EachMaxShort: 100, // 对应pyramiding=100
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TimeFrames: "8h",
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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// 计算KDJ指标，返回[K, D, RSV]
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k, d, _ := ta.KDJ(e.High, e.Low, e.Close, periodK, smoothK, periodD)
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// 获取最新值
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kVal := k.Get(0)
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// 计算交叉信号
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kdCross := k.Cross(d) // 1:上穿, -1:下穿, 0:重合
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// 使用ATR作为动态止盈参考
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atr := ta.ATR(e.High, e.Low, e.Close, 14)
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// 做多条件：K线上穿D线，且K值未达超买区
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if kdCross == 1 && kVal < float64(overboughtLevel) {
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s.OpenOrder(&strat.EnterReq{
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Tag: "Long",
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OrderType: core.OrderTypeMarket,
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TakeProfitVal: atr.Get(0) * float64(tpTicks) / 100, // 使用ATR作为动态止盈
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})
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}
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// 做空条件：K线下穿D线，且K值未破超卖区
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if kdCross == -1 && kVal > float64(oversoldLevel) {
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s.OpenOrder(&strat.EnterReq{
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Tag: "Short",
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Short: true,
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OrderType: core.OrderTypeMarket,
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TakeProfitVal: atr.Get(0) * float64(tpTicks) / 100, // 使用ATR作为动态止盈
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})
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}
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},
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}
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}
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