# 20230228 民生社區咖啡廳第一次協作 ## 工作目標 #### 優先完成 1. 實現Phoenix的策略 2. 解quantExample的bug 3. 討論量化交易的input (除了開高收低以外) #### 工具使用 1. hackMD 操作教學 2. git 操作教學 #### 三泰學習目標 1. 交割戶拿到之後該怎麼辦XD (開元大api) 2. 量化基礎名詞解釋 3. 看盤軟體教學 #### 團隊分潤 雖然感覺有點尷尬,但我覺得還是討論一下比較好 (Nils回)投資是看出本金多寡,初期我建議是大家共同努力把script做好後,使用這套策略的投資後果自負,待營運穩定且有本金可成立公司後,再用共同基金的形式來討論分潤 --- ### Phoenix 策略 ``` 5日均價>10日均價>30日均價 and Price>5日均價 and 10日均價 and 20日均價 60日均價 and 120均價 and 240均價-->Buy then if (price <= 60日均價 at T-Day) && (Price at (T+1) Day lower than T Day) && Price at (T+2) Day lower than (T+1) Day { Do Sell; } if (price <= 60日均價 at T-Day) && (Price at (T+1) Day higher than T Day) && (Price at (T+2) Day Higher than (T+1) Day) && (price>=60日均價) { Do Keep; } if (price <= 60日均價 at T-Day) && (Price at (T+1) Day higher than T Day) && (Price at (T+2) Day Higher than (T+1) Day) && (price>=60日均價 && amount is more than 7 days) { Buy } ``` ### Phoenix的策略,翻譯後如下 ``` QTY = 0 if ma5[-1] > ma10[-1] > ma30[-1] and price[-1] > ma5[-1] and price[-1] > ma10[-1] and price[-1] > ma20[-1] and price[-1] > ma60[-1] and price[-1] > ma120[-1] and price[-1] > ma240[-1]: QTY += 1 # buy code here if QTY >= 1 and price[-1] <= ma60[-1] and price[-2] < price[-1] and price[-3] < price[-2]: QTY -= 1 # sell code here if QTY >= 1 and price[-1] <= ma60[-1] and price[-2] > price[-1] and price[-3] > price[-2] and price[-1] >= ma60[-1]: # keep code here pass if QTY >= 0 and price[-1] <= ma60[-1] and price[-2] > price[-1] and price[-3] > price[-2] and price[-1] >= ma60[-1] and QTY > 7: QTY += 1 # buy code here ```