7 changed files with 186 additions and 11 deletions
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package strategy |
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import "sig-pub/pkg/types" |
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// SuperTrend2Macd 结合super trend和rsi指标策略
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type SuperTrend2Macd struct { |
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} |
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func (s *SuperTrend2Macd) New() ISigStrategy { |
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return &SuperTrend2Macd{} |
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} |
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func (s *SuperTrend2Macd) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "SuperTrend2Macd", |
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Desc: "双 SuperTrend + MACD + 成交量", |
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Input: []types.InputArg{ |
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// {Name: "trend1Window", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
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// {Name: "trend1Mul", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
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// {Name: "trend2Window", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
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// {Name: "trend2Mul", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
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// {Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
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}, |
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} |
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} |
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// Init 校验参数, 并根据参数初始化策略
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func (s *SuperTrend2Macd) Init(input types.Input) (err error) { |
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return |
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} |
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func (s *SuperTrend2Macd) CandlePeriods(ctx ISingleSigStrategyContext) int16 { |
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return max( |
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ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}).CandlePeriods(), |
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ctx.Indicator("SuperTrend", types.Input{"window": 14, "mul": 2}).CandlePeriods(), |
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ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(), |
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ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(), |
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21, |
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) |
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} |
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func (s *SuperTrend2Macd) Update(ctx ISingleSigStrategyContext) (side types.Side) { |
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superTrend1 := ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}) |
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superTrend2 := ctx.Indicator("SuperTrend", types.Input{"window": 14, "mul": 2}) |
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// 買入：SuperTrend 轉綠（綠線在價格下方）且 RSI > 50（確認動能向上）
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// 賣出：SuperTrend 轉紅，或 RSI < 30（超賣退出）
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// 風險控制：止損 3%（SuperTrend 線為參考），無固定止盈（讓利潤奔跑）
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trend1Directions := superTrend1.StateSeries("direction", 0, 2) |
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trend2Directions := superTrend2.StateSeries("direction", 0, 2) |
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macdDea := ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dea信号线
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macdDif := ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dif线
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crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1] // 金叉
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crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 死叉
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volAvg := ctx.Series(1, 20).Vol().Avg() |
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vol := ctx.Get(0).VolF64() |
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if trend1Directions[0] == 1 && trend1Directions[1] == -1 && |
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trend2Directions[0] == 1 && trend2Directions[1] == -1 { |
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if crossover { |
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if vol > volAvg*1.5 { |
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return types.SideLong |
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} |
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} |
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} |
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if trend1Directions[0] == -1 && trend1Directions[1] == 1 && |
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trend2Directions[0] == -1 && trend2Directions[1] == 1 { |
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if crossunder { |
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if vol > volAvg*1.5 { |
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return types.SideShort |
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} |
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} |
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} |
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return |
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} |
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@ -0,0 +1,72 @@
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package strategy |
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import "sig-pub/pkg/types" |
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// SuperTrendMacdRSI 结合super trend和rsi指标策略
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type SuperTrendMacdRSI struct { |
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} |
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func (s *SuperTrendMacdRSI) New() ISigStrategy { |
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return &SuperTrendMacdRSI{} |
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} |
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func (s *SuperTrendMacdRSI) Meta() StrategyMeta { |
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return StrategyMeta{ |
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Name: "SuperTrendMacdRSI", |
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Desc: "SuperTrend + MACD + RSI 量化策略", |
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Input: []types.InputArg{ |
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// {Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
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// {Name: "trendMultipiler", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
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// {Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
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}, |
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} |
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} |
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// Init 校验参数, 并根据参数初始化策略
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func (s *SuperTrendMacdRSI) Init(input types.Input) (err error) { |
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return |
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} |
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func (s *SuperTrendMacdRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 { |
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return max( |
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ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}).CandlePeriods(), |
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ctx.Indicator("RSI", 14).CandlePeriods(), |
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ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(), |
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ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(), |
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ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).CandlePeriods(), |
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21, |
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) |
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} |
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func (s *SuperTrendMacdRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) { |
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superTrend := ctx.Indicator("SuperTrend", types.Input{"window": 10, "mul": 3}) |
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rsi := ctx.Indicator("RSI", 14).Get(0) |
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macdHist := ctx.Indicator("Macd", types.Input{"fast": 12, "slow": 26, "singal": 9}).Get(0) // macd柱
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macdDea := ctx.Indicator("MacdDEA", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dea信号线
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macdDif := ctx.Indicator("MacdDIF", types.Input{"fast": 12, "slow": 26, "singal": 9}).Series(0, 2) // macd_dif线
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crossover := macdDif[0] > macdDea[0] && macdDif[1] < macdDea[1] // 金叉
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// crossunder := macdDif[0] < macdDea[0] && macdDif[1] > macdDea[1] // 死叉
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closeP := ctx.Get(0).CloseF64() |
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volAvg := ctx.Series(1, 20).Vol().Avg() |
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vol := ctx.Get(0).VolF64() |
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trend := superTrend.Get(0) |
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trendDirection := superTrend.State("direction", 0) |
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// 金叉状态且正向扩张
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if crossover && macdHist > 0 { |
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// RSI 强度过滤
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if rsi > 50 { |
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// SuperTrend 趋势确认
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if closeP > trend && trendDirection == 1 { |
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// 成交量过滤
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if vol > volAvg*1.5 { |
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return types.SideLong |
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} |
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} |
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} |
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} |
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return |
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} |
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