From 4c70b99382c01d707b41060c3c3b81d538f1c1db Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Fri, 26 Dec 2025 15:53:39 +0800
Subject: [PATCH] fix(indicator): 修复MACD指标计算和策略逻辑错误
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/IndicatorBase.java | 100 +++++++++++++++++++++++++-------------------------
1 files changed, 50 insertions(+), 50 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/IndicatorBase.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/IndicatorBase.java
index 055e3fc..a3b80b7 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/IndicatorBase.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/IndicatorBase.java
@@ -6,31 +6,31 @@
import java.util.List;
/**
- * 技术指标基础类，提供通用计算方法
+ * Technical indicators base class, provides common calculation methods
*
- * 指标组合策略：
- * 1. 趋势判断（MA/AdvancedMA/MACD）：判断价格的整体走势方向
- * 2. 动量确认（RSI/KDJ）：确认当前趋势的强度和可持续性
- * 3. 波动参考（BOLL）：确定价格的合理波动范围和突破时机
+ * Indicator combination strategy:
+ * 1. Trend judgment (MA/AdvancedMA/MACD): Determine the overall trend direction of prices
+ * 2. Momentum confirmation (RSI/KDJ): Confirm the strength and sustainability of the current trend
+ * 3. Volatility reference (BOLL): Determine reasonable price volatility range and breakthrough timing
*
- * 多空方向选择逻辑：
- * - 多头信号：MA多头排列 + MACD金叉 + RSI(30-70) + BOLL价格在上轨与中轨之间
- * - 空头信号：MA空头排列 + MACD死叉 + RSI(30-70) + BOLL价格在下轨与中轨之间
- * - 震荡信号：AdvancedMA三线粘合 + RSI(40-60) + BOLL带宽收窄
+ * Long/Short direction selection logic:
+ * - Long signal: MA bullish arrangement + MACD golden cross + RSI(30-70) + BOLL price between upper and middle band
+ * - Short signal: MA bearish arrangement + MACD death cross + RSI(30-70) + BOLL price between lower and middle band
+ * - Consolidation signal: AdvancedMA three-line convergence + RSI(40-60) + BOLL bandwidth narrowing
*
- * 开仓和平仓策略：
- * - 开多：MA金叉 + MACD金叉 + KDJ金叉 + RSI(30-70) + 价格突破BOLL中轨
- * - 开空：MA死叉 + MACD死叉 + KDJ死叉 + RSI(30-70) + 价格跌破BOLL中轨
- * - 平多：MA死叉 + MACD死叉 + RSI超买(>70) + 价格跌破BOLL中轨
- * - 平空：MA金叉 + MACD金叉 + RSI超卖(<30) + 价格突破BOLL中轨
+ * Open and close position strategies:
+ * - Open long: MA golden cross + MACD golden cross + KDJ golden cross + RSI(30-70) + price breaks through BOLL middle band
+ * - Open short: MA death cross + MACD death cross + KDJ death cross + RSI(30-70) + price breaks below BOLL middle band
+ * - Close long: MA death cross + MACD death cross + RSI overbought(>70) + price breaks below BOLL middle band
+ * - Close short: MA golden cross + MACD golden cross + RSI oversold(<30) + price breaks through BOLL middle band
*/
public abstract class IndicatorBase {
/**
- * 计算移动平均值
- * @param prices 价格列表
- * @param period 周期
- * @return 移动平均值
+ * Calculate moving average
+ * @param prices Price list
+ * @param period Period
+ * @return Moving average value
*/
protected BigDecimal calculateMA(List<BigDecimal> prices, int period) {
if (prices == null || prices.size() < period) {
@@ -44,11 +44,11 @@
}
/**
- * 计算指数移动平均值
- * @param prices 价格列表
- * @param period 周期
- * @param prevEMA 前一个EMA值
- * @return 指数移动平均值
+ * Calculate exponential moving average
+ * @param prices Price list
+ * @param period Period
+ * @param prevEMA Previous EMA value
+ * @return Exponential moving average value
*/
protected BigDecimal calculateEMA(List<BigDecimal> prices, int period, BigDecimal prevEMA) {
if (prices == null || prices.size() == 0) {
@@ -63,10 +63,10 @@
}
/**
- * 计算标准差
- * @param prices 价格列表
- * @param period 周期
- * @return 标准差
+ * Calculate standard deviation
+ * @param prices Price list
+ * @param period Period
+ * @return Standard deviation
*/
protected BigDecimal calculateStdDev(List<BigDecimal> prices, int period) {
if (prices == null || prices.size() < period) {
@@ -83,9 +83,9 @@
}
/**
- * 计算平方根（简化实现）
- * @param value 输入值
- * @return 平方根
+ * Calculate square root (simplified implementation)
+ * @param value Input value
+ * @return Square root
*/
protected BigDecimal sqrt(BigDecimal value) {
if (value.compareTo(BigDecimal.ZERO) < 0) {
@@ -95,10 +95,10 @@
}
/**
- * 获取最近的价格数据
- * @param prices 所有价格数据
- * @param period 周期
- * @return 最近period个价格数据
+ * Get recent price data
+ * @param prices All price data
+ * @param period Period
+ * @return Recent period price data
*/
protected List<BigDecimal> getRecentPrices(List<BigDecimal> prices, int period) {
if (prices == null || prices.size() == 0) {
@@ -109,12 +109,12 @@
}
/**
- * 计算ATR（Average True Range）
- * @param high 最高价列表
- * @param low 最低价列表
- * @param close 收盘价列表
- * @param period 周期
- * @return ATR值
+ * Calculate ATR (Average True Range)
+ * @param high High price list
+ * @param low Low price list
+ * @param close Close price list
+ * @param period Period
+ * @return ATR value
*/
protected BigDecimal calculateATR(List<BigDecimal> high, List<BigDecimal> low, List<BigDecimal> close, int period) {
if (high == null || low == null || close == null ||
@@ -128,16 +128,16 @@
trList.add(trueRange);
}
- // 使用简单移动平均计算ATR
+ // Use simple moving average to calculate ATR
return calculateMA(trList, Math.min(period, trList.size()));
}
/**
- * 计算真实波幅（True Range）
- * @param high 当前最高价
- * @param low 当前最低价
- * @param prevClose 前收盘价
- * @return 真实波幅
+ * Calculate True Range
+ * @param high Current high price
+ * @param low Current low price
+ * @param prevClose Previous close price
+ * @return True range
*/
protected BigDecimal calculateTrueRange(BigDecimal high, BigDecimal low, BigDecimal prevClose) {
BigDecimal h1 = high.subtract(low);
@@ -147,10 +147,10 @@
}
/**
- * 计算标准化波动率（基于ATR）
- * @param close 收盘价列表
- * @param atr ATR值
- * @return 标准化波动率（百分比）
+ * Calculate normalized volatility (based on ATR)
+ * @param close Close price list
+ * @param atr ATR value
+ * @return Normalized volatility (percentage)
*/
protected BigDecimal normalizeVolatility(List<BigDecimal> close, BigDecimal atr) {
if (close == null || close.size() == 0 || atr.compareTo(BigDecimal.ZERO) == 0) {
--
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