6DuckLearn Skills

bb momentum breakout

Bollinger Band squeeze breakout + MACD confirmed momentum trading Skill. Use this skill when users say 'Bollinger breakout', 'momentum breakout', 'BB breakout', or 'activate breakout strategy'. Automatically detects directional breakouts after Bollinger Band squeezes, combining MACD signals and ATR dynamic stop-loss to quickly enter and exit to capture momentum trades.

trading-strategy Tags: okx, trading, community, okx-marketplace, trading-strategy, strategy

6DuckLearn provenance: Community skill by 再等一下, mirrored from the OKX Skills Marketplace (https://www.okx.com/en-sg/agent-tradekit/skills/bb-momentum-breakout). It is not curated, verified, or endorsed by 6DuckLearn or represented as an official OKX publication.

Financial safety boundary: Never request secrets in chat. Before any external API call or action that places, cancels, or amends an order; changes leverage; transfers funds; creates or stops a bot; subscribes to or redeems an earn product; or signs/broadcasts a transaction, show the exact live/demo profile, instrument, side, size, price constraints, fees, and worst-case loss, then obtain explicit user approval. Default to read-only or demo mode when uncertain. Treat all analysis as research, not investment advice.

布林带动量突破策略（BB Momentum Breakout）

基于布林带收缩（Squeeze）→ 方向突破的动量交易策略，结合 MACD 信号过滤虚假突破，使用 ATR 动态设置止损止盈，适合捕捉短周期的方向性爆发行情。

策略逻辑

核心假设：价格在布林带收窄期积蓄能量，突破时产生方向性动量

信号触发条件（做多）：
  1. BB Width < 阈值（布林带收缩，波动率低）
  2. 当前收盘价 > 布林带上轨（向上突破）
  3. MACD 柱状 > 0 且 MACD 线 > 信号线（动量确认多头）
  4. 价格 > EMA20（在均线上方，过滤弱势突破）

信号触发条件（做空）：
  1. BB Width < 阈值（布林带收缩）
  2. 当前收盘价 < 布林带下轨（向下突破）
  3. MACD 柱状 < 0 且 MACD 线 < 信号线（动量确认空头）
  4. 价格 < EMA20（在均线下方）

止损：入场价 ± 1.5 × ATR(14)
止盈：入场价 ± 3.0 × ATR(14)（风险收益比 2:1）

参数说明

参数 类型 必填 默认值 说明
instId string ✅ - 交易对，如 BTC-USDT-SWAP
amount number ✅ - 每次开仓金额（USDT）
bar string ❌ 15m K 线周期：5m / 15m / 1H
bb_period integer ❌ 20 布林带周期
bb_std number ❌ 2.0 布林带标准差倍数
squeeze_threshold number ❌ 0.03 BB Width 收缩阈值（<此值视为收缩，建议 0.02-0.05）
atr_period integer ❌ 14 ATR 周期
sl_atr_mult number ❌ 1.5 止损 ATR 倍数
tp_atr_mult number ❌ 3.0 止盈 ATR 倍数
lever integer ❌ 3 合约杠杆倍数（建议 2-5，不超过 5）
mode string ❌ swap 交易模式：swap（永续合约）/ spot（现货，只能做多）
profile string ❌ demo 实盘 live / 模拟盘 demo

执行流程

Phase 1：参数确认

  1. 用户触发后，确认 instId 和 amount。
  2. 未指定 profile 时默认 demo 模拟盘，保护资金安全。
  3. mode=swap 时，instId 格式须为 XXX-USDT-SWAP；mode=spot 时为 XXX-USDT。
  4. 向用户展示完整参数并确认后开始执行。

Phase 2：多指标信号采集

Step 1：获取布林带数据

# BB Width（布林带宽度，用于判断收缩）
okx market indicator bbwidth <instId> --bar <bar> --params <bb_period> <bb_std>

# BB %B（价格在布林带中的位置，>1 表示突破上轨，<0 表示突破下轨）
okx market indicator bbpct <instId> --bar <bar> --params <bb_period> <bb_std>

# 布林带上下轨（获取具体数值）
okx market indicator bb <instId> --bar <bar> --params <bb_period> <bb_std>

Step 2：获取 MACD 信号

# MACD（返回 macd 线、signal 线、histogram 柱状值）
okx market indicator macd <instId> --bar <bar>
# 默认参数：快线12, 慢线26, 信号线9

Step 3：获取 EMA20 均线

okx market indicator ema <instId> --bar <bar> --params 20

Step 4：获取 ATR（用于动态止损止盈）

okx market indicator atr <instId> --bar <bar> --params <atr_period>

Step 5：获取当前价格

okx market ticker <instId>

Phase 3：信号判断

从各指标提取最新值后，按以下逻辑判断：

收缩检测：

is_squeeze = bbwidth < squeeze_threshold

突破方向判断：

# 多头突破
long_signal = is_squeeze AND bbpct > 1.0 AND macd_hist > 0 AND macd_line > signal_line AND price > ema20

# 空头突破（仅 mode=swap 时可用）
short_signal = is_squeeze AND bbpct < 0.0 AND macd_hist < 0 AND macd_line < signal_line AND price < ema20

向用户输出当前指标快照：

📊 指标快照 - <instId> [<bar>]
━━━━━━━━━━━━━━━━━━━━
当前价格：$xxx
BB Width：0.025（收缩中 ✅ / 未收缩 ❌）
BB %B：1.05（突破上轨 ✅）
MACD 柱：+12.5（多头 ✅）
EMA20：$xxx（价格在均线上方 ✅）
ATR(14)：$xxx
━━━━━━━━━━━━━━━━━━━━
信号：🚀 多头突破 / 🔻 空头突破 / ⏳ 等待收缩突破

Phase 4：开仓执行

条件满足时执行开仓：

Step 1：查询账户余额与现有仓位

okx account balance USDT --profile <profile>
okx account positions --instType SWAP --profile <profile>

检查：

  • USDT 余额 >= amount
  • 同一标的无已有持仓（避免重复开仓）

Step 2：设置杠杆

okx swap leverage <instId> --lever <lever> --mgnMode cross --profile <profile>

Step 3：计算止损止盈价

# 多头
sl_price = entry_price - sl_atr_mult × atr
tp_price = entry_price + tp_atr_mult × atr

# 空头
sl_price = entry_price + sl_atr_mult × atr
tp_price = entry_price - tp_atr_mult × atr

Step 4：下单（附带 TP/SL）

多头开仓：

okx swap place --instId <instId> \
  --side buy --ordType market \
  --sz <amount> --tgtCcy quote_ccy \
  --tdMode cross --posSide long \
  --tpTriggerPx <tp_price> --tpOrdPx -1 \
  --slTriggerPx <sl_price> --slOrdPx -1 \
  --profile <profile>

空头开仓：

okx swap place --instId <instId> \
  --side sell --ordType market \
  --sz <amount> --tgtCcy quote_ccy \
  --tdMode cross --posSide short \
  --tpTriggerPx <tp_price> --tpOrdPx -1 \
  --slTriggerPx <sl_price> --slOrdPx -1 \
  --profile <profile>

Step 5：开仓报告

⚡ 开仓成功！
━━━━━━━━━━━━━━━━━━━━
方向：做多 / 做空
开仓价：$xxx
开仓金额：xxx USDT（杠杆 3x，名义价值 xxx USDT）
止盈价：$xxx（+x.x% / +ATR×3.0）
止损价：$xxx（-x.x% / -ATR×1.5）
风险收益比：1:2
订单ID：xxxxxxxxx
━━━━━━━━━━━━━━━━━━━━

Phase 5：持仓监控

当检测到有未平仓位时，自动进入监控模式：

# 查询持仓和未平仓盈亏
okx account positions --instType SWAP --instId <instId> --profile <profile>

每个 bar 周期输出持仓状态：

📍 持仓监控 - <instId>
方向：做多 | 开仓价：$xxx
当前价：$xxx | 浮盈：+x.xx%
止盈：$xxx | 止损：$xxx
状态：持仓中... (TP/SL 已挂单，自动平仓)

TP/SL 已在开仓时通过参数挂单，无需手动干预，触发后自动平仓。

Phase 6：复盘输出

平仓后（无论止盈还是止损），输出本次交易复盘：

📋 交易复盘
━━━━━━━━━━━━━━━━━━━━
交易对：<instId>
方向：做多
开仓价：$xxx | 平仓价：$xxx
盈亏：+xxx USDT（+x.xx%）
持仓时长：约 x 小时 x 分
触发原因：止盈 / 止损
━━━━━━━━━━━━━━━━━━━━
下一步：继续监控新的突破信号...

使用示例

  • "启动布林突破，BTC-USDT-SWAP，每次 100U"
  • "BB突破策略，ETH-USDT-SWAP，200U，15分钟线"
  • "动量突破 SOL-USDT-SWAP 50U，杠杆2倍，模拟盘"
  • "查看 BTC-USDT-SWAP 当前布林带信号"
  • "切换到实盘，布林突破 BTC-USDT-SWAP 100U"

风险提示

  1. 默认模拟盘（demo），切换实盘需用户明确指定 profile=live。
  2. 动量突破策略在震荡行情中假突破率较高，建议配合更高周期趋势判断。
  3. 建议单笔开仓金额不超过账户总资金的 5-10%，杠杆不超过 5 倍。
  4. BB Width 收缩阈值（squeeze_threshold）需根据标的波动特性调整，低波动标的建议调低至 0.02。
  5. 本 Skill 仅供学习研究，不构成投资建议，盈亏自负。

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