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期货多周期共振指标源码

金融 100018260 2025-04-13 06:12 4 13

如何编写期货多周期共振指标的源码,实现对不同周期信号的有效捕捉与分析？

#期货 #多周期共振指标

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子曰

期货多周期共振指标源码示例：N1:=5；N2:=10；N3:=20；MA1:=MA(CLOSE, N1)；MA2:=MA(CLOSE, N2)；MA3:=MA(CLOSE, N3)；共振买入 := CROSS(MA1, MA2) AND CROSS(MA2, MA3)；共振卖出 := CROSS(MA3, MA2) AND CROSS(MA2, MA1)。

发布于 2025-04-13 06:11 回复

处处留香

```pythonimport pandas as pdimport numpy as npfrom scipy.signal import find_peaksdef calculate_multi_cycle_resonance(data): data['time'] = pd.to_datetime(data['time']) data['period'] = (data['time'].max() - data['time'].min()) / 24 df = data[['price', 'period']] df['high_period'] = df['period'].rolling(window=10).max() df['low_period'] = df['period'].rolling(window=10).min() df['high_period'] = df['high_period'].shift(-1) df['low_period'] = df['low_period'].shift(-1) df['crossover_period'] = (df['high_period'] \u003e df['low_period']).astype(int) df['crossover_period'] = df['crossover_period'].diff().fillna(0) df['crossover_period'][df['crossover_period'] == 1] = 1 return dfdef multi_cycle_resonance(data): df = calculate_multi_cycle_resonance(data) df['crossover_count'] = df['crossover_period'].cumsum() df['multi_cycle_resonance'] = df['crossover_count'] / df['period'].sum() return df```

发布于 2025-04-13 06:11 回复