--- name: china-technical-analysis description: Compute and analyze technical indicators (MACD, KDJ, RSI, Moving Averages, Bollinger Bands) for Chinese futures markets. Generate buy/sell signals and chart descriptions based on data from china-commodity-quotes. emoji: 📉 metadata: openclaw: requires: bins: - curl envVars: [] dependencies: skills: - china-commodity-quotes --- # China Technical Analysis — 中国期货技术分析 Compute technical indicators and generate trading signals for Chinese commodity futures, financial index futures, crude oil, and shipping index markets. **Use this skill when:** - User asks for MACD, KDJ, RSI, 金叉死叉, or any technical indicator analysis - User wants buy/sell signals for a specific futures contract - User asks to "看下XX的走势" or "分析一下XX的技术面" - User wants to know if a contract is overbought/oversold - User wants channel, support/resistance levels ## Quick Start ### Recommended Flow 1. **Fetch quote data** → Use `china-commodity-quotes` to get price data for the target contract 2. **Calculate indicators** → Use formulas below to compute MACD, MA, RSI, Bollinger Bands, KDJ 3. **Generate signal** → Combine indicators and output buy/sell/neutral recommendation 4. **Present result** → Format with clear buy/sell signals and chart description ### Data Sources Through `china-commodity-quotes`, you can get: - `open`, `high`, `low`, `close` (daily or intraday) - `volume` and `open_interest` - Historical bar data via Sina Finance API **For multi-day historical data (best for indicators):** ``` https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_=new%20Date().getTime()/InnerFuturesNewService.getDailyKLine?symbol=&datalen= ``` Example (curl): ```bash curl -s "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/InnerFuturesNewService.getDailyKLine?symbol=IF0&datalen=60" ``` **For minute-level data:** ``` https://stock2.finance.sina.com.cn/futures/api/jsonp.php/InnerFuturesNewService.getMinLine?symbol=&type= ``` ## Technical Indicator Formulas ### 1. Moving Averages (MA — 均线系统) **Simple Moving Average (SMA):** ``` SMA(n) = (C1 + C2 + ... + Cn) / n ``` Where C = closing price, n = period **Common periods for Chinese futures:** - MA5 (5-day) — short-term trend - MA10 (10-day) — short-term support/resistance - MA20 (MA20) — mid-term trend - MA60 (60-day) — long-term trend - MA120 (120-day) — major trend line **Golden Cross (金叉) — Buy Signal:** Short-term MA crosses ABOVE long-term MA (e.g., MA5 上穿 MA20) **Death Cross (死叉) — Sell Signal:** Short-term MA crosses BELOW long-term MA (e.g., MA5 下穿 MA20) ### 2. MACD (指数平滑异同移动平均线) **Step-by-step calculation:** ``` Step 1: EMA12 = EMA(C, 12) — Fast EMA Step 2: EMA26 = EMA(C, 26) — Slow EMA Step 3: DIF = EMA12 - EMA26 — Difference Step 4: DEA = EMA(DIF, 9) — Signal line (9-day EMA of DIF) Step 5: MACD bar = 2 × (DIF - DEA) — Histogram ``` **EMA calculation (recursive):** ``` EMA(today) = (C × K) + (EMA(yesterday) × (1 - K)) Where K = 2 / (N + 1) ``` **Signals:** | Signal | Condition | Interpretation | |:-------|:----------|:--------------| | Golden cross | DIF crosses above DEA | Bullish 🟢 | | Death cross | DIF crosses below DEA | Bearish 🔴 | | Zero crossing (up) | DIF crosses above 0 | Trend turning bullish | | Zero crossing (down) | DIF crosses below 0 | Trend turning bearish | | Divergence (bullish) | Price lower low, MACD higher low | Reversal up ⬆️ | | Divergence (bearish) | Price higher high, MACD lower high | Reversal down ⬇️ | ### 3. RSI (相对强弱指标) ``` RSI(n) = 100 - [100 / (1 + RS)] RS = AvgGain(n) / AvgLoss(n) ``` Where: - `AvgGain(n)` = average of up-moves over n periods - `AvgLoss(n)` = average of down-moves over n periods - Default period: n = 14 **Interpretation:** | RSI Range | Signal | |:---------|:-------| | > 80 | Overbought (超买) — potential sell ⚠️ | | 70 - 80 | Strongly bullish, nearing overbought | | 30 - 70 | Normal range | | 20 - 30 | Strongly bearish, nearing oversold | | < 20 | Oversold (超卖) — potential buy ⚠️ | ### 4. Bollinger Bands (布林带) ``` Middle Band = SMA(n) Upper Band = Middle Band + (k × StdDev(n)) Lower Band = Middle Band - (k × StdDev(n)) ``` Where: - n = 20 (default period) - k = 2 (default multiplier) - StdDev = standard deviation of closing prices **Interpretation:** | Pattern | Meaning | |:--------|:--------| | Price touches upper band | Overbought; potential resistance | | Price touches lower band | Oversold; potential support | | Price breaks above upper band | Strong momentum; trend continuation | | Price breaks below lower band | Strong momentum; trend continuation | | Bands squeeze (narrowing) | Low volatility; impending breakout | | Bands expand (widening) | High volatility | ### 5. KDJ (随机指标 — Chinese Traders' Favorite) KDJ is a derivative of the Stochastic Oscillator, widely used by Chinese futures traders. ``` Step 1: RSV = (C - L9) / (H9 - L9) × 100 Where C = today's close, L9 = lowest low of 9 periods, H9 = highest high of 9 periods Step 2: K = (2/3 × K(yesterday)) + (1/3 × RSV) Step 3: D = (2/3 × D(yesterday)) + (1/3 × K(today)) Step 4: J = (3 × K) - (2 × D) ``` **Interpretation:** | Value | Meaning | |:------|:--------| | K > D | Uptrend | | K < D | Downtrend | | K/D/J > 80 | Overbought | | K/D/J < 20 | Oversold | | Golden cross (K ↑ D) | Buy signal (especially < 20) | | Death cross (K ↓ D) | Sell signal (especially > 80) | | J > 100 | Top warning 🔴 | | J < 0 | Bottom warning 🟢 | ## Signal Generation Logic ### Composite Signal Scoring Assign weights to get a combined signal: | Indicator | Buy Signal | Sell Signal | Weight | |:----------|:-----------|:------------|:------:| | MACD | DIF ↑ DEA, DIF > 0 | DIF ↓ DEA, DIF < 0 | 30% | | RSI | RSI < 30 → oversold | RSI > 70 → overbought | 20% | | MA | Price > MA5 > MA10 > MA20 | Price < MA5 < MA10 < MA20 | 25% | | Bollinger | Price at/below lower band | Price at/above upper band | 10% | | KDJ | K ↑ D < 20 | K ↓ D > 80 | 15% | **Overall:** - Score ≥ 60 → **Buy 🟢** - Score ≤ -60 → **Sell 🔴** - Otherwise → **Neutral ⚪** ### Support & Resistance **Support levels (支撑位):** - Previous lows - MA20, MA60 - Lower Bollinger Band - Fibonacci retracement levels (0.382, 0.5, 0.618) **Resistance levels (压力位):** - Previous highs - MA20 (acting as resistance in downtrend) - Upper Bollinger Band - Fibonacci retracement levels ## Scripts ### `scripts/indicators.py` Core technical indicator calculation engine: - `sma(data, period)` — Simple Moving Average - `ema(data, period)` — Exponential Moving Average - `macd(data)` — MACD (DIF, DEA, histogram) - `rsi(data, period=14)` — RSI - `bollinger(data, period=20, k=2)` — Bollinger Bands - `kdj(data)` — KDJ indicator - `golden_death_cross(short_ma, long_ma)` — Detect 金叉/死叉 - `composite_signal(data)` — Combine all indicators → final signal ## Example Output ``` 📉 沪深300 (IF2606) 技术分析 📊 均线系统 MA5: 3850.2 | MA10: 3820.5 | MA20: 3790.8 ⚡ 金叉确认: MA5 上穿 MA10 ✅ 📊 MACD (12,26,9) DIF: +8.50 | DEA: +5.20 | 柱: +6.60 🟢 MACD金叉，DIF在零轴上方 📊 RSI(14): 62.5 ⚪ 正常区间，偏强 📊 布林带 (20,2) 上轨: 3920.0 | 中轨: 3790.8 | 下轨: 3661.6 价格接近中轨，布林带略微扩张 📊 KDJ(9,3,3) K: 68.2 | D: 62.5 | J: 79.6 ⚠️ J值接近80，注意超买风险 ━━━━━━━━━━━━━━━━━━━━━ 🟢 BUY 信号 (评分: +65/100) 主要支撑: 3790 (MA20) 主要压力: 3850 (前高) / 3920 (布林上轨) 💡 建议: 短线偏多，注意J值高位回调风险止损参考: 3780 (-0.5%) ``` ## Important Notes - Technical analysis provides **probability-based signals**, not guarantees - Always combine with fundamentals and market news - Chinese futures markets have unique characteristics (夜盘, limit up/down rules) - KDJ is particularly popular among Chinese retail traders; MACD + MA combo is preferred by institutions - The script `scripts/indicators.py` can be called directly for batch analysis

China Technical Analysis

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