想更改一下海龟交易法则,突破信号触发直接建仓4个单位,止损以加仓信号逐步移动+唐安琪退出window,即在turtle_signal_strategy的代码上,注解掉加仓语句,但是保留根据加仓信号而移动的2N止损价,代码如下,请老师指教,谢谢
def on_trade(self, trade: TradeData):
"""
Callback of new trade data update.
"""
if trade.direction == Direction.LONG:
self.long_entry = trade.price
self.long_stop = self.long_entry - 2 * self.atr_value
else:
self.short_entry = trade.price
self.short_stop = self.short_entry + 2 * self.atr_value
def on_order(self, order: OrderData):
"""
Callback of new order data update.
"""
pass
def on_stop_order(self, stop_order: StopOrder):
"""
Callback of stop order update.
"""
pass
def send_buy_orders(self, price):
""""""
t = self.pos / self.fixed_size
if t < 1:
self.buy(price, self.fixed_size*4, True)
if t < 2:
# self.buy(price + self.atr_value * 0.5, self.fixed_size, True)
self.price = price + self.atr_value * 0.5
if t < 3:
# self.buy(price + self.atr_value, self.fixed_size, True)
self.price = price + self.atr_value
if t < 4:
# self.buy(price + self.atr_value * 1.5, self.fixed_size, True)
self.price = price + self.atr_value * 1.5
def send_short_orders(self, price):
""""""
t = self.pos / self.fixed_size
if t > -1:
self.short(price, self.fixed_size*4, True)
if t > -2:
# self.short(price - self.atr_value * 0.5, self.fixed_size, True)
self.price = price - self.atr_value * 0.5
if t > -3:
# self.short(price - self.atr_value, self.fixed_size, True)
self.price = price - self.atr_value
if t > -4:
# self.short(price - self.atr_value * 1.5, self.fixed_size, True)
self.price = price - self.atr_value * 1.5