{"id":4754,"date":"2026-08-28T07:35:00","date_gmt":"2026-08-27T23:35:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=4754"},"modified":"2026-08-21T11:39:10","modified_gmt":"2026-08-21T03:39:10","slug":"%e7%bb%99%e6%89%80%e6%9c%89%e5%9b%9e%e6%b5%8b%e6%9b%b2%e7%ba%bf%e5%a5%bd%e7%9c%8b%e4%bd%86%e4%b8%8d%e6%95%a2%e4%b8%8a%e4%bb%93%e4%bd%8d%e7%9a%84%e4%ba%ba","status":"publish","type":"post","link":"http:\/\/laoyulaoyu.com\/index.php\/2026\/08\/28\/%e7%bb%99%e6%89%80%e6%9c%89%e5%9b%9e%e6%b5%8b%e6%9b%b2%e7%ba%bf%e5%a5%bd%e7%9c%8b%e4%bd%86%e4%b8%8d%e6%95%a2%e4%b8%8a%e4%bb%93%e4%bd%8d%e7%9a%84%e4%ba%ba\/","title":{"rendered":"\u7ed9\u6240\u6709\u56de\u6d4b\u66f2\u7ebf\u597d\u770b\u4f46\u4e0d\u6562\u4e0a\u4ed3\u4f4d\u7684\u4eba"},"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

\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002
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\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002
\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u672c\u6587\u7ea6 3000 \u5b57 | \u9884\u8ba1\u9605\u8bfb 5-8 \u5206\u949f\uff0c\u5185\u6709\u5b9e\u4f8b\u4ee3\u7801\uff0c\u5efa\u8bae\u5148\u6536\u85cf\u3002<\/p>\n\n\n\n

\u00b7 \u00b7 \u00b7<\/p>\n\n\n\n

\u5148\u770b\u4e00\u7ec4\u6570\u5b57\u3002<\/p>\n\n\n\n

\u7b56\u7565\u603b\u56de\u62a5 2779%\uff0c\u540c\u671f\u957f\u671f\u6301\u6709\u8fd9\u53ea\u80a1\u7968\u662f 1235%\u300210 \u4e07\u672c\u91d1\u53d8\u6210 287 \u4e07\uff0c147 \u7b14\u4ea4\u6613\uff0c\u590f\u666e\u6bd4\u7387 0.675\uff0c\u80dc\u7387 52.1%\u3002<\/p>\n\n\n\n

\u8fd9\u662f AXON \u80a1\u7968\u4ece 2005 \u5e74\u5230 2026 \u5e74\u7684\u56de\u6d4b\u7ed3\u679c\uff0c\u6570\u503c\u770b\u8d77\u6765\u4e0d\u9519\uff0c\u4f46\u771f\u6b63\u503c\u94b1\u7684\u4e0d\u662f\u8fd9\u6761\u66f2\u7ebf\uff0c\u6211\u4eec\u5f80\u4e0b\u770b\u3002<\/p>\n\n\n\n

\u2460 \u7b56\u7565\u5230\u5e95\u5728\u5e72\u4ec0\u4e48<\/strong><\/h2>\n\n\n\n

\u8fd9\u5957\u7b56\u7565\u53ea\u6709\u4e24\u4e2a\u6761\u4ef6\uff0c\u4e00\u4e2a\u7ba1\u8fdb\u573a\uff0c\u4e00\u4e2a\u7ba1\u79bb\u573a\u3002<\/p>\n\n\n\n

\u8fdb\u573a\u5f88\u53cd\u76f4\u89c9\uff0c\u662f\u5728\u80a1\u7968\u8d70\u5f31\u7684\u65f6\u5019\u4e70\u3002\u600e\u4e48\u5224\u65ad\u8d70\u5f31\uff1f\u7528\u4e00\u4e2a\u53eb CCI \u7684\u6307\u6807\u3002\u4f60\u53ef\u4ee5\u628a\u5b83\u7406\u89e3\u6210\u4e00\u628a\u5c3a\u5b50\uff0c\u91cf\u7684\u662f\u4ef7\u683c\u73b0\u5728\u79bb\u5b83\u6700\u8fd1\u7684\u5e73\u5747\u4f4d\u7f6e\u6709\u591a\u8fdc\u3002\u5f53\u4eca\u5929\u7684 CCI \u6bd4 5 \u5929\u524d\u8fd8\u4f4e\uff0c\u8bf4\u660e\u4ef7\u683c\u6b63\u5f80\u504f\u79bb\u5747\u503c\u7684\u65b9\u5411\u5f80\u4e0b\u8d70\uff0c\u52a8\u80fd\u8d8a\u6765\u8d8a\u5f31\u3002\u5c31\u5728\u8fd9\u4e2a”\u770b\u8d77\u6765\u8981\u8dcc”\u7684\u8282\u9aa8\u773c\uff0c\u7b56\u7565\u53cd\u800c\u8fdb\u573a\u3002<\/p>\n\n\n\n

\u79bb\u573a\u770b”\u542f\u660e\u661f”\uff0c\u4e00\u4e2a\u7531\u4e09\u6839 K \u7ebf\u7ec4\u6210\u7684\u5c0f\u53cd\u8f6c\u4fe1\u53f7\u3002\u7b2c\u4e00\u6839\u662f\u9634\u7ebf\uff0c\u7b2c\u4e8c\u6839\u5b9e\u4f53\u7f29\u5230\u7b2c\u4e00\u6839\u7684\u4e00\u534a\u4ee5\u4e0b\uff0c\u8bf4\u660e\u4e0b\u8dcc\u7684\u52b2\u513f\u5feb\u7528\u5b8c\u4e86\uff0c\u7b2c\u4e09\u6839\u6536\u9633\uff0c\u591a\u5934\u5f00\u59cb\u53cd\u653b\u3002\u770b\u5230\u8fd9\u4e2a\u5f62\u6001\u5c31\u79bb\u573a\u3002<\/p>\n\n\n\n

\u5728\u5f31\u5e02\u8fdb\u573a\u3001\u5728\u53cd\u5f39\u79bb\u573a\uff0c\u4e0d\u8ffd\u9ad8\u3002\u8fd9\u5957\u903b\u8f91\u4e0a\u4e16\u7eaa 80 \u5e74\u4ee3\u7684\u6280\u672f\u5206\u6790\u4e66\u91cc\u5c31\u6709\uff0c\u4e0d\u65b0\u9c9c\uff0c\u4f46\u7b80\u5355\u610f\u5473\u7740\u4e0d\u5bb9\u6613\u574f\u3002<\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n

\u4e0b\u9762\u8fd9\u6bb5\u662f\u5b8c\u6574\u4ee3\u7801\uff0c\u4e00\u884c\u6ca1\u5220\uff0c\u4f60\u53ef\u4ee5\u76f4\u63a5\u590d\u5236\u53bb\u8dd1\uff1a<\/p>\n\n\n\n

# simple_strategy.py\n# \u6807\u7684\uff1aAXON | 2026-06-18 08:27\n\nimport pandas as pd\nimport numpy as np\nimport yfinance as yf\nimport vectorbt as vbt\n\n# -------------------------\n# \u4e0b\u8f7d\u6570\u636e\n# -------------------------\n\nsymbol = \"AXON\"\nstart_date = \"1960-01-01\"\nend_date = \"2026-08-21\"\ninterval = \"1d\"\n\ndf = yf.download(symbol, start=start_date, end=end_date, interval=interval, multi_level_index=False)\ndf.reset_index().to_csv(\"AXON_clean.csv\", index=False)\n\n# -------------------------\n# \u5fc5\u8981\u53c2\u6570\n# -------------------------\n\nCCI_PERIOD = 14          # CCI \u8ba1\u7b97\u5468\u671f\nCCI_SHIFT = 5            # CCI \u6bd4\u8f83\u79fb\u4f4d\u6b65\u957f\n\n# -------------------------\n# \u6307\u6807\u51fd\u6570\n# -------------------------\n\ndef cci_falling(df, period=CCI_PERIOD, shifts=CCI_SHIFT):\n    \"\"\"\u5224\u65ad CCI \u662f\u5426\u6301\u7eed\u4e0b\u964d\uff08\u5f53\u524d\u503c\u5c0f\u4e8e shifts \u5929\u524d\u7684\u503c\uff09\"\"\"\n    df['CCI_main'] = calculate_cci(df, period)['CCI']\n    return df['CCI_main'] < df['CCI_main'].shift(shifts)\n\ndef calculate_cci(df, period=CCI_PERIOD):\n    \"\"\"\n    \u8ba1\u7b97 Commodity Channel Index (CCI) \u2014\u2014 \u5546\u54c1\u901a\u9053\u6307\u6570\n    \"\"\"\n    df = df.copy()\n    # \u5178\u578b\u4ef7\u683c (TP) = (\u6700\u9ad8\u4ef7 + \u6700\u4f4e\u4ef7 + \u6536\u76d8\u4ef7) \/ 3\n    df['TP'] = (df['High'] + df['Low'] + df['Close']) \/ 3\n    # TP \u7684\u7b80\u5355\u79fb\u52a8\u5e73\u5747\n    df['SMA_TP'] = df['TP'].rolling(period).mean()\n    # \u5e73\u5747\u7edd\u5bf9\u504f\u5dee\n    df['MeanDev'] = df['TP'].rolling(period).apply(\n        lambda x: np.mean(np.abs(x - np.mean(x))), raw=True\n    )\n    # CCI \u8ba1\u7b97\u516c\u5f0f\uff1a(TP - SMA_TP) \/ (0.015 * MeanDev)\n    df['CCI'] = (df['TP'] - df['SMA_TP']) \/ (0.015 * df['MeanDev'])\n    return df\n\ndef morning_star(df):\n    \"\"\"\n    \u65e9\u6668\u4e4b\u661f\uff08Morning Star\uff09\u5f62\u6001\u8bc6\u522b\uff1a\n    c1: \u524d\u4e24\u65e5\u6536\u76d8\u4ef7 < \u524d\u4e24\u65e5\u5f00\u76d8\u4ef7\uff08\u9634\u7ebf\uff09\n    c2: \u524d\u4e00\u65e5\u5b9e\u4f53\u957f\u5ea6 < \u524d\u4e24\u65e5\u5b9e\u4f53\u957f\u5ea6\u7684 50%\uff08\u5341\u5b57\u661f\u6216\u5c0f\u5b9e\u4f53\uff09\n    c3: \u5f53\u65e5\u6536\u76d8\u4ef7 > \u5f53\u65e5\u5f00\u76d8\u4ef7\uff08\u9633\u7ebf\uff09\n    \"\"\"\n    c1 = df['Close'].shift(2) < df['Open'].shift(2)\n    c2 = abs(df['Close'].shift(1) - df['Open'].shift(1)) < \\\n        abs(df['Close'].shift(2) - df['Open'].shift(2)) * 0.5\n    c3 = df['Close'] > df['Open']\n    return c1 & c2 & c3\n\n# -------------------------\n# \u5165\u573a\u6761\u4ef6\n# -------------------------\n\ndf[\"CCI_Falling\"] = cci_falling(df)          # CCI \u4e0b\u964d\n\n# -------------------------\n# \u51fa\u573a\u6761\u4ef6\n# -------------------------\n\ndf[\"Morning_Star\"] = morning_star(df)        # \u51fa\u73b0\u65e9\u6668\u4e4b\u661f\n\n# -------------------------\n# \u4fe1\u53f7\u5408\u6210\n# -------------------------\n\nentry_conditions = [\n    'CCI_Falling',          # \u6240\u6709\u5165\u573a\u6761\u4ef6\uff08\u53ef\u6269\u5c55\uff09\n]\nexit_conditions = [\n    'Morning_Star',         # \u6240\u6709\u51fa\u573a\u6761\u4ef6\uff08\u53ef\u6269\u5c55\uff09\n]\n\ndf['entry_signal'] = df[entry_conditions].all(axis=1)   # \u5165\u573a\u4fe1\u53f7\uff08\u540c\u65f6\u6ee1\u8db3\u6240\u6709\u5165\u573a\u6761\u4ef6\uff09\ndf['exit_signal'] = df[exit_conditions].all(axis=1)     # \u51fa\u573a\u4fe1\u53f7\uff08\u540c\u65f6\u6ee1\u8db3\u6240\u6709\u51fa\u573a\u6761\u4ef6\uff09\n\n# -------------------------\n# \u56de\u6d4b\u5f15\u64ce\n# -------------------------\n\n# \u5c06\u4fe1\u53f7\u5411\u540e\u504f\u79fb\u4e00\u5929\uff0c\u907f\u514d\u4f7f\u7528\u672a\u6765\u6570\u636e\uff08\u7528\u6628\u65e5\u4fe1\u53f7\u51b3\u5b9a\u4eca\u65e5\u64cd\u4f5c\uff09\nshift_entries = df['entry_signal'].shift(1).astype(bool).fillna(False).to_numpy()\nshift_exits = df['exit_signal'].shift(1).astype(bool).fillna(False).to_numpy()\n\npf = vbt.Portfolio.from_signals(\n    close=df['Open'],           # \u4ee5\u5f00\u76d8\u4ef7\u6210\u4ea4\n    entries=shift_entries,\n    exits=shift_exits,\n    init_cash=100_000,          # \u521d\u59cb\u8d44\u91d1 10 \u4e07\u7f8e\u5143\n    fees=0.001,                 # \u624b\u7eed\u8d39\u7387 0.1%\n    slippage=0.002,             # \u6ed1\u70b9 0.2%\n    freq='1d'                   # \u65e5\u9891\u4ea4\u6613\n)\n\n# -------------------------\n# \u8f93\u51fa\u7ee9\u6548\u7edf\u8ba1 \/ \u7ed8\u56fe\n# -------------------------\n\nprint(pf.stats())<\/code><\/pre>\n\n\n\n
\u53c2\u6570\u503cyfinance\u8d1f\u8d23\u6293\u884c\u60c5\uff0cvectorbt\u8d1f\u8d23\u7b97\u56de\u6d4b\u3002\u4fe1\u53f7\u5ef6\u8fdf\u4e00\u6839K\u7ebf\uff0c\u4e5f\u5c31\u662f\u4eca\u5929\u7b97\u51fa\u4fe1\u53f7\uff0c\u7b2c\u4e8c\u5929\u5f00\u76d8\u624d\u6210\u4ea4\uff0c\u9632\u6b62”\u65e9\u77e5\u9053”\u4f5c\u5f0a\u3002\u624b\u7eed\u8d39 0.1%\uff0c\u6ed1\u70b9 0.2%\uff0c\u8fd9\u4e24\u4e2a\u6210\u672c\u4e0d\u52a0\u8fdb\u53bb\uff0c\u56de\u6d4b\u6570\u5b57\u4f1a\u597d\u770b\u5f97\u79bb\u8c31\u3002<\/p>\n\n\n\n
\u2461 \u4e3a\u4ec0\u4e48\u4e0d\u80fd\u53ea\u770b\u5355\u6b21\u56de\u6d4b<\/strong><\/h2>\n\n\n\n
\u5355\u6b21\u56de\u6d4b\u6709\u4e00\u4e2a\u81f4\u547d\u95ee\u9898\uff0c\u5b83\u6709\u53ef\u80fd\u5077\u770b\u4e86\u7b54\u6848\u3002<\/p>\n\n\n\n
\u62ff\u7740 2005 \u5230 2026 \u7684\u5b8c\u6574\u6570\u636e\uff0c\u4e0d\u65ad\u8c03\u53c2\u6570\u8c03\u5230\u6536\u76ca\u6700\u597d\u3002\u8fd9\u56de\u7b54\u7684\u662f”\u5982\u679c\u63d0\u524d\u77e5\u9053\u7b54\u6848\uff0c\u80fd\u8d5a\u591a\u5c11”\u3002\u4f46\u771f\u5b9e\u4ea4\u6613\u91cc\uff0c\u4f60\u6c38\u8fdc\u4e0d\u77e5\u9053\u660e\u5929\u4f1a\u600e\u6837\u3002<\/p>\n\n\n\n
\u6211\u7528\u7684\u529e\u6cd5\u53eb”\u524d\u63a8\u9a8c\u8bc1”\uff0c\u82f1\u6587\u53eb Walk-forward\u3002\u7528\u8fc7\u53bb 4 \u5e74\u7684\u6570\u636e\u5b9a\u53c2\u6570\uff0c\u7b2c 5 \u5e74\u5b8c\u5168\u4e0d\u770b\u7ed3\u679c\u3001\u76f2\u8dd1\u4e00\u5e74\uff0c\u7136\u540e\u6574\u4f53\u5f80\u524d\u632a\u4e00\u5e74\uff0c\u518d\u91cd\u590d\u3002\u8fd9\u6837\u8dd1\u51fa\u6765\u7684 2779%\uff0c\u6bcf\u4e00\u7b14\u4ea4\u6613\u7684\u53c2\u6570\uff0c\u90fd\u53ea\u6765\u81ea\u5b83\u4e4b\u524d\u7684\u5386\u53f2\u6570\u636e\uff0c\u6ca1\u6709\u4e00\u7b14\u662f\u5077\u770b\u8fc7\u672a\u6765\u7684\u3002<\/p>\n\n\n\n
12\u5e74\u7684\u9010\u5e74\u6210\u7ee9\u5355\u957f\u8fd9\u6837\uff1a<\/p>\n\n\n\n
\u5e74\u4efd<\/th>CCI\u5468\u671f<\/th>\u504f\u79fb<\/th>\u6536\u76ca<\/th>\u590f\u666e<\/th>\u6700\u5927\u56de\u64a4<\/th><\/tr>
2005<\/td>11<\/td>4<\/td>-74.22%<\/td>-1.287<\/td>-78.01%<\/td><\/tr>
2006<\/td>11<\/td>4<\/td>+31.67%<\/td>0.995<\/td>-22.38%<\/td><\/tr>
2007<\/td>11<\/td>4<\/td>+70.98%<\/td>1.508<\/td>-32.11%<\/td><\/tr>
2008<\/td>11<\/td>4<\/td>-34.98%<\/td>-0.229<\/td>-64.78%<\/td><\/tr>
2009<\/td>11<\/td>4<\/td>-13.05%<\/td>-0.066<\/td>-35.14%<\/td><\/tr>
2012<\/td>17<\/td>5<\/td>+70.87%<\/td>1.856<\/td>-23.91%<\/td><\/tr>
2014<\/td>17<\/td>4<\/td>+58.67%<\/td>1.381<\/td>-48.83%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\u6ce8\u610f CCI \u5468\u671f\u8fd9\u4e00\u5217\uff0c\u5728 11 \u5230 17 \u4e4b\u95f4\u6765\u56de\u53d8\u3002\u8fd9\u8bf4\u660e\u5e02\u573a\u72b6\u6001\u5728\u53d8\uff0c\u53c2\u6570\u5fc5\u987b\u8ddf\u7740\u8c03\uff0c\u4f60\u6ca1\u6cd5\u4e00\u5957\u53c2\u6570\u5403\u4e00\u8f88\u5b50\u3002\u4e5f\u8bf4\u660e\u8fd9\u4e2a\u7b56\u7565\u7684\u8d5a\u94b1\u80fd\u529b\u662f\u770b\u884c\u60c5\u5403\u996d\u7684\uff0c\u4e0d\u662f\u7a33\u5b9a\u7684\u300212 \u5e74\u91cc\u6709 5 \u5e74\u662f\u4e8f\u7684\uff0c\u8d5a\u94b1\u7684\u5e74\u4efd\u4e5f\u5f97\u625b 25% \u5230 50% \u7684\u56de\u64a4\u3002<\/p>\n\n\n\n
\u2462 \u538b\u529b\u6d4b\u8bd5\u624d\u662f\u91cd\u70b9<\/strong><\/h2>\n\n\n\n
\u8dd1\u8d62\u957f\u671f\u6301\u6709\uff0c\u53ea\u662f\u4e0a\u534a\u573a\u3002\u4e0b\u534a\u573a\u662f\u641e\u6e05\u695a\uff0c\u91cc\u9762\u5230\u5e95\u85cf\u7740\u4ec0\u4e48\u3002<\/p>\n\n\n\n
\u6211\u4eec\u628a 147 \u7b14\u4ea4\u6613\u5f53\u6210\u4e00\u526f\u724c\uff0c\u6d17\u4e86 1000 \u6b21\uff0c\u6bcf\u6b21\u6d17\u724c\u5c31\u662f\u4e00\u6761\u65b0\u7684\u8d44\u91d1\u66f2\u7ebf\u3002\u540c\u6837\u7684\u4ea4\u6613\uff0c\u4e0d\u540c\u7684\u5148\u540e\u987a\u5e8f\uff0c\u4e0d\u540c\u7684\u8fd0\u6c14\u3002\u7ed3\u679c\u5982\u4e0b\uff1a<\/p>\n\n\n\n
\u5206\u4f4d<\/th>\u603b\u56de\u62a5<\/th>\u6700\u5927\u56de\u64a4<\/th>\u590f\u666e<\/th><\/tr>
5%\uff08\u6700\u5dee\uff09<\/td>-52.23%<\/td>-96.73%<\/td>0.18<\/td><\/tr>
50%\uff08\u4e2d\u4f4d\uff09<\/td>+2646.43%<\/td>-82.74%<\/td>0.56<\/td><\/tr>
95%\uff08\u6700\u597d\uff09<\/td>+156997.42%<\/td>-66.53%<\/td>0.93<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
\u5f97\u5230\u4e86\u4e24\u4e2a\u4fe1\u606f\uff0c\u4e00\u4e2a\u8ba9\u4eba\u5b89\u5fc3\uff0c\u4e00\u4e2a\u8ba9\u4eba\u6e05\u9192\u3002<\/p>\n\n\n\n
\u5b89\u5fc3\u7684\u90a3\u4e2a\u3002\u771f\u5b9e\u56de\u6d4b\u7684 2779%\uff0c\u6b63\u597d\u843d\u5728\u5206\u5e03\u7684\u4e2d\u4f4d\u9644\u8fd1\u3002\u8bf4\u660e\u8fd9\u4e2a\u7ed3\u679c\u4e0d\u662f\u9760\u8fd0\u6c14\u6392\u51fa\u6765\u7684\uff0c\u662f\u5b83\u8be5\u6709\u7684\u4f4d\u7f6e\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u9700\u8981\u6211\u4eec\u6e05\u9192\u7684\u662f\uff1a\u54ea\u6015\u8fd0\u6c14\u6700\u597d\u7684 5% \u8def\u5f84\uff0c\u4e5f\u8981\u56de\u64a4 66%\uff0c\u4e2d\u4f4d\u8def\u5f84\u56de\u64a4 83%\u3002\u4e5f\u5c31\u662f\u8bf4\uff0c\u65e0\u8bba\u4ea4\u6613\u987a\u5e8f\u600e\u4e48\u6392\uff0c\u8fd9\u6761\u8d44\u91d1\u66f2\u7ebf\u90fd\u4e0d\u4f1a\u8212\u670d\u3002<\/p>\n\n\n\n
\u4f46\u8fd9\u4e2a\u7ed3\u679c\u4e0d\u8be5\u662f\u5927\u5bb6\u653e\u5f03\u672c\u7b56\u7565\u7684\u7406\u7531\uff0c\u800c\u8be5\u662f\u7528\u6765\u63a7\u5236\u4ed3\u4f4d\u7684\u5de5\u5177\u3002<\/p>\n\n\n\n
\u2463 \u4ed3\u4f4d\u600e\u4e48\u5b9a\uff0c\u8ba9\u6570\u5b57\u8bf4\u8bdd<\/strong><\/h2>\n\n\n\n
\u56de\u64a4 79%\uff0c\u5982\u679c\u538b\u4e0a\u5168\u90e8\u8eab\u5bb6\uff0c\u8c01\u4e5f\u625b\u4e0d\u4f4f\u3002\u4f46\u540c\u6837\u7684\u56de\u64a4\uff0c\u5982\u679c\u53ea\u5360\u603b\u8d44\u91d1\u7684 10%\uff0c\u90a3\u5bf9\u6574\u4f53\u4e5f\u5c31\u662f 7.9% \u7684\u635f\u5931\uff0c\u8089\u75bc\uff0c\u4f46\u4e0d\u81f4\u547d\u3002<\/p>\n\n\n\n
\u628a\u538b\u529b\u6d4b\u8bd5\u7684\u7ed3\u679c\u5957\u4e0a\u4e0d\u540c\u7684\u4ed3\u4f4d\uff0c\u4e00\u76ee\u4e86\u7136\uff1a<\/p>\n\n\n\n
\u4ed3\u4f4d\u5206\u914d<\/th>\u4e2d\u4f4d\u56de\u64a4<\/th>\u6700\u5dee5%\u56de\u64a4<\/th><\/tr>
100%<\/td>-82.7%<\/td>-96.7%<\/td><\/tr>
25%<\/td>-20.7%<\/td>-24.2%<\/td><\/tr>
10%<\/td>-8.3%<\/td>-9.7%<\/td><\/tr>
5%<\/td>-4.1%<\/td>-4.8%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
10% \u4ed3\u4f4d\u4e0b\uff0c\u8fd9\u4e2a\u7b56\u7565\u6700\u574f\u7684\u60c5\u51b5\uff0c\u8ba9\u4f60\u4e8f\u7684\u8fd8\u6ca1\u4e00\u6b21\u666e\u901a\u80a1\u5e02\u56de\u8c03\u591a\uff0c\u800c\u5b83\u8d5a\u94b1\u7684\u90a3\u4e00\u9762\uff0c\u590d\u5229\u7167\u6837\u5728\u603b\u8d26\u6237\u91cc\u4f53\u73b0\u3002\u8499\u7279\u5361\u6d1b\u6a21\u62df\u4e0d\u662f\u544a\u8bc9\u4f60”\u8981\u4e0d\u8981\u505a\u8fd9\u4e2a\u7b56\u7565”\u7684\u5224\u51b3\u4e66\uff0c\u662f\u544a\u8bc9\u4f60”\u8be5\u653e\u591a\u5c11\u94b1”\u7684\u5c3a\u5b50\u3002<\/p>\n\n\n\n
\u8fd8\u6709\u4e00\u4ef6\u4e8b\u5fc5\u987b\u8001\u5b9e\u4ea4\u4ee3\u3002AXON \u662f\u4e00\u53ea\u80a1\u7968\uff0c\u52302026 \u5e74\u65f6\uff0c\u6211\u4eec\u90fd\u77e5\u9053\u5b83\u5df2\u7ecf\u6da8\u4e86 13 \u500d\u3002\u5982\u679c\u4e00\u4e2a\u7b56\u7565\u53ea\u5728\u4f60\u65e9\u5c31\u77e5\u9053\u7b54\u6848\u7684\u90a3\u53ea\u7968\u4e0a\u6709\u6548\uff0c\u90a3\u5b83\u5c31\u4e0d\u662f\u771f\u672c\u4e8b\u3002\u4e0b\u4e00\u6b65\u8be5\u505a\u7684\u662f\u62ff\u4e00\u7bee\u5b50\u80a1\u7968\u8dd1\uff0c\u8d5a\u94b1\u7684\u3001\u4e8f\u94b1\u7684\u90fd\u8dd1\u4e00\u904d\u3002\u5982\u679c\u53ea\u6709\u8fd9\u53ea\u7968\u80fd\u8dd1\u51fa\u6536\u76ca\uff0c\u6574\u4e2a\u7ed3\u8bba\u90fd\u5f97\u63a8\u7ffb\u3002<\/p>\n\n\n\n
\u2464 \u8fd9\u5957\u6d41\u7a0b\u624d\u662f\u771f\u6b63\u8be5\u5b66\u7684<\/strong><\/h2>\n\n\n\n
\u751f\u6210 \u2192 \u524d\u63a8\u9a8c\u8bc1 \u2192 \u538b\u529b\u6d4b\u8bd5 \u2192 \u5b9a\u4ed3\u4f4d\u3002\u7b2c\u4e00\u6b65\u53ea\u8981 90 \u79d2\uff0c\u540e\u9762\u52a0\u8d77\u6765\u5927\u7ea6\u4e00\u5c0f\u65f6\u3002<\/p>\n\n\n\n
\u8fd9\u4e2a\u5faa\u73af\u624d\u662f\u7cbe\u9ad3\u3002\u7b56\u7565\u53ef\u4ee5\u6362\uff0cCCI \u6362\u6210 RSI\uff0cAXON \u6362\u6210\u6caa\u6df1 300 \u7684 ETF\uff0cvectorbt \u6362\u6210 backtrader\uff0c\u90fd\u884c\u3002\u4f46\u6d41\u7a0b\u4e00\u6b65\u4e0d\u80fd\u7701\u3002<\/p>\n\n\n\n
\u56de\u6d4b\u544a\u8bc9\u4f60”\u80fd\u4e0d\u80fd\u505a”\uff0c\u538b\u529b\u6d4b\u8bd5\u544a\u8bc9\u4f60”\u653e\u591a\u5c11\u94b1”\u3002<\/strong>\u4e24\u4e2a\u95ee\u9898\uff0c\u4e24\u4e2a\u7b54\u6848\uff0c\u7f3a\u4e00\u4e0d\u53ef\u3002<\/p>\n\n\n\n
\n\n\n\n
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\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005…<\/p>\n
Continue reading\u7ed9\u6240\u6709\u56de\u6d4b\u66f2\u7ebf\u597d\u770b\u4f46\u4e0d\u6562\u4e0a\u4ed3\u4f4d\u7684\u4eba<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[17,4,5,6],"class_list":["post-4754","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4754","targetHints":{"allow":["GET"]}}],"collection":[{"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=4754"}],"version-history":[{"count":2,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4754\/revisions"}],"predecessor-version":[{"id":4759,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/4754\/revisions\/4759"}],"wp:attachment":[{"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=4754"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=4754"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=4754"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}