1 |
|
2 | func Demo(pol *config.RunPolicyConfig) *strat.TradeStrat { |
3 | smlLen := int(pol.Def("smlLen", 5, core.PNorm(3, 10))) |
4 | bigLen := int(pol.Def("bigLen", 20, core.PNorm(10, 40))) |
5 | return &strat.TradeStrat{ |
6 | WarmupNum: 100, |
7 | OnBar: func(s *strat.StratJob) { |
8 | e := s.Env |
9 | ma5 := ta.SMA(e.Close, smlLen) |
10 | ma20 := ta.SMA(e.Close, bigLen) |
11 | maCrx := ta.Cross(ma5, ma20) |
12 | }, |
13 | } |
14 | } |