mike
657dc41c46
- OKX交易自动化 (okx-auto-position, okx-crypto, okx-exchange) - 交易信号处理 (signal-confirmation-templates, trading-signal-aggregator) - 量化因子挖掘 (quant-factor-mining) - 长桥集成 (longbridge-cli, longbridge-python-sdk) - 六合彩分析 (lottery-hk) - 股息投资 (dividend-investing, dividend-scanner) - 日内交易 (intraday-trading) - 同花顺 (tonghuashun)
2.0 KiB
2.0 KiB
Trend Analysis for Position Decisions
Use EMA12/EMA26 slope on 4H candles to determine if position direction is correct.
Algorithm
def calc_ema(closes, period):
if len(closes) < period:
return closes[-1]
multiplier = 2 / (period + 1)
ema = closes[0]
for price in closes[1:]:
ema = (price - ema) * multiplier + ema
return ema
def analyze_trend(inst_id):
# Get 4H candles
candles = get_candles(inst_id, "4H", 30)
closes = [c.close for c in candles]
ema12 = calc_ema(closes[-12:], 12)
ema26 = calc_ema(closes[-26:], 26)
slope = (ema12 - ema26) / ema26 * 100
if slope > 0.5: return 'strong_up'
if slope < -0.5: return 'strong_down'
if abs(slope) < 0.1: return 'ranging'
return 'weak_trend'
Position Decision Rules
| 趋势 | 做多持仓 | 做空持仓 |
|---|---|---|
| strong_up | ✅ 持有 | ❌ 平仓 |
| weak_up | ✅ 持有 | ⚠️ 观察 |
| ranging | ⚠️ 观察 | ⚠️ 观察 |
| weak_down | ⚠️ 观察 | ✅ 持有 |
| strong_down | ❌ 平仓 | ✅ 持有 |
Decision Flow
信号/定期检查
↓
分析趋势 (EMA12 vs EMA26)
↓
├─ 趋势正确 + 保证金充足 → 加仓
├─ 趋势正确 + 保证金不足 → 持有
├─ 趋势错误 → 平仓
└─ 无趋势 → 观察或平仓
Real Example (2026-07-02)
| 币种 | 方向 | EMA12 | EMA26 | 斜率 | 趋势 | 决定 |
|---|---|---|---|---|---|---|
| ETH | 🟩多 | 1646.37 | 1616.26 | +1.86% | strong_up | ✅ 持有 |
| BTC | 🟥空 | 60567 | 60090 | +0.79% | strong_up | ❌ 平仓 |
| SNDK | 🟩多 | 1961.92 | 2029.02 | -3.31% | strong_down | ❌ 平仓 |
| SKHYNIX | 🟩多 | 1513.35 | 1605.48 | -5.74% | strong_down | ❌ 平仓 |
| MU | 🟩多 | 1032.60 | 1075.03 | -3.95% | strong_down | ❌ 平仓 |
| HYPE | 🟥空 | 64.90 | 64.29 | +0.96% | strong_up | ❌ 平仓 |
| SOL | 🟥空 | 78.81 | 76.28 | +3.31% | strong_up | ❌ 平仓 |
Result: Closed 6 incorrect positions, kept ETH (trend correct).