以下是一个使用Python编写的简单的MACD和KDJ组合交易策略代码示例:

import pandas as pdimport talib# 读取数据df = pd.read_csv('your_data.csv') # 替换为您的数据文件路径或数据源# 计算MACD指标macd, signal, _ = talib.MACD(df['close'])# 计算KDJ指标k, d= talib.STOCH(df['high'], df['low'], df['close'])j=3*k-2*d# 生成交易信号df['macd'] = macddf['signal'] = signaldf['k'] = kdf['d'] = ddf['j'] = jdf['macd_signal'] = df['macd'] - df['signal']# 根据信号进行交易position = 0 # 持仓状态,0表示空仓,1表示持多仓buy_price = 0 # 买入价格sell_price = 0 # 卖出价格trade_record = [] # 交易记录for i in range(1, len(df)): # MACD金叉买入 if df['macd_signal'][i-1] < 0 and df['macd_signal'][i] > 0 and position == 0: buy_price = df['close'][i] position = 1 trade_record.append(('Buy', df.index[i], buy_price)) # MACD死叉卖出 if df['macd_signal'][i-1] > 0 and df['macd_signal'][i] < 0 and position == 1: sell_price = df['close'][i] position = 0 trade_record.append(('Sell', df.index[i], sell_price)) # KDJ指标超卖买入 if df['k'][i] < 20 and df['d'][i] < 20 and position == 0: buy_price = df['close'][i] position = 1 trade_record.append(('Buy', df.index[i], buy_price)) # KDJ指标超买卖出 if df['k'][i] > 80 and df['d'][i] > 80 and position == 1: sell_price = df['close'][i] position = 0 trade_record.append(('Sell', df.index[i], sell_price))# 打印交易记录for action, date, price in trade_record: print(f'{action} at {date}, price: {price}')

请注意,这只是一个示例代码,只提供了一个简单的交易策略框架。实际的交易策略可能需要更多的指标和条件,以及仔细的风险管理和资金管理。此外,代码中使用了talib库来计算MACD和KDJ指标,你需要确保已经安装了该库。另外,你也需要准备自己的数据源,或者替换代码中的数据读取部分来适应你的数据格式。

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