From 6720d44ba58f513263dd603f33d6a65181649a7c Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Sun, 04 Jan 2026 12:58:30 +0800
Subject: [PATCH] feat(indicator): 添加MACD背离检测功能并优化策略判断逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/macdAndMatrategy/MacdMaStrategy.java | 50 ++++++++++++++++++++++++++++++++------------------
1 files changed, 32 insertions(+), 18 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..be65136 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
@@ -240,13 +240,18 @@
// 4. 波动率过滤（必须在合理范围内）
boolean volatilityFilter = isVolatilityInRange(volatility);
- if (macdPositive && volatilityFilter && isMacdFavorable) {
- log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}",
- isMacdFavorable, macdPositive, volatilityFilter);
- }
+ // 5. 底背离检查（增强多头信号可靠性）
+ boolean isBottomDivergence = MACDCalculator.isBottomDivergence(closePrices, macdResult);
// 所有条件必须同时满足
- return macdPositive && volatilityFilter && isMacdFavorable;
+ boolean result = macdPositive && volatilityFilter && (isMacdFavorable || isBottomDivergence);
+
+ if (result) {
+ log.info("多头信号形成, MACD有利状态: {}, 柱状线为正: {}, 波动率过滤: {}, 底背离: {}",
+ isMacdFavorable, macdPositive, volatilityFilter, isBottomDivergence);
+ }
+
+ return result;
}
/**
@@ -267,13 +272,18 @@
// 4. 波动率过滤（必须在合理范围内）
boolean volatilityFilter = isVolatilityInRange(volatility);
- if (macdNegative && volatilityFilter && isMacdFavorable) {
- log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}",
- isMacdFavorable, macdNegative, volatilityFilter);
- }
+ // 5. 顶背离检查（增强空头信号可靠性）
+ boolean isTopDivergence = MACDCalculator.isTopDivergence(closePrices, macdResult);
// 所有条件必须同时满足
- return macdNegative && volatilityFilter && isMacdFavorable;
+ boolean result = macdNegative && volatilityFilter && (isMacdFavorable || isTopDivergence);
+
+ if (result) {
+ log.info("空头信号形成, MACD有利状态: {}, 柱状线为负: {}, 波动率过滤: {}, 顶背离: {}",
+ isMacdFavorable, macdNegative, volatilityFilter, isTopDivergence);
+ }
+
+ return result;
}
/**
@@ -346,14 +356,16 @@
// 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 +413,15 @@
boolean isDeathCross = prevPrev.getDif().compareTo(prevPrev.getDea()) >= 0 &&
previous.getDif().compareTo(previous.getDea()) < 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 &&
- previous.getMacdHist().compareTo(BigDecimal.ZERO) < 0 &&
- previous.getMacdHist().abs().compareTo(latest.getMacdHist().abs()) > 0;
+ boolean isDown = latest.getDif().compareTo(BigDecimal.ZERO) < 0 && latest.getDea().compareTo(BigDecimal.ZERO) < 0;
+
+ // 优化后的死叉柱状线条件：空头趋势中，死叉应伴随柱状线扩张（绝对值增大）
+ boolean isExpanding = 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 && isExpanding && isDown;
}
/**
--
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