106 lines
3.3 KiB
Go
106 lines
3.3 KiB
Go
package trend
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import (
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"fmt"
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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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"math"
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)
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/*
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视频号：山居听雨楼 2025/02/19
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“有没有一眼就能看清楚，而且很好用的交易方法。。。。。这里分享一个只用macd的交易方法。”
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【主要思想】
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大周期（1d）MACD快线和慢线都处于0轴上方看多，都处于0轴下方看空；
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小周期（8h）MACD：
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看多时：快线上穿0轴或金叉，做多；死叉平仓。
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看空时：快线下穿0轴或死叉，做空，死叉平仓。
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测试小周期金叉死叉无需要求0轴上下，略好一点。
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测试小周期当前参数4h盈利最佳。大周期1d最佳。
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*/
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func MACDX2(p *config.RunPolicyConfig) *strat.TradeStrat {
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return &strat.TradeStrat{
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WarmupNum: 300,
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RunTimeFrames: []string{"4h"},
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OnPairInfos: func(s *strat.StratJob) []*strat.PairSub {
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return []*strat.PairSub{
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{"_cur_", "1d", 150},
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}
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},
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OnStartUp: func(s *strat.StratJob) {
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s.More = 0
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},
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OnBar: func(s *strat.StratJob) {
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e := s.Env
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dirt := s.More.(int)
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macd, signal := ta.MACD(e.Close, 26, 56, 20)
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macdX := macd.Cross(signal)
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macdX2 := macd.Cross(0)
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atr := ta.ATR(e.High, e.Low, e.Close, 30)
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openRate := 0.015 * e.Close.Get(0) / atr.Get(0)
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if openRate < 1 {
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openRate = math.Sqrt(openRate)
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}
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openRate *= 1.3
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er := ta.ER(e.Close, 50)
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erDelta := min(1.3, er.Get(0)/er.Get(12))
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if erDelta > 1 {
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openRate *= erDelta
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}
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if len(s.LongOrders) > 0 {
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if macdX == -1 {
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s.CloseOrders(&strat.ExitReq{Tag: "closeL", Dirt: core.OdDirtLong, Log: true})
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}
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} else if dirt > 0 && openRate > 0 {
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if macdX == 1 {
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s.OpenOrder(&strat.EnterReq{Tag: "long", CostRate: openRate, Log: true})
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} else if macdX2 == 1 {
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s.OpenOrder(&strat.EnterReq{Tag: "long2", CostRate: openRate, Log: true})
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}
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}
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if len(s.ShortOrders) > 0 {
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if macdX == 1 {
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s.CloseOrders(&strat.ExitReq{Tag: "closeS", Dirt: core.OdDirtShort, Log: true})
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}
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} else if dirt < 0 && openRate > 0 {
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if macdX == -1 {
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s.OpenOrder(&strat.EnterReq{Tag: "short", Short: true, CostRate: openRate, Log: true})
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} else if macdX2 == -1 {
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s.OpenOrder(&strat.EnterReq{Tag: "short2", Short: true, CostRate: openRate, Log: true})
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}
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}
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if !s.IsWarmUp {
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line := fmt.Sprintf("%s %s %s %d %d %f %f %f %f %f macd:%f signal:%f atr:%f er:%f x1:%v x2:%v dirt:%v rate:%f",
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s.Account, s.Symbol.Symbol, s.TimeFrame, len(s.LongOrders), len(s.ShortOrders),
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e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0), e.Volume.Get(0),
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macd.Get(0), signal.Get(0), atr.Get(0), er.Get(0), macdX, macdX2, dirt, openRate)
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s.Strat.WriteOutput(line, true)
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}
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},
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OnInfoBar: func(s *strat.StratJob, e *ta.BarEnv, pair, tf string) {
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macdS, signalS := ta.MACD(e.Close, 12, 26, 9)
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macd := macdS.Get(0)
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signal := signalS.Get(0)
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if macd > 0 && signal > 0 {
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s.More = 1
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} else if macd < 0 && signal < 0 {
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s.More = -1
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} else {
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s.More = 0
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}
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if !s.IsWarmUp {
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line := fmt.Sprintf("%s %s %f %f %f %f %f macd:%f signal:%f",
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pair, tf, e.Open.Get(0), e.High.Get(0), e.Low.Get(0), e.Close.Get(0), e.Volume.Get(0),
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macd, signal)
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s.Strat.WriteOutput(line, true)
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}
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},
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}
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}
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