From 81e84c3bb307e2a786d383fad7e14c0c2b4d897e Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 24 Dec 2025 18:09:28 +0800
Subject: [PATCH] feat(okxNewPrice): 添加MACD+MA复合交易策略实现
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java | 95 +++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 87 insertions(+), 8 deletions(-)
diff --git a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
index 92c91b9..0cd2a15 100644
--- a/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
+++ b/src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/MACD.java
@@ -15,15 +15,47 @@
* 1. DIF = EMA(12) - EMA(26)
* 2. DEA = EMA(DIF, 9)
* 3. MACD柱状图 = (DIF - DEA) * 2
+ *
+ * 作用：
+ * 1. 识别趋势方向和动能变化
+ * 2. DIF上穿DEA形成金叉，提示买入信号
+ * 3. DIF下穿DEA形成死叉，提示卖出信号
+ * 4. MACD柱状图由负转正，提示多头力量增强
+ * 5. MACD柱状图由正转负，提示空头力量增强
+ *
+ * 价格参数类型：
+ * - 参数名称：prices
+ * - 参数类型：List<BigDecimal>
+ * - 参数说明：需要至少2个价格数据点用于计算，数据越多计算越准确
+ *
+ * 推荐时间粒度及优缺点：
+ * 1. 1分钟(1m)：
+ * - 优点：反应迅速，适合超短线交易
+ * - 缺点：MACD柱状图波动剧烈，信号频繁
+ * 2. 5分钟(5m)：
+ * - 优点：平衡了反应速度和信号可靠性
+ * - 缺点：仍有一定噪音
+ * 3. 15分钟(15m)：
+ * - 优点：适合日内交易，信号较为可靠
+ * - 缺点：反应速度较慢
+ * 4. 1小时(1h)及以上：
+ * - 优点：趋势信号明确，MACD柱状图变化稳定
+ * - 缺点：反应滞后，不适合短线交易
*/
@Slf4j
@Getter
@Setter
public class MACD extends IndicatorBase {
- private static final int FAST_PERIOD = 12;
- private static final int SLOW_PERIOD = 26;
- private static final int SIGNAL_PERIOD = 9;
+ // 默认周期参数
+ public static final int DEFAULT_FAST_PERIOD = 12;
+ public static final int DEFAULT_SLOW_PERIOD = 26;
+ public static final int DEFAULT_SIGNAL_PERIOD = 9;
+
+ // 动态周期参数
+ private int fastPeriod;
+ private int slowPeriod;
+ private int signalPeriod;
private BigDecimal dif = BigDecimal.ZERO;
private BigDecimal dea = BigDecimal.ZERO;
@@ -32,20 +64,41 @@
private BigDecimal prevSlowEMA = null;
private BigDecimal prevDea = null;
+ // 构造函数使用默认周期
+ public MACD() {
+ this.fastPeriod = DEFAULT_FAST_PERIOD;
+ this.slowPeriod = DEFAULT_SLOW_PERIOD;
+ this.signalPeriod = DEFAULT_SIGNAL_PERIOD;
+ }
+
/**
- * 计算MACD指标
+ * 计算MACD指标（使用当前周期设置）
* @param prices 价格列表
*/
public void calculate(List<BigDecimal> prices) {
+ calculate(prices, null);
+ }
+
+ /**
+ * 计算MACD指标，并支持动态周期调整
+ * @param prices 价格列表
+ * @param volatility 标准化波动率（百分比），用于动态调整周期
+ */
+ public void calculate(List<BigDecimal> prices, BigDecimal volatility) {
if (prices == null || prices.size() < 2) {
return;
}
+ // 如果提供了波动率，则动态调整周期
+ if (volatility != null) {
+ adjustPeriodsByVolatility(volatility);
+ }
+
// 计算快速EMA
- prevFastEMA = calculateEMA(prices, FAST_PERIOD, prevFastEMA);
+ prevFastEMA = calculateEMA(prices, fastPeriod, prevFastEMA);
// 计算慢速EMA
- prevSlowEMA = calculateEMA(prices, SLOW_PERIOD, prevSlowEMA);
+ prevSlowEMA = calculateEMA(prices, slowPeriod, prevSlowEMA);
// 计算DIF
dif = prevFastEMA.subtract(prevSlowEMA).setScale(8, RoundingMode.HALF_UP);
@@ -53,13 +106,39 @@
// 计算DEA
List<BigDecimal> difList = new ArrayList<>();
difList.add(dif);
- prevDea = calculateEMA(difList, SIGNAL_PERIOD, prevDea);
+ prevDea = calculateEMA(difList, signalPeriod, prevDea);
dea = prevDea.setScale(8, RoundingMode.HALF_UP);
// 计算MACD柱状图
macdBar = dif.subtract(dea).multiply(new BigDecimal(2)).setScale(8, RoundingMode.HALF_UP);
- log.debug("MACD计算结果 - DIF: {}, DEA: {}, MACD柱状图: {}", dif, dea, macdBar);
+ log.info("MACD计算结果 - DIF: {}, DEA: {}, MACD柱状图: {}, 参数: fast={}, slow={}, signal={}",
+ dif, dea, macdBar, fastPeriod, slowPeriod, signalPeriod);
+ }
+
+ /**
+ * 根据波动率调整MACD周期参数
+ * @param volatility 标准化波动率（百分比）
+ */
+ private void adjustPeriodsByVolatility(BigDecimal volatility) {
+ // 波动率阈值
+ BigDecimal volatilityThreshold = new BigDecimal(15);
+
+ // 根据波动率调整MACD参数
+ if (volatility.compareTo(volatilityThreshold) < 0) {
+ // 低波动率环境，使用默认参数
+ fastPeriod = DEFAULT_FAST_PERIOD;
+ slowPeriod = DEFAULT_SLOW_PERIOD;
+ signalPeriod = DEFAULT_SIGNAL_PERIOD;
+ } else {
+ // 高波动率环境，使用更灵敏的参数
+ fastPeriod = 8;
+ slowPeriod = 17;
+ signalPeriod = 5;
+ }
+
+ log.info("根据波动率{}调整MACD周期: fast={}, slow={}, signal={}",
+ volatility, fastPeriod, slowPeriod, signalPeriod);
}
/**
--
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