这是一种基于市场强度和动量变化的通道突破交易策略。策略核心在于通过分析特定时间窗口内市场的强弱指标和动量趋势来判断市场的趋势方向，并结合价格通道实现精准的入场和出场。在入场方面，该策略在市场强势且动量逆转上行时选择突破通道高点做多；在市场弱势且动量逆转下行时选择突破通道低点做空。在出场方面，策略结合了止损和止盈机制，止损是开多时设定在最近K线低点，开空时设定在高点，而止盈设置为超过止损额的一定倍数。当市场信号出现反转时，策略将及时止损以控制风险。
查看AI策略代码
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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|---|---|---|---|---|---|---|---|
| 2025-06-20 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 50 | 2992 | 0 | 16600/0% |
| 2025-06-19 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 49 | 2986 | 0 | 17200/0% |
| 2025-06-18 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 48 | 2986 | 0 | 17200/0% |
| 2025-06-17 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 47 | 2981 | 0 | 17700/0% |
| 2025-06-16 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 46 | 2990 | 0 | 16800/0% |
| 2025-06-13 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 45 | 2969 | 0 | 18900/0% |
| 2025-06-12 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 44 | 2968 | 0 | 19000/0% |
| 2025-06-11 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 43 | 2991 | 0 | 16700/0% |
| 2025-06-10 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 42 | 2974 | 0 | 18400/0% |
| 2025-06-09 | 螺纹钢2510(rb2510.SHF) | 3158 | -10 | 41 | 2981 | 0 | 17700/0% |
| 2025-04-08 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3078 | 30780 | ¥20 | 14200 |
| 2025-04-08 | 螺纹钢2510(rb2510.SHF) | 卖 | -10 | 3158 | -31580 | ¥20 | 0 |
| 2025-03-11 | 螺纹钢2505(rb2505.SHF) | 卖 | -10 | 3220 | -32200 | ¥20 | 0 |
| 2025-03-10 | 螺纹钢2505(rb2505.SHF) | 卖 | -10 | 3240 | -32400 | ¥20 | -11800 |
| 2025-02-21 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3358 | 33580 | ¥20 | -8300 |
| 2025-02-21 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3358 | 33580 | ¥20 | 0 |
| 2025-02-12 | 螺纹钢2505(rb2505.SHF) | 卖 | -10 | 3275 | -32750 | ¥20 | -5500 |
| 2025-02-12 | 螺纹钢2505(rb2505.SHF) | 卖 | -10 | 3275 | -32750 | ¥20 | 0 |
| 2025-01-17 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3330 | 33300 | ¥20 | -4200 |
| 2025-01-17 | 螺纹钢2505(rb2505.SHF) | 买 | 10 | 3330 | 33300 | ¥20 | 0 |
