# 匯入模組
from Talib_GetData import GetKBar
import matplotlib.pyplot as plt
import talib
N = 5 # 當前價格要突破近5日的最高或最低價
TakeProfit = 0.03 # 固定式停利百分比
StopLoss = 0.02 # 固定式停損百分比
TotalProfit = [] # 用來記錄每筆損益
flag = 0 # 手中部位狀態，0代表空手，1代表持有多單，-1代表持有空單
KBar = GetKBar('301','2330','Stock','1') # 取Talib套件適用的K棒資料
KBar['AvgVolume'] = talib.MA(KBar['volume'],N) # 近N日的成交均量
for i in range(N,len(KBar['date'] )):
Date = KBar['date'][i] # 當前日期
NowPrice = KBar['close'][i] # 當前價格
MaxPrice = max(KBar['close'][i-N:i]) # 近N日最高價
MinPrice = min(KBar['close'][i-N:i]) # 近N日最低價
NowVolume = KBar['volume'][i] # 當前成交量
AvgVolume = KBar['AvgVolume'][i] # 當前成交均量
# 多單進場 (空手 且 當前價格突破近N日最高價 且 成交量突破近N日均量的1.5倍)
if flag == 0 and NowPrice > MaxPrice and NowVolume > AvgVolume * 1.5:
flag = 1
OrderDate = Date
OrderPrice = NowPrice
# 多單進場 (空手 且 當前價格跌破近N日最低價 且 成交量突破近N日均量的1.5倍)
elif flag == 0 and NowPrice < MinPrice and NowVolume > AvgVolume * 1.5:
flag = -1
OrderDate = Date
OrderPrice = NowPrice
# 匯入模組
from Talib_GetData import GetKBar
from talib.abstract import *
KBar = GetKBar('100', '2317', 'Stock', '1') # 取Talib套件適用的K棒資料
TotalProfit = [] # 用來記錄每筆損益
flag = 0 # 手中部位狀態，0代表空手，1代表持有多單，-1代表持有空單
K, D = STOCH(KBar, 9) # 利用Talib套件計算期數為9日的KD指標
for i in range(0, 12): # 將K及D的空值預設為50
K[i], D[i] = 50, 50
for i in range(13, len(K) - 1):
nextDate = KBar['date'][i + 1]
nextOpen = KBar['open'][i + 1]
thisK = K[i]
thisD = D[i]
lastK = K[i - 1]
lastD = D[i - 1]
# K值由下往上穿越D值
if lastK < lastD and thisK > thisD:
# 多單進場
if flag == 0:
flag = 1
OrderDate = nextDate
OrderPrice = nextOpen
# 將空單平倉，並多單進場
elif flag == -1:
# 先平倉，並記錄損益
CoverDate = nextDate
CoverPrice = nextOpen
# 匯入模組
from Talib_GetData import GetKBar
from talib.abstract import *
KBar = GetKBar('100', '1101', 'Stock', '1') # 取Talib套件適用的K棒資料
TotalProfit = [] # 用來記錄每筆損益
flag = 0 # 手中部位狀態，0代表空手，1代表持有多單，-1代表持有空單
K, D = STOCH(KBar, 9) # 利用Talib套件計算期數為9日的KD指標
for i in range(0, 12): # 將K及D的空值預設為50
K[i], D[i] = 50, 50
for i in range(13, len(K) - 1):
nextDate = KBar['date'][i + 1]
nextOpen = KBar['open'][i + 1]
thisK = K[i]
thisD = D[i]
lastK = K[i - 1]
lastD = D[i - 1]
# K值由下往上穿越D值
if lastK < lastD and thisK > thisD:
# 多單進場
if flag == 0:
flag = 1
OrderDate = nextDate
OrderPrice = nextOpen
# 將空單平倉，並多單進場
elif flag == -1:
# 先平倉，並記錄損益
CoverDate = nextDate
CoverPrice = nextOpen
from Talib_GetData import GetKBar
flag = 0
KBar = GetKBar('500','TXF','Future','1') # 取Talib套件適用的K棒資料
for i in range(0,len(KBar['date'] )):
Date = KBar['date'][i] # 當前日期
NowOpen = KBar['open'][i] # 當前日K棒的開盤價
NowHigh = KBar['high'][i] # 當前日K棒的最高價
NowLow = KBar['low'][i] # 當前日K棒的最低價
NowClose = KBar['close'][i] # 當前日K棒的收盤價
# 當日K棒有經過9950點就進場
if flag == 0 and NowHigh >= 9950 and NowLow <= 9950:
flag = 1
OrderDate = Date
OrderPrice = 9950
# 進場後價格超過10000點
elif flag == 1 and NowHigh >= 10000:
flag = 2
MaxHigh = NowHigh
# 開始出場判斷
if flag == 2:
# 持續更新最高價
MaxHigh = max( MaxHigh , NowHigh )
# 超過10000點後的高點減掉9950的30%
StopLoss = (MaxHigh-9950)*0.3
# 停損點位
StopPoint = MaxHigh - StopLoss