修改均线策略

strategies/ChanLun_EMA_Align.py

@@ -84,7 +84,7 @@ class ChanLun_EMA_Align(IStrategy):
 		"240": 0.025,
 		"360": 0
 	}
-	
+	startup_candle_count = 1600
 	can_short = True
 	lev = 1.0
 	stoploss = -0.3  # 设置为很大的负值，让custom_stoploss来控制
@@ -98,7 +98,7 @@ class ChanLun_EMA_Align(IStrategy):
 	# 关闭分批止盈/仓位调整
 	position_adjustment_enable = False
 	# startup_candle_count = 1600
-	time5 = 15
+	time5 = 5
 	time15 = 15
 	time30 = 30
 	time60 = 60
@@ -106,6 +106,7 @@ class ChanLun_EMA_Align(IStrategy):
 		dataframe = self.add_indicators(dataframe)
 		dataframe_5m = resample_to_interval(dataframe, self.get_ticker_indicator() * self.time5)
 		dataframe_5m = self.add_indicators(dataframe_5m)
+		#print(dataframe_5m.iloc[-1])
 		dataframe = resampled_merge(dataframe, dataframe_5m)
 		return dataframe
 	def add_indicators(self, dataframe):
@@ -117,8 +118,8 @@ class ChanLun_EMA_Align(IStrategy):
 		dataframe['dir104'] = dataframe['close'] - dataframe['ema104']
 		dataframe['ema156'] = ta.EMA(dataframe, timeperiod=156)
 		dataframe['dir156'] = dataframe['close'] - dataframe['ema156']
-		dataframe['dir52_156'] = dataframe['dir52'] - dataframe['dir156']
-		dataframe['dir52_104'] = dataframe['dir52'] - dataframe['dir104']
+		dataframe['dir52_156'] = dataframe['ema52'] - dataframe['ema156']
+		dataframe['dir52_104'] = dataframe['ema52'] - dataframe['ema104']
 		dataframe_macd = ta.MACD(dataframe, fast=12, slow=26, signal=9)
 		dataframe['macdsignal'] = dataframe_macd['macdsignal']
 		dataframe['macd'] = dataframe_macd['macd']
@@ -170,12 +171,12 @@ class ChanLun_EMA_Align(IStrategy):
 		resample_5m_signal = 'resample_{}_macdsignal'.format(self.get_ticker_indicator() * self.time5)
 		dataframe.loc[
 			(dataframe[resample_5m_align]) &
-			(dataframe[resample_5m_dir] < 0) &
+			(dataframe[resample_5m_dir] > 0) &
 			(dataframe[resample_5m_signal] > 0),
 			['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
 		dataframe.loc[
 			(dataframe[resample_5m_align]) &
-			(dataframe[resample_5m_dir] > 0) &
+			(dataframe[resample_5m_dir] < 0) &
 			(dataframe[resample_5m_signal] < 0),
 			['enter_short', 'enter_tag']] = (1, 'short_signal_chan')
 		return dataframe