布林带突破与回撤结合策略 开仓信号:布林带上轨均线金叉,布林带宽放大,中轨向上,开多。反之开空 平仓信号:布林带收窄,上轨均线死叉 逆向信号:布林带回撤
信号还在过滤中
import numpy as np import talib import time if period == 1: per = PERIOD_M1 if period == 2: per = PERIOD_M3 if period == 3: per = PERIOD_M5 if period == 4: per = PERIOD_M15 if period == 5: per = PERIOD_M30 if period == 6: per = PERIOD_H1 status=0 #多:1 空:2 position = 0 def ontick(): global position records = exchange.GetRecords(per) #------------指标计算--------- #rsi = TA.RSI(records,14) #if rsi[-1] > 65 or rsi[-1] < 35: # return bb = talib.BBANDS(records.Close,timeperiod=bo, nbdevup=2, nbdevdn=2, matype=0) #计算BB rsi = talib.RSI(records.Close,timeperiod=12) cmi = talib.CMO(records.Close,timeperiod=12) print(cmi[-1]) move = talib.SMA(records.Close,ma2)#收盘价ma mabt = talib.SMA(bb[0],ma)#上轨ma mabd = talib.SMA(bb[2],ma)#下跪ma account = exchange.GetAccount() if bb[0][-1] > mabt[-1] and bb[0][-2] < mabt[-2] and bb[2][-1] < bb[2][-2] and bb[1][-1] > bb[1][-2] and records.Close[-1] > move[-1] and rsi[-1]>60: position += 1 exchange.Buy(-1,account.Balance*0.1) #log('向上突破开多 '+ str(close[-1])) if bb[2][-1] < mabd[-1] and bb[2][-2] > mabd[-2] and bb[0][-1] > bb[0][-2] and bb[1][-1] < bb[1][-2] and records.Close[-1] < move[-1] and rsi[-1]<40: position -= 1 exchange.Sell(-1,account.Stocks*0.1) #log('向下突破开空 '+ str(close[-1])) if bb[0][-1]-bb[2][-1] < bb[0][-2]-bb[2][-2]: if bb[0][-1] < mabt[-1] and bb[0][-2] > mabt[-2] and position> 0: position -= 1 exchange.Sell(-1,account.Stocks*0.1) #log('多单平仓 '+ str(close[-1])) if bb[2][-1] > mabd[-1] and bb[2][-2] < mabd[-2] and position < 0: position += 1 exchange.Buy(-1,account.Balance*0.1) #log('空单平仓 '+ str(close[-1])) def main(): while True: ontick() Sleep(30000)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6