sig-pub/pkg/strategy/super_trend_rsi.go

package strategy

import "sig-pub/pkg/types"

// SuperTrendRSI 结合super trend和rsi指标策略
type SuperTrendRSI struct {
}

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

func (s *SuperTrendRSI) Meta() StrategyMeta {
	return StrategyMeta{
		Name: "SuperTrendRSI",
		Desc: "超级趋势结合RSI(动能过滤)策略",
		Input: []types.InputArg{
			{Name: "trendWindow", Type: types.InputTypeUInt, Desc: "SuperTrend ATR周期"},
			{Name: "trendMultipiler", Type: types.InputTypeUInt, Desc: "SuperTrend multipiler"},
			{Name: "rsiWindow", Type: types.InputTypeUInt, Desc: "rsi周期"},
		},
	}
}

// Init 校验参数, 并根据参数初始化策略
func (s *SuperTrendRSI) Init(input types.Input) (err error) {
	return
}

func (s *SuperTrendRSI) CandlePeriods(ctx ISingleSigStrategyContext) int16 {
	return max(
		ctx.Indicator("SuperTrend", types.Input{
			"window": ctx.Input().Int16("trendWindow"),
			"mul":    ctx.Input().Int16("trendMultipiler"),
		}).CandlePeriods(),
		ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")}).CandlePeriods(),
	)
}

func (s *SuperTrendRSI) Update(ctx ISingleSigStrategyContext) (side types.Side) {
	superTrend := ctx.Indicator("SuperTrend", types.Input{
		"window": ctx.Input().Int16("trendWindow"),
		"mul":    ctx.Input().Int16("trendMultipiler"),
	})
	rsi := ctx.Indicator("RSI", types.Input{"window": ctx.Input().Int16("rsiWindow")})

	// 買入：SuperTrend 轉綠（綠線在價格下方）且 RSI > 50（確認動能向上）
	// 賣出：SuperTrend 轉紅，或 RSI < 30（超賣退出）
	// 風險控制：止損 3%（SuperTrend 線為參考），無固定止盈（讓利潤奔跑）
	trendDirections := superTrend.StateSeries("direction", 0, 2)
	if trendDirections[0] == 1 && trendDirections[1] == -1 {
		if rsi.Get(0) > 50 {
			return types.SideLong
		}
	}
	if trendDirections[0] == -1 && trendDirections[1] == 1 {
		if rsi.Get(0) < 30 {
			return types.SideShort
		}
	}
	return
}