6DuckLearn Skills

stochrsi mdi trend v1

A high-frequency trend-following strategy based on the divergence of StochRSI and MDI indicators, executed every 15 minutes, and includes strict simulation position testing and risk control rules.

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

6DuckLearn provenance: Community skill by TH_Tianhe, mirrored from the OKX Skills Marketplace (https://www.okx.com/en-sg/agent-tradekit/skills/stochrsi-mdi-trend-v1). 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.

策略名称

StochRSI-MDI 趋势追踪 V1.1 (含模拟仓测试, 1小时暂停)

执行节奏

每 15 分钟触发一次

Step 0 · 模拟仓测试阶段 (重要)

策略正式上线前，必须进行为期至少 2 周的模拟仓测试。

  • 测试环境：使用与实盘相同的 API 接口和数据源，但不发生真实资金变动。
  • 测试目标：验证策略逻辑的准确性、评估胜率、盈亏比和最大回撤。
  • 评判标准：
    • 模拟盈利率 > 10% (2周内)
    • 最大连续亏损次数 <= 3次
    • 模拟账户最大回撤 < 8%
  • 结果记录：详细记录每次交易的入场/出场时间、价格、方向、盈亏，并截图存档。
  • 正式上线：只有通过 Step 0 测试标准，方可进入 Step 1 实盘数据采集。

Step 1 · 行情数据采集

调用 market_get_candles 分别获取 BTC-USDT-SWAP / ETH-USDT-SWAP 的 15m K线数据。 计算指标：

  • StochRSI (14, 14, 3, 3)：仅保留 StochRSI_K 线 (通常称为 STOCHRSI)。
  • MDI (14, 6)：仅保留 MDI 线 (Minus Directional Indicator)。

Step 2 · AI 综合判断 (核心)

你作为交易 AI，需要对每个标的（BTC, ETH）的数据进行以下推理：

  1. 识别信号类型：

    • 潜在多头信号：当前 STOCHRSI 线 > MDI 线，且两者之间的差距在过去 3 个周期内持续扩大 (gap_t > gap_t-1 > gap_t-2)。
    • 潜在空头信号：当前 STOCHRSI 线 < MDI 线，且两者之间的差距在过去 3 个周期内持续扩大 (gap_t > gap_t-1 > gap_t-2)。
    • 无信号：其他所有情况。

  2. 评估信号强度：

    • 多头强度：计算 STOCHRSI - MDI 的斜率（或最近 N 期的斜率均值），斜率越大，多头动能越强。
    • 空头强度：计算 MDI - STOCHRSI 的斜率（或最近 N 期的斜率均值），斜率越大，空头动能越强。

  3. AI 最终决策：

    • 对 BTC 和 ETH 同时进行上述分析，得出各自的信号方向和强度。
    • 优先级排序：如果 BTC 和 ETH 都发出同方向信号，则选择信号强度更强的那个。如果方向相反，则根据历史表现或默认偏好（例如，优先选择 BTC）进行选择。
    • 最终指令：确定一个标的和一个方向（Buy/Sell）。
      • 如果没有找到符合条件的信号（即 BTC 和 ETH 均为“无信号”），则指令为 本次跳过。

Step 3 · 执行下单 (仅当 AI 判断明确开仓时)

调用 swap_place_order：

  • instId = < AI 在第二步选定的标的 (e.g., BTC-USDT-SWAP) >
  • side = < AI 在第二步判断的方向 (buy/sell) >
  • ordType = "market"
  • sz = < 固定仓位 2% 账户权益，或根据波动率动态调整 >
  • tag = "agentTradeKit" - 必填，否则不计入排行榜

Step 4 · 止损设置

开仓后立即调用 swap_place_algo_order 设置止损：

  • 多头止损 = 开仓价 × (1 - 0.025) # 2.5% 固定止损
  • 空头止损 = 开仓价 × (1 + 0.025) # 2.5% 固定止损
  • (可选进阶)：可以考虑使用 ATR 动态止损替代固定百分比。

风控规则

// 1. 单笔最大亏损不超过账户净值 2.5% // 2. 当日净值回撤超 5% 则停止新开仓 1小时 // 3. 最多同时持有 1 个标的，禁止对冲持仓 // 4. 若连续两次开仓亏损，则暂停交易至下一个小时周期 (例如，当前15:30发生，则暂停至16:00开始的1小时周期) // 5. 模拟仓测试未通过，不得进入实盘交易。

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