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新增实盘策略：FisherTrendStrategy(FG)

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liaozhaorun
2026-03-03 23:32:12 +08:00
parent 8548eb6a60
commit 3c5a4c288a
2 changed files with 6 additions and 0 deletions
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3
futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py
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@@ -192,6 +192,9 @@ class PragmaticCyberneticStrategy(Strategy):
# 核心二：经典入场逻辑 (完全不变)
# ==========================================
elif pos == 0 and is_met:
self.log(f'{prev_bar.close}, {T} , {current_fb} , {self.fb_entry_threshold}')
self.log(f'prev_bar.close > T: {prev_bar.close > T}, current_fb < -self.fb_entry_threshold : {current_fb < -self.fb_entry_threshold}')
self.log(f'prev_bar.close < T: {prev_bar.close < T}, current_fb > self.fb_entry_threshold: {current_fb > self.fb_entry_threshold}')
if prev_bar.close > T and current_fb < -self.fb_entry_threshold:
if "BUY" in self.order_direction:
long_limit = self.round_to_tick(FV - (self.limit_offset_mult * ATR))

3
src/strategies/FisherTrendStrategy/Strategy3.py
View File

@@ -192,6 +192,9 @@ class PragmaticCyberneticStrategy(Strategy):
# 核心二：经典入场逻辑 (完全不变)
# ==========================================
elif pos == 0 and is_met:
self.log(f'{prev_bar.close}, {T} , {current_fb} , {self.fb_entry_threshold}')
self.log(f'prev_bar.close > T: {prev_bar.close > T}, current_fb < -self.fb_entry_threshold : {current_fb < -self.fb_entry_threshold}')
self.log(f'prev_bar.close < T: {prev_bar.close < T}, current_fb > self.fb_entry_threshold: {current_fb > self.fb_entry_threshold}')
if prev_bar.close > T and current_fb < -self.fb_entry_threshold:
if "BUY" in self.order_direction:
long_limit = self.round_to_tick(FV - (self.limit_offset_mult * ATR))