打算开发一个股票自动交易系统(Algorithmic trading)

xinxing

mikeqc 发表于 2019-3-27 08:29 AM
谈趋势和盘整，一定在级别之下谈。比如，最近跌成狗屎的TSLA，在日线上看是下跌，小时图就可能是下跌尾声 ...

太棒了，你讲的许多东西值得学习，细化，以便自动化处理数据。
三个不同的时间尺度：小时、日线和月线，三个特征。通过日线下跌，小时岛形反转成立，加上月线上的 histogram 在某个价位出现峰值 来判断盘整，有意思。
自动化首先就是规则的量化，量化的规则就可以程序化。
“自动化交易系统”是“交易规则”的量化和程序化，同样，“自动选股”是选股标准的量化和自动化。
很高兴能跟你合作，把你的宝贵经验，转化成计算机能够操作的自动化系统。我在Boston地区，你在附近吗？增加联系。

xinxing

接下来，准备使用 移动平均线[moving average (MA)], 一个技术分析中广泛使用的指标。

平均的目的是滤除“噪声”，使得价格平滑，便于处理。

计算公式就是简单的在一个移动窗口内作平均 [Simple Moving Average (SMA)] 。

$$ SMA = \frac{A_1 + A_2 + ... + A_n}{n} $$ $A_n$是窗口中最后一个价格，在即时跟踪时，它就是股票的当前现价，$A_1$, $A_2$ ... 是过去的价格，所以SMA是一个滞后指标。

为了缓解滞后， 人们倾向于提高当前价格所占的比重，把过去的价格的比重按照指数降低，这就是[Exponential Moving Average (EMA)]

EMA可以递推计算： $$ EMA_n = f*ClosingPrice_n + \left(1-f\right)EMA_{n-1}; $$ where $f = \frac{2}{T+1}$ 是倍数, and $T$ 是周期.

有了EMA就可以计算MACD (Moving average convergence divergence)。

普通软件使用的MACD 是12-day EMA，减去 26-day EMA， 再用9天的EMA（信号线）算交叉。其实不必拘泥于这三个数，再者说，换成分钟不是更精确么。

交叉有两种类型，上叉和下叉 （金叉和死叉） 代表牛和熊区间的开始和结束。在牛的一侧做多，在熊的一侧做空，按理也可以挣钱。既然计算不复杂，何不算一下呢。

更何况，计算MACD可以和之前的over-bought-over-sold模型相结合。

xinxing

MACD的上叉是bullish的开始，买进股票SVXY。

MACD的下叉是bullish的结束，卖出清空。该模型给出下列交易, 一年可盈利13.67%

这个表格只考虑了bullish交易，如果考虑bearish一侧的做空，净利润要乘二，等于27.34%，跑赢大盘了。

SN	Date Time	Act	Current Price	Realized Rate%	Net Profit Rate%
1	2018-Mar-5 Mon 1:29 PM	Bought at $	49.4025
2	2018-Mar-13 Tue 2:07 PM	Sold at $	51.3201	3.882	3.882
3	2018-Mar-16 Fri 11:44 AM	Bought at $	52.08
4	2018-Mar-19 Mon 10:28 AM	Sold at $	50.72	-2.611	1.27
5	2018-Mar-21 Wed 12:36 PM	Bought at $	51.034
6	2018-Mar-22 Thu 10:38 AM	Sold at $	48.6476	-4.676	-3.406
7	2018-Mar-27 Tue 12:44 PM	Bought at $	47.0212
8	2018-Mar-27 Tue 3:52 PM	Sold at $	45.608	-3.005	-6.411
9	2018-Mar-29 Thu 11:11 AM	Bought at $	46.6116
10	2018-Apr-2 Mon 2:09 PM	Sold at $	44	-5.603	-12.01
11	2018-Apr-3 Tue 11:48 AM	Bought at $	45.1598
12	2018-Apr-19 Thu 11:38 AM	Sold at $	49.3225	9.218	-2.797
13	2018-Apr-26 Thu 2:24 PM	Bought at $	48.9178
14	2018-May-3 Thu 10:47 AM	Sold at $	48.317	-1.228	-4.025
15	2018-May-4 Fri 1:49 PM	Bought at $	50.04
16	2018-May-8 Tue 2:07 PM	Sold at $	50	-0.07994	-4.105
17	2018-May-9 Wed 9:39 AM	Bought at $	50.5654
18	2018-May-15 Tue 11:14 AM	Sold at $	52.186	3.205	-0.8997
19	2018-May-21 Mon 10:50 AM	Bought at $	54.6
20	2018-May-22 Tue 3:02 PM	Sold at $	53.8796	-1.319	-2.219
21	2018-May-25 Fri 11:09 AM	Bought at $	54.5194
22	2018-May-29 Tue 9:30 AM	Sold at $	52.84	-3.08	-5.3
23	2018-Jun-1 Fri 10:35 AM	Bought at $	52.9563
24	2018-Jun-8 Fri 10:56 AM	Sold at $	54.6645	3.226	-2.074
25	2018-Jun-11 Mon 12:53 PM	Bought at $	55.29
26	2018-Jun-12 Tue 3:44 PM	Sold at $	55.56	0.4883	-1.586
27	2018-Jun-13 Wed 9:35 AM	Bought at $	55.84
28	2018-Jun-13 Wed 1:21 PM	Sold at $	55.6798	-0.2869	-1.873
29	2018-Jun-14 Thu 1:44 PM	Bought at $	56.2796
30	2018-Jun-14 Thu 3:12 PM	Sold at $	55.981	-0.5307	-2.403
31	2018-Jun-27 Wed 12:06 PM	Bought at $	51.5669
32	2018-Jun-27 Wed 1:08 PM	Sold at $	50.3948	-2.273	-4.676
33	2018-Jun-29 Fri 9:43 AM	Bought at $	51.4389
34	2018-Jul-11 Wed 1:30 PM	Sold at $	53.8732	4.732	0.05629
35	2018-Jul-16 Mon 1:12 PM	Bought at $	55.3215
36	2018-Jul-16 Mon 2:42 PM	Sold at $	55.0488	-0.493	-0.4367
37	2018-Jul-17 Tue 11:57 AM	Bought at $	55.799
38	2018-Jul-18 Wed 10:16 AM	Sold at $	55.3676	-0.7732	-1.21
39	2018-Jul-25 Wed 2:14 PM	Bought at $	55.8487
40	2018-Jul-26 Thu 1:32 PM	Sold at $	55.6806	-0.301	-1.511
41	2018-Jul-26 Thu 2:51 PM	Bought at $	55.9939
42	2018-Jul-27 Fri 11:49 AM	Sold at $	55.84	-0.2748	-1.786
43	2018-Aug-1 Wed 10:24 AM	Bought at $	55.62
44	2018-Aug-2 Thu 10:50 AM	Sold at $	54.4759	-2.057	-3.843
45	2018-Aug-2 Thu 1:00 PM	Bought at $	55.3133
46	2018-Aug-10 Fri 9:39 AM	Sold at $	56.6087	2.342	-1.501
47	2018-Aug-16 Thu 12:17 PM	Bought at $	55.9737
48	2018-Aug-23 Thu 12:02 PM	Sold at $	56.6067	1.131	-0.3699
49	2018-Aug-24 Fri 10:52 AM	Bought at $	57.32
50	2018-Aug-24 Fri 2:48 PM	Sold at $	57.08	-0.4187	-0.7886
51	2018-Sep-10 Mon 11:57 AM	Bought at $	55.8101
52	2018-Sep-18 Tue 9:31 AM	Sold at $	57.78	3.53	2.741
53	2018-Sep-19 Wed 1:03 PM	Bought at $	58.7327
54	2018-Sep-21 Fri 3:30 PM	Sold at $	59.01	0.4721	3.213
55	2018-Oct-1 Mon 11:07 AM	Bought at $	59.7294
56	2018-Oct-2 Tue 3:59 PM	Sold at $	59.2466	-0.8085	2.405
57	2018-Oct-3 Wed 9:31 AM	Bought at $	59.6729
58	2018-Oct-3 Wed 2:54 PM	Sold at $	59.2038	-0.7861	1.618
59	2018-Oct-9 Tue 3:05 PM	Bought at $	56.5091
60	2018-Oct-10 Wed 9:47 AM	Sold at $	55.2954	-2.148	-0.5294
61	2018-Oct-15 Mon 1:06 PM	Bought at $	51.28
62	2018-Oct-22 Mon 12:20 PM	Sold at $	50.1318	-2.239	-2.768
63	2018-Oct-22 Mon 1:36 PM	Bought at $	50.5411
64	2018-Oct-23 Tue 9:57 AM	Sold at $	48.854	-3.338	-6.107
65	2018-Oct-29 Mon 11:10 AM	Bought at $	48.0905
66	2018-Nov-9 Fri 12:18 PM	Sold at $	50.9811	6.011	-0.09586
67	2018-Nov-16 Fri 12:16 PM	Bought at $	49.1004
68	2018-Nov-20 Tue 9:54 AM	Sold at $	46.738	-4.811	-4.907
69	2018-Nov-21 Wed 3:10 PM	Bought at $	47.8947
70	2018-Dec-4 Tue 1:25 PM	Sold at $	49.009	2.327	-2.581
71	2018-Dec-11 Tue 2:52 PM	Bought at $	46.0126
72	2018-Dec-17 Mon 12:40 PM	Sold at $	45.3893	-1.355	-3.935
73	2018-Dec-19 Wed 12:32 PM	Bought at $	45.3721
74	2018-Dec-20 Thu 11:14 AM	Sold at $	44.0725	-2.864	-6.8
75	2018-Dec-28 Fri 10:30 AM	Bought at $	41.1682
76	2019-Jan-16 Wed 3:20 PM	Sold at $	46.9691	14.09	7.291
77	2019-Jan-25 Fri 10:33 AM	Bought at $	46.9429
78	2019-Jan-28 Mon 1:04 PM	Sold at $	45.56	-2.946	4.345
79	2019-Jan-29 Tue 10:07 AM	Bought at $	46.4692
80	2019-Feb-6 Wed 2:48 PM	Sold at $	49.715	6.985	11.33
81	2019-Feb-12 Tue 9:59 AM	Bought at $	49.8975
82	2019-Feb-14 Thu 10:02 AM	Sold at $	49.0959	-1.606	9.723
83	2019-Feb-15 Fri 1:15 PM	Bought at $	50.0845
84	2019-Feb-26 Tue 9:56 AM	Sold at $	51.1	2.028	11.75
85	2019-Mar-1 Fri 1:31 PM	Bought at $	51.7256
86	2019-Mar-4 Mon 12:56 PM	Sold at $	50.39	-2.582	9.169
87	2019-Mar-11 Mon 11:36 AM	Bought at $	51.0023
88	2019-Mar-18 Mon 1:14 PM	Sold at $	53.2969	4.499	13.67

xinxing

RSI交易是单一指数模型，MACD交易也是单一指数模型。 它们各自独立，没有线性关联，那么，二者就可以组合，产生新一代模型。

新模型简单到只有一句话就可以描述：只在牛市做多。

这里的“牛市”是MACD算出来的bullish，从上叉开始，到下叉结束，也就是上表中单数开始，双数结束。

这里的“做多”是指RSI算出来的oversold状态买进，overbought卖出。

新模型得出的交易记录如下：（单数买进，双数卖出）

SN	Date Time	Act	Current Price	Realized rate	Net Profit Rate
1	2018-Mar-7 Wed 12:15 PM	Bought at $	48.36
2	2018-Mar-8 Thu 11:17 AM	Sold at $	50.36	4.136	4.136
3	2018-Mar-12 Mon 11:01 AM	Bought at $	51.5977
4	2018-Mar-12 Mon 3:41 PM	Sold at $	51.9581	0.6986	4.834
5	2018-Mar-16 Fri 2:02 PM	Bought at $	51.92
6	2018-Mar-16 Fri 2:48 PM	Sold at $	52.08	0.3082	5.142
7	2018-Mar-19 Mon 9:50 AM	Bought at $	50.76
8	2018-Mar-19 Mon 10:29 AM	Sold at $	50.6836	-0.1504	4.992
9	2018-Mar-22 Thu 9:39 AM	Bought at $	48.8717
10	2018-Mar-22 Thu 10:39 AM	Sold at $	48.7055	-0.3401	4.652
11	2018-Apr-2 Mon 11:14 AM	Bought at $	44.9967
12	2018-Apr-2 Mon 2:10 PM	Sold at $	43.96	-2.304	2.348
13	2018-Apr-6 Fri 1:59 PM	Bought at $	45.44
14	2018-Apr-12 Thu 9:51 AM	Sold at $	46.4016	2.116	4.464
15	2018-Apr-19 Thu 9:40 AM	Bought at $	49.5991
16	2018-Apr-19 Thu 11:39 AM	Sold at $	49.282	-0.6392	3.825
17	2018-Apr-26 Thu 3:34 PM	Bought at $	48.76
18	2018-Apr-27 Fri 9:36 AM	Sold at $	49.2571	1.02	4.845
19	2018-May-3 Thu 10:42 AM	Bought at $	48.1794
20	2018-May-3 Thu 10:48 AM	Sold at $	48.4	0.458	5.303
21	2018-May-15 Tue 9:51 AM	Bought at $	52.5588
22	2018-May-15 Tue 11:15 AM	Sold at $	52.1145	-0.8453	4.457
23	2018-May-21 Mon 3:40 PM	Bought at $	54.056
24	2018-May-22 Tue 3:03 PM	Sold at $	53.9147	-0.2614	4.196
25	2018-May-25 Fri 2:51 PM	Bought at $	54.1839
26	2018-May-29 Tue 9:31 AM	Sold at $	52.8724	-2.42	1.775
27	2018-Jun-1 Fri 12:37 PM	Bought at $	52.9529
28	2018-Jun-4 Mon 9:55 AM	Sold at $	53.4942	1.022	2.798
29	2018-Jun-7 Thu 1:45 PM	Bought at $	53.9839
30	2018-Jun-7 Thu 2:56 PM	Sold at $	54.68	1.289	4.087
31	2018-Jun-11 Mon 2:48 PM	Bought at $	55.2143
32	2018-Jun-11 Mon 3:44 PM	Sold at $	55.48	0.4812	4.568
33	2018-Jun-12 Tue 2:47 PM	Bought at $	55.32
34	2018-Jun-12 Tue 3:44 PM	Sold at $	55.56	0.4338	5.002
35	2018-Jun-27 Wed 12:47 PM	Bought at $	50.7336
36	2018-Jun-27 Wed 1:09 PM	Sold at $	50.3316	-0.7924	4.21
37	2018-Jul-2 Mon 9:38 AM	Bought at $	49.984
38	2018-Jul-2 Mon 2:04 PM	Sold at $	50.228	0.4881	4.698
39	2018-Jul-3 Tue 12:58 PM	Bought at $	50.6
40	2018-Jul-6 Fri 9:48 AM	Sold at $	51.9207	2.61	7.308
41	2018-Jul-10 Tue 1:52 PM	Bought at $	54.1084
42	2018-Jul-11 Wed 1:31 PM	Sold at $	53.9445	-0.3028	7.005
43	2018-Aug-1 Wed 11:59 AM	Bought at $	55.12
44	2018-Aug-1 Wed 12:58 PM	Sold at $	55.24	0.2177	7.223
45	2018-Aug-2 Thu 9:44 AM	Bought at $	54.3588
46	2018-Aug-2 Thu 10:51 AM	Sold at $	54.5082	0.2747	7.497
47	2018-Aug-9 Thu 3:40 PM	Bought at $	57.96
48	2018-Aug-10 Fri 9:40 AM	Sold at $	56.5348	-2.459	5.038
49	2018-Aug-17 Fri 12:41 PM	Bought at $	55.7915
50	2018-Aug-17 Fri 2:11 PM	Sold at $	56.12	0.5887	5.627
51	2018-Aug-23 Thu 11:28 AM	Bought at $	56.679
52	2018-Aug-23 Thu 12:03 PM	Sold at $	56.5688	-0.1944	5.433
53	2018-Sep-11 Tue 9:37 AM	Bought at $	55.3553
54	2018-Sep-11 Tue 10:21 AM	Sold at $	56.0077	1.178	6.611
55	2018-Sep-17 Mon 1:17 PM	Bought at $	57.9592
56	2018-Sep-18 Tue 9:32 AM	Sold at $	57.8095	-0.2583	6.353
57	2018-Sep-19 Wed 3:05 PM	Bought at $	58.4698
58	2018-Sep-20 Thu 9:47 AM	Sold at $	59.1798	1.214	7.567
59	2018-Oct-2 Tue 3:24 PM	Bought at $	59.0159
60	2018-Oct-2 Tue 4:00 PM	Sold at $	59.25	0.3967	7.964
61	2018-Oct-3 Wed 2:43 PM	Bought at $	59.2669
62	2018-Oct-3 Wed 2:55 PM	Sold at $	59.1706	-0.1625	7.801
63	2018-Oct-10 Wed 9:44 AM	Bought at $	55.4493
64	2018-Oct-10 Wed 9:48 AM	Sold at $	55.2822	-0.3013	7.5
65	2018-Oct-17 Wed 10:51 AM	Bought at $	51.3744
66	2018-Oct-17 Wed 3:01 PM	Sold at $	52.5524	2.293	9.793
67	2018-Oct-19 Fri 12:43 PM	Bought at $	50.54
68	2018-Oct-22 Mon 12:21 PM	Sold at $	50.1676	-0.7368	9.056
69	2018-Oct-23 Tue 9:42 AM	Bought at $	48.7584
70	2018-Oct-23 Tue 9:58 AM	Sold at $	48.7757	0.03532	9.092
71	2018-Oct-29 Mon 12:17 PM	Bought at $	47.5282
72	2018-Nov-1 Thu 11:33 AM	Sold at $	48.99	3.076	12.17
73	2018-Nov-2 Fri 10:46 AM	Bought at $	49.0891
74	2018-Nov-5 Mon 2:00 PM	Sold at $	49.3005	0.4306	12.6
75	2018-Nov-5 Mon 3:39 PM	Bought at $	49.318
76	2018-Nov-6 Tue 10:01 AM	Sold at $	49.7018	0.7781	13.38
77	2018-Nov-6 Tue 2:37 PM	Bought at $	49.8964
78	2018-Nov-7 Wed 9:52 AM	Sold at $	51.3525	2.918	16.29
79	2018-Nov-7 Wed 1:58 PM	Bought at $	51.6076
80	2018-Nov-7 Wed 2:42 PM	Sold at $	51.87	0.5086	16.8
81	2018-Nov-9 Fri 10:21 AM	Bought at $	51.2654
82	2018-Nov-9 Fri 12:19 PM	Sold at $	50.9884	-0.5403	16.26
83	2018-Nov-20 Tue 9:39 AM	Bought at $	47.1697
84	2018-Nov-20 Tue 9:55 AM	Sold at $	46.79	-0.805	15.46
85	2018-Nov-26 Mon 12:50 PM	Bought at $	48.2097
86	2018-Nov-28 Wed 12:13 PM	Sold at $	49.7105	3.113	18.57
87	2018-Nov-30 Fri 9:38 AM	Bought at $	49.3364
88	2018-Nov-30 Fri 10:48 AM	Sold at $	50.0415	1.429	20
89	2018-Dec-4 Tue 12:37 PM	Bought at $	49.4088
90	2018-Dec-4 Tue 1:26 PM	Sold at $	48.8986	-1.033	18.97
91	2018-Dec-12 Wed 2:15 PM	Bought at $	46.7598
92	2018-Dec-17 Mon 12:41 PM	Sold at $	45.4061	-2.895	16.07
93	2018-Dec-19 Wed 3:09 PM	Bought at $	44.2423
94	2018-Dec-20 Thu 11:15 AM	Sold at $	44.0316	-0.4763	15.6
95	2018-Dec-28 Fri 10:40 AM	Bought at $	41.0321
96	2018-Dec-28 Fri 12:49 PM	Sold at $	41.4617	1.047	16.64
97	2018-Dec-31 Mon 1:57 PM	Bought at $	42.1155
98	2019-Jan-2 Wed 1:15 PM	Sold at $	42.7178	1.43	18.07
99	2019-Jan-3 Thu 10:48 AM	Bought at $	41.5994
100	2019-Jan-3 Thu 11:52 AM	Sold at $	42.4807	2.119	20.19
101	2019-Jan-7 Mon 2:02 PM	Bought at $	44.1679
102	2019-Jan-7 Mon 3:31 PM	Sold at $	44.2832	0.261	20.45
103	2019-Jan-10 Thu 9:51 AM	Bought at $	44.5327
104	2019-Jan-11 Fri 10:16 AM	Sold at $	45.3745	1.89	22.34
105	2019-Jan-14 Mon 9:39 AM	Bought at $	45.5791
106	2019-Jan-14 Mon 1:48 PM	Sold at $	46.1948	1.351	23.69
107	2019-Jan-16 Wed 10:49 AM	Bought at $	46.9493
108	2019-Jan-16 Wed 3:21 PM	Sold at $	46.9544	0.01091	23.7
109	2019-Jan-28 Mon 9:54 AM	Bought at $	45.67
110	2019-Jan-28 Mon 1:05 PM	Sold at $	45.58	-0.1971	23.51
111	2019-Jan-29 Tue 11:07 AM	Bought at $	45.9376
112	2019-Jan-29 Tue 12:04 PM	Sold at $	46.392	0.989	24.5
113	2019-Jan-29 Tue 2:31 PM	Bought at $	46.2866
114	2019-Jan-31 Thu 10:22 AM	Sold at $	47.8723	3.426	27.92
115	2019-Jan-31 Thu 12:33 PM	Bought at $	47.6793
116	2019-Feb-1 Fri 9:37 AM	Sold at $	48.3247	1.354	29.28
117	2019-Feb-4 Mon 2:20 PM	Bought at $	49.0955
118	2019-Feb-4 Mon 3:01 PM	Sold at $	49.2336	0.2814	29.56
119	2019-Feb-6 Wed 10:18 AM	Bought at $	49.3718
120	2019-Feb-6 Wed 2:49 PM	Sold at $	49.7104	0.6859	30.24
121	2019-Feb-13 Wed 11:39 AM	Bought at $	49.6058
122	2019-Feb-13 Wed 1:34 PM	Sold at $	49.8758	0.5443	30.79
123	2019-Feb-14 Thu 9:42 AM	Bought at $	49.1176
124	2019-Feb-14 Thu 10:03 AM	Sold at $	49.1337	0.0327	30.82
125	2019-Feb-20 Wed 9:29 AM	Bought at $	50.31
126	2019-Feb-20 Wed 11:33 AM	Sold at $	50.64	0.6559	31.48
127	2019-Feb-21 Thu 2:59 PM	Bought at $	50.6393
128	2019-Feb-25 Mon 9:49 AM	Sold at $	52.58	3.832	35.31
129	2019-Feb-26 Tue 9:39 AM	Bought at $	50.93
130	2019-Feb-26 Tue 9:57 AM	Sold at $	51.14	0.4123	35.72
131	2019-Mar-4 Mon 11:58 AM	Bought at $	50.87
132	2019-Mar-4 Mon 12:57 PM	Sold at $	50.39	-0.9436	34.78
133	2019-Mar-14 Thu 2:05 PM	Bought at $	52.5224
134	2019-Mar-15 Fri 9:58 AM	Sold at $	53.294	1.469	36.25
135	2019-Mar-15 Fri 2:10 PM	Bought at $	53.39
136	2019-Mar-15 Fri 2:53 PM	Sold at $	53.5042	0.2139	36.46
137	2019-Mar-18 Mon 11:41 AM	Bought at $	52.8502
138	2019-Mar-18 Mon 1:08 PM	Sold at $	53.2603	0.776	37.24

总共69次买卖，其中，47次获利，22次亏损， 
Probability Of Winning: 68.12%,
Profit Factor: 2.95385,
Maximum Drawdown: 4.40%
Total Net Profit Rate: 37.24% in 280 days,
Average year return: 33.51%

xinxing

把上表中最后一列作图。相结合的好处是稳定盈利。“稳定”不是瞎说，是用“峰谷跌幅”定量化过的描述。

xinxing

同一时间段，股票价格走势 与 净利润曲线 的 对比：下跌时期能正常盈利。

xinxing

mikeqc 恭喜，思路终于正确了。如果这个系统操作 SPY， QQQ， 或他们的2X ETF 是什么样的收益。SVXY 大约是最危险的ETN了，看看XIV在2／5／2018发生了什么就知道了。哪怕对了99次，只要有一次黑天鹅没很躲开，就外婆了 发表于 2019-3-31 07:05 PM

黑天鹅有先兆(见图)，之前两天，也就是Feb 2，MACD就已经下叉到熊的一侧了，所以安全。

很感兴趣让这个系统操作 SPY， QQQ，你有这几年SPY和QQQ一分钟 （1-minute interval)数据吗？私信、电邮给我，我可以让这个系统计算结果。

svca

xinxing 发表于 2019-3-31 08:10 AM
把上表中最后一列作图。相结合的好处是稳定盈利。“稳定”不是瞎说，是用“峰谷跌幅”定量化过的描述。

xinxing

svca 发表于 2019-4-1 11:18 AM

谢谢习仲勋 的鼓励

xinxing

比如，从11/8/2018 接连5天下降。下降期，RSI多次触及 over-sold 状态，如果，接连买进，势必造成亏损，如何避免？您是如何利用RSI指标进行交易的？

xinxing

技术分析支持自昨天开始至少一周的上涨(from 4/11 to 4/18). 在超卖状态购买任何下跌都是安全的。