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Making trade charting more reliable and informative

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This commit is contained in:
Luke Wilson
2024-11-04 12:14:56 -06:00
parent d755f07d38
commit f1c45dbb74
7 changed files with 136 additions and 35 deletions
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9
cmd/sma_crossover.go
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@@ -20,10 +20,13 @@ func (s *SMAStrategy) Init(_ *auto.Trader) {
func (s *SMAStrategy) Next(t *auto.Trader) {
sma1 := t.Data().Closes().Copy().Rolling(s.period1).Mean()
sma2 := t.Data().Closes().Copy().Rolling(s.period2).Mean()
// If the shorter SMA crosses above the longer SMA, buy.
// If the shorter SMA (sma1) crosses above the longer SMA (sma2), buy.
if auto.CrossoverIndex(*t.Data().Date(-1), sma1, sma2) {
t.CloseOrdersAndPositions()
t.Buy(1000, 0, 0)
} else if auto.CrossoverIndex(*t.Data().Date(-1), sma2, sma1) {
t.CloseOrdersAndPositions()
t.Sell(1000, 0, 0)
}
}
@@ -41,8 +44,8 @@ func main() {
}
auto.Backtest(auto.NewTrader(auto.TraderConfig{
Broker: auto.NewTestBroker(broker /* data, */, nil, 10000, 50, 0.0002, 0),
Strategy: &SMAStrategy{period1: 10, period2: 25},
Broker: auto.NewTestBroker(broker, nil, 10000, 50, 0.0002, 0),
Strategy: &SMAStrategy{period1: 7, period2: 20},
Symbol: "EUR_USD",
Frequency: "M15",
CandlesToKeep: 2500,