diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index 76d3e08..0ec325a 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -34,23 +34,23 @@ pub async fn list_up_for_buy( // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?; - let ema200 = ema(200, &alldata.rt_price_1m_vec, &filtered_data).await?; + let ema100 = ema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(ema30_vec), Some(ema200_vec), Some(current_info)) = (ema30.get(symbol), ema200.get(symbol), price_and_closetime) { + if let (Some(ema30_vec), Some(ema100_vec), Some(current_info)) = (ema30.get(symbol), ema100.get(symbol), price_and_closetime) { if ema30_vec.len() > 10 - && ema200_vec.len() > 10 + && ema100_vec.len() > 10 && ema30_vec.last().unwrap().close_time > server_epoch - && ema30_vec.last().unwrap().close_time == ema200_vec.last().unwrap().close_time + && ema30_vec.last().unwrap().close_time == ema100_vec.last().unwrap().close_time { - if ema30_vec.last().unwrap().ema_value > ema200_vec.last().unwrap().ema_value - && ema30_vec[ema30_vec.len()-1].ema_value - ema200_vec[ema200_vec.len()-1].ema_value > ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value - && ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value > ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value - && ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value > ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value - && ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value > ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value - && ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value > ema30_vec[ema30_vec.len()-6].ema_value - ema200_vec[ema200_vec.len()-6].ema_value + if ema30_vec.last().unwrap().ema_value > ema100_vec.last().unwrap().ema_value + && ema30_vec[ema30_vec.len()-1].ema_value - ema100_vec[ema100_vec.len()-1].ema_value > ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value + && ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value > ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value + && ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value > ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value + && ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value > ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value + && ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value > ema30_vec[ema30_vec.len()-6].ema_value - ema100_vec[ema100_vec.len()-6].ema_value { values.current_price = current_info.0; values.closetime = current_info.1; @@ -342,7 +342,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha } let supertrend_1m_map = supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; - + let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; @@ -353,7 +353,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if server_epoch - element.close_time > 7_200_000 { is_sell = true; - } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { + } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::DOWN)) { + is_sell = true; + } else if element.pure_profit_percent.is_sign_negative() && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 20.0)) { is_sell = true; } diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index 16284f8..6182eb8 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -34,23 +34,23 @@ pub async fn list_up_for_buy( // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); let ema30 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?; - let ema200 = ema(200, &alldata.rt_price_1m_vec, &filtered_data).await?; + let ema100 = ema(100, &alldata.rt_price_1m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(ema30_vec), Some(ema200_vec), Some(current_info)) = (ema30.get(symbol), ema200.get(symbol), price_and_closetime) { + if let (Some(ema30_vec), Some(ema100_vec), Some(current_info)) = (ema30.get(symbol), ema100.get(symbol), price_and_closetime) { if ema30_vec.len() > 20 - && ema200_vec.len() > 20 + && ema100_vec.len() > 20 && ema30_vec.last().unwrap().close_time > server_epoch - && ema30_vec.last().unwrap().close_time == ema200_vec.last().unwrap().close_time + && ema30_vec.last().unwrap().close_time == ema100_vec.last().unwrap().close_time { - if ema30_vec.last().unwrap().ema_value < ema200_vec.last().unwrap().ema_value - && (ema30_vec[ema30_vec.len()-1].ema_value - ema200_vec[ema200_vec.len()-1].ema_value).abs() < (ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value).abs() - && (ema30_vec[ema30_vec.len()-2].ema_value - ema200_vec[ema200_vec.len()-2].ema_value).abs() < (ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value).abs() - && (ema30_vec[ema30_vec.len()-3].ema_value - ema200_vec[ema200_vec.len()-3].ema_value).abs() < (ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value).abs() - && (ema30_vec[ema30_vec.len()-4].ema_value - ema200_vec[ema200_vec.len()-4].ema_value).abs() < (ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value).abs() - && (ema30_vec[ema30_vec.len()-5].ema_value - ema200_vec[ema200_vec.len()-5].ema_value).abs() < (ema30_vec[ema30_vec.len()-6].ema_value - ema200_vec[ema200_vec.len()-6].ema_value).abs() + if ema30_vec.last().unwrap().ema_value < ema100_vec.last().unwrap().ema_value + && (ema30_vec[ema30_vec.len()-1].ema_value - ema100_vec[ema100_vec.len()-1].ema_value).abs() < (ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value).abs() + && (ema30_vec[ema30_vec.len()-2].ema_value - ema100_vec[ema100_vec.len()-2].ema_value).abs() < (ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value).abs() + && (ema30_vec[ema30_vec.len()-3].ema_value - ema100_vec[ema100_vec.len()-3].ema_value).abs() < (ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value).abs() + && (ema30_vec[ema30_vec.len()-4].ema_value - ema100_vec[ema100_vec.len()-4].ema_value).abs() < (ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value).abs() + && (ema30_vec[ema30_vec.len()-5].ema_value - ema100_vec[ema100_vec.len()-5].ema_value).abs() < (ema30_vec[ema30_vec.len()-6].ema_value - ema100_vec[ema100_vec.len()-6].ema_value).abs() { values.current_price = current_info.0; values.closetime = current_info.1; @@ -342,6 +342,7 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha } let supertrend_1m_map = supertrend(30, 3.0, true, &all_data.rt_price_1m_vec, &filtered_symbols).await?; + let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; @@ -360,7 +361,9 @@ pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &Ha is_sell = true; } else if server_epoch - element.close_time > 7_200_000 { is_sell = true; - } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { + } else if supertrend_1m_map.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.area == SuperTrendArea::UP)) { + is_sell = true; + } else if element.pure_profit_percent.is_sign_negative() && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 20.0)) { is_sell = true; }