mirror of
https://github.com/lukewilson2002/autotrader.git
synced 2025-06-15 00:13:51 +00:00
98 lines
2.8 KiB
Go
98 lines
2.8 KiB
Go
//go:build ignore
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package main
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import (
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"os"
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"time"
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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 IchimokuStrategy struct {
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convPeriod, basePeriod, leadingPeriods int
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}
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func (s *IchimokuStrategy) Init(_ *auto.Trader) {
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}
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func (s *IchimokuStrategy) Next(t *auto.Trader) {
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data := t.Data()
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now := *data.Date(-1)
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laggingTime := data.Date(-s.leadingPeriods - 1)
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// Extract ichimoku elements
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ichimoku := auto.Ichimoku(data, s.convPeriod, s.basePeriod, s.leadingPeriods, time.Minute*15)
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conv := ichimoku.Series("Conversion")
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base := ichimoku.Series("Base")
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leadA := ichimoku.Series("LeadingA")
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leadB := ichimoku.Series("LeadingB")
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lagging := ichimoku.Series("Lagging")
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// Conditions to buy:
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// - price closed above the cloud at the current time
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// - conversion above baseline
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// - future cloud must be green (LeadingA > LeadingB)
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// - lagging span above lagging cloud
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// Oposite conditions for sell...
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if laggingTime == nil { // Not enough candles to see the lagging.
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return
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}
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if t.IsLong() {
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if data.CloseIndex(now) < base.FloatIndex(now) ||
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leadA.FloatIndex(now) < leadB.FloatIndex(now) {
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t.CloseOrdersAndPositions()
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}
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} else if t.IsShort() {
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if data.CloseIndex(now) > base.FloatIndex(now) ||
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leadA.FloatIndex(now) > leadB.FloatIndex(now) {
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t.CloseOrdersAndPositions()
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}
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} else {
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// v := a - b , then comparing v > 0 is the same as a > b
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closeToLeadA := data.CloseIndex(now) - leadA.FloatIndex(now)
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convToBase := conv.FloatIndex(now) - base.FloatIndex(now)
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leadAToLeadB := leadA.FloatIndex(now) - leadB.FloatIndex(now)
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futureLeadAToLeadB := leadA.Float(-1) - leadB.Float(-1)
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laggingToLeadA := lagging.FloatIndex(*laggingTime) - leadA.FloatIndex(*laggingTime)
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// tw := tabwriter.NewWriter(os.Stdout, 0, 0, 1, ' ', 0)
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// fmt.Fprintf(tw, "closeToLeadA\t%v\n", closeToLeadA)
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// fmt.Fprintf(tw, "convToBase\t%v\n", convToBase)
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// fmt.Fprintf(tw, "leadAToLeadB\t%v\n", leadAToLeadB)
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// fmt.Fprintf(tw, "futureLeadAToLeadB\t%v\n", futureLeadAToLeadB)
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// fmt.Fprintf(tw, "laggingToLeadA\t%v\n\n", laggingToLeadA)
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// tw.Flush()
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// Look to enter a trade
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if closeToLeadA > 0 &&
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leadAToLeadB > 0 &&
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convToBase > 0 &&
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futureLeadAToLeadB > 0 &&
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laggingToLeadA > 0 {
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t.Buy(10000, 0, 0)
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} else if closeToLeadA < 0 &&
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leadAToLeadB < 0 &&
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convToBase < 0 &&
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futureLeadAToLeadB < 0 &&
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laggingToLeadA < 0 {
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t.Sell(10000, 0, 0)
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}
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}
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}
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func main() {
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broker := oanda.NewOandaBroker(os.Getenv("OANDA_TOKEN"), os.Getenv("OANDA_ACCOUNT_ID"), true)
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auto.Backtest(auto.NewTrader(auto.TraderConfig{
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Broker: auto.NewTestBroker(broker, nil, 10000, 50, 0.0002, 0),
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Strategy: &IchimokuStrategy{convPeriod: 9, basePeriod: 26, leadingPeriods: 52},
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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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