-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathsave.txt
107 lines (91 loc) · 3.54 KB
/
save.txt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
for i := 1; i < len(choppyEma); i++ {
if (c[i-1] < st[i-1] && c[i] >= st[i]) && choppyEma[i] > 50 && !isHolding {
// fee := 1 - 0.01
if simple {
buySize = account.SimpleTradeSize(1)
buyPrice = c[i]
accountBalance := account.GetBalance()
// Buyメソッドの戻り値を受け取る
ok, signalId := signalEvents.Buy(StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, buySize, accountBalance, false)
if ok {
isHolding = true
// signalIdを保持する
currentSignalId = signalId
}
} else {
buySize = account.TradeSize(riskSize) / df.Candles[i].Close
buyPrice = c[i]
accountBalance := account.GetBalance()
if account.Entry(df.Candles[i].Close, buySize) {
// Buyメソッドの戻り値を受け取る
ok, signalId := signalEvents.Buy(StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, buySize, accountBalance, false)
if ok {
isHolding = true
// signalIdを保持する
currentSignalId = signalId
}
}
}
}
if ((c[i-1] > st[i-1] && c[i] <= st[i]) || (c[i] <= buyPrice*slRatio)) && isHolding {
if simple {
accountBalance := account.GetBalance()
// Closeメソッドを呼ぶ
signalEvents.Close(currentSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, buySize, accountBalance, false)
isHolding = false
} else {
accountBalance := account.GetBalance()
if account.Exit(df.Candles[i].Close) {
// Closeメソッドを呼ぶ
signalEvents.Close(currentSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, buySize, accountBalance, false)
isHolding = false
buySize = 0.0
account.PositionSize = buySize
}
}
}
if (c[i-1] > st[i-1] && c[i] <= st[i]) && choppyEma[i] < 50 && !isHolding {
// fee := 1 - 0.01
if simple {
sellSize = account.SimpleTradeSize(1)
sellPrice = c[i]
accountBalance := account.GetBalance()
// ShortEntryメソッドの戻り値を受け取る
ok, signalId := signalEvents.Sell(StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
if ok {
isHolding = true
// signalIdを保持する
currentSignalId = signalId
}
} else {
sellSize = account.TradeSize(riskSize) / df.Candles[i].Close
sellPrice = c[i]
accountBalance := account.GetBalance()
if account.Entry(df.Candles[i].Close, sellSize) {
// ShortEntryメソッドの戻り値を受け取る
ok, signalId := signalEvents.Sell(StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
if ok {
isHolding = true
// signalIdを保持する
currentSignalId = signalId
}
}
}
}
if ((c[i-1] < st[i-1] && c[i] >= st[i]) || (c[i] >= sellPrice*slRatio)) && isHolding {
if simple {
accountBalance := 1000.0
// Closeメソッドを呼ぶ
signalEvents.Close(currentSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
isHolding = false
} else {
accountBalance := account.GetBalance()
if account.Exit(df.Candles[i].Close) {
// Closeメソッドを呼ぶ
signalEvents.Close(currentSignalId, StrategyName, df.AssetName, df.Duration, df.Candles[i].Date, df.Candles[i].Close, sellSize, accountBalance, false)
isHolding = false
sellSize = 0.0
account.PositionSize = sellSize
}
}
}