捕捉市场风向，抢占交易先机：探索5日10日均线买入卖出策略

闲谈

2023-02-13 22:56:40

5日10日均线交易策略：乘风破浪，扬帆起航

鹰击长空，5日均线：捕捉市场动态

5日均线，是反映过去5个交易日收盘价变化的晴雨表。当5日均线上穿10日均线，预示着股价进入上升通道。抓住这根"金丝线"，便可把握住上涨的契机，乘风破浪，扬帆起航。

稳扎稳打，10日均线：坚守市场趋势

10日均线，是观察过去10个交易日收盘价走势的"定海神针"。它既是股价上涨的支撑位，也是股价下跌的阻力位。当股价突破10日均线，表明趋势确立，坚定持有即可；当股价跌破10日均线，则应及时卖出，避免损失。

相辅相成，5日10日均线共绘交易蓝图

5日均线与10日均线的"合奏"，能为投资者勾勒出清晰的交易蓝图：

金叉买入： 5日均线上穿10日均线，买入信号。
死叉卖出： 5日均线跌破10日均线，卖出信号。
同向持股： 5日均线和10日均线同时上扬或下跌，持有股票。
背离调整： 5日均线和10日均线出现背离，及时调整交易策略。

代码示例：

import numpy as np
import pandas as pd

def calculate_5_10_moving_average(close_prices):
    """
    Calculate the 5-day and 10-day moving averages of a list of closing prices.

    Args:
        close_prices (list): A list of closing prices.

    Returns:
        tuple: A tuple containing the 5-day and 10-day moving averages.
    """
    # Calculate the 5-day moving average
    five_day_ma = np.mean(close_prices[-5:])

    # Calculate the 10-day moving average
    ten_day_ma = np.mean(close_prices[-10:])

    return five_day_ma, ten_day_ma


def generate_trading_signals(close_prices):
    """
    Generate trading signals based on the 5-day and 10-day moving averages.

    Args:
        close_prices (list): A list of closing prices.

    Returns:
        list: A list of trading signals (1 for buy, 0 for sell).
    """
    # Calculate the 5-day and 10-day moving averages
    five_day_ma, ten_day_ma = calculate_5_10_moving_average(close_prices)

    # Generate the trading signals
    trading_signals = []
    for i in range(1, len(close_prices)):
        if five_day_ma[i] > ten_day_ma[i] and five_day_ma[i - 1] < ten_day_ma[i - 1]:
            # Golden cross: buy signal
            trading_signals.append(1)
        elif five_day_ma[i] < ten_day_ma[i] and five_day_ma[i - 1] > ten_day_ma[i - 1]:
            # Death cross: sell signal
            trading_signals.append(0)
        else:
            # Hold signal
            trading_signals.append(-1)

    return trading_signals


# Test the code
close_prices = [100, 101, 102, 103, 104, 105, 106, 107, 108, 109]
trading_signals = generate_trading_signals(close_prices)
print(trading_signals)