diff --git a/bitmart/三分之一策略交易.py b/bitmart/三分之一策略交易.py index 55b08f8..1ced595 100644 --- a/bitmart/三分之一策略交易.py +++ b/bitmart/三分之一策略交易.py @@ -263,23 +263,36 @@ class BitmartFuturesTransaction: long_trigger = prev_entity_lower + prev_entity / 3 # 做多触发价 = 实体下边 + 实体/3(下三分之一处) short_trigger = prev_entity_upper - prev_entity / 3 # 做空触发价 = 实体上边 - 实体/3(上三分之一处) + # 上一根阴线 + 当前阳线:做多形态,不按上一根K线上三分之一做空 + prev_is_bearish = prev_kline['close'] < prev_kline['open'] + current_is_bullish = current_kline['close'] > current_kline['open'] + skip_short_by_upper_third = prev_is_bearish and current_is_bullish + # 上一根阳线 + 当前阴线:做空形态,不按上一根K线下三分之一做多 + prev_is_bullish = prev_kline['close'] > prev_kline['open'] + current_is_bearish = current_kline['close'] < current_kline['open'] + skip_long_by_lower_third = prev_is_bullish and current_is_bearish + logger.info(f"当前价格: {current_price:.2f}, 上一根实体: {prev_entity:.4f}") logger.info(f"上一根实体上边: {prev_entity_upper:.2f}, 下边: {prev_entity_lower:.2f}") logger.info(f"做多触发价(下1/3): {long_trigger:.2f}, 做空触发价(上1/3): {short_trigger:.2f}") + if skip_short_by_upper_third: + logger.info("上一根阴线+当前阳线(做多形态),不按上三分之一做空") + if skip_long_by_lower_third: + logger.info("上一根阳线+当前阴线(做空形态),不按下三分之一做多") # 无持仓时检查开仓信号 if self.start == 0: - if current_price >= long_trigger: + if current_price >= long_trigger and not skip_long_by_lower_third: logger.info(f"触发做多信号!价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}") return ('long', long_trigger) - elif current_price <= short_trigger: + elif current_price <= short_trigger and not skip_short_by_upper_third: logger.info(f"触发做空信号!价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}") return ('short', short_trigger) # 持仓时检查反手信号 elif self.start == 1: # 持多仓 - # 反手条件1: 价格跌到上一根K线的上三分之一处(做空触发价) - if current_price <= short_trigger: + # 反手条件1: 价格跌到上一根K线的上三分之一处(做空触发价);上一根阴线+当前阳线做多时跳过 + if current_price <= short_trigger and not skip_short_by_upper_third: logger.info(f"持多反手做空!价格 {current_price:.2f} <= 触发价(上1/3) {short_trigger:.2f}") return ('reverse_short', short_trigger) @@ -291,8 +304,8 @@ class BitmartFuturesTransaction: return ('reverse_short', prev_entity_lower) elif self.start == -1: # 持空仓 - # 反手条件1: 价格涨到上一根K线的下三分之一处(做多触发价) - if current_price >= long_trigger: + # 反手条件1: 价格涨到上一根K线的下三分之一处(做多触发价);上一根阳线+当前阴线做空时跳过 + if current_price >= long_trigger and not skip_long_by_lower_third: logger.info(f"持空反手做多!价格 {current_price:.2f} >= 触发价(下1/3) {long_trigger:.2f}") return ('reverse_long', long_trigger)