mirror of
https://github.com/lukewilson2002/autotrader.git
synced 2025-06-15 00:13:51 +00:00
51 lines
1.1 KiB
Go
51 lines
1.1 KiB
Go
//go:build ignore
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package main
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import (
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"fmt"
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"os"
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auto "github.com/fivemoreminix/autotrader"
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"github.com/fivemoreminix/autotrader/oanda"
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)
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type SMAStrategy struct {
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period1, period2 int
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}
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func (s *SMAStrategy) Init(_ *auto.Trader) {
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}
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func (s *SMAStrategy) Next(t *auto.Trader) {
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sma1 := t.Data().Closes().Copy().Rolling(s.period1).Mean()
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sma2 := t.Data().Closes().Copy().Rolling(s.period2).Mean()
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// If the shorter SMA crosses above the longer SMA, buy.
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if auto.CrossoverIndex(*t.Data().Date(-1), sma1, sma2) {
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t.Buy(1000, 0, 0)
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} else if auto.CrossoverIndex(*t.Data().Date(-1), sma2, sma1) {
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t.Sell(1000, 0, 0)
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}
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}
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func main() {
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/* data, err := auto.EURUSD()
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if err != nil {
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panic(err)
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}
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*/
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broker, err := oanda.NewOandaBroker(os.Getenv("OANDA_TOKEN"), os.Getenv("OANDA_ACCOUNT_ID"), true)
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if err != nil {
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fmt.Println("error:", err)
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return
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}
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auto.Backtest(auto.NewTrader(auto.TraderConfig{
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Broker: auto.NewTestBroker(broker /* data, */, nil, 10000, 50, 0.0002, 0),
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Strategy: &SMAStrategy{period1: 10, period2: 25},
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Symbol: "EUR_USD",
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Frequency: "M15",
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CandlesToKeep: 2500,
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}))
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}
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