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generating-trading-signals

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Generating Trading Signals

生成交易信号

Overview

概述

Multi-indicator signal generation system that analyzes price action using 7 technical indicators and produces composite BUY/SELL signals with confidence scores and risk management levels.
Indicators Used:
  • RSI (Relative Strength Index) - Overbought/oversold
  • MACD (Moving Average Convergence Divergence) - Trend and momentum
  • Bollinger Bands - Mean reversion and volatility
  • Trend (SMA 20/50/200 crossovers) - Trend direction
  • Volume - Confirmation of moves
  • Stochastic Oscillator - Short-term momentum
  • ADX (Average Directional Index) - Trend strength
多指标信号生成系统，通过7种技术指标分析价格走势，生成带有置信度评分和风险管理等级的复合买入/卖出信号。
使用的指标：
  • RSI（相对强弱指数）- 超买/超卖
  • MACD（移动平均收敛发散指标）- 趋势与动量
  • 布林带 - 均值回归与波动率
  • 趋势（SMA 20/50/200交叉）- 趋势方向
  • 成交量 - 走势确认
  • 随机震荡指标 - 短期动量
  • ADX（平均方向指数）- 趋势强度

Prerequisites

前提条件

Install required dependencies:
bash
pip install yfinance pandas numpy
Optional for visualization:
bash
pip install matplotlib
安装所需依赖：
bash
pip install yfinance pandas numpy
可视化可选依赖：
bash
pip install matplotlib

Instructions

操作步骤

Step 1: Quick Signal Scan

步骤1：快速信号扫描

Scan multiple assets for trading opportunities:
bash
python {baseDir}/scripts/scanner.py --watchlist crypto_top10 --period 6m
Output shows signal type (STRONG_BUY/BUY/NEUTRAL/SELL/STRONG_SELL) and confidence for each asset.
扫描多类资产寻找交易机会：
bash
python {baseDir}/scripts/scanner.py --watchlist crypto_top10 --period 6m
输出结果会显示每类资产的信号类型（STRONG_BUY/买入/中性/卖出/STRONG_SELL）和置信度。

Step 2: Detailed Signal Analysis

步骤2：详细信号分析

Get full indicator breakdown for a specific symbol:
bash
python {baseDir}/scripts/scanner.py --symbols BTC-USD --detail
Shows each indicator's contribution:
  • Individual signal (BUY/SELL/NEUTRAL)
  • Indicator value
  • Reasoning (e.g., "RSI oversold at 28.5")
获取特定标的的完整指标细分结果：
bash
python {baseDir}/scripts/scanner.py --symbols BTC-USD --detail
展示每个指标的贡献：
  • 单个信号（买入/卖出/中性）
  • 指标数值
  • 推理依据（例如：“RSI超卖，数值为28.5”）

Step 3: Filter and Rank Signals

步骤3：过滤与排序信号

Find the best opportunities:
bash
undefined
筛选最佳交易机会：
bash
undefined

Only buy signals with 70%+ confidence

仅显示置信度70%以上的买入信号

python {baseDir}/scripts/scanner.py --filter buy --min-confidence 70 --rank confidence
python {baseDir}/scripts/scanner.py --filter buy --min-confidence 70 --rank confidence

Rank by most bullish

按看涨程度排序

python {baseDir}/scripts/scanner.py --rank bullish
python {baseDir}/scripts/scanner.py --rank bullish

Save results to JSON

将结果保存为JSON

python {baseDir}/scripts/scanner.py --output signals.json
undefined
python {baseDir}/scripts/scanner.py --output signals.json
undefined

Step 4: Use Custom Watchlists

步骤4：使用自定义观察列表

Available predefined watchlists:
bash
python {baseDir}/scripts/scanner.py --list-watchlists
python {baseDir}/scripts/scanner.py --watchlist crypto_defi
Watchlists: 
crypto_top10
, 
crypto_defi
, 
crypto_layer2
, 
stocks_tech
, 
etfs_major
可用的预定义观察列表：
bash
python {baseDir}/scripts/scanner.py --list-watchlists
python {baseDir}/scripts/scanner.py --watchlist crypto_defi
观察列表包括：
crypto_top10
、
crypto_defi
、
crypto_layer2
、
stocks_tech
、
etfs_major

Output

输出结果

Signal Summary Table

信号汇总表

================================================================================
  SIGNAL SCANNER RESULTS
================================================================================

  Symbol       Signal         Confidence          Price    Stop Loss
--------------------------------------------------------------------------------
  BTC-USD      STRONG_BUY          78.5%     $67,234.00  $64,890.00
  ETH-USD      BUY                 62.3%      $3,456.00   $3,312.00
  SOL-USD      NEUTRAL             45.0%        $142.50         N/A
--------------------------------------------------------------------------------

  Summary: 2 Buy | 1 Neutral | 0 Sell
  Scanned: 3 assets | [timestamp]
================================================================================
================================================================================
  SIGNAL SCANNER RESULTS
================================================================================

  Symbol       Signal         Confidence          Price    Stop Loss
--------------------------------------------------------------------------------
  BTC-USD      STRONG_BUY          78.5%     $67,234.00  $64,890.00
  ETH-USD      BUY                 62.3%      $3,456.00   $3,312.00
  SOL-USD      NEUTRAL             45.0%        $142.50         N/A
--------------------------------------------------------------------------------

  Summary: 2 Buy | 1 Neutral | 0 Sell
  Scanned: 3 assets | [timestamp]
================================================================================

Detailed Signal Output

详细信号输出

======================================================================
  BTC-USD - STRONG_BUY
  Confidence: 78.5% | Price: $67,234.00
======================================================================

  Risk Management:
    Stop Loss:   $64,890.00
    Take Profit: $71,922.00
    Risk/Reward: 1:2.0

  Signal Components:
----------------------------------------------------------------------
    RSI              | STRONG_BUY   | Oversold at 28.5 (< 30)
    MACD             | BUY          | MACD above signal, positive momentum
    Bollinger Bands  | BUY          | Price near lower band (%B = 0.15)
    Trend            | BUY          | Uptrend: price above key MAs
    Volume           | STRONG_BUY   | High volume (2.3x) on up move
    Stochastic       | STRONG_BUY   | Oversold (%K=18.2, %D=21.5)
    ADX              | BUY          | Strong uptrend (ADX=32.1)
----------------------------------------------------------------------
======================================================================
  BTC-USD - STRONG_BUY
  Confidence: 78.5% | Price: $67,234.00
======================================================================

  风险管理:
    止损价:   $64,890.00
    止盈价: $71,922.00
    风险收益比: 1:2.0

  信号构成:
----------------------------------------------------------------------
    RSI              | STRONG_BUY   | 超卖，数值28.5（<30）
    MACD             | BUY          | MACD线在信号线之上，动量为正
    布林带  | BUY          | 价格接近下轨（%B = 0.15）
    趋势            | BUY          | 上涨趋势：价格高于关键移动平均线
    成交量           | STRONG_BUY   | 上涨伴随高成交量（2.3倍均值）
    随机震荡指标       | STRONG_BUY   | 超卖（%K=18.2，%D=21.5）
    ADX              | BUY          | 上涨趋势强劲（ADX=32.1）
----------------------------------------------------------------------

Signal Types

信号类型

SignalScoreMeaning
STRONG_BUY+2Multiple strong buy signals aligned
BUY+1Moderate buy signals
NEUTRAL0No clear direction
SELL-1Moderate sell signals
STRONG_SELL-2Multiple strong sell signals aligned
信号类型评分含义
STRONG_BUY+2多个强烈买入信号一致
BUY+1中等买入信号
NEUTRAL0无明确方向
SELL-1中等卖出信号
STRONG_SELL-2多个强烈卖出信号一致

Confidence Interpretation

置信度解读

ConfidenceInterpretation
70-100%High conviction, strong signal
50-70%Moderate conviction
30-50%Weak signal, mixed indicators
0-30%No clear direction, avoid trading
置信度解读
70-100%高确信度，信号强劲
50-70%中等确信度
30-50%信号较弱，指标表现混杂
0-30%无明确方向，避免交易

Configuration

配置

Edit 
{baseDir}/config/settings.yaml
:
yaml
indicators:
  rsi:
    period: 14
    overbought: 70
    oversold: 30

signals:
  weights:
    rsi: 1.0
    macd: 1.0
    bollinger: 1.0
    trend: 1.0
    volume: 0.5
编辑 
{baseDir}/config/settings.yaml
：
yaml
indicators:
  rsi:
    period: 14
    overbought: 70
    oversold: 30

signals:
  weights:
    rsi: 1.0
    macd: 1.0
    bollinger: 1.0
    trend: 1.0
    volume: 0.5

Error Handling

错误处理

See 
{baseDir}/references/errors.md
for common issues:
  • API rate limits
  • Insufficient data handling
  • Network errors
常见问题请参考 
{baseDir}/references/errors.md
：
  • API速率限制
  • 数据不足处理
  • 网络错误

Examples

示例

See 
{baseDir}/references/examples.md
for detailed examples:
  • Multi-timeframe analysis
  • Custom indicator parameters
  • Combining with backtester
  • Automated scanning schedules
详细示例请参考 
{baseDir}/references/examples.md
：
  • 多时间框架分析
  • 自定义指标参数
  • 与回测工具结合
  • 自动扫描计划

Integration with Backtester

与回测工具集成

Test signals historically:
bash
undefined
历史回测信号：
bash
undefined

Generate signal

生成信号

python {baseDir}/scripts/scanner.py --symbols BTC-USD --detail
python {baseDir}/scripts/scanner.py --symbols BTC-USD --detail

Backtest the strategy that generated the signal

回测生成该信号的策略

python {baseDir}/../trading-strategy-backtester/skills/backtesting-trading-strategies/scripts/backtest.py
--strategy rsi_reversal --symbol BTC-USD --period 1y
undefined
python {baseDir}/../trading-strategy-backtester/skills/backtesting-trading-strategies/scripts/backtest.py
--strategy rsi_reversal --symbol BTC-USD --period 1y
undefined

Files

文件说明

FilePurpose
scripts/scanner.py
Main signal scanner
scripts/signals.py
Signal generation logic
scripts/indicators.py
Technical indicator calculations
config/settings.yaml
Configuration
文件用途
scripts/scanner.py
主信号扫描程序
scripts/signals.py
信号生成逻辑
scripts/indicators.py
技术指标计算
config/settings.yaml
配置文件

Resources

资源

  • yfinance for price data
  • pandas/numpy for calculations
  • Compatible with trading-strategy-backtester plugin
  • yfinance用于获取价格数据
  • pandas/numpy用于计算
  • 兼容trading-strategy-backtester插件