diff --git a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py index ce3ec41..fbca153 100644 --- a/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py +++ b/futures_trading_strategies/FG/FisherTrendStrategy/Strategy3.py @@ -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)) diff --git a/src/strategies/FisherTrendStrategy/Strategy3.py b/src/strategies/FisherTrendStrategy/Strategy3.py index ce3ec41..fbca153 100644 --- a/src/strategies/FisherTrendStrategy/Strategy3.py +++ b/src/strategies/FisherTrendStrategy/Strategy3.py @@ -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))