일목균형표 전략조건 수정

This commit is contained in:
Macbook
2026-06-16 20:47:53 +09:00
parent 1bc275fc53
commit 2155c46d2a
7 changed files with 38 additions and 16 deletions
@@ -504,6 +504,7 @@ public class StrategyDslToTa4jAdapter {
case "LAGGING_GT_PRICE" -> buildChikouVsPriorCloseRule(series, indParams, true);
case "LAGGING_LT_PRICE" -> buildChikouVsPriorCloseRule(series, indParams, false);
case "LAGGING_ABOVE_PRIOR_CLOUD" -> buildChikouAbovePriorCloudRule(series, indParams);
case "CHIKOU_CROSS_ABOVE_PRIOR_CLOUD" -> buildChikouCrossAbovePriorCloudRule(series, indParams);
case "VOLUME_GT_MA_RATIO" -> {
double ratio = cond.path("compareValue").asDouble(1.5);
int len = intP(indParams, "length", 5);
@@ -1054,6 +1055,15 @@ public class StrategyDslToTa4jAdapter {
return new OverIndicatorRule(close, priorCloudTop);
}
/** 후행스팬이 26봉 전 구름 상단을 상향 돌파하는 순간 (1회성 진입 트리거) */
private Rule buildChikouCrossAbovePriorCloudRule(BarSeries s, Map<String, Object> p) {
int d = ichimokuChikouDisplacement(p);
ClosePriceIndicator close = new ClosePriceIndicator(s);
NumericIndicator cloudTop = NumericIndicator.of(ichimokuSpanA(s, p)).max(ichimokuSpanB(s, p));
Indicator<Num> priorCloudTop = new PreviousValueIndicator(cloudTop, d);
return new CrossedUpIndicatorRule(close, priorCloudTop);
}
/** 종가가 구름 위 */
private Rule buildCloudAboveRule(BarSeries s, Map<String, Object> p) {
NumericIndicator cloudTop = NumericIndicator.of(ichimokuSpanA(s, p)).max(ichimokuSpanB(s, p));