TA.DEMA() - 双重指数移动平均线

TA.DEMA(data)
TA.DEMA(data, timeperiod=30)

DEMA = 2 × EMA - EMA(EMA)

其中：
EMA1 = EMA(Close, N)
EMA2 = EMA(EMA1, N)
DEMA = 2 × EMA1 - EMA2

def main():
    records = exchange.GetRecords()
    if len(records) < 50:
        return
    
    closes = [r['Close'] for r in records]
    price = closes[-1]
    
    dema20 = TA.DEMA(closes, 20)
    dema50 = TA.DEMA(closes, 50)
    
    # 价格与DEMA位置关系
    if price > dema20[-1] and dema20[-1] > dema50[-1]:
        Log("强势多头")
    elif price < dema20[-1] and dema20[-1] < dema50[-1]:
        Log("强势空头")

def dema_breakout():
    records = exchange.GetRecords()
    closes = [r['Close'] for r in records]
    
    dema = TA.DEMA(closes, 20)
    atr = TA.ATR(records, 14)
    
    price = closes[-1]
    threshold = atr[-1] * 0.5
    
    # 向上突破DEMA
    if price > dema[-1] + threshold and closes[-2] <= dema[-2]:
        exchange.Buy(-1, 1)
        Log("突破DEMA做多")
    
    # 向下跌破DEMA
    elif price < dema[-1] - threshold and closes[-2] >= dema[-2]:
        exchange.Sell(-1, 1)
        Log("跌破DEMA做空")

def dema_trend_following():
    records = exchange.GetRecords()
    closes = [r['Close'] for r in records]
    
    dema_fast = TA.DEMA(closes, 10)
    dema_slow = TA.DEMA(closes, 30)
    
    # 快慢线交叉
    if dema_fast[-1] > dema_slow[-1] and dema_fast[-2] <= dema_slow[-2]:
        # 金叉 + 确认
        if dema_fast[-1] - dema_slow[-1] > closes[-1] * 0.001:
            exchange.Buy(-1, 0.8)
            Log("DEMA金叉做多")
    
    elif dema_fast[-1] < dema_slow[-1] and dema_fast[-2] >= dema_slow[-2]:
        # 死叉 + 确认
        if dema_slow[-1] - dema_fast[-1] > closes[-1] * 0.001:
            exchange.Sell(-1, 0.8)
            Log("DEMA死叉做空")