From 6d4c2127b45c37b02fc1b02a4feb8e6d6439b9e8 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Mon, 29 Dec 2025 14:16:28 +0800
Subject: [PATCH] fix(trading): 修复MACD策略信号处理逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java | 64 +++++++++++++++++++++-----------
1 files changed, 42 insertions(+), 22 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
index 9e6bd52..558ad79 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java
@@ -412,35 +412,55 @@
* @return 是否为震荡市场
*/
private boolean isRangeMarket(List<BigDecimal> prices) {
- // 强化的震荡市场判断条件
+ // 优化的震荡市场判断条件，放宽标准以减少RANGING信号频率
- // 1. 高级MA三线收敛（小于2%）
- boolean isMaConverged = advancedMA.calculatePercent().compareTo(new BigDecimal(2)) < 0;
+ // 1. 高级MA三线收敛（小于3%，放宽条件）
+ boolean isMaConverged = advancedMA.calculatePercent().compareTo(new BigDecimal(3)) < 0;
- // 2. RSI中性区间（40-60）
- boolean isRsiNeutral = rsi.getRsi().compareTo(new BigDecimal(40)) > 0 &&
- rsi.getRsi().compareTo(new BigDecimal(60)) < 0;
+ // 2. RSI中性区间（35-65，放宽条件）
+ boolean isRsiNeutral = rsi.getRsi().compareTo(new BigDecimal(35)) > 0 &&
+ rsi.getRsi().compareTo(new BigDecimal(65)) < 0;
- // 3. BOLL带宽收窄（小于0.05）
- boolean isBollNarrow = boll.calculateBandWidth().compareTo(new BigDecimal(0.05)) < 0;
+ // 3. BOLL带宽收窄（小于0.06，放宽条件）
+ boolean isBollNarrow = boll.calculateBandWidth().compareTo(new BigDecimal(0.06)) < 0;
- // 4. MACD柱状图趋近于0（多空力量平衡）
- boolean isMacdBalanced = macd.getMacdBar().abs().compareTo(new BigDecimal(0.01)) < 0;
+ // 4. MACD柱状图趋近于0（多空力量平衡，放宽条件）
+ boolean isMacdBalanced = macd.getMacdBar().abs().compareTo(new BigDecimal(0.02)) < 0;
- // 5. KDJ在中间区域波动（30-70）
- boolean isKdjNeutral = kdj.getK().compareTo(new BigDecimal(30)) > 0 &&
- kdj.getK().compareTo(new BigDecimal(70)) < 0 &&
- kdj.getD().compareTo(new BigDecimal(30)) > 0 &&
- kdj.getD().compareTo(new BigDecimal(70)) < 0 &&
- kdj.getJ().compareTo(new BigDecimal(30)) > 0 &&
- kdj.getJ().compareTo(new BigDecimal(70)) < 0;
+ // 5. KDJ在中间区域波动（25-75，放宽条件）
+ boolean isKdjNeutral = kdj.getK().compareTo(new BigDecimal(25)) > 0 &&
+ kdj.getK().compareTo(new BigDecimal(75)) < 0 &&
+ kdj.getD().compareTo(new BigDecimal(25)) > 0 &&
+ kdj.getD().compareTo(new BigDecimal(75)) < 0 &&
+ kdj.getJ().compareTo(new BigDecimal(20)) > 0 &&
+ kdj.getJ().compareTo(new BigDecimal(80)) < 0;
- // 6. 价格波动范围较小（最近20根K线最高价与最低价的比值小于1.05）
- boolean isPriceVolatilityLow = calculatePriceVolatility(prices).compareTo(new BigDecimal(1.05)) < 0;
+ // 6. 价格波动范围较小（最近20根K线最高价与最低价的比值小于1.06，放宽条件）
+ boolean isPriceVolatilityLow = calculatePriceVolatility(prices).compareTo(new BigDecimal(1.06)) < 0;
- // 综合判断：需要满足大部分条件
- return isMaConverged && isRsiNeutral && isBollNarrow &&
- (isMacdBalanced || isKdjNeutral || isPriceVolatilityLow);
+ // 综合判断：只需要满足部分条件即可，增加趋势信号的机会
+ int rangeConditionsMet = 0;
+ if (isMaConverged) {
+ rangeConditionsMet++;
+ }
+ if (isRsiNeutral) {
+ rangeConditionsMet++;
+ }
+ if (isBollNarrow) {
+ rangeConditionsMet++;
+ }
+ if (isMacdBalanced) {
+ rangeConditionsMet++;
+ }
+ if (isKdjNeutral) {
+ rangeConditionsMet++;
+ }
+ if (isPriceVolatilityLow) {
+ rangeConditionsMet++;
+ }
+
+ // 只有满足4个或以上条件才判定为震荡市场
+ return rangeConditionsMet >= 4;
}
/**
--
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