42 lines
966 B
Go
42 lines
966 B
Go
package trend
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import (
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"github.com/banbox/banbot/config"
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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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视频号：量化牛牛：CCI指标修改一个参数，“单车”变“汽车”
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收益很不稳定，至少8H盈利。
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*/
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func CCI100(p *config.RunPolicyConfig) *strat.TradeStrat {
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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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cci := ta.CCI(e.Close, 50)
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cciN100 := cci.Cross(-100)
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cciP100 := cci.Cross(100)
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if len(s.LongOrders) > 0 {
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if cciP100 == 1 {
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// 上穿100，减仓
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s.CloseOrders(&strat.ExitReq{Tag: "half", ExitRate: 0.5})
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} else if cciP100 == -1 {
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// 下穿100，平仓
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s.CloseOrders(&strat.ExitReq{Tag: "exit"})
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} else if cciN100 == -1 {
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// 止损离场
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s.CloseOrders(&strat.ExitReq{Tag: "stop"})
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}
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}
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if cciN100 == 1 {
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// 上穿-100，入场
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s.OpenOrder(&strat.EnterReq{Tag: "long"})
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}
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},
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}
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}
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