update

algorithm/ma.py

@@ -37,28 +37,20 @@ class WMA:
 
 
 class MA_Cross:
-  def __init__(self, ma, unit, width):
+  def __init__(self, ma, unit):
     self._ma    = ma
     self._unit  = unit
-    self._width = width
 
-    self._period_short = 5
-    self._period_mid   = 21
-    self._period_long  = 55
-
-    self._posi_amp = 0.1
+    self._period_short = 21
+    self._period_mid   = 55
 
   def judge(self, status):
     cands = status.candles[self._unit]
     short = self._ma.calc(cands, self._period_short)
     mid   = self._ma.calc(cands, self._period_mid)
-    long  = self._ma.calc(cands, self._period_long)
-
-    width = mid * self._width
-    posi  = max(-1, min((short-long)/(2.5*width), 1)) * self._posi_amp
 
     diff  = short - mid
     if diff < 0:
-      return max(-1, diff/width+posi)  # sell
+      return -1  # sell
     else:
-      return min(1, diff/width+posi)  # buy
+      return 1  # buy