【量化】策略交易之随机指标策略（Stochastic）
一、随机指标（Stochastic）策略
👉🏻 核心思想：
随机指标 (Stochastic Oscillator, KD 指标) 是一种动量指标，用来衡量价格在一定时间窗口内所处的相对位置：
- 用 %K 衡量当前收盘价相对于最近 N 根 K 线的最高价和最低价的区间位置；
- 通常还会计算平滑过的 %D（%K 的移动平均）。
👉🏻 经典用法：
- 当 %K < 20 → 超卖区 → 视为买入信号；
- 当 %K > 80 → 超买区 → 视为卖出信号。
二、优缺点简析
👉🏻 优点
- ✅ 能灵敏捕捉到短期超买/超卖信号；
- ✅ 适合震荡区间策略，抓短线波段；
- ✅ 简单直观，容易理解。
👉🏻 缺点
- ❌ 在趋势行情中容易频繁产生假信号（因为震荡指标容易被趋势“带偏”）；
- ❌ 信号滞后，单独使用效果有限，需要搭配趋势判断过滤信号。
三、Python 实现（以 Binance 上的 DOGE/USDT 为例）
👉🏻 Python代码
# -*- coding: utf-8 -*-
# @Author: zhangfujie
# @Date: 2025-06-28 22:20:19
# @Last Modified by: zhangfujie
# @Last Modified time: 2025-06-28 22:20:26
# -*- coding: utf-8 -*-
from binance.client import Client
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.font_manager import FontProperties
import os
def get_chinese_font():
font_paths = [
"/System/Library/Fonts/PingFang.ttc",
"/System/Library/Fonts/Supplemental/PingFang.ttc",
"/Library/Fonts/PingFang.ttc",
]
for path in font_paths:
if os.path.exists(path):
return FontProperties(fname=path)
return None
chinese_font = get_chinese_font()
import matplotlib as mpl
if chinese_font:
mpl.rcParams['font.family'] = chinese_font.get_name()
mpl.rcParams['axes.unicode_minus'] = False
def stochastic_strategy():
client = Client()
symbol = "DOGEUSDT"
interval = Client.KLINE_INTERVAL_1HOUR
start_str = "1 Jan, 2025"
klines = client.get_historical_klines(symbol, interval, start_str)
df = pd.DataFrame(klines, columns=[
"timestamp", "open", "high", "low", "close", "volume",
"close_time", "quote_asset_volume", "number_of_trades",
"taker_buy_base", "taker_buy_quote", "ignore"
])
df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
df.set_index("timestamp", inplace=True)
df["high"] = df["high"].astype(float)
df["low"] = df["low"].astype(float)
df["close"] = df["close"].astype(float)
# 计算随机指标
period = 14
low_min = df["low"].rolling(window=period).min()
high_max = df["high"].rolling(window=period).max()
df["%K"] = 100 * (df["close"] - low_min) / (high_max - low_min)
df["%D"] = df["%K"].rolling(window=3).mean()
df.dropna(inplace=True)
usdt, coin = 1000, 0
equity_curve, trade_log = [], []
for i in range(1, len(df)):
row, prev = df.iloc[i], df.iloc[i - 1]
price = row["close"]
# 产生买卖信号
buy_signal = prev["%K"] < 20
sell_signal = prev["%K"] > 80
if buy_signal and coin == 0:
coin = usdt / price
trade_log.append(f"[BUY ] {row.name} 价格: {price:.4f} 买入: {coin:.2f} DOGE")
usdt = 0
elif sell_signal and coin > 0:
usdt = coin * price
trade_log.append(f"[SELL] {row.name} 价格: {price:.4f} 卖出: {coin:.2f} DOGE 获得: {usdt:.2f} USDT")
coin = 0
total = usdt + coin * price
equity_curve.append(total)
df = df.iloc[1:]
df["策略累计资产"] = equity_curve
df["策略收益率"] = df["策略累计资产"] / 1000 - 1
initial_price = df["close"].iloc[0]
hold_coins = 1000 / initial_price
df["持有累计资产"] = hold_coins * df["close"]
df["持有收益率"] = df["持有累计资产"] / 1000 - 1
fig, ax = plt.subplots(figsize=(12, 6))
df["持有收益率"].plot(ax=ax, label="持有收益率", color="blue")
df["策略收益率"].plot(ax=ax, label="策略收益率", color="green")
df["策略累计资产"].plot(ax=ax, label="策略累计资产 (USDT)", color="orange")
plt.title("Stochastic策略 vs 持有收益 vs 策略累计收益", fontproperties=chinese_font)
plt.xlabel("时间", fontproperties=chinese_font)
plt.ylabel("收益/资产", fontproperties=chinese_font)
plt.legend(prop=chinese_font)
plt.grid(True)
plt.tight_layout()
plt.show()
print("\n交易日志：")
for log in trade_log:
print(log)
final_value = usdt + coin * df.iloc[-1]['close']
print(f"\n最终持有资金: {usdt:.2f} USDT, 持币: {coin:.2f} DOGE")
print(f"策略累计收益: {final_value - 1000:.2f} USDT")
print(f"持有累计收益: {df['持有累计资产'].iloc[-1] - 1000:.2f} USDT")
if __name__ == '__main__':
stochastic_strategy()
👉🏻 运行图标
👉🏻 运行打印
交易日志：
[BUY ] 2025-01-04 16:00:00 价格: 0.3820 买入: 2617.87 DOGE
[SELL] 2025-01-04 23:00:00 价格: 0.3948 卖出: 2617.87 DOGE 获得: 1033.61 USDT
[BUY ] 2025-01-05 10:00:00 价格: 0.3833 买入: 2696.62 DOGE
[SELL] 2025-01-06 05:00:00 价格: 0.3868 卖出: 2696.62 DOGE 获得: 1043.00 USDT
[BUY ] 2025-01-07 12:00:00 价格: 0.3861 买入: 2701.65 DOGE
[SELL] 2025-01-10 07:00:00 价格: 0.3356 卖出: 2701.65 DOGE 获得: 906.65 USDT
[BUY ] 2025-01-12 09:00:00 价格: 0.3357 买入: 2701.08 DOGE
[SELL] 2025-01-13 21:00:00 价格: 0.3358 卖出: 2701.08 DOGE 获得: 907.08 USDT
[BUY ] 2025-01-15 10:00:00 价格: 0.3543 买入: 2560.56 DOGE
[SELL] 2025-01-15 14:00:00 价格: 0.3677 卖出: 2560.56 DOGE 获得: 941.44 USDT
[BUY ] 2025-01-16 09:00:00 价格: 0.3743 买入: 2515.20 DOGE
[SELL] 2025-01-16 13:00:00 价格: 0.3784 卖出: 2515.20 DOGE 获得: 951.65 USDT
[BUY ] 2025-01-18 05:00:00 价格: 0.3876 买入: 2454.99 DOGE
[SELL] 2025-01-19 02:00:00 价格: 0.4062 卖出: 2454.99 DOGE 获得: 997.24 USDT
[BUY ] 2025-01-19 09:00:00 价格: 0.3777 买入: 2640.16 DOGE
[SELL] 2025-01-19 18:00:00 价格: 0.3940 卖出: 2640.16 DOGE 获得: 1040.25 USDT
[BUY ] 2025-01-20 01:00:00 价格: 0.3514 买入: 2960.30 DOGE
[SELL] 2025-01-20 12:00:00 价格: 0.3701 卖出: 2960.30 DOGE 获得: 1095.55 USDT
[BUY ] 2025-01-21 01:00:00 价格: 0.3446 买入: 3179.10 DOGE
[SELL] 2025-01-24 06:00:00 价格: 0.3568 卖出: 3179.10 DOGE 获得: 1134.30 USDT
[BUY ] 2025-01-24 20:00:00 价格: 0.3525 买入: 3218.15 DOGE
[SELL] 2025-01-25 22:00:00 价格: 0.3574 卖出: 3218.15 DOGE 获得: 1150.20 USDT
[BUY ] 2025-01-26 10:00:00 价格: 0.3504 买入: 3282.53 DOGE
[SELL] 2025-01-27 16:00:00 价格: 0.3214 卖出: 3282.53 DOGE 获得: 1054.87 USDT
[BUY ] 2025-01-28 13:00:00 价格: 0.3318 买入: 3179.44 DOGE
[SELL] 2025-01-29 07:00:00 价格: 0.3323 卖出: 3179.44 DOGE 获得: 1056.65 USDT
[BUY ] 2025-01-29 15:00:00 价格: 0.3243 买入: 3258.56 DOGE
[SELL] 2025-01-30 03:00:00 价格: 0.3331 卖出: 3258.56 DOGE 获得: 1085.33 USDT
[BUY ] 2025-01-30 21:00:00 价格: 0.3317 买入: 3271.53 DOGE
[SELL] 2025-01-31 13:00:00 价格: 0.3357 卖出: 3271.53 DOGE 获得: 1098.22 USDT
[BUY ] 2025-01-31 19:00:00 价格: 0.3278 买入: 3349.97 DOGE
[SELL] 2025-02-03 11:00:00 价格: 0.2540 卖出: 3349.97 DOGE 获得: 851.06 USDT
[BUY ] 2025-02-04 06:00:00 价格: 0.2650 买入: 3212.03 DOGE
[SELL] 2025-02-05 12:00:00 价格: 0.2658 卖出: 3212.03 DOGE 获得: 853.92 USDT
[BUY ] 2025-02-05 18:00:00 价格: 0.2550 买入: 3348.30 DOGE
[SELL] 2025-02-06 06:00:00 价格: 0.2657 卖出: 3348.30 DOGE 获得: 889.61 USDT
[BUY ] 2025-02-06 15:00:00 价格: 0.2492 买入: 3569.15 DOGE
[SELL] 2025-02-07 10:00:00 价格: 0.2533 卖出: 3569.15 DOGE 获得: 903.92 USDT
[BUY ] 2025-02-07 21:00:00 价格: 0.2419 买入: 3737.54 DOGE
[SELL] 2025-02-08 12:00:00 价格: 0.2476 卖出: 3737.54 DOGE 获得: 925.41 USDT
[BUY ] 2025-02-09 14:00:00 价格: 0.2507 买入: 3691.17 DOGE
[SELL] 2025-02-10 08:00:00 价格: 0.2527 卖出: 3691.17 DOGE 获得: 932.83 USDT
[BUY ] 2025-02-11 14:00:00 价格: 0.2595 买入: 3594.18 DOGE
[SELL] 2025-02-12 12:00:00 价格: 0.2566 卖出: 3594.18 DOGE 获得: 922.12 USDT
[BUY ] 2025-02-13 07:00:00 价格: 0.2584 买入: 3568.03 DOGE
[SELL] 2025-02-13 22:00:00 价格: 0.2616 卖出: 3568.03 DOGE 获得: 933.47 USDT
[BUY ] 2025-02-14 23:00:00 价格: 0.2718 买入: 3434.40 DOGE
[SELL] 2025-02-15 03:00:00 价格: 0.2787 卖出: 3434.40 DOGE 获得: 957.06 USDT
[BUY ] 2025-02-15 17:00:00 价格: 0.2722 买入: 3516.55 DOGE
[SELL] 2025-02-17 15:00:00 价格: 0.2603 卖出: 3516.55 DOGE 获得: 915.29 USDT
[BUY ] 2025-02-17 16:00:00 价格: 0.2573 买入: 3557.14 DOGE
[SELL] 2025-02-19 07:00:00 价格: 0.2539 卖出: 3557.14 DOGE 获得: 903.23 USDT
[BUY ] 2025-02-20 15:00:00 价格: 0.2510 买入: 3599.23 DOGE
[SELL] 2025-02-21 13:00:00 价格: 0.2608 卖出: 3599.23 DOGE 获得: 938.72 USDT
[BUY ] 2025-02-21 18:00:00 价格: 0.2465 买入: 3808.64 DOGE
[SELL] 2025-02-22 10:00:00 价格: 0.2435 卖出: 3808.64 DOGE 获得: 927.29 USDT
[BUY ] 2025-02-23 04:00:00 价格: 0.2442 买入: 3797.57 DOGE
[SELL] 2025-02-23 08:00:00 价格: 0.2466 卖出: 3797.57 DOGE 获得: 936.37 USDT
[BUY ] 2025-02-23 13:00:00 价格: 0.2449 买入: 3823.78 DOGE
[SELL] 2025-02-25 21:00:00 价格: 0.2124 卖出: 3823.78 DOGE 获得: 812.13 USDT
[BUY ] 2025-02-26 13:00:00 价格: 0.2054 买入: 3954.29 DOGE
[SELL] 2025-02-27 07:00:00 价格: 0.2087 卖出: 3954.29 DOGE 获得: 825.26 USDT
[BUY ] 2025-02-27 20:00:00 价格: 0.2029 买入: 4067.73 DOGE
[SELL] 2025-02-28 16:00:00 价格: 0.1983 卖出: 4067.73 DOGE 获得: 806.75 USDT
[BUY ] 2025-03-01 14:00:00 价格: 0.2008 买入: 4016.89 DOGE
[SELL] 2025-03-01 22:00:00 价格: 0.2067 卖出: 4016.89 DOGE 获得: 830.17 USDT
[BUY ] 2025-03-02 14:00:00 价格: 0.2024 买入: 4102.65 DOGE
[SELL] 2025-03-02 17:00:00 价格: 0.2311 卖出: 4102.65 DOGE 获得: 948.00 USDT
[BUY ] 2025-03-03 07:00:00 价格: 0.2225 买入: 4260.67 DOGE
[SELL] 2025-03-04 19:00:00 价格: 0.2005 卖出: 4260.67 DOGE 获得: 854.14 USDT
[BUY ] 2025-03-06 14:00:00 价格: 0.2044 买入: 4178.95 DOGE
[SELL] 2025-03-07 11:00:00 价格: 0.2043 卖出: 4178.95 DOGE 获得: 853.80 USDT
[BUY ] 2025-03-08 04:00:00 价格: 0.1994 买入: 4281.85 DOGE
[SELL] 2025-03-10 08:00:00 价格: 0.1709 卖出: 4281.85 DOGE 获得: 731.64 USDT
[BUY ] 2025-03-10 15:00:00 价格: 0.1672 买入: 4375.32 DOGE
[SELL] 2025-03-11 08:00:00 价格: 0.1597 卖出: 4375.32 DOGE 获得: 698.83 USDT
[BUY ] 2025-03-13 14:00:00 价格: 0.1682 买入: 4154.24 DOGE
[SELL] 2025-03-14 04:00:00 价格: 0.1691 卖出: 4154.24 DOGE 获得: 702.32 USDT
[BUY ] 2025-03-16 02:00:00 价格: 0.1735 买入: 4048.39 DOGE
[SELL] 2025-03-17 02:00:00 价格: 0.1716 卖出: 4048.39 DOGE 获得: 694.58 USDT
[BUY ] 2025-03-18 02:00:00 价格: 0.1686 买入: 4119.71 DOGE
[SELL] 2025-03-18 23:00:00 价格: 0.1680 卖出: 4119.71 DOGE 获得: 692.19 USDT
[BUY ] 2025-03-20 10:00:00 价格: 0.1714 买入: 4037.29 DOGE
[SELL] 2025-03-21 21:00:00 价格: 0.1688 卖出: 4037.29 DOGE 获得: 681.41 USDT
[BUY ] 2025-03-22 15:00:00 价格: 0.1680 买入: 4055.07 DOGE
[SELL] 2025-03-23 07:00:00 价格: 0.1696 卖出: 4055.07 DOGE 获得: 687.82 USDT
[BUY ] 2025-03-26 20:00:00 价格: 0.1967 买入: 3496.09 DOGE
[SELL] 2025-03-27 04:00:00 价格: 0.1987 卖出: 3496.09 DOGE 获得: 694.53 USDT
[BUY ] 2025-03-27 12:00:00 价格: 0.1936 买入: 3588.02 DOGE
[SELL] 2025-03-30 03:00:00 价格: 0.1707 卖出: 3588.02 DOGE 获得: 612.58 USDT
[BUY ] 2025-03-30 14:00:00 价格: 0.1688 买入: 3629.05 DOGE
[SELL] 2025-03-31 16:00:00 价格: 0.1668 卖出: 3629.05 DOGE 获得: 605.32 USDT
[BUY ] 2025-04-02 06:00:00 价格: 0.1681 买入: 3601.19 DOGE
[SELL] 2025-04-02 16:00:00 价格: 0.1737 卖出: 3601.19 DOGE 获得: 625.71 USDT
[BUY ] 2025-04-02 22:00:00 价格: 0.1630 买入: 3838.23 DOGE
[SELL] 2025-04-04 00:00:00 价格: 0.1619 卖出: 3838.23 DOGE 获得: 621.45 USDT
[BUY ] 2025-04-05 07:00:00 价格: 0.1694 买入: 3668.52 DOGE
[SELL] 2025-04-07 21:00:00 价格: 0.1499 卖出: 3668.52 DOGE 获得: 549.80 USDT
[BUY ] 2025-04-08 17:00:00 价格: 0.1452 买入: 3785.20 DOGE
[SELL] 2025-04-09 08:00:00 价格: 0.1464 卖出: 3785.20 DOGE 获得: 554.31 USDT
[BUY ] 2025-04-10 09:00:00 价格: 0.1566 买入: 3539.17 DOGE
[SELL] 2025-04-11 03:00:00 价格: 0.1567 卖出: 3539.17 DOGE 获得: 554.62 USDT
[BUY ] 2025-04-12 03:00:00 价格: 0.1588 买入: 3493.69 DOGE
[SELL] 2025-04-12 06:00:00 价格: 0.1631 卖出: 3493.69 DOGE 获得: 569.86 USDT
[BUY ] 2025-04-13 05:00:00 价格: 0.1645 买入: 3463.75 DOGE
[SELL] 2025-04-13 19:00:00 价格: 0.1630 卖出: 3463.75 DOGE 获得: 564.63 USDT
[BUY ] 2025-04-13 23:00:00 价格: 0.1626 买入: 3472.49 DOGE
[SELL] 2025-04-15 10:00:00 价格: 0.1595 卖出: 3472.49 DOGE 获得: 553.69 USDT
[BUY ] 2025-04-15 15:00:00 价格: 0.1559 买入: 3552.24 DOGE
[SELL] 2025-04-16 20:00:00 价格: 0.1552 卖出: 3552.24 DOGE 获得: 551.34 USDT
[BUY ] 2025-04-18 01:00:00 价格: 0.1540 买入: 3581.31 DOGE
[SELL] 2025-04-18 13:00:00 价格: 0.1565 卖出: 3581.31 DOGE 获得: 560.40 USDT
[BUY ] 2025-04-19 16:00:00 价格: 0.1566 买入: 3579.26 DOGE
[SELL] 2025-04-20 02:00:00 价格: 0.1584 卖出: 3579.26 DOGE 获得: 566.92 USDT
[BUY ] 2025-04-20 08:00:00 价格: 0.1564 买入: 3624.80 DOGE
[SELL] 2025-04-21 01:00:00 价格: 0.1603 卖出: 3624.80 DOGE 获得: 580.87 USDT
[BUY ] 2025-04-21 17:00:00 价格: 0.1573 买入: 3693.48 DOGE
[SELL] 2025-04-22 06:00:00 价格: 0.1617 卖出: 3693.48 DOGE 获得: 597.09 USDT
[BUY ] 2025-04-23 14:00:00 价格: 0.1791 买入: 3334.57 DOGE
[SELL] 2025-04-24 15:00:00 价格: 0.1784 卖出: 3334.57 DOGE 获得: 595.05 USDT
[BUY ] 2025-04-26 12:00:00 价格: 0.1820 买入: 3269.17 DOGE
[SELL] 2025-04-27 14:00:00 价格: 0.1816 卖出: 3269.17 DOGE 获得: 593.55 USDT
[BUY ] 2025-04-28 01:00:00 价格: 0.1750 买入: 3391.52 DOGE
[SELL] 2025-04-28 07:00:00 价格: 0.1813 卖出: 3391.52 DOGE 获得: 614.82 USDT
[BUY ] 2025-04-28 16:00:00 价格: 0.1755 买入: 3502.42 DOGE
[SELL] 2025-04-29 04:00:00 价格: 0.1776 卖出: 3502.42 DOGE 获得: 621.89 USDT
[BUY ] 2025-04-29 21:00:00 价格: 0.1758 买入: 3537.49 DOGE
[SELL] 2025-04-30 12:00:00 价格: 0.1720 卖出: 3537.49 DOGE 获得: 608.45 USDT
[BUY ] 2025-04-30 14:00:00 价格: 0.1697 买入: 3585.64 DOGE
[SELL] 2025-05-01 02:00:00 价格: 0.1744 卖出: 3585.64 DOGE 获得: 625.19 USDT
[BUY ] 2025-05-02 06:00:00 价格: 0.1804 买入: 3465.40 DOGE
[SELL] 2025-05-05 06:00:00 价格: 0.1734 卖出: 3465.40 DOGE 获得: 600.76 USDT
[BUY ] 2025-05-05 16:00:00 价格: 0.1698 买入: 3538.89 DOGE
[SELL] 2025-05-06 19:00:00 价格: 0.1689 卖出: 3538.89 DOGE 获得: 597.68 USDT
[BUY ] 2025-05-07 16:00:00 价格: 0.1712 买入: 3491.34 DOGE
[SELL] 2025-05-08 01:00:00 价格: 0.1741 卖出: 3491.34 DOGE 获得: 607.81 USDT
[BUY ] 2025-05-11 07:00:00 价格: 0.2303 买入: 2639.20 DOGE
[SELL] 2025-05-12 01:00:00 价格: 0.2349 卖出: 2639.20 DOGE 获得: 619.92 USDT
[BUY ] 2025-05-12 15:00:00 价格: 0.2324 买入: 2667.93 DOGE
[SELL] 2025-05-13 14:00:00 价格: 0.2266 卖出: 2667.93 DOGE 获得: 604.58 USDT
[BUY ] 2025-05-14 09:00:00 价格: 0.2356 买入: 2566.13 DOGE
[SELL] 2025-05-16 07:00:00 价格: 0.2258 卖出: 2566.13 DOGE 获得: 579.43 USDT
[BUY ] 2025-05-16 23:00:00 价格: 0.2211 买入: 2620.56 DOGE
[SELL] 2025-05-17 22:00:00 价格: 0.2135 卖出: 2620.56 DOGE 获得: 559.41 USDT
[BUY ] 2025-05-18 20:00:00 价格: 0.2230 买入: 2508.46 DOGE
[SELL] 2025-05-19 17:00:00 价格: 0.2240 卖出: 2508.46 DOGE 获得: 562.02 USDT
[BUY ] 2025-05-20 08:00:00 价格: 0.2216 买入: 2536.08 DOGE
[SELL] 2025-05-20 21:00:00 价格: 0.2262 卖出: 2536.08 DOGE 获得: 573.56 USDT
[BUY ] 2025-05-21 18:00:00 价格: 0.2268 买入: 2529.26 DOGE
[SELL] 2025-05-22 01:00:00 价格: 0.2402 卖出: 2529.26 DOGE 获得: 607.58 USDT
[BUY ] 2025-05-22 22:00:00 价格: 0.2409 买入: 2521.80 DOGE
[SELL] 2025-05-23 00:00:00 价格: 0.2467 卖出: 2521.80 DOGE 获得: 622.15 USDT
[BUY ] 2025-05-23 12:00:00 价格: 0.2324 买入: 2677.08 DOGE
[SELL] 2025-05-25 23:00:00 价格: 0.2249 卖出: 2677.08 DOGE 获得: 602.10 USDT
[BUY ] 2025-05-26 14:00:00 价格: 0.2245 买入: 2682.33 DOGE
[SELL] 2025-05-27 08:00:00 价格: 0.2286 卖出: 2682.33 DOGE 获得: 613.26 USDT
[BUY ] 2025-05-27 22:00:00 价格: 0.2260 买入: 2714.15 DOGE
[SELL] 2025-05-29 01:00:00 价格: 0.2240 卖出: 2714.15 DOGE 获得: 608.10 USDT
[BUY ] 2025-05-29 16:00:00 价格: 0.2188 买入: 2779.65 DOGE
[SELL] 2025-05-31 15:00:00 价格: 0.1918 卖出: 2779.65 DOGE 获得: 533.05 USDT
[BUY ] 2025-06-01 09:00:00 价格: 0.1875 买入: 2842.35 DOGE
[SELL] 2025-06-01 15:00:00 价格: 0.1918 卖出: 2842.35 DOGE 获得: 545.28 USDT
[BUY ] 2025-06-02 10:00:00 价格: 0.1901 买入: 2868.51 DOGE
[SELL] 2025-06-02 22:00:00 价格: 0.1948 卖出: 2868.51 DOGE 获得: 558.84 USDT
[BUY ] 2025-06-03 22:00:00 价格: 0.1941 买入: 2878.41 DOGE
[SELL] 2025-06-04 10:00:00 价格: 0.1955 卖出: 2878.41 DOGE 获得: 562.61 USDT
[BUY ] 2025-06-04 13:00:00 价格: 0.1919 买入: 2932.27 DOGE
[SELL] 2025-06-05 13:00:00 价格: 0.1891 卖出: 2932.27 DOGE 获得: 554.52 USDT
[BUY ] 2025-06-05 17:00:00 价格: 0.1798 买入: 3084.79 DOGE
[SELL] 2025-06-06 10:00:00 价格: 0.1764 卖出: 3084.79 DOGE 获得: 544.06 USDT
[BUY ] 2025-06-07 18:00:00 价格: 0.1826 买入: 2980.19 DOGE
[SELL] 2025-06-08 17:00:00 价格: 0.1847 卖出: 2980.19 DOGE 获得: 550.44 USDT
[BUY ] 2025-06-09 02:00:00 价格: 0.1823 买入: 3019.43 DOGE
[SELL] 2025-06-09 11:00:00 价格: 0.1864 卖出: 3019.43 DOGE 获得: 562.76 USDT
[BUY ] 2025-06-10 15:00:00 价格: 0.1911 买入: 2944.85 DOGE
[SELL] 2025-06-10 23:00:00 价格: 0.1985 卖出: 2944.85 DOGE 获得: 584.55 USDT
[BUY ] 2025-06-11 18:00:00 价格: 0.1959 买入: 2983.33 DOGE
[SELL] 2025-06-13 15:00:00 价格: 0.1778 卖出: 2983.33 DOGE 获得: 530.55 USDT
[BUY ] 2025-06-14 10:00:00 价格: 0.1770 买入: 2997.48 DOGE
[SELL] 2025-06-14 22:00:00 价格: 0.1777 卖出: 2997.48 DOGE 获得: 532.53 USDT
[BUY ] 2025-06-15 08:00:00 价格: 0.1750 买入: 3043.22 DOGE
[SELL] 2025-06-16 05:00:00 价格: 0.1775 卖出: 3043.22 DOGE 获得: 540.17 USDT
[BUY ] 2025-06-17 00:00:00 价格: 0.1743 买入: 3099.80 DOGE
[SELL] 2025-06-18 05:00:00 价格: 0.1714 卖出: 3099.80 DOGE 获得: 531.18 USDT
[BUY ] 2025-06-18 11:00:00 价格: 0.1687 买入: 3148.49 DOGE
[SELL] 2025-06-18 21:00:00 价格: 0.1710 卖出: 3148.49 DOGE 获得: 538.30 USDT
[BUY ] 2025-06-19 11:00:00 价格: 0.1690 买入: 3185.95 DOGE
[SELL] 2025-06-19 23:00:00 价格: 0.1709 卖出: 3185.95 DOGE 获得: 544.54 USDT
[BUY ] 2025-06-20 05:00:00 价格: 0.1682 买入: 3237.28 DOGE
[SELL] 2025-06-20 13:00:00 价格: 0.1702 卖出: 3237.28 DOGE 获得: 550.95 USDT
[BUY ] 2025-06-20 15:00:00 价格: 0.1660 买入: 3318.39 DOGE
[SELL] 2025-06-21 09:00:00 价格: 0.1639 卖出: 3318.39 DOGE 获得: 544.02 USDT
[BUY ] 2025-06-21 14:00:00 价格: 0.1604 买入: 3391.84 DOGE
[SELL] 2025-06-23 04:00:00 价格: 0.1528 卖出: 3391.84 DOGE 获得: 518.14 USDT
[BUY ] 2025-06-24 13:00:00 价格: 0.1628 买入: 3183.64 DOGE
[SELL] 2025-06-25 00:00:00 价格: 0.1662 卖出: 3183.64 DOGE 获得: 529.02 USDT
[BUY ] 2025-06-25 16:00:00 价格: 0.1638 买入: 3230.49 DOGE
[SELL] 2025-06-28 02:00:00 价格: 0.1617 卖出: 3230.49 DOGE 获得: 522.24 USDT
最终持有资金: 522.24 USDT, 持币: 0.00 DOGE
策略累计收益: -477.76 USDT
持有累计收益: -492.66 USDT
[Finished in 16.7s]
四、小结
- 本策略依据短期价格区间相对位置判断超买超卖：<20买入，>80卖出。
- 与RSI相似，优点是适合震荡行情、敏感度高；
- 缺点是面对趋势行情时容易产生反向假信号。
五、关于作者(ZFJ_张福杰)
- 官网：https://zfjsafe.com
- 博客：https://zfj1128.blog.csdn.net
- Github：https://github.com/zfjsyqk
- Gitee：https://gitee.com/zfj1128
- 打赏：https://zfjsafe.com/paycode