54 lines
1.4 KiB
Go
54 lines
1.4 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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)
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/*
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来自视频号：落升聊股：周K线+CCI指标，操作简单，只看执行力
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适用于4H，48品种，210101-241101，收益725%，回撤23%，夏普5.14
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熊市期间有回撤
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*/
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func CciMa(p *config.RunPolicyConfig) *strat.TradeStrat {
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cciLen := p.DefInt("cciLen", 89, core.PNorm(50, 200))
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maLen := p.DefInt("maLen", 20, core.PNorm(10, 40))
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tpRate := p.Def("tpRate", 3, core.PNorm(1, 5))
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slRate := p.Def("slRate", 2, core.PNorm(1, 3))
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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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c := e.Close.Get(0)
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cci := ta.CCI(e.Close, cciLen).Get(0)
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ma := ta.SMA(e.Close, maLen).Get(0)
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atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
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dirt := float64(0)
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if c > ma && cci > 0 && len(s.LongOrders) == 0 {
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dirt = 1
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} else if c < ma && cci < 0 && len(s.ShortOrders) == 0 {
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dirt = -1
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}
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if dirt != 0 {
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sl := atr * slRate
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tp := sl * tpRate
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//limit, sl, tp := atr*0.7, atr*3, atr*9
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//if dirt < 0 {
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// limit, sl, tp = atr*0.2, atr*1.6, atr*4
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//}
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s.OpenOrder(&strat.EnterReq{
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Tag: fmt.Sprintf("%v", dirt),
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//Limit: c - limit*dirt,
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Short: dirt < 0,
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StopLossVal: sl,
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TakeProfitVal: tp,
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})
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}
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},
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}
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}
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