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
def ontick():
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
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]-bb[2][-1])/bb[1][-1] < gap:
return
'''if records[-1]['Close'] < bb[2][-1]:
exchange.Buy(-1,account.Balance*0.1)
Log('逆向开多')
if records[-1]['Close'] > bb[0][-1]:
exchange.Sell(-1,account.Stocks*0.1)
Log('逆向开空')
'''
else:
if move[-1]>move[-2] and 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[-1]['Close'] > mabt[-1]:
exchange.Buy(-1,account.Balance*0.1)
Log('开多')
if move[-1]<move[-2] and 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[-1]['Close'] < mabd[-1]:
exchange.Sell(-1,account.Stocks)
Log('开空')
'''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]:
exchange.Sell(-1,account.Stocks)
Log('平多')
if bb[2][-1] > mabd[-1] and bb[2][-2] < mabd[-2]:
exchange.Buy(-1,account.Balance)
Log('平空')'''
def main():
while True:
ontick()
Sleep(30000)