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GitHubandClaude Opus 4.8
7f1bc645c2
- New strategies: dmi_trend, cci_breakout, mfi_volume, trix_cross, mtm_momentum - run_all_strategies.py --show: dual-axis equity curve vs stock price chart - zhuoyao_momentum strategy (from earlier commit) - README: updated strategy table (9→15), changelog, demo screenshots - Bump version to 1.8.2 Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
32 lines
1.0 KiB
Python
32 lines
1.0 KiB
Python
"""TRIX 三重平滑趋势策略。
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TRIX 上穿信号线（TRIX_MA）买入；下穿卖出。
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TRIX 对收盘价做三次 EMA 平滑再算变化率，比 MACD 多一层过滤，
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能有效屏蔽短期噪音，减少震荡市的假信号。
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适合中长线趋势跟踪，信号比 MACD 更少但更干净。
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用法::
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easy-tdx backtest SZ 000001 --strategy-file strategies/trix_cross.py --count 2000 --table
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"""
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from easy_tdx import MyTT
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from easy_tdx.backtest import Strategy, crossover
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class TRIXCrossStrategy(Strategy):
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"""TRIX 三重平滑趋势策略。"""
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def init(self) -> None:
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# TRIX 返回 2 个数组: TRIX, TRMA（信号线）
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self.trix, self.trma = self.I(MyTT.TRIX, self.data.close)
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self.golden = crossover(self.trix, self.trma)
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self.death = crossover(self.trma, self.trix)
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def next(self) -> None:
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if self.golden[self._bar_index] and self.position["size"] == 0:
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self.buy(size=0)
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elif self.death[self._bar_index] and self.position["size"] > 0:
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self.sell(size=0)
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