sig-pub/pkg/strategy/super_trend.go

package strategy

import (
	"sig-pub/pkg/types"
	"sig-pub/pkg/utils/lang"
)

type SupertrendBOSWaves struct {
	ISigStrategy

	atrLength int16
	atrMult   float64
	// radiusStrength float64
	// smoothness     int16

	prevDirection int
	// anchorPrice   float64
	// anchorBar     int
	// velocity      float64
	// barCount      int
}

func (s *SupertrendBOSWaves) New() ISigStrategy {
	return &SupertrendBOSWaves{}
}

func (s *SupertrendBOSWaves) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "SupertrendBOSWaves",
		Desc: "曲线半径超级趋势 [BOSWaves] https://www.tradingview.com/script/v0Fr7PAb-Curved-Radius-Supertrend-BOSWaves/",
		Args: []Param{
			{Name: "atrLength", Type: ParamTypeUInt, Desc: "atr指标长度,14"},
			{Name: "atrMult", Type: ParamTypeUFloat, Desc: "atr倍数,2"},
			{Name: "radiusStrength", Type: ParamTypeUFloat, Desc: `
				Controls curve acceleration strength.\n\n" +
					"Recommended values by timeframe:\n" +
					"• 1-5min (Scalping): 0.08-0.12\n" +
					"• 15min: 0.12-0.15\n" +
					"• 1H: 0.15-0.18\n" +
					"• 4H: 0.18-0.22\n" +
					"• Daily: 0.20-0.25\n" +
					"• Weekly: 0.25-0.30\n\n" +
					"Lower = Tighter curves (responsive)\n" +
					"Higher = Wider curves (smoother)
			`},
			{Name: "smoothness", Type: ParamTypeUInt, Desc: "Smoothing applied to curved band. Higher = smoother curves, less noise."},
		},
	}
}

func (s *SupertrendBOSWaves) Init(param StrategyParam) (err error) { // 校验参数, 并根据参数初始化策略
	if s.atrLength, err = param.GetInt16E("atrLength"); err != nil {
		return
	}
	if s.atrMult, err = param.GetFloat64E("atrMult"); err != nil {
		return
	}
	// if s.radiusStrength, err = param.GetFloat64E("radiusStrength"); err != nil {
	// 	return
	// }
	// if s.smoothness, err = param.GetInt16E("smoothness"); err != nil {
	// 	return
	// }
	return
}

func (s *SupertrendBOSWaves) MaxWindow() int {
	return int(s.atrLength + 1)
}

func (s *SupertrendBOSWaves) Update(ctx ISigStrategyContext) (side types.Side) {
	k0 := ctx.Get(0)
	high, low, close := k0.HighF64(), k0.LowF64(), k0.CloseF64()

	atr := ctx.IndicatorW("atr", s.atrLength).Get(0)
	src := (high + low) / 2
	// src := k0.HL2()

	upperBand := src + (s.atrMult * atr)
	lowerBand := src - (s.atrMult * atr)

	supertrend := lowerBand
	direction := 1

	// Standard supertrend logic
	prevSupertrend := supertrend
	if direction == 1 {
		supertrend = lang.Ternary(close < prevSupertrend, upperBand, max(lowerBand, prevSupertrend))
	} else {
		supertrend = lang.Ternary(close > prevSupertrend, lowerBand, min(upperBand, prevSupertrend))
	}

	s.prevDirection = direction
	if close < supertrend {
		direction = -1
	}
	if close > supertrend {
		direction = 1
	}

	// ============================================================================
	// Curved Radius Implementation
	// ============================================================================

	// Detect trend change - set new anchor
	trendChanged := s.prevDirection != 0 && direction != s.prevDirection

	buySignal := trendChanged && direction == 1
	sellSignal := trendChanged && direction == -1
	if buySignal {
		return types.SideLong
	}
	if sellSignal {
		return types.SideShort
	}

	// if trendChanged {
	// 	s.anchorPrice = supertrend
	// 	s.anchorBar = 0 //bar_index
	// 	s.velocity = 0.0
	// 	s.barCount = 0
	// }

	// // Increment bar counter
	// s.barCount = s.barCount + 1

	// // Calculate curved offset using acceleration creating a parabolic curve
	// // todo if not na(anchorPrice)
	// if trendChanged {
	// 	// Acceleration increases with each bar (quadratic growth)
	// 	s.velocity = s.velocity + (s.radiusStrength * float64(s.barCount))
	// }

	// // Apply velocity in direction of trend
	// if direction == 1 {
	// 	// Uptrend - curve upward with acceleration
	// 	supertrend = s.anchorPrice + s.velocity
	// } else {
	// 	// Downtrend - curve downward with acceleration
	// 	supertrend = s.anchorPrice - s.velocity
	// }

	// Apply smoothing to create flowing curves
	// curvedBand = ta.sma(supertrend, s.smoothness)
	return
}