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/TradingStrategy.java | 110 +++++++++++++++++++++++++++++++++++++------------------
1 files changed, 74 insertions(+), 36 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 0b8cae4..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;
}
/**
@@ -748,13 +768,25 @@
// 2. 价格触及BOLL上轨且KDJ超买 → 卖出信号
// 3. 价格回归BOLL中轨 → 平仓信号
- // 价格触及BOLL下轨
- boolean isPriceNearBollLower = currentPrice.compareTo(boll.getLower()) >= 0 &&
- currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.005"))) <= 0;
+ // 检查KDJ极端超买超卖情况
+ boolean isKdjJExtremeOverbought = kdj.getJ().compareTo(new BigDecimal("100")) > 0;
+ boolean isKdjJExtremeOversold = kdj.getJ().compareTo(new BigDecimal("10")) < 0;
- // 价格触及BOLL上轨
+ // 价格触及BOLL下轨（基础条件）
+ boolean isPriceNearBollLower = currentPrice.compareTo(boll.getLower()) >= 0 &&
+ currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.01"))) <= 0;
+
+ // 价格触及BOLL上轨（基础条件）
boolean isPriceNearBollUpper = currentPrice.compareTo(boll.getUpper()) <= 0 &&
- currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.995"))) >= 0;
+ currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.99"))) >= 0;
+
+ // 当KDJ-J极度超买/超卖时，放宽BOLL边界要求
+ if (isKdjJExtremeOverbought) {
+ isPriceNearBollUpper = currentPrice.compareTo(boll.getUpper().multiply(new BigDecimal("0.985"))) >= 0;
+ }
+ if (isKdjJExtremeOversold) {
+ isPriceNearBollLower = currentPrice.compareTo(boll.getLower().multiply(new BigDecimal("1.015"))) <= 0;
+ }
// 价格回归BOLL中轨附近
boolean isPriceNearBollMid = currentPrice.compareTo(boll.getMid().multiply(new BigDecimal("0.998"))) >= 0 &&
@@ -766,19 +798,25 @@
// KDJ超买（使用调整后的阈值）
boolean isKdjOverbought = kdj.getJ().compareTo(new BigDecimal(85)) > 0;
- // 成交量验证（当前成交量大于20周期均值的1.2倍）
- boolean isVolumeValid = volumeConfirm(volume) &&
- volume.get(volume.size() - 1).compareTo(calculateMA(volume, config.getVolumeMaPeriod()).multiply(new BigDecimal("1.2"))) > 0;
+ // RSI超卖（<30）
+ boolean isRsiOversold = rsi.getRsi().compareTo(new BigDecimal(30)) < 0;
- // 开多逻辑：价格触及BOLL下轨且KDJ超卖且有成交量支持
- if (isPriceNearBollLower && isKdjOversold && isVolumeValid && !hasLongPosition && !hasShortPosition) {
- log.info("区间交易：价格触及BOLL下轨({}), KDJ-J值({})超卖，生成买入信号", boll.getLower(), kdj.getJ());
+ // RSI超买（>70）
+ boolean isRsiOverbought = rsi.getRsi().compareTo(new BigDecimal(70)) > 0;
+
+ // 成交量验证（当前成交量大于20周期均值的1.1倍）
+ boolean isVolumeValid = volumeConfirm(volume) &&
+ volume.get(volume.size() - 1).compareTo(calculateMA(volume, config.getVolumeMaPeriod()).multiply(new BigDecimal("1.1"))) > 0;
+
+ // 开多逻辑：价格触及BOLL下轨且KDJ超卖且RSI超卖且有成交量支持
+ if (isPriceNearBollLower && isKdjOversold && isRsiOversold && isVolumeValid && !hasLongPosition && !hasShortPosition) {
+ log.info("区间交易：价格触及BOLL下轨({}), KDJ-J值({})超卖，RSI({})超卖，生成买入信号", boll.getLower(), kdj.getJ(), rsi.getRsi());
return SignalType.BUY;
}
- // 开空逻辑：价格触及BOLL上轨且KDJ超买且有成交量支持
- if (isPriceNearBollUpper && isKdjOverbought && isVolumeValid && !hasLongPosition && !hasShortPosition) {
- log.info("区间交易：价格触及BOLL上轨({}), KDJ-J值({})超买，生成卖出信号", boll.getUpper(), kdj.getJ());
+ // 开空逻辑：价格触及BOLL上轨且KDJ超买且RSI超买且有成交量支持
+ if (isPriceNearBollUpper && isKdjOverbought && isRsiOverbought && isVolumeValid && !hasLongPosition && !hasShortPosition) {
+ log.info("区间交易：价格触及BOLL上轨({}), KDJ-J值({})超买，RSI({})超买，生成卖出信号", boll.getUpper(), kdj.getJ(), rsi.getRsi());
return SignalType.SELL;
}
--
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