基于Binance SDK的BTC 1小时趋势策略，策略使用了KDJ、RSI、OVB指标

hongkongpay-dao@newsletter.paragraph.com (hongkongpay.dao) — Wed, 26 Apr 2023 13:41:59 GMT

import time from binance.client import Client import numpy as np import talib

设置Binance API key和secret

api_key = 'YOUR_API_KEY' api_secret = 'YOUR_API_SECRET'

创建Binance客户端

client = Client(api_key, api_secret)

定义指标计算函数

def calculate_indicators(klines): closes = np.array([float(kline[4]) for kline in klines])

# 计算KDJ指标
high_prices = np.array([float(kline[2]) for kline in klines])
low_prices = np.array([float(kline[3]) for kline in klines])
close_prices = np.array([float(kline[4]) for kline in klines])
k, d = talib.STOCH(high_prices, low_prices, close_prices, fastk_period=9, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
j = 3 * k - 2 * d

# 计算RSI指标
rsi = talib.RSI(closes, timeperiod=14)

# 计算OVB指标
obv = talib.OBV(closes, np.array([float(kline[5]) for kline in klines]))

return k, d, j, rsi, obv

定义交易策略函数

def trading_strategy(symbol): # 获取K线数据 klines = client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_1HOUR, limit=30)

 50 and obv[-1] < obv[-2]:
    print(f"Sell {symbol} at {klines[-1][4]}")
"># 计算指标
k, d, j, rsi, obv = calculate_indicators(klines)

# 判断买入条件
if k[-1] > d[-1] and j[-1] > 0 and rsi[-1] < 50 and obv[-1] > obv[-2]:
    print(f"Buy {symbol} at {klines[-1][4]}")

# 判断卖出条件
elif k[-1] < d[-1] and j[-1] < 0 and rsi[-1] > 50 and obv[-1] < obv[-2]:
    print(f"Sell {symbol} at {klines[-1][4]}")

运行交易策略

while True: trading_strategy("BTCUSDT") time.sleep(3600) # 每小时运行一次

这个策略会每隔一个小时运行一次，并且根据KDJ、RSI和OVB指标来判断买入和卖出的条件。具体来说，当K线在低位交叉并且KDJ的J值大于0、RSI小于50、OVB上升时，会发出买入信号；而当K线在高位交叉并且KDJ的J值小于0、RSI大于50、OVB下降时，会发出卖出信号。你可以根据需要调整指标参数和交易条件。