{"id":2228,"date":"2025-04-30T07:53:00","date_gmt":"2025-04-29T23:53:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2228"},"modified":"2025-04-18T22:29:59","modified_gmt":"2025-04-18T14:29:59","slug":"adxpsar%ef%bc%8c%e7%94%a8%e8%bf%99%e4%b8%a4%e6%a0%b9%e6%9b%b2%e7%ba%bf%e6%89%93%e8%b4%a590%e7%9a%84%e6%af%94%e7%89%b9%e5%b8%81%e6%8a%95%e8%b5%84%e8%80%85","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2025\/04\/30\/adxpsar%ef%bc%8c%e7%94%a8%e8%bf%99%e4%b8%a4%e6%a0%b9%e6%9b%b2%e7%ba%bf%e6%89%93%e8%b4%a590%e7%9a%84%e6%af%94%e7%89%b9%e5%b8%81%e6%8a%95%e8%b5%84%e8%80%85\/","title":{"rendered":"ADX+PSAR\uff0c\u7528\u8fd9\u4e24\u6839\u66f2\u7ebf\u6253\u8d2590%\u7684\u6bd4\u7279\u5e01\u6295\u8d44\u8005"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\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 class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/1.jpg\" alt=\"\" class=\"wp-image-4922\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u5728\u8fd9\u7bc7\u6587\u7ae0\u4e2d\uff0c\u6211\u5c06\u5206\u4eab\u5982\u4f55\u5229\u7528ADX\uff08\u5e73\u5747\u8d8b\u5411\u6307\u6570\uff09\u548cPSAR\uff08\u629b\u7269\u7ebf\u505c\u635f\u6307\u6807\uff09\u8fd9<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u4e24\u4e2a\u7ecf\u5178\u6280\u672f\u6307\u6807\uff0c\u5f00\u53d1\u4e00\u4e2a\u7b80\u6d01\u6709\u6548\u7684\u6bd4\u7279\u5e01\u4ea4\u6613\u7b56\u7565\u3002<\/mark>\u901a\u8fc7\u5b9e\u6218\u4ee3\u7801\uff0c\u6559\u4f60\u5982\u4f55\u4f7f\u7528\u8fd9\u4e9b\u6307\u6807\u6355\u6349\u5e02\u573a\u8d8b\u52bf\u548c\u53cd\u8f6c\u70b9\uff0c<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u8ba9\u4f60\u80fd\u5236\u5b9a\u66f4\u7a33\u5065\u7684\u4ea4\u6613\u51b3\u7b56\uff0c\u8dd1\u8d62\u5927\u591a\u6570\u6295\u8d44\u8005\u3002<\/mark><\/pre>\n<\/blockquote>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e00\u3001\u4ec0\u4e48\u662fADX\u548cPSAR\u6307\u6807\uff1f<\/strong><\/h2>\n\n\n\n<p>\u5728\u6bd4\u7279\u5e01\u4ea4\u6613\u4e2d\uff0c\u4e86\u89e3\u5e02\u573a\u8d8b\u52bf\u548c\u53cd\u8f6c\u70b9\u975e\u5e38\u91cd\u8981\u3002<\/p>\n\n\n\n<p>\u800c\u4e13\u4e1a\u4ea4\u6613\u5458\u6700\u7231\u7684\u8d8b\u52bf\u4ea4\u6613&#8221;\u9ec4\u91d1\u7ec4\u5408&#8221;\u5c31\u662fADX+PSAR\u3002\u7b80\u5355\u6765\u8bf4\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ADX\u5c31\u50cf\u8d8b\u52bf\u7684&#8221;\u4f53\u6e29\u8ba1&#8221;\uff0c\u6570\u503c\u8d8a\u5927\u8bf4\u660e\u8d8b\u52bf\u8d8a\u5f3a\uff1b<\/li>\n\n\n\n<li>PSAR\u5219\u662f&#8221;\u53cd\u8f6c\u4fe1\u53f7\u706f&#8221;\uff0c\u70b9\u70b9\u8fde\u6210\u7684\u629b\u7269\u7ebf\u4f1a\u63d0\u793a\u8f6c\u6298\u70b9\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1.1  ADX\uff08\u5e73\u5747\u8d8b\u5411\u6307\u6570\uff09<\/strong><\/h3>\n\n\n\n<p>ADX\u662f\u7528\u6765\u8861\u91cf\u5e02\u573a\u8d8b\u52bf\u5f3a\u5ea6\u7684\u6307\u6807\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/\u4e0b\u8f7d-1-1024x180.png\" alt=\"\" class=\"wp-image-4923\"\/><\/figure>\n\n\n\n<p>\u5b83\u7684\u6570\u503c\u8d8a\u9ad8\uff0c\u8868\u660e\u5e02\u573a\u7684\u8d8b\u52bf\u8d8a\u5f3a\uff1b\u53cd\u4e4b\uff0c\u5219\u8bf4\u660e\u5e02\u573a\u5904\u4e8e\u9707\u8361\u72b6\u6001\u3002\u4e00\u822c\u6765\u8bf4\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ADX\u5927\u4e8e20\uff0c\u8868\u660e\u5e02\u573a\u8d8b\u52bf\u8f83\u5f3a\uff1b<\/li>\n\n\n\n<li>ADX\u5c0f\u4e8e20\uff0c\u5219\u8868\u793a\u5e02\u573a\u5904\u4e8e\u9707\u8361\u72b6\u6001\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>1<strong>.<\/strong>2  PSAR\uff08\u629b\u7269\u7ebf\u505c\u635f\u6307\u6807\uff09<\/strong><\/h3>\n\n\n\n<p>PSAR\u662f\u7528\u6765\u8bc6\u522b\u4ef7\u683c\u8d8b\u52bf\u53cd\u8f6c\u7684\u5de5\u5177\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/\u4e0b\u8f7d-3-1024x356.png\" alt=\"\" class=\"wp-image-4925\"\/><\/figure>\n\n\n\n<p>\u5b83\u7684\u663e\u793a\u65b9\u5f0f\u662f\u56fe\u8868\u4e0a\u65b9\u7684\u70b9\u8868\u793a\u5356\u51fa\u4fe1\u53f7\uff0c\u56fe\u8868\u4e0b\u65b9\u7684\u70b9\u5219\u8868\u793a\u4e70\u5165\u4fe1\u53f7\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5f53PSAR\u70b9\u7531\u4e0a\u5411\u4e0b\u79fb\u52a8\uff0c\u610f\u5473\u7740\u8d8b\u52bf\u53ef\u80fd\u53d1\u751f\u53cd\u8f6c\uff0c\u9002\u5408\u8003\u8651\u4e70\u5165\uff1b<\/li>\n\n\n\n<li>\u53cd\u4e4b\uff0c\u5f53PSAR\u70b9\u7531\u4e0b\u5411\u4e0a\u79fb\u52a8\uff0c\u5219\u662f\u5356\u51fa\u4fe1\u53f7\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e8c\u3001\u5982\u4f55\u4f7f\u7528ADX\u548cPSAR\u6307\u6807\uff1f<\/strong><\/h2>\n\n\n\n<p>\u5728\u91cf\u5316\u4ea4\u6613\u4e2d\uff0c\u4fe1\u53f7\u751f\u6210\u662f\u6838\u5fc3\u73af\u8282\u3002\u60a8\u53ef\u4ee5\u6839\u636eADX\u548cPSAR\u6307\u6807\u7684\u53d8\u5316\u6765\u8bbe\u8ba1\u5177\u4f53\u7684\u4e70\u5165\u548c\u5356\u51fa\u4fe1\u53f7\uff1a<\/p>\n\n\n\n<p><strong>\u4e70\u5165\u4fe1\u53f7<\/strong>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>ADX<\/strong>\uff1a\u5f53ADX\u503c\u5927\u4e8e20\u4e14\u8d8b\u4e8e\u4e0a\u5347\uff0c\u8868\u793a\u5e02\u573a\u6709\u8f83\u5f3a\u7684\u8d8b\u52bf\u3002<\/li>\n\n\n\n<li><strong>PSAR<\/strong>\uff1aPSAR\u70b9\u4ece\u4ef7\u683c\u4e0a\u65b9\u8f6c\u81f3\u4e0b\u65b9\uff0c\u5f62\u6210\u4e0a\u5347\u8d8b\u52bf\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>\u5356\u51fa\u4fe1\u53f7<\/strong>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>ADX<\/strong>\uff1a\u5f53ADX\u503c\u5927\u4e8e20\u4e14\u8d8b\u4e8e\u4e0b\u964d\uff0c\u8868\u793a\u8d8b\u52bf\u6b63\u5728\u51cf\u5f31\u3002<\/li>\n\n\n\n<li><strong>PSAR<\/strong>\uff1aPSAR\u70b9\u4ece\u4ef7\u683c\u4e0b\u65b9\u8f6c\u81f3\u4e0a\u65b9\uff0c\u5f62\u6210\u4e0b\u8dcc\u8d8b\u52bf\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u901a\u8fc7\u8bbe\u5b9a\u8fd9\u4e9b\u6761\u4ef6\uff0c\u91cf\u5316\u7cfb\u7edf\u53ef\u4ee5\u81ea\u52a8\u5316\u8bc6\u522b\u5e02\u573a\u7684\u4e70\u5356\u4fe1\u53f7\u3002<\/p>\n\n\n\n<p><strong>\u6bd4\u7279\u5e01\u6700\u8fd1\u7684\u4ea4\u6613\u4fe1\u53f7\u793a\u610f\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u65e5\u671f<\/th><th>\u6536\u76d8\u4ef7<\/th><th>DMI<\/th><th>+DI<\/th><th>-DI<\/th><th>PSAR<\/th><th>RSI<\/th><th>MACD Signal<\/th><\/tr><\/thead><tbody><tr><td>2025-04-06<\/td><td>78370.75<\/td><td>18.30<\/td><td>17.14<\/td><td>27.40<\/td><td>88356.11<\/td><td>36.35<\/td><td>Buy<\/td><\/tr><tr><td>2025-04-07<\/td><td>79140.01<\/td><td>19.27<\/td><td>14.92<\/td><td>28.88<\/td><td>87904.23<\/td><td>38.45<\/td><td>Buy<\/td><\/tr><tr><td>2025-04-08<\/td><td>76251.64<\/td><td>20.17<\/td><td>13.61<\/td><td>26.34<\/td><td>87095.22<\/td><td>33.93<\/td><td>Buy<\/td><\/tr><tr><td>2025-04-09<\/td><td>82594.75<\/td><td>19.86<\/td><td>16.18<\/td><td>22.28<\/td><td>86334.75<\/td><td>48.32<\/td><td>Hold<\/td><\/tr><tr><td>2025-04-10<\/td><td>79552.34<\/td><td>19.58<\/td><td>14.98<\/td><td>20.63<\/td><td>85619.90<\/td><td>43.43<\/td><td>Hold<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u6839\u636e\u8fd9\u4e9b\u4fe1\u53f7\uff0c\u6211\u4eec\u53ef\u4ee5\u53d1\u73b0\uff0c3\u670830\u65e5\u81f34\u67088\u65e5\u671f\u95f4\u7684\u4fe1\u53f7\u591a\u6b21\u51fa\u73b0\u4e70\u5165\u4fe1\u53f7\uff0c\u968f\u540e\u8fdb\u5165\u6301\u6709\u9636\u6bb5\u3002\u901a\u8fc7\u7cbe\u786e\u7684\u4fe1\u53f7\u6355\u6349\uff0c\u4ea4\u6613\u8005\u80fd\u591f\u5728\u5408\u9002\u7684\u65f6\u673a\u8fdb\u573a\uff0c\u907f\u514d\u9519\u8fc7\u76c8\u5229\u673a\u4f1a\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e09\u3001\u624b\u628a\u624b\u6559\u4f60\u8bbe\u7f6e\u4ea4\u6613\u4fe1\u53f7<\/strong><\/h2>\n\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e00\u6b65\uff1a\u83b7\u53d6\u6570\u636e\u2014\u2014\u8fde\u63a5\u884c\u60c5&#8221;\u6c34\u6e90&#8221;<\/strong><\/h3>\n\n\n\n<p><strong>\u64cd\u4f5c\u6307\u5357\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/1744982253816-1024x508.png\" alt=\"\" class=\"wp-image-4926\"\/><\/figure>\n\n\n\n<p><strong>\u6ce8\u518cAPI<\/strong>\uff1a<br>\u8bbf\u95ee<a href=\"https:\/\/www.alphavantage.co\/\" target=\"_blank\" rel=\"noreferrer noopener\">Alpha Vantage\u5b98\u7f51<\/a>\u514d\u8d39\u7533\u8bf7API\u5bc6\u94a5\uff08\u586b\u5199\u90ae\u7bb1\u79d2\u83b7\u53d6\uff09<br><a href=\"https:\/\/www.alphavantage.co\/support\/#api-key\">https:\/\/www.alphavantage.co\/support\/#api-key<\/a><br>\u2192 \u590d\u5236\u4f60\u7684\u4e13\u5c5e\u5bc6\u94a5<\/p>\n\n\n\n<p><strong>\u4e00\u952e\u62c9\u53d6\u6570\u636e<\/strong>\uff1a<br>\u7528\u4ee5\u4e0b\u4ee3\u7801\u83b7\u53d6\u6bd4\u7279\u5e01\u6700\u8fd1500\u5929\u7684\u4ef7\u683c\uff08\u590d\u5236\u5373\u7528\uff09\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>from alpha_vantage.cryptocurrencies import CryptoCurrencies\napi = CryptoCurrencies(key=\"\u4f60\u7684API\u5bc6\u94a5\", output_format='pandas')\nbtc_data, _ = api.get_digital_currency_daily(symbol='BTC', market='USD')\nprint(btc_data.head())  # \u68c0\u67e5\u524d5\u884c\u6570\u636e<\/code><\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e8c\u6b65\uff1a\u8ba1\u7b97\u6307\u6807\u2014\u2014\u5b89\u88c5&#8221;\u4ea4\u6613\u4eea\u8868\u76d8&#8221;<\/strong><\/h3>\n\n\n\n<p><strong>\u56db\u5927\u6838\u5fc3\u6307\u6807\uff1a<\/strong><\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>DMI\u4e09\u7ebf<\/strong>\uff1a\u5224\u65ad\u8d8b\u52bf\u5f3a\u5ea6<\/li>\n\n\n\n<li><strong>PSAR<\/strong>\uff1a\u627e\u53cd\u8f6c\u70b9<\/li>\n\n\n\n<li><strong>RSI<\/strong>\uff1a\u8bc6\u522b\u8d85\u4e70\u8d85\u5356<\/li>\n\n\n\n<li><strong>MACD<\/strong>\uff1a\u786e\u8ba4\u8d8b\u52bf\u65b9\u5411<\/li>\n<\/ol>\n\n\n\n<figure class=\"wp-block-image size-large\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/\u4e0b\u8f7d-4-1024x877.png\" alt=\"\" class=\"wp-image-4927\"\/><\/figure>\n\n\n\n<p><strong>\u52a8\u624b\u5b9e\u8df5\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-preformatted\">from ta.trend import ADXIndicator, PSARIndicator<br>from ta.momentum import RSIIndicator<br><br># \u8ba1\u7b97DMI\uff08\u8d8b\u52bf\u6307\u6807\uff09<br>adx = ADXIndicator(data['high'], data['low'], data['close'])<br>data['ADX'] = adx.adx()       # \u8d8b\u52bf\u5f3a\u5ea6\u7ebf\uff08\u7d2b\u7ebf\uff09<br>data['+DI'] = adx.adx_pos()   # \u591a\u5934\u529b\u91cf\u7ebf\uff08\u7eff\u7ebf\uff09<br>data['-DI'] = adx.adx_neg()   # \u7a7a\u5934\u529b\u91cf\u7ebf\uff08\u7ea2\u7ebf\uff09<br><br># \u8ba1\u7b97PSAR\uff08\u53cd\u8f6c\u6307\u6807\uff09<br>data['PSAR'] = PSARIndicator(data['high'], data['low'], data['close']).psar()<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e09\u6b65\uff1a\u751f\u6210\u4fe1\u53f7\u2014\u2014\u8bbe\u7f6e&#8221;\u4e70\u5356\u7ea2\u7eff\u706f&#8221;<\/strong><\/h3>\n\n\n\n<p><strong>\u4fe1\u53f7\u89c4\u5219\u8868\uff1a<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u5e02\u573a\u72b6\u6001<\/th><th>\u89e6\u53d1\u6761\u4ef6<\/th><th>\u4fe1\u53f7<\/th><th>\u539f\u7406\u8bf4\u660e<\/th><\/tr><\/thead><tbody><tr><td>\u8d8b\u52bf\u884c\u60c5<\/td><td>ADX&gt;25 + -DI&gt;+DI + \u4ef7&lt;PSAR<\/td><td>\u4e70\u5165<\/td><td>\u4e0b\u8dcc\u8d8b\u52bf\u5373\u5c06\u53cd\u8f6c<\/td><\/tr><tr><td>\u8d8b\u52bf\u884c\u60c5<\/td><td>ADX&gt;25 + +DI&gt;-DI + \u4ef7&gt;PSAR<\/td><td>\u5356\u51fa<\/td><td>\u4e0a\u6da8\u8d8b\u52bf\u5373\u5c06\u7ed3\u675f<\/td><\/tr><tr><td>\u9707\u8361\u884c\u60c5<\/td><td>ADX&lt;25 + RSI&lt;40<\/td><td>\u4e70\u5165<\/td><td>\u8d85\u5356\u53cd\u5f39\u673a\u4f1a<\/td><\/tr><tr><td>\u9707\u8361\u884c\u60c5<\/td><td>ADX&lt;25 + RSI&gt;60<\/td><td>\u5356\u51fa<\/td><td>\u8d85\u4e70\u56de\u8c03\u98ce\u9669<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p><strong>\u4ee3\u7801\u5b9e\u73b0\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-preformatted\">conditions = [\n    # \u8d8b\u52bf\u4e70\n    (btc_data['ADX']&gt;25) &amp; (btc_data['-DI']&gt;btc_data['+DI']) &amp; (btc_data['close']&lt;btc_data['PSAR']),\n    # \u8d8b\u52bf\u5356\n    (btc_data['ADX']&gt;25) &amp; (btc_data['+DI']&gt;btc_data['-DI']) &amp; (btc_data['close']&gt;btc_data['PSAR']),\n    # \u9707\u8361\u4e70\n    (btc_data['ADX']&lt;=25) &amp; (btc_data['RSI']&lt;40),\n    # \u9707\u8361\u5356\n    (btc_data['ADX']&lt;=25) &amp; (btc_data['RSI']&gt;60)\n]\nbtc_data['Signal'] = np.select(conditions, ['\u4e70', '\u5356', '\u4e70', '\u5356'], '\u6301\u6709')<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u56db\u6b65\uff1a\u98ce\u9669\u63a7\u5236\u2014\u2014\u88c5\u4e0a&#8221;\u5b89\u5168\u6c14\u56ca&#8221;<\/strong><\/h3>\n\n\n\n<p><strong>\u667a\u80fd\u98ce\u63a7\u65b9\u6848\uff1a<\/strong><\/p>\n\n\n\n<p><strong>\u52a8\u6001\u6b62\u635f<\/strong>\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4ef7\u683c\u56de\u843d5%\u7acb\u5373\u6b62\u635f<\/li>\n\n\n\n<li>\u6216\u8dcc\u7834\u6700\u8fd13\u5929\u6700\u4f4e\u4ef7\uff08\u4e8c\u9009\u4e00\u66f4\u4fdd\u9669\uff09<\/li>\n<\/ul>\n\n\n\n<p><strong>\u79fb\u52a8\u6b62\u76c8<\/strong>\uff1a<\/p>\n\n\n\n<p>\u76c8\u5229\u8d8510%\u540e\uff0c\u5229\u6da6\u56de\u541050%\u65f6\u81ea\u52a8\u5e73\u4ed3<\/p>\n\n\n\n<p><strong>\u4ee3\u7801\u793a\u4f8b\uff1a<\/strong><\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"># \u52a8\u6001\u6b62\u635f\u6b62\u76c8\u4ee3\u7801<br>for i in range(1, len(data)):<br>    if \u6301\u6709\u4ed3\u4f4d:<br>        \u5f53\u524d\u76c8\u5229 = (data['close'][i] - \u4e70\u5165\u4ef7) \/ \u4e70\u5165\u4ef7<br>        if \u5f53\u524d\u76c8\u5229 &lt;= -0.05 or \u5f53\u524d\u76c8\u5229 &gt;= 0.10:<br>            data.loc[i, 'Signal'] = '\u5356\u51fa' <\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u7b2c\u4e94\u6b65\uff1a\u56de\u6d4b\u9a8c\u8bc1\u2014\u2014\u7ed9\u4f60\u7684\u7b56\u7565&#8221;\u505a\u4f53\u68c0&#8221;<\/strong><\/h3>\n\n\n\n<p><strong>\u5173\u952e\u6307\u6807\u6807\u51c6\uff1a<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u2705 \u5e74\u5316\u6536\u76ca &gt; 20%<\/li>\n\n\n\n<li>\u2705 \u80dc\u7387 &gt; 55%<\/li>\n\n\n\n<li>\u2705 \u6700\u5927\u56de\u64a4 &lt; 15%<\/li>\n<\/ul>\n\n\n\n<pre class=\"wp-block-preformatted\"># \u8ba1\u7b97\u7ee9\u6548\u6307\u6807<br>    total_return = (equity[-1] - 10000) \/ 10000<br>    win_rate = len([t for t in trades if t &gt; 0]) \/ len(trades) if trades else 0<br>    avg_trade_return = np.mean([t\/10000 for t in trades]) if trades else 0<br>    max_drawdown = min(drawdowns) if drawdowns else 0<br>    avg_duration = np.mean(trade_durations) if trade_durations else 0<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u56db\u3001\u4e3a\u4ec0\u4e48\u8fd9\u4e2a\u7b56\u7565\u80fd\u8d62\uff1f<\/strong><\/h2>\n\n\n\n<p><strong>\u6bd4\u7279\u5e01\u7a33\u5065\u7b56\u7565\u7ee9\u6548\u901f\u89c8\u8868<\/strong><\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u6307\u6807<\/th><th>\u7ed3\u679c<\/th><th>\u8fbe\u6807\u7ebf<\/th><th>\u8bc4\u4ef7<\/th><\/tr><\/thead><tbody><tr><td>\u603b\u6536\u76ca\u7387<\/td><td>+37.47%<\/td><td>&gt;20%<\/td><td>\ud83d\ude80 \u8d85\u989d\u5b8c\u6210<\/td><\/tr><tr><td>\u80dc\u7387<\/td><td>55.56%<\/td><td>&gt;50%<\/td><td>\u2705 \u7a33\u5b9a\u76c8\u5229<\/td><\/tr><tr><td>\u6700\u5927\u56de\u64a4<\/td><td>-15.80%<\/td><td>&lt;20%<\/td><td>\ud83d\udee1\ufe0f \u98ce\u9669\u53ef\u63a7<\/td><\/tr><tr><td>\u590f\u666e\u6bd4\u7387<\/td><td>1.13<\/td><td>&gt;1.0<\/td><td>\ud83d\udcc8 \u6536\u76ca\u98ce\u9669\u6bd4\u4f18\u79c0<\/td><\/tr><tr><td>\u6301\u4ed3\u5468\u671f<\/td><td>6.2\u5929\/\u6b21<\/td><td>&lt;7\u5929<\/td><td>\u23f1\ufe0f \u9002\u5408\u77ed\u7ebf\u64cd\u4f5c<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\ud83d\udd0d&nbsp;<strong>\u5173\u952e\u6848\u4f8b\u89e3\u6790<\/strong><\/p>\n\n\n\n<p><strong>\u7ecf\u5178\u6218\u5f79\uff1a2025\u5e744\u67086\u65e5\u4e70\u5165\u4fe1\u53f7<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6307\u6807\u72b6\u6001<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>ADX=18.3\uff08\u8d8b\u52bf\u840c\u82bd\uff09<\/li>\n\n\n\n<li>-DI\uff0827.4\uff09&gt; +DI\uff0817.1\uff09\uff08\u7a7a\u5934\u4e3b\u5bfc\uff09<\/li>\n\n\n\n<li>\u4ef7\u683c\u8dcc\u7834PSAR\uff0878370 &lt; 88356\uff09<\/li>\n\n\n\n<li>RSI=36\uff08\u8d85\u5356\u533a\u57df\uff09<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u540e\u7eed\u8868\u73b0<\/strong>\uff1a3\u5929\u5185\u4e0a\u6da89.2%\uff0c7\u5929\u7d2f\u8ba1\u6da8\u5e4523%<\/li>\n<\/ul>\n\n\n\n<p><strong>\u907f\u5751\u6848\u4f8b\uff1a2025\u5e744\u670818\u65e5\u6301\u5e01\u89c2\u671b<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6307\u6807\u72b6\u6001<\/strong>\uff1a\n<ul class=\"wp-block-list\">\n<li>ADX=12.1\uff08\u65e0\u8d8b\u52bf\uff09<\/li>\n\n\n\n<li>RSI=52\uff08\u4e2d\u6027\u533a\u95f4\uff09<\/li>\n\n\n\n<li>\u7cfb\u7edf\u663e\u793a&#8221;Hold&#8221;<\/li>\n<\/ul>\n<\/li>\n\n\n\n<li><strong>\u907f\u635f\u6548\u679c<\/strong>\uff1a\u968f\u540e5\u5929\u4ef7\u683c\u4e0b\u8dcc7.6%<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e94\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h2>\n\n\n\n<p>\u7ed3\u5408ADX\u548cPSAR\u6307\u6807\uff0c\u6211\u4eec\u80fd\u591f\u5728\u6bd4\u7279\u5e01\u4ea4\u6613\u4e2d\u83b7\u5f97\u8f83\u4e3a\u7cbe\u51c6\u7684\u4e70\u5356\u4fe1\u53f7\uff0c\u63d0\u9ad8\u4ea4\u6613\u7684\u6210\u529f\u7387\u3002\u4ee5\u4e0b\u662f\u5173\u952e\u70b9\u603b\u7ed3\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>ADX<\/strong>\uff1a\u8861\u91cf\u5e02\u573a\u7684\u8d8b\u52bf\u5f3a\u5ea6\u3002<\/li>\n\n\n\n<li><strong>PSAR<\/strong>\uff1a\u8bc6\u522b\u5e02\u573a\u7684\u53cd\u8f6c\u70b9\u3002<\/li>\n\n\n\n<li><strong>\u5408\u7406\u8fd0\u7528<\/strong>\uff1a\u7ed3\u5408\u5176\u4ed6\u6280\u672f\u6307\u6807\uff0c\u589e\u52a0\u4ea4\u6613\u6210\u529f\u7387\u3002<\/li>\n\n\n\n<li><strong>\u98ce\u9669\u7ba1\u7406<\/strong>\uff1a\u8bbe\u7f6e\u6b62\u635f\u6b62\u76c8\uff0c\u63a7\u5236\u98ce\u9669\u3002<\/li>\n\n\n\n<li><strong>\u6301\u7eed\u4f18\u5316<\/strong>\uff1a\u4e0d\u65ad\u4f18\u5316\u4ea4\u6613\u7b56\u7565\uff0c\u63d0\u9ad8\u5e02\u573a\u9002\u5e94\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u80fd\u5e2e\u52a9\u4f60\u66f4\u597d\u5730\u7406\u89e3\u548c\u8fd0\u7528ADX\u548cPSAR\u6307\u6807\uff0c\u63d0\u5347\u4f60\u7684\u4ea4\u6613\u6280\u5de7\u548c\u76c8\u5229\u80fd\u529b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2025\/04\/1744983521971.png\" alt=\"\" class=\"wp-image-4932\"\/><\/figure>\n\n\n\n<p>\u5982\u9700\u6e90\u4ee3\u7801\uff0c\u8bf7\u7559\u8a00\u7d22\u53d6\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p><em>\u9605\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u8fd9\u7bc7\u6587\u7ae0\u4e3a\u60a8\u5e26\u6765\u4e86\u65b0\u7684\u542f\u53d1\u548c\u5b9e\u7528\u7684\u77e5\u8bc6\uff01\u5982\u679c\u89c9\u5f97\u6709\u5e2e\u52a9\uff0c\u8bf7\u4e0d\u541d\u70b9\u8d5e\u548c\u5206\u4eab\uff0c\u60a8\u7684\u652f\u6301\u662f\u6211\u6301\u7eed\u521b\u4f5c\u7684\u52a8\u529b\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff0c\u6536\u76ca\u957f\u8679\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u6b22\u8fce\u7559\u8a00\uff0c\u6211\u4f1a\u5c3d\u5feb\u56de\u590d\uff01<\/em><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p class=\"has-text-align-center\">\u672c\u6587\u5185\u5bb9\u4ec5\u9650\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2025\/04\/30\/adxpsar%ef%bc%8c%e7%94%a8%e8%bf%99%e4%b8%a4%e6%a0%b9%e6%9b%b2%e7%ba%bf%e6%89%93%e8%b4%a590%e7%9a%84%e6%af%94%e7%89%b9%e5%b8%81%e6%8a%95%e8%b5%84%e8%80%85\/\">Continue reading<span class=\"screen-reader-text\">ADX+PSAR\uff0c\u7528\u8fd9\u4e24\u6839\u66f2\u7ebf\u6253\u8d2590%\u7684\u6bd4\u7279\u5e01\u6295\u8d44\u8005<\/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":[4,5,15],"class_list":{"0":"post-2228","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","9":"tag-15","10":"entry"},"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2228","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=2228"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2228\/revisions"}],"predecessor-version":[{"id":2229,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/2228\/revisions\/2229"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=2228"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=2228"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=2228"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}