Stratospheric balloons serve as cost-effective platforms for wireless communication. However, these platforms encounter challenges stemming from their underactuation in the horizontal plane. Consequently, controllers must continually identify favorable wind conditions to optimize station-keeping performance while managing energy consumption. This study presents a receding horizon controller based on wind and balloon models. Two neural networks, PredRNN and ResNet, are utilized for short-term wind field forecast. Additionally, an online receding horizon controller, based on simultaneous optimistic optimization (SOO), is developed for action sequence planning and adapted to accommodate various constraints, which is especially suitable due to its gradient-free nature, high efficiency, and effectiveness in black-box function optimization. A reward function is formulated to balance power consumption and station-keeping performance. Simulations conducted across diverse positions and dates demonstrate the superior performance of the proposed method compared with traditional greedy and A* algorithms.