{"id":2209,"date":"2025-04-27T07:53:00","date_gmt":"2025-04-26T23:53:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2209"},"modified":"2025-04-14T15:47:06","modified_gmt":"2025-04-14T07:47:06","slug":"%e6%95%a3%e6%88%b7%e6%95%91%e5%91%bd%e7%ad%96%e7%95%a5%ef%bc%9ak%e7%ba%bf%e4%b8%8b%e7%9a%84%e9%bb%84%e9%87%91%e4%b8%89%e8%a7%92%e7%bb%84%e5%90%88%ef%bc%8c%e8%b5%9a%e9%92%b1%e4%bb%8e%e6%ad%a4%e4%b8%8d","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2025\/04\/27\/%e6%95%a3%e6%88%b7%e6%95%91%e5%91%bd%e7%ad%96%e7%95%a5%ef%bc%9ak%e7%ba%bf%e4%b8%8b%e7%9a%84%e9%bb%84%e9%87%91%e4%b8%89%e8%a7%92%e7%bb%84%e5%90%88%ef%bc%8c%e8%b5%9a%e9%92%b1%e4%bb%8e%e6%ad%a4%e4%b8%8d\/","title":{"rendered":"\u6563\u6237\u6551\u547d\u7b56\u7565\uff1aK\u7ebf\u4e0b\u7684\u9ec4\u91d1\u4e09\u89d2\u7ec4\u5408\uff0c\u8d5a\u94b1\u4ece\u6b64\u4e0d\u9760\u8fd0\u6c14"},"content":{"rendered":"\n

\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n
\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u6211\u4e00\u670b\u53cb\u4ee5\u524d\u53ea\u559c\u6b22\u770b\u5e03\u6797\u5e26\u6765\u4ea4\u6613\uff0c\u7ed3\u679c\u4e00\u7b14\u5c31\u4e8f\u4e867000\u5200\uff0c\u7279\u522b\u6cae\u4e27\u3002\u540e\u6765\u6211\u8ba9\u4ed6\u52a0\u4e86\u4e24\u4e2a\u5c0f\u6307\u6807\u2014\u2014ADX\u548cRSI\uff0c\u753b\u98ce\u7a81\u53d8\uff0c\u76f4\u63a5\u53d8\u6210\u8d5a\u56de57000\uff01\u8fd9\u6b21\u6211\u5c31\u628a\u8fd9\u5957\u9ec4\u91d1\u4e09\u89d2\u7ec4\u5408\u5199\u6210\u901a\u4fd7\u6613\u61c2\u7684\u56fe\u6587<\/mark>\uff0c\u8fd8\u6574\u7406\u6210\u652f\u6301Python\/TradingView\/\u901a\u8fbe\u4fe1\u7684\u4ee3\u7801\uff0c\u4eca\u5929\u5168\u514d\u8d39\u9001\u7ed9\u5927\u5bb6<\/mark>\uff01<\/pre>\n<\/blockquote>\n\n\n\n
\u4e00\u3001\u8840\u6cea\u53f2\uff1a\u4ed6\u88ab\u5e03\u6797\u5e26\u5751\u60e8\u4e86<\/strong><\/strong><\/h2>\n\n\n\n

1.1 \u65b0\u624b\u8e29\u5751\u5b9e\u5f55<\/strong><\/h3>\n\n\n\n
\u670b\u53cb\u53bb\u5e74\u62ff\u774010\u4e07\u672c\u91d1\u51b2\u8fdb\u80a1\u5e02\uff0c\u89c9\u5f97\u5e03\u6797\u5e26\u662f”\u4e07\u80fd\u6307\u6807”\uff1a<\/p>\n\n\n\n
\u5e03\u6797\u5e26\uff08Bollinger Bands\uff09\uff0c\u6211\u8bfb\u8005\u4e2d\u5f88\u591a\u4eba\u90fd\u719f\uff0c\u5c31\u4e0d\u5570\u55e6\u4e86\u3002\u539f\u7406\u662fK\u7ebf\u4ef7\u683c\u504f\u79bb\u4e2d\u8f68\u4e4b\u540e\u6709\u56de\u8c03\u7684\u8d8b\u52bf\uff0c\u4e5f\u53eb\u201c\u5747\u503c\u56de\u5f52\u201d\u3002<\/p>\n\n\n\n
\u539f\u7248\u7b56\u7565\u662f\u8fd9\u6837\u7684\uff1a<\/p>\n\n\n\n
\u6761\u4ef6<\/th>\u64cd\u4f5c<\/th><\/tr>
\u6536\u76d8\u4ef7\u8dcc\u7834\u4e0b\u8f68<\/td>\u4e70\u5165<\/td><\/tr>
\u56de\u5230\u4e2d\u8f68\u9644\u8fd1<\/td>\u5356\u51fa<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\u4e4d\u4e00\u770b\u633a\u7a33\uff0c\u80dc\u7387\u4e5f\u4e0d\u4f4e\uff0c\u8fbe\u5230\u4e86 64.29%\u3002\u4f46\u95ee\u9898\u5728\u54ea\u5462\uff1f<\/p>\n\n\n\n
\ud83d\udc49 \u4e8f\u94b1\u6bd4\u8d5a\u94b1\u591a\u592a\u591a\uff01<\/p>\n\n\n\n
    \n
  • \u5e73\u5747\u4e8f\u635f\u4e00\u7b14\uff1a-9612.79\u7f8e\u5143<\/li>\n\n\n\n
  • \u5e73\u5747\u8d5a\u94b1\u4e00\u7b14\uff1a+4947.69\u7f8e\u5143<\/li>\n\n\n\n
  • \u6700\u540e\u8d26\u6237\u4ece10\u4e07\u7f8e\u5143\u8dcc\u523092930\u7f8e\u5143\uff01<\/li>\n<\/ul>\n\n\n\n
    1.2 \u95ee\u9898\u51fa\u5728\u54ea\uff1f<\/strong><\/h3>\n\n\n\n
    \u5173\u952e\u53d1\u73b0<\/strong>\uff1a\u80dc\u7387\u9ad8\u2260\u8d5a\u94b1\uff0c\u76c8\u4e8f\u6bd4<\/strong>\u624d\u662f\u738b\u9053\uff01<\/p>\n\n\n\n
    \u4ea4\u6613\u7c7b\u578b<\/th>\u6b21\u6570<\/th>\u76c8\u5229\u6b21\u6570<\/th>\u4e8f\u635f\u6b21\u6570<\/th>\u7ed3\u679c<\/th><\/tr><\/thead>
    \u5355\u7eaf\u5e03\u6797\u5e26\u4ea4\u6613<\/td>28\u6b21<\/td>18\u6b21<\/td>10\u6b21<\/td>\u4e8f7000<\/td><\/tr>
    \u9ec4\u91d1\u4e09\u89d2\u7b56\u7565<\/td>6\u6b21<\/td>4\u6b21<\/td>2\u6b21<\/td>\u8d5a5.7\u4e07<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \u771f\u76f8\u5728\u8fd9\u513f<\/strong>\uff1a\u5e03\u6797\u5e26\u9002\u5408\u5e02\u573a\u6643\u60a0\u7684\u65f6\u5019\uff0c\u6bd4\u5982\u4ef7\u683c\u6ca1\u5565\u5927\u65b9\u5411\uff0c\u4e0a\u4e0b\u9707\u8361\u3002\u53ef\u5982\u679c\u5e02\u573a\u50cf\u8131\u7f30\u91ce\u9a6c\uff0c\u731b\u6da8\u6216\u731b\u8dcc\uff0c\u5e03\u6797\u5e26\u7684\u4fe1\u53f7\u5c31\u8ddf\u201c\u5ffd\u60a0\u201d\u5dee\u4e0d\u591a\u3002<\/p>\n\n\n\n
    \u548b\u7834\u5c40\uff1f<\/strong>
    \u5f97\u627e\u4e24\u4e2a\u5e2e\u624b\uff0c\u4e00\u4e2a\u7ba1\u8d8b\u52bf\u5f3a\u5f31\uff0c\u4e00\u4e2a\u7ba1\u4e70\u5356\u65f6\u673a\u3002\u8fd9\u4fe9\u5bb6\u4f19\u4e00\u4e2a\u53eb\u201c\u8d8b\u52bf\u5f3a\u5ea6\u201d\uff08\u5b66\u540dADX\uff09\uff0c\u4e00\u4e2a\u53eb\u201c\u8d85\u4e70\u8d85\u5356\u201d\uff08\u5b66\u540dRSI\uff09\u3002<\/p>\n\n\n\n
    \u522b\u88ab\u540d\u5b57\u5413\u7740\uff0c\u6bd5\u7adf\u662f\u4e3a\u6211\u670b\u53cb\u8d5a\u4e865.7\u5200\u7684\u7b56\u7565\uff0c\u8ba9\u6211\u6765\u6162\u6162\u7ed9\u5927\u5bb6\u8bb2\u660e\u767d\u3002<\/p>\n\n\n\n
    \u4e8c\u3001\u9ec4\u91d1\u4e09\u89d2\uff1a\u5e03\u6797\u5e26+ADX+RSI\u7ec4\u5408\u62f3<\/strong><\/h2>\n\n\n\n
    \u8fd9\u201c\u9ec4\u91d1\u4e09\u89d2\u201d\u548b\u7ec4\u5408\uff1f\u4e00\u4e2a\u4e00\u4e2a\u6765\u62c6\u89e3\uff1a<\/p>\n\n\n\n
    2. 1 \u5e03\u6797\u5e26\uff08\u57fa\u7840\u6846\u67b6\uff09<\/strong><\/h3>\n\n\n\n
    \u8fd9\u662f\u6838\u5fc3\uff0c\u5e2e\u4f60\u770b\u4ef7\u683c\u7684\u201c\u5730\u677f\u201d\u548c\u201c\u5929\u82b1\u677f\u201d\u3002\u4ef7\u683c\u5230\u4e0b\u8f68\uff0c\u53ef\u80fd\u8981\u6da8\uff1b\u5230\u4e0a\u8f68\uff0c\u53ef\u80fd\u8981\u8dcc\u3002\u4f46\u522b\u6025\u7740\u52a8\u624b\uff0c\u5148\u95ee\u95ee\u53e6\u5916\u4e24\u4e2a\u5e2e\u624b\u3002<\/p>\n\n\n\n
      \n
    • \u4e2d\u8f68\uff1a20\u65e5\u5747\u7ebf<\/li>\n\n\n\n
    • \u4e0a\u8f68\uff1a\u4e2d\u8f68+2\u500d\u6807\u51c6\u5dee<\/li>\n\n\n\n
    • \u4e0b\u8f68\uff1a\u4e2d\u8f68-2\u500d\u6807\u51c6\u5dee<\/li>\n<\/ul>\n\n\n\n
      2.2 ADX\u8d8b\u52bf\u8fc7\u6ee4\u5668\uff08\u9632\u5751\u795e\u5668\uff09<\/strong><\/h3>\n\n\n\n
      \u8fd9\u5bb6\u4f19\u50cf\u4e2a\u201c\u5e02\u573a\u8b66\u5bdf\u201d\uff0c\u544a\u8bc9\u4f60\u73b0\u5728\u662f\u60a0\u95f2\u6563\u6b65\uff08\u6ca1\u8d8b\u52bf\uff09\uff0c\u8fd8\u662f\u8dd1\u9a6c\u62c9\u677e\uff08\u6709\u8d8b\u52bf\uff09\u3002<\/p>\n\n\n\n
        \n
      • ADX>25\uff1a\u8d8b\u52bf\u884c\u60c5\uff0c\u5173\u673a\u4fdd\u5e73\u5b89<\/li>\n\n\n\n
      • ADX<25\uff1a\u9707\u8361\u884c\u60c5\uff0c\u53ef\u4ee5\u64cd\u4f5c<\/li>\n<\/ul>\n\n\n\n
        \u6211\u7684\u7ecf\u9a8c\u662f\uff1a\u53ea\u5728\u8d8b\u52bf\u5f3a\u5ea6\u4f4e\u4e8e25\u65f6\u5f00\u5e72\uff0c\u907f\u5f00\u5927\u5751\u3002<\/p>\n\n\n\n
        2.3 RSI\u60c5\u7eea\u6307\u6807\uff08\u6284\u5e95\u9003\u9876\u6307\u5357\u9488\uff09<\/strong><\/h3>\n\n\n\n
        \u8fd9\u662f\u4e2a\u201c\u60c5\u7eea\u4fa6\u63a2\u201d\uff0c\u770b\u5e02\u573a\u662f\u592a\u5174\u594b\uff08\u6da8\u8fc7\u5934\uff0c\u8d85\u4e70\uff09\u8fd8\u662f\u592a\u5bb3\u6015\uff08\u8dcc\u8fc7\u5934\uff0c\u8d85\u5356\uff09\u3002<\/p>\n\n\n\n
          \n
        • RSI<30\uff1a\u8d85\u5356\uff0c\u53ef\u80fd\u53cd\u5f39<\/li>\n\n\n\n
        • RSI>70\uff1a\u8d85\u4e70\uff0c\u53ef\u80fd\u56de\u8c03<\/li>\n<\/ul>\n\n\n\n
          \u8ddf\u5e03\u6797\u5e26\u4e00\u5bf9\uff0c\u4fe1\u53f7\u51c6\u5f97\u98de\u8d77\u3002<\/p>\n\n\n\n
          \u4e09\u8005\u9f50\u6d3b\u624d\u52a8\u624b\uff01\u6bd4\u5982\uff1a<\/p>\n\n\n\n
          \"\"<\/figure>\n\n\n\n
            \n
          • \u4ef7\u683c\u78b0\u5230\u5e03\u6797\u5e26\u4e0b\u8f68\uff08\u50cf\u8d85\u5e02\u5927\u7529\u5356\uff09\u3002<\/li>\n\n\n\n
          • \u8d8b\u52bf\u5f3a\u5ea6\u4f4e\u4e8e25\uff08\u5e02\u573a\u6ca1\u53d1\u75af\uff09\u3002<\/li>\n\n\n\n
          • \u8d85\u4e70\u8d85\u5356\u4f4e\u4e8e30\uff08\u5927\u5bb6\u629b\u8fc7\u5934\u4e86\uff09\u3002 \u8fd9\u65f6\u5019\uff0c\u679c\u65ad\u4e70\uff01<\/li>\n\n\n\n
          • \u53cd\u8fc7\u6765\uff0c\u4ef7\u683c\u5230\u4e0a\u8f68\u3001\u8d8b\u52bf\u5f3a\u5ea6\u4f4e\u4e8e25\u3001\u8d85\u4e70\u8d85\u5356\u9ad8\u4e8e70\uff0c\u5c31\u5356\u3002<\/li>\n<\/ul>\n\n\n\n
            \u9ec4\u91d1\u4e09\u89d2\u5728A\u80a1\u3001\u6e2f\u80a1\u3001\u7f8e\u80a1\u90fd\u80fd\u7528\u3002A\u80a1\u7231\u9707\u8361\uff0c\u80dc\u7387\u66f4\u9ad8\uff1b\u6e2f\u80a1\u8d8b\u52bf\u591a\uff0c\u8d8b\u52bf\u5f3a\u5ea6\u5f97\u76ef\u7d27\u3002\u81ea\u5df1\u7075\u6d3b\u70b9\uff0c\u5c31\u6ca1\u5565\u5e02\u573a\u80fd\u96be\u5012\u4f60\uff01<\/p>\n\n\n\n
            \u4e09\u3001\u5b9e\u6218\u4ee3\u7801<\/strong><\/h2>\n\n\n\n
            \u5149\u8bf4\u4e0d\u7ec3\u5047\u628a\u5f0f\uff01\u4e0b\u9762\u6211\u5206\u4eabPython+TradingView<\/strong>+\u901a\u8fbe\u4fe1\u7684\u5168\u652f\u6301\u7248\u672c<\/strong>\uff0c\u8ba9\u6211\u7684\u8bfb\u8005\u4ece\u6b64\u540e\u4e0d\u6015\u5199\u4ee3\u7801\uff0c\u5e2e\u4f60\u7528\u201c\u9ec4\u91d1\u4e09\u89d2\u201d\u81ea\u52a8\u627e\u4e70\u5356\u70b9\u3002<\/p>\n\n\n\n
            \u8ddf\u7740\u6765\uff0c\u6563\u6237\u4e5f\u80fd\u73a9\u8f6c\u91cf\u5316\uff01<\/p>\n\n\n\n
            3.1 Python\u91cf\u5316\u7248\uff08\u9002\u5408\u7a0b\u5e8f\u5458\uff09<\/strong><\/h3>\n\n\n\n
            \u4ee3\u7801\u8f93\u51fa\u7684\u7ed3\u679c\u5927\u6982\u662f\u8fd9\u4e2a\u6837\u5b50\u3002<\/p>\n\n\n\n
            \"\"<\/figure>\n\n\n\n
            \u6838\u5fc3\u4ee3\u7801\u793a\u4f8b\u5982\u4e0b\uff1a<\/p>\n\n\n\n
            import pandas as pd
            import talib as ta

            # \u5047\u8bbe\u4f60\u6709\u80a1\u4ef7\u6570\u636e\uff1a\u65e5\u671f\u3001\u5f00\u76d8\u3001\u6700\u9ad8\u3001\u6700\u4f4e\u3001\u6536\u76d8
            data = pd.read_csv('stock_data.csv')  # \u66ff\u6362\u6210\u4f60\u7684\u6570\u636e\u6587\u4ef6

            # \u8ba1\u7b97\u5e03\u6797\u5e26
            data['middle'] = data['close'].rolling(window=20).mean()  # \u4e2d\u95f4\u7ebf
            data['std'] = data['close'].rolling(window=20).std()      # \u6807\u51c6\u5dee
            data['upper'] = data['middle'] + 2 * data['std']          # \u4e0a\u8f68
            data['lower'] = data['middle'] - 2 * data['std']          # \u4e0b\u8f68

            # \u8ba1\u7b97\u8d8b\u52bf\u5f3a\u5ea6\uff08ADX\uff09
            data['adx'] = ta.ADX(data['high'], data['low'], data['close'], timeperiod=14)

            # \u8ba1\u7b97\u8d85\u4e70\u8d85\u5356\uff08RSI\uff09
            data['rsi'] = ta.RSI(data['close'], timeperiod=14)

            # \u4e70\u5356\u4fe1\u53f7
            data['buy_signal'] = (data['close'] <= data['lower']) & (data['adx'] < 25) & (data['rsi'] < 30)
            data['sell_signal'] = (data['close'] >= data['upper']) & (data['adx'] < 25) & (data['rsi'] > 70)

            # \u8f93\u51fa\u4fe1\u53f7
            print(data[['date', 'close', 'buy_signal', 'sell_signal']])<\/pre>\n\n\n\n
            \u4ee3\u7801\u89e3\u91ca<\/strong>\uff1a<\/p>\n\n\n\n