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lm_code/open_fifth_strategy/README.md
2026-02-02 13:11:09 +08:00

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# 基于开盘价的五分之一策略
策略规则1111
- **做多触发价** = 当前K线开盘价 + 前一根实体/5
- **做空触发价** = 当前K线开盘价 - 前一根实体/5
- **前一根有效K线**:实体 ≥ 0.1
## 执行逻辑
- 当前K线最高价 ≥ 做多触发价 → 做多信号
- 当前K线最低价 ≤ 做空触发价 → 做空信号
- 同根K线多空都触及时用1分钟K线判断先后
- 触及信号则开仓或反手同根3分钟K线只交易一次
## 运行
```bash
cd /path/to/lm_code
python open_fifth_strategy/main.py
```
## 配置
`config.py` 中修改 API、合约、杠杆等参数。