From a8cc19ace8ba3c573afbb656c1c7d233c5e315d4 Mon Sep 17 00:00:00 2001
From: Administrator <15274802129@163.com>
Date: Wed, 24 Dec 2025 15:36:02 +0800
Subject: [PATCH] feat(trading): 优化区间交易策略的信号生成逻辑
---
src/main/java/com/xcong/excoin/modules/okxNewPrice/indicator/TradingStrategy.java | 46 ++++++++++++++++++++++++++++++++--------------
1 files changed, 32 insertions(+), 14 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..9e6bd52 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
@@ -748,13 +748,25 @@
// 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 +778,25 @@
// 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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