6DuckLearn Skills

spot momentum scan validate

Volume-price resonance two-stage verification strategy. The first stage is "scan only, no orders placed," outputting signal reports for manual confirmation; the second stage is "confirm and place orders," where the actual trade is executed only after the user explicitly passes confirm_trade=true. When users mention "scan first then place orders," "verify signals," "trade after confirmation," "two-stage trading," "signal verification," or "check signals first," this skill must be used.

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

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

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量价共振两阶段验证策略

策略概述

本 skill 将交易流程拆分为两个明确阶段：

阶段一（默认）：扫描 → 计算指标 → 输出信号报告       ← 不触碰账户
阶段二（需确认）：用户审阅报告 → 传入 confirm_trade=true → 执行下单 + 挂止损止盈

人工确认作为硬隔离，防止信号逻辑有误时直接造成资金损失。

参数说明

参数 默认值 说明
confirm_trade false 必须显式设为 true 才会下单，默认只扫描
timeframe 1H K线周期（1H / 4H / 15m）
price_change_min 1.0 最小当前K线涨幅（%）
vol_ratio_min 1.5 最小量比
rsi_min / rsi_max 50 / 72 RSI 区间
position_pct 5 每笔仓位占可用 USDT 的比例（%）
stop_loss_pct 2.0 固定止损幅度（%）
trailing_pct 2.0 移动止盈回撤幅度（%）
trailing_activate_pct 等于 stop_loss_pct 移动止盈激活门槛（%）
scan_pairs 前50大成交量 可传入指定币对列表
top_n 50 按成交额取前 N 个现货 USDT 币对

阶段一：扫描（confirm_trade=false，默认）

执行步骤

Step 1 — 获取行情

用 market_get_tickers 拉取所有现货 USDT 交易对，按 24h 成交额降序，取前 top_n 名。 若 scan_pairs 不为空，则只扫描指定列表，忽略 top_n。

Step 2 — 拉取 K 线

对每个币对调用 market_get_candles：

instType: SPOT
bar: <timeframe>
limit: 60

两次调用之间间隔 100ms（time.sleep(0.1)），避免触发限速。 若 K 线数量 < 30，跳过该币对并在报告中标注"数据不足"。

Step 3 — 计算指标

调用 scripts/calc_indicators.py 中的 analyze() 函数，计算：

MA20          = 收盘价20周期简单均线
MACD Histogram = 使用完整双EMA历史序列（与TradingView一致，非单点近似）
RSI(14)       = Wilder平滑法
vol_ratio     = 最新K线量 / 近20根均量
price_change  = (收盘 - 开盘) / 开盘 × 100
score         = vol_ratio/vol_ratio_min×3 + price_change/price_change_min×3（上限各5分）

Step 4 — 过滤信号

五个条件全部满足才触发：

条件 表达式
价格在均线上方 close > MA20
MACD 多头 macd_hist > 0
当前K线涨幅 price_change >= price_change_min
放量 vol_ratio >= vol_ratio_min
RSI 区间 rsi_min <= RSI <= rsi_max

有多个信号时，按 score 降序排列。

Step 5 — 输出扫描报告（不操作账户）

=== 量价共振扫描报告（只读，未下单）===
扫描时间: 2024-01-15 14:30 UTC+8
扫描币对: 50 个  |  触发信号: 3 个  |  confirm_trade: false

信号详情:
┌─────────────┬────────┬──────┬──────┬──────────┬───────────────────────────────────┐
│ 币对        │ 涨幅   │ 量比 │ RSI  │ 收盘价   │ 各条件状态                        │
├─────────────┼────────┼──────┼──────┼──────────┼───────────────────────────────────┤
│ SOL-USDT    │ +3.2%  │ 2.8x │ 62.1 │  86.04   │ ✅ MA ✅ MACD ✅ 涨幅 ✅ 量比 ✅ RSI │
│ AVAX-USDT   │ +2.5%  │ 1.9x │ 58.4 │   9.47   │ ✅ MA ✅ MACD ✅ 涨幅 ✅ 量比 ✅ RSI │
│ LINK-USDT   │ +2.1%  │ 1.6x │ 55.2 │   9.22   │ ✅ MA ✅ MACD ✅ 涨幅 ✅ 量比 ✅ RSI │
└─────────────┴────────┴──────┴──────┴──────────┴───────────────────────────────────┘

未触发币对摘要（仅展示差一个条件的，帮助理解信号边界）:
  BNB-USDT  — 差: RSI=74.3（超买）
  DOGE-USDT — 差: 量比=1.3（低于1.5阈值）

⚠️  以上为只读扫描，未执行任何下单操作。
    如需下单，请在下一条消息中明确告知并传入 confirm_trade=true。

将扫描结果（含未触发币对的指标）写入 CSV（追加）：

timestamp, instId, price_change_pct, vol_ratio, rsi, macd_hist, ma20, close_price,
score, signal_triggered, failed_checks, confirm_trade, status, notes

status 固定为 SCAN_ONLY，confirm_trade 固定为 false。

阶段二：确认下单（confirm_trade=true）

触发方式：用户审阅阶段一报告后，明确说"确认下单"或"confirm_trade=true"。

执行前，再次扫描并输出最新信号（市场可能已变化），然后展示确认提示：

⚠️  即将对以下币对执行实际下单，操作不可撤销：
    SOL-USDT  买入约 50 USDT（可用余额的 5%）
    AVAX-USDT 买入约 50 USDT
    LINK-USDT 买入约 50 USDT

    止损：成交价 -2%（固定）
    止盈：盈利 ≥2% 激活，高点回撤 2% 触发（移动）

    请再次确认：回复"确认执行"后开始下单。

收到"确认执行"后，按以下步骤执行（与 spot-momentum-1h 完全一致）：

Step 1 — 查询余额

account_get_balance 获取可用 USDT。若 < 10 USDT，停止并提示。

Step 2 — 下市价买单

对每个信号币对：

  1. market_get_instruments 获取 lotSz、tickSz
  2. market_get_ticker 获取最新 ask 价，计算买入数量（按 lotSz floor）
  3. spot_place_order 下单：
    instId: <币对>
tdMode: cash
side: buy
ordType: market
sz: <数量>
  4. spot_get_order 轮询直到 filled，获取 fill_price、fill_sz

若已有持仓，跳过该币对。

Step 3 — 挂固定止损单

slTriggerPx = fill_price × (1 - stop_loss_pct/100)，按 tickSz floor
slOrdPx     = -1（市价止损）
ordType     = conditional

spot_place_algo_order 提交，记录 sl_algo_id。失败则重试 2 次，仍失败则警告并标记 sl_status=FAILED。

Step 4 — 挂移动止盈单

activePx       = fill_price × (1 + trailing_activate_pct/100)，按 tickSz ceil
callbackRatio  = trailing_pct / 100
ordType        = move_order_stop

spot_place_algo_order 提交，记录 tp_algo_id。失败处理同上。

Step 5 — 写入 CSV

追加到与阶段一相同的 CSV 文件，字段同阶段一，额外字段：

order_id, fill_price, fill_sz,
sl_price, sl_algo_id, sl_status,
tp_activate_price, tp_callback_ratio, tp_algo_id, tp_status

status 为 FILLED 或 FAILED，confirm_trade 为 true。

Step 6 — 输出交易摘要

=== 量价共振交易执行结果 ===
扫描时间: 2024-01-15 14:32 UTC+8
confirm_trade: true

成交详情:
┌─────────────┬──────────┬──────────┬───────────────────────────────────────────────┐
│ 币对        │ 成交价   │ 成交量   │ 风控挂单                                      │
├─────────────┼──────────┼──────────┼───────────────────────────────────────────────┤
│ SOL-USDT    │  86.04   │  0.5810  │ 止损 @84.32 (-2%) ✅  移动止盈激活 @87.76 (+2%) ✅ │
│ AVAX-USDT   │   9.47   │  5.2800  │ 止损 @ 9.28 (-2%) ✅  移动止盈激活 @ 9.66 (+2%) ✅ │
│ LINK-USDT   │   9.22   │  5.4200  │ 止损 @ 9.04 (-2%) ✅  移动止盈激活 @ 9.40 (+2%) ✅ │
└─────────────┴──────────┴──────────┴───────────────────────────────────────────────┘

账户操作:
- 共使用 USDT: 150.00
- 最大亏损上限: -3.00 USDT（每笔 50 USDT × 2% × 3 笔）
- 记录已写入: ~/momentum_trades.csv

两阶段完整对话示例

用户: 帮我扫描一下现货市场有没有量价共振信号，先别下单

Claude: [执行阶段一，输出扫描报告]
        ⚠️ 以上为只读扫描，未执行任何下单操作。
        如需下单，请回复"确认下单"。

用户: SOL 和 AVAX 信号不错，LINK 量比有点低先不买，
      帮我只买 SOL 和 AVAX，confirm_trade=true

Claude: [重新扫描确认信号仍有效，展示确认提示]
        即将对 SOL-USDT、AVAX-USDT 执行实际下单……
        请回复"确认执行"。

用户: 确认执行

Claude: [执行阶段二，仅对 SOL-USDT 和 AVAX-USDT 下单]
        [输出成交摘要]

技术指标计算脚本

读取 scripts/calc_indicators.py 获取 analyze() 实现。 脚本接受 OKX 原始 K 线数据，返回每个币对的指标值与信号判断。

常见问题处理

API 限速: 每次 K 线请求之间加 100ms 延迟。

精度: 下单数量按 lotSz floor；slTriggerPx 按 tickSz floor；activePx 按 tickSz ceil。

数据不足: K 线 < 30 根的币对直接跳过，在扫描报告中标注。

重试: 下单或挂算法单失败时最多重试 2 次，仍失败则在 CSV 标记 FAILED 并输出 ⚠️ 警告。

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