func (w *Huobi) trade(emaShort, emaLong []float64, EMAMinThreshold float64,
TresholdLevel int, length int, tradeOnlyAfterSwitch int, tradeAmount string) {
currentTrend := getTrendAtIndex(emaShort, emaLong, EMAMinThreshold, TresholdLevel, length-1)
logger.Debugln("currentTrend is ", currentTrend)
if currentTrend > 1 {
// Trend is up
if currentTrend == 3 {
// Trend is up, also according to the "Buy after X samples"-setting
if (tradeOnlyAfterSwitch == 1) && (w.latestSolidTrend == 3) {
// tradeOnlyAfterSwitch==true but the trend has not switched: Don't trade
logger.Debugln("Trend has not switched (still up). The setting \"tradeOnlyAfterSwitch==true\", so do not trade...")
return
}
w.latestSolidTrend = 3
if Option["disable_trading"] == "1" {
logger.Debugln("Simulted BUY (Simulation only: no trade was made)")
} else {
logger.Infoln("Trend has switched, 探测到买入点")
go service.TriggerTrender("探测到买入点")
w.Do_buy(w.getTradePrice("buy"), tradeAmount)
}
//logger.Infoln("Trend is up, but no " + currency + " to spend...");
} else {
logger.Debugf("Trend is up, but not for long enough (needs to be \"up\" for at least %d samples)\n", TresholdLevel)
}
} else if currentTrend < -1 {
// Trend is down
if currentTrend == -3 {
// Trend is down, also according to the "Sell after X samples"-setting
if (tradeOnlyAfterSwitch == 1) && (w.latestSolidTrend == -3) {
// tradeOnlyAfterSwitch==true but the trend has not switched: Don't trade
logger.Debugln("Trend has not switched (still down). The setting \"tradeOnlyAfterSwitch==true\", so do not trade...")
return
}
w.latestSolidTrend = -3
if Option["disable_trading"] == "1" {
logger.Infoln("Simulted SELL (Simulation only: no trade was made)")
} else {
logger.Infoln("Trend has switched, 探测到卖出点")
go service.TriggerTrender("探测到卖出点")
w.Do_sell(w.getTradePrice("sell"), tradeAmount)
}
//logger.Infoln("Trend is down, but no BTC to sell...");
} else {
logger.Debugf("Trend is down, but not for long enough (needs to be \"down\" for at least t %d samples)\n", TresholdLevel)
}
} else {
logger.Debugln("Trend is undefined/weak")
}
}
func (w *Huobi) doEMA(Time []string, Price []float64, Volumn []float64) {
if len(Price) == 0 {
logger.Errorln("no data is prepared!")
return
}
//read config
shortEMA, _ := strconv.Atoi(Option["shortEMA"])
longEMA, _ := strconv.Atoi(Option["longEMA"])
stopPoints, err := strconv.ParseFloat(Config["stopPoints"], 64)
if err != nil {
logger.Debugln("config item stopPoints is not float")
return
}
EMAMinThreshold, err := strconv.ParseFloat(Config["EMAMinThreshold"], 64)
if err != nil {
logger.Debugln("config item EMAMinThreshold is not float")
return
}
tradeOnlyAfterSwitch, _ := strconv.Atoi(Config["tradeOnlyAfterSwitch"])
TresholdLevel, _ := strconv.Atoi(Config["TresholdLevel"])
_, err = strconv.ParseFloat(Option["tradeAmount"], 64)
if err != nil {
logger.Debugln("config item tradeAmount is not float")
return
}
tradeAmount := Option["tradeAmount"]
f_tradeAmount, err := strconv.ParseFloat(Option["tradeAmount"], 64)
if err != nil {
logger.Debugln("config item tradeAmount is not float")
return
}
MACDtradeAmount := fmt.Sprintf("%0.02f", f_tradeAmount/2.0)
//compute the indictor
emaShort := EMA(Price, shortEMA)
emaLong := EMA(Price, longEMA)
EMAdif := getEMAdif(emaShort, emaLong)
length := len(Price)
//check indictor using history data, loop through data, get history samples
logger.OverrideStart(w.Peroid)
logger.Overridef("EMA 收益率分析[%d:[s=%d/l=%d],stopPoints:%0.0f]\n", w.Peroid, shortEMA, longEMA, stopPoints)
var profit float64
var times int
var lastTrade float64
var entryPrice float64
var totaltimes int
if w.Disable_trading != 1 {
if Config["env"] == "dev" {
logger.Infof("%s\t%-6.2f\t%-6.2f\n", Time[length-1], Price[length-1], Volumn[length-1])
}
}
//EMA cross
for i := 1; i < length; i++ {
if EMAdif[i-1] < 0 && EMAdif[i] > 0 { //up cross
w.lastAction = "buyIn"
totaltimes++
logger.Overrideln(totaltimes)
if times == 0 {
entryPrice = Price[i]
}
times++
profit -= Price[i]
lastTrade = Price[i]
w.lastBuyprice = Price[i]
var samplesBegin int
if i > longEMA {
samplesBegin = i - longEMA
} else {
samplesBegin = 0
}
periodArr := Price[samplesBegin:i]
w.lastLowestprice = arrayLowest(periodArr)
if EMAdif[i] >= EMAMinThreshold {
logger.Overrideln("++ buyIn", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]), w.lastLowestprice, 2*w.lastBuyprice-w.lastLowestprice)
} else {
logger.Overrideln(" + buyIn", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]), w.lastLowestprice, 2*w.lastBuyprice-w.lastLowestprice)
}
if w.checkException(Price[i-1], Price[i], Volumn[i]) == false {
logger.Infoln("detect exception data in huobi.com", Price[i-1], Price[i], Volumn[i])
continue
}
if i == length-1 && w.latestMACDTrend != 1 {
if w.Disable_trading != 1 {
logger.Infoln("EMA up cross, 买入buyIn", w.getTradePrice(""))
go service.TriggerTrender("EMA up cross, 买入buyIn")
}
if Option["disable_trading"] != "1" && w.Disable_trading != 1 {
w.latestMACDTrend = 1
w.Do_buy(w.getTradePrice("buy"), tradeAmount)
}
w.backup(Time[i])
}
} else if (w.lastAction != "sellOut" || w.lastAction != "stop") && EMAdif[i-1] > 0 && EMAdif[i] < 0 { //down cross
w.lastAction = "sellOut"
if EMAdif[i] <= -EMAMinThreshold {
logger.Overrideln("-- sellOut", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]))
} else {
logger.Overrideln(" - sellOut", i, Time[i], Price[i], fmt.Sprintf("%0.04f", EMAdif[i]))
}
if w.checkException(Price[i-1], Price[i], Volumn[i]) == false {
logger.Infoln("detect exception data in huobi.com", Price[i-1], Price[i], Volumn[i])
continue
}
if i == length-1 && w.latestMACDTrend != -1 {
if w.Disable_trading != 1 {
logger.Infoln("EMA down cross, 卖出sellOut", w.getTradePrice(""))
go service.TriggerTrender("EMA down cross, 卖出sellOut")
}
if Option["disable_trading"] != "1" && w.Disable_trading != 1 {
w.latestMACDTrend = -1
ret := w.Do_sell(w.getTradePrice("sell"), tradeAmount)
if ret == false {
w.Do_sell(w.getTradePrice("sell"), MACDtradeAmount)
}
}
w.backup(Time[i])
}
if times != 0 {
times++
profit += Price[i]
lastTrade = Price[i]
if times != 0 && times%2 == 0 {
logger.Overridef("profit=%0.02f, rate=%0.02f%%\n", Price[i]-w.lastBuyprice, 100*(Price[i]-w.lastBuyprice)/w.lastBuyprice)
}
}
} /* else if (w.lastAction != "exit" || w.lastAction != "stop") && Price[i] < emaMiddle[i]-stopPoints { //stop
w.lastAction = "stop"
logger.Overrideln("-- stop", i, Time[i], Price[i], fmt.Sprintf("%0.04f", emaMiddle[i]))
if i == length-1 && w.latestMACDTrend != -1 {
logger.Infoln("保守止损位", w.getTradePrice(""))
go service.TriggerTrender("保守止损位")
ret := w.do_sell(w.getTradePrice("sell"), tradeAmount)
if ret == false {
w.do_sell(w.getTradePrice("sell"), MACDtradeAmount)
}
}
if times != 0 {
times++
profit += Price[i]
lastTrade = Price[i]
if times != 0 && times%2 == 0 {
logger.Overridef("profit=%0.02f, rate=%0.02f%%\n", Price[i]-w.lastBuyprice, 100*(Price[i]-w.lastBuyprice)/w.lastBuyprice)
}
}
}*/
}
if times%2 != 0 {
profit += lastTrade
totaltimes--
}
logger.Overridef("totaltimes[%d] profit=%0.02f, entryPrice=%0.02f, rate=%0.02f%%\n", totaltimes, profit, entryPrice, 100*profit/entryPrice)
if false {
//current trend
//trade according trend indictor
if w.latestSolidTrend == 0 {
w.findLatestSolidTrend(emaShort, emaLong, EMAMinThreshold,
TresholdLevel, length)
}
w.trade(emaShort, emaLong, EMAMinThreshold,
TresholdLevel, length, tradeOnlyAfterSwitch, tradeAmount)
}
}
func (w *Huobi) doMACD(Time []string, Price []float64) {
if len(Price) == 0 {
return
}
//read config
shortEMA, _ := strconv.Atoi(Config["shortEMA"])
middleEMA, _ := strconv.Atoi(Config["middleEMA"])
longEMA, _ := strconv.Atoi(Config["longEMA"])
signalPeriod, _ := strconv.Atoi(Config["signalPeriod"])
MACDMinThreshold, err := strconv.ParseFloat(Config["MACDMinThreshold"], 64)
if err != nil {
logger.Debugln("config item MACDMinThreshold is not float")
return
}
tradeAmount := Config["MACDtradeAmount"]
//compute the indictor
emaShort := EMA(Price, shortEMA)
emaMiddle := EMA(Price, middleEMA)
emaLong := EMA(Price, longEMA)
MACDdif := getMACDdif(emaShort, emaLong)
MACDSignal := getMACDSignal(MACDdif, signalPeriod)
MACDHistogram := getMACDHistogram(MACDdif, MACDSignal)
length := len(Price)
logger.OverrideStart(w.Peroid)
logger.Overridef("macd cross分析[%d/%d]\n", shortEMA, longEMA)
//macd cross
for i := 1; i < length; i++ {
if MACDHistogram[i-1] < 0 && MACDHistogram[i] > 0 {
if MACDHistogram[i]-MACDHistogram[i-1] >= 0 && Price[i] > emaMiddle[i] {
logger.Overrideln("++", i, Time[i], Price[i], fmt.Sprintf("%0.02f", MACDSignal[i]))
} else {
logger.Overrideln(" +", i, Time[i], Price[i], fmt.Sprintf("%0.02f", MACDSignal[i]))
}
if i == length-1 && w.latestMACDTrend != 1 && MACDSignal[i] < -MACDMinThreshold {
w.latestMACDTrend = 1
logger.Infoln("MACD has switched, 探测到买入点", w.getTradePrice("buy"))
go service.TriggerTrender("MACD has switched, 探测到买入点")
w.Do_buy(w.getTradePrice("buy"), tradeAmount)
}
} else if MACDHistogram[i-1] > 0 && MACDHistogram[i] < 0 {
if MACDHistogram[i]-MACDHistogram[i-1] <= 0 && Price[i] < emaMiddle[i] {
logger.Overrideln("--", i, Time[i], Price[i], fmt.Sprintf("%0.02f", MACDSignal[i]))
} else {
logger.Overrideln(" -", i, Time[i], Price[i], fmt.Sprintf("%0.02f", MACDSignal[i]))
}
if i == length-1 && w.latestMACDTrend != -1 && MACDSignal[i] > MACDMinThreshold {
w.latestMACDTrend = -1
logger.Infoln("MACD has switched, 探测到卖出点", w.getTradePrice("sell"))
go service.TriggerTrender("MACD has switched, 探测到卖出点")
w.Do_sell(w.getTradePrice("sell"), tradeAmount)
}
}
}
}