Strategik Gabungan Penembusan dan Penarikan Isyarat pembukaan: garpu bergaris lurus pada rel Brin, lebar jalur Brin diperbesar, rel tengah ke atas, lebih terbuka; sebaliknya Isyarat perhentian: jalur bergelombang menyempit, garisan mati rata di atas landasan Isyarat ke arah belakang: Berundur dari jalur Brin
Isyarat masih dalam penapis.
import numpy as np
import talib
import time
if period == 1:
per = PERIOD_M1
if period == 2:
per = PERIOD_M3
if period == 3:
per = PERIOD_M5
if period == 4:
per = PERIOD_M15
if period == 5:
per = PERIOD_M30
if period == 6:
per = PERIOD_H1
status=0 #多：1 空：2
position = 0
def ontick():
global position
records = exchange.GetRecords(per)
#------------指标计算---------
#rsi = TA.RSI(records,14)
#if rsi[-1] > 65 or rsi[-1] < 35:
# return
bb = talib.BBANDS(records.Close,timeperiod=bo, nbdevup=2, nbdevdn=2, matype=0) #计算BB
rsi = talib.RSI(records.Close,timeperiod=12)
cmi = talib.CMO(records.Close,timeperiod=12)
print(cmi[-1])
move = talib.SMA(records.Close,ma2)#收盘价ma
mabt = talib.SMA(bb[0],ma)#上轨ma
mabd = talib.SMA(bb[2],ma)#下跪ma
account = exchange.GetAccount()
if bb[0][-1] > mabt[-1] and bb[0][-2] < mabt[-2] and bb[2][-1] < bb[2][-2] and bb[1][-1] > bb[1][-2] and records.Close[-1] > move[-1] and rsi[-1]>60:
position += 1
exchange.Buy(-1,account.Balance*0.1)
#log('向上突破开多 '+ str(close[-1]))
if bb[2][-1] < mabd[-1] and bb[2][-2] > mabd[-2] and bb[0][-1] > bb[0][-2] and bb[1][-1] < bb[1][-2] and records.Close[-1] < move[-1] and rsi[-1]<40:
position -= 1
exchange.Sell(-1,account.Stocks*0.1)
#log('向下突破开空 '+ str(close[-1]))
if bb[0][-1]-bb[2][-1] < bb[0][-2]-bb[2][-2]:
if bb[0][-1] < mabt[-1] and bb[0][-2] > mabt[-2] and position> 0:
position -= 1
exchange.Sell(-1,account.Stocks*0.1)
#log('多单平仓 '+ str(close[-1]))
if bb[2][-1] > mabd[-1] and bb[2][-2] < mabd[-2] and position < 0:
position += 1
exchange.Buy(-1,account.Balance*0.1)
#log('空单平仓 '+ str(close[-1]))
def main():
while True:
ontick()
Sleep(30000)