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add thickness condition in bounce check

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This commit is contained in:
c9s 2020-06-10 09:51:53 +08:00
parent 1ca616fb43
commit 062fe55b43
1 changed files with 5 additions and 5 deletions
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10
bbgo/kline.go
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@ -38,14 +38,16 @@ func (k KLine) Mid() float64 {
func (k KLine) BounceUp() bool { func (k KLine) BounceUp() bool {
mid := k.Mid() mid := k.Mid()
trend := k.GetTrend() trend := k.GetTrend()
return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid thickness := k.GetThickness()
return trend > 0 && k.GetOpen() > mid && k.GetClose() > mid && thickness < (1.0/4.0)
} }
// red candle with open and close near low price // red candle with open and close near low price
func (k KLine) BounceDown() bool { func (k KLine) BounceDown() bool {
mid := k.Mid() mid := k.Mid()
trend := k.GetTrend() trend := k.GetTrend()
return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid thickness := k.GetThickness()
return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid && thickness < (1.0/4.0)
} }
func (k KLine) GetTrend() int { func (k KLine) GetTrend() int {
@ -150,7 +152,7 @@ func (k KLineWindow) GetTrend() int {
} }
func (k KLineWindow) Mid() float64 { func (k KLineWindow) Mid() float64 {
return k.GetHigh() - k.GetLow() / 2 return k.GetHigh() - k.GetLow()/2
} }
// green candle with open and close near high price // green candle with open and close near high price
@ -167,7 +169,6 @@ func (k KLineWindow) BounceDown() bool {
return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid return trend > 0 && k.GetOpen() < mid && k.GetClose() < mid
} }
func (k *KLineWindow) Add(line KLine) { func (k *KLineWindow) Add(line KLine) {
*k = append(*k, line) *k = append(*k, line)
} }
@ -184,4 +185,3 @@ func (k *KLineWindow) Truncate(size int) {
} }
*k = (*k)[end-5 : end] *k = (*k)[end-5 : end]
} }