添加新的检测

strategies/ChanLun_BTC_30.py

@@ -50,7 +50,7 @@ class ChanLun_BTC_30(IStrategy):
 		"240": 0
 	}
 	# 15m and 30m
-	minimal_roi = {
+	minimal_roi_1 = {
 		"0": 0.1,
 		"240": 0.05,
 		"480": 0.03,
@@ -64,7 +64,7 @@ class ChanLun_BTC_30(IStrategy):
 	}
 	
 	can_short = True
-	lev = 2.5
+	lev = 2.0
 	stoploss = -0.3  # 设置为很大的负值，让custom_stoploss来控制
 	use_custom_stoploss = True  # 启用自定义止损
  
@@ -265,7 +265,14 @@ class ChanLun_BTC_30(IStrategy):
 			else:
 				# 最保守的回退：5%
 				return -0.05
-
+		dataframe, _ = self.dp.get_analyzed_dataframe(trade.pair, self.timeframe)
+		last_candle = dataframe.iloc[-1].squeeze()
+		ema52_str = 'resample_{}_ema52'.format(self.get_ticker_indicator()*self.time60)
+		ema52_val = float(last_candle.get(ema52_str, 0) or 0)
+		close_str = 'resample_{}_close'.format(self.get_ticker_indicator()*self.time60)
+		close_val = float(last_candle.get(close_str, 0) or 0)
+		if close_val < ema52_val:
+			return -0.01
 		if trade.is_short:
 			stop_price = trade.open_rate + float(entry_atr)
 		else:
@@ -325,12 +332,12 @@ class ChanLun_BTC_30(IStrategy):
 		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(	
-				(dataframe[state30].shift(shift30) == "-20")
+				(dataframe[state60].shift(shift60) == "-20")
 			),
 			['enter_long', 'enter_tag']] = (1, 'long_30')
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "20")
+				(dataframe[state30].shift(shift30) == "40")
 			),
 			['enter_short', 'enter_tag']] = (1, 'short_30')
 		return dataframe
@@ -341,8 +348,8 @@ class ChanLun_BTC_30(IStrategy):
 		state30 = 'resample_{}_state'.format(self.get_ticker_indicator()*shift30)
 		dataframe.loc[
 			(
-				(dataframe[state30].shift(shift30) == "20") |
-				(dataframe[state30].shift(shift30) == "30")
+				(dataframe[state60].shift(shift60) == "20") |
+				(dataframe[state60].shift(shift60) == "30")
 			),
 			['exit_long', 'exit_tag']] = (1, 'long_close_30')
 		dataframe.loc[