From 212e20fa6e9d0cc69d7f70339ecd47d4ec286533 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 04 Jan 2026 11:03:41 +0800
Subject: [PATCH] feat(okxNewPrice): 优化MACD策略交易判断逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 14 +++++++++-----
1 files changed, 9 insertions(+), 5 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
index 2490c43..a335dd8 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java
@@ -200,7 +200,7 @@
}else if ( operation == OperationType.close.name()){
- analyzeClose(historicalPrices);
+ signal = analyzeClose(historicalPrices);
}
// 根据信号和当前持仓状态生成交易指令
@@ -346,14 +346,16 @@
// 金叉判断：DIF从下往上穿过DEA
boolean isGoldenCross = prevPrev.getDif().compareTo(prevPrev.getDea()) <= 0 &&
previous.getDif().compareTo(previous.getDea()) > 0;
+
+ boolean isUp = latest.getDif().compareTo(BigDecimal.ZERO) > 0 && latest.getDea().compareTo(BigDecimal.ZERO) > 0;
// 柱状线扩张判断：连续正值且绝对值增大
- boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
+ boolean isExpanding = latest.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().compareTo(BigDecimal.ZERO) > 0 &&
previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) < 0;
// 金叉或柱状线扩张任一满足即可
- return isGoldenCross && isExpanding;
+ return isGoldenCross && isExpanding && isUp;
}
/**
@@ -401,13 +403,15 @@
boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
previous.getDif().compareTo(previous.getDea()) < 0;
+ boolean isDown = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 0;
+
// 柱状线收缩判断：连续负值且绝对值减小
- boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
+ boolean isContracting = latest.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
// 死叉或柱状线收缩任一满足即可
- return isDeathCross && isContracting;
+ return isDeathCross && isContracting && isDown;
}
/**
--
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