TA.TEMA() - 三重指数移动平均线

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

TEMA = 3 × EMA1 - 3 × EMA2 + EMA3

其中：
EMA1 = EMA(Close, N)
EMA2 = EMA(EMA1, N)
EMA3 = EMA(EMA2, N)

def main():
    records = exchange.GetRecords()
    if len(records) < 100:
        return
    
    closes = [r['Close'] for r in records]
    
    tema = TA.TEMA(closes, 20)
    price = closes[-1]
    
    # 价格与TEMA关系
    if price > tema[-1]:
        Log("价格在TEMA上方，看涨")
    else:
        Log("价格在TEMA下方，看跌")
    
    # TEMA斜率
    slope = (tema[-1] - tema[-5]) / 5
    if slope > 0:
        Log("TEMA上升趋势")
    else:
        Log("TEMA下降趋势")

def tema_atr_filter():
    records = exchange.GetRecords()
    closes = [r['Close'] for r in records]
    
    tema = TA.TEMA(closes, 20)
    atr = TA.ATR(records, 14)
    
    price = closes[-1]
    volatility_filter = atr[-1] / price > 0.02  # 波动率>2%
    
    if not volatility_filter:
        return  # 波动率太低不交易
    
    # 突破TEMA做多
    if price > tema[-1] and closes[-2] <= tema[-2]:
        exchange.Buy(-1, 1)
        Log("TEMA突破做多")
    
    # 跌破TEMA做空
    elif price < tema[-1] and closes[-2] >= tema[-2]:
        exchange.Sell(-1, 1)
        Log("TEMA跌破做空")

def tema_multi_timeframe():
    records_1h = exchange.GetRecords(PERIOD_H1)
    records_15m = exchange.GetRecords(PERIOD_M15)
    
    if len(records_1h) < 50 or len(records_15m) < 50:
        return
    
    closes_1h = [r['Close'] for r in records_1h]
    closes_15m = [r['Close'] for r in records_15m]
    
    tema_1h = TA.TEMA(closes_1h, 20)
    tema_15m = TA.TEMA(closes_15m, 20)
    
    price = closes_15m[-1]
    
    # 多周期同向
    h1_bullish = price > tema_1h[-1]
    m15_bullish = price > tema_15m[-1]
    
    if h1_bullish and m15_bullish:
        # 双周期看涨
        if closes_15m[-2] <= tema_15m[-2]:
            exchange.Buy(-1, 1)
            Log("多周期TEMA共振做多")
    
    elif not h1_bullish and not m15_bullish:
        # 双周期看跌
        if closes_15m[-2] >= tema_15m[-2]:
            exchange.Sell(-1, 1)
            Log("多周期TEMA共振做空")