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\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>\u8fd9\u7bc7\u6587\u7ae0\u8bb0\u5f55\u4e86\u6211\u4ece\u96f6\u6784\u5efaAMPE\uff08\u81ea\u9002\u5e94\u5e02\u573a\u538b\u529b\u5f15\u64ce\uff09\u6307\u6807\u7684\u5b8c\u6574\u8fc7\u7a0b\u3002<\/mark>\u8fd8\u7528\u4e862449\u53ea\u80a1\u7968\u5168\u91cf\u56de\u6d4b\u53ea\u670924.3%\u8dd1\u8d62\u6301\u6709\uff0c\u4f46\u8fd9\u4e2a\u6bd4\u631140\u53ea\u80a1\u7968\u7136\u540e\u8bf4100%\u80dc\u7387\u6709\u4ef7\u503c\uff0c\u56e0\u4e3a\u5931\u8d25\u6570\u636e\u53ef\u8bc1\u4f2a\u53ef\u4fe1\u3002<\/pre>\n<\/blockquote>\n\n\n\n
\u6211\u62ff\u81ea\u5df1\u65b0\u505a\u7684\u6307\u6807\u8dd1\u4e86\u4e00\u904d\u5168\u91cf\u6d4b\u8bd5\uff0c2449\u53ea\u80a1\u7968\uff0c\u53ea\u6709595\u53ea\u8dd1\u8d62\u4e86\u6301\u6709\u7b56\u7565\u3002\u80dc\u738724.3%\u3002<\/p>\n\n\n\n
\u4f60\u53ef\u80fd\u4f1a\u60f3\uff1a\u8fd9\u6307\u6807\u4e0d\u884c\u554a\u3002\u4f46\u6211\u60f3\u8bf4\uff1a\u8fd9\u6070\u6070\u8bf4\u660e\u5b83\u6ca1\u8fc7\u62df\u5408<\/strong><\/em>\u3002\u4e00\u4e2a\u53f7\u79f0\u572890%\u7684\u80a1\u7968\u4e0a\u8dd1\u8d62\u6301\u6709\u7b56\u7565\u7684\u6307\u6807\uff0c\u8981\u4e48\u5728\u6492\u8c0e\uff0c\u8981\u4e48\u5728\u66f2\u7ebf\u62df\u5408\u3002\u771f\u6b63\u6709\u6548\u7684\u7b56\u7565\u90fd\u6709\u81ea\u5df1\u7684”\u4e3b\u573a”\uff1a\u5b83\u53ea\u5728\u7279\u5b9a\u7684\u5e02\u573a\u72b6\u6001\u4e0b\u3001\u7279\u5b9a\u7c7b\u578b\u7684\u80a1\u7968\u4e0a\u624d\u6709\u6548\u300224.3%\u7684\u80dc\u7387\u544a\u8bc9\u6211\uff1aAMPE\u6709\u771f\u5b9e\u7684\u8fb9\u9645\u4f18\u52bf\uff0c\u53ea\u4e0d\u8fc7\u8fd9\u4e2a\u4f18\u52bf\u662f\u6709\u8fb9\u754c\u7684\u3002<\/p>\n\n\n\n
\u800c\u4e14\u57281854\u53ea\u80a1\u7968\u4e0a\u5931\u8d25\u8fd9\u4ef6\u4e8b\uff0c\u662f\u6211\u505a\u8fc7\u7684\u6700\u6709\u7528\u7684\u5de5\u4f5c\u3002\u4e0b\u9762\u6211\u4e00\u6b65\u6b65\u62c6\u89e3\uff0c\u8bb2\u6e05\u695a\u8fd9\u4e2a\u6307\u6807\u600e\u4e48\u6765\u7684\u3001\u600e\u4e48\u5de5\u4f5c\u7684\u3001\u4ee5\u53ca\u90a3\u4e9b\u5931\u8d25\u6559\u4f1a\u4e86\u6211\u4ec0\u4e48\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
\u4e00\u3001\u4e3a\u5565\u8981\u505aAMPE<\/strong><\/h2>\n\n\n\n
\u5927\u591a\u6570\u6280\u672f\u6307\u6807\u90fd\u662f\u56f4\u7ed5\u5355\u4e00\u6982\u5ff5\u8bbe\u8ba1\u7684\u3002RSI\uff08\u76f8\u5bf9\u5f3a\u5f31\u6307\u6807\uff09\u6d4b\u52a8\u91cf\uff0cATR\uff08\u771f\u5b9e\u6ce2\u5e45\u5747\u503c\uff09\u6d4b\u6ce2\u52a8\u7387\uff0cEMA\uff08\u6307\u6570\u79fb\u52a8\u5747\u7ebf\uff09\u6d4b\u8d8b\u52bf\u65b9\u5411\u3002\u5b83\u4eec\u7b80\u6d01\u3001\u597d\u7406\u89e3\uff0c\u8fd9\u5f88\u6709\u7528\u3002<\/p>\n\n\n\n
\u4f46\u95ee\u9898\u662f\uff0c\u5e02\u573a\u4ece\u6765\u4e0d\u662f\u53ea\u5728\u4e00\u4e2a\u7ef4\u5ea6\u4e0a\u8fd0\u52a8\u7684\u3002\u4e00\u53ea\u80a1\u7968\u53ef\u4ee5\u540c\u65f6\u51fa\u73b0\u8fd9\u4e09\u79cd\u60c5\u51b5\uff1a\u8d8b\u52bf\u5411\u4e0a\u3001\u6ce2\u52a8\u7387\u5728\u6536\u7f29\u3001\u4ef7\u683c\u6b63\u5728\u626b\u8fc7\u6d41\u52a8\u6027\u5bc6\u96c6\u533a\u3002\u5355\u4e00\u6307\u6807\u53ea\u80fd\u770b\u5230\u5176\u4e2d\u4e00\u4e2a\u753b\u9762\uff0c\u5c31\u50cf\u53ea\u901a\u8fc7\u4e00\u6247\u7a97\u6237\u770b\u6574\u680b\u697c\u7684\u72b6\u51b5\uff0c\u4f60\u770b\u5230\u7684\u6c38\u8fdc\u4e0d\u5b8c\u6574\u3002<\/p>\n\n\n\n
\u6211\u60f3\u505a\u4e00\u4e2a\u80fd”\u8bfb\u61c2\u6574\u4e2a\u623f\u95f4”\u7684\u6307\u6807\uff1a\u628a\u591a\u79cd\u5e02\u573a\u538b\u529b\u5408\u6210\u4e00\u4e2a\u632f\u8361\u5668\uff0c\u4f46\u4e0d\u662f\u7b80\u5355\u7c97\u66b4\u5730\u53d6\u5e73\u5747\uff0c\u800c\u662f\u6839\u636e\u5f53\u524d\u5e02\u573a\u5904\u4e8e\u4ec0\u4e48\u72b6\u6001\uff0c\u667a\u80fd\u5730\u8c03\u6574\u5404\u7ef4\u5ea6\u7684\u6743\u91cd<\/strong><\/em>\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n
AMPE\u6307\u6807\u6548\u679c\u56fe<\/em><\/p>\n\n\n\n
\u8fd9\u5c31\u662fAMPE\uff1a\u81ea\u9002\u5e94\u5e02\u573a\u538b\u529b\u5f15\u64ce\u3002\u67094\u4e2a\u538b\u529b\u5206\u91cf\u30011\u4e2a\u5b9e\u65f6\u72b6\u6001\u68c0\u6d4b\u5668\u3001\u4ee5\u53ca\u5728\u8d8b\u52bf\u884c\u60c5\u548c\u9707\u8361\u884c\u60c5\u4e4b\u95f4\u81ea\u52a8\u5207\u6362\u7684\u81ea\u9002\u5e94\u6743\u91cd\u3002<\/p>\n\n\n\n
\u4e8c\u3001\u56db\u5927\u538b\u529b\u5206\u91cf\u8be6\u89e3<\/strong><\/h2>\n\n\n\n
AMPE\u6bcf\u4e00\u6839K\u7ebf\u7684\u8f93\u51fa\u503c\uff0c\u90fd\u662f4\u4e2a\u5f52\u4e00\u5316\u538b\u529b\u8bfb\u6570\u7684\u52a0\u6743\u548c\uff0c\u6bcf\u4e2a\u5206\u91cf\u6355\u6349\u5e02\u573a\u884c\u4e3a\u7684\u4e0d\u540c\u7ef4\u5ea6\u3002<\/p>\n\n\n\n
\"\"<\/figure>\n\n\n\n

1. \u8d8b\u52bf\u538b\u529b\uff08Trend Pressure\uff09<\/strong><\/h3>\n\n\n\n
\u628aEMA\u95f4\u8ddd\u548cEMA\u659c\u7387\u7ec4\u5408\u5728\u4e00\u8d77\uff0c\u90fd\u7528ATR\u505a\u5f52\u4e00\u5316\u5904\u7406\u3002\u8fd9\u6837\u7b97\u51fa\u6765\u7684\u8d8b\u52bf\u8bfb\u6570\uff0c\u4e0d\u53d7\u80a1\u7968\u7edd\u5bf9\u4ef7\u683c\u6216\u6ce2\u52a8\u7387\u5927\u5c0f\u7684\u5f71\u54cd\uff1a\u4e00\u53ea50\u7f8e\u5143\u7684\u80a1\u7968\u548c\u4e00\u53ea500\u7f8e\u5143\u7684\u80a1\u7968\uff0c\u8d8b\u52bf\u538b\u529b\u503c\u5728\u540c\u4e00\u4e2a\u5c3a\u5ea6\u4e0a\u6bd4\u8f83\u3002<\/p>\n\n\n\n
2. \u52a8\u91cf\u538b\u529b\uff08Momentum Pressure\uff09<\/strong><\/h3>\n\n\n\n
\u628a\u77ed\u671f\u53d8\u52a8\u7387\uff08ROC\uff09\u548c\u4e2d\u671f\u7684\u4e2d\u5fc3\u5316RSI\u504f\u79fb\u503c\u6df7\u5408\u5728\u4e00\u8d77\u3002\u7b80\u5355\u8bf4\u5c31\u662f\uff1a\u4ef7\u683c\u53d8\u5316\u7684\u901f\u5ea6\u6709\u591a\u5feb\uff0c\u52a0\u4e0a\u76f8\u5bf9\u5386\u53f2\u6765\u8bf4\u5f53\u524d\u52a8\u80fd\u662f\u5f3a\u8fd8\u662f\u5f31\u3002\u4e00\u4e2a\u770b\u77ed\u671f\u52a0\u901f\u5ea6\uff0c\u4e00\u4e2a\u770b\u4e2d\u671f\u4f4d\u7f6e\u3002<\/p>\n\n\n\n
3. \u6d41\u52a8\u6027\u538b\u529b\uff08Liquidity Pressure\uff09<\/strong><\/h3>\n\n\n\n
\u8fd9\u662f\u6700\u6709\u610f\u601d\u7684\u4e00\u4e2a\u5206\u91cf\u3002\u5b83\u7edf\u8ba1\u4e00\u4e2a\u6eda\u52a8\u7a97\u53e3\u5185\u591a\u5934\u626b\u8361\u548c\u7a7a\u5934\u626b\u8361\u7684\u6b21\u6570\uff1a<\/p>\n\n\n\n
    \n
  • \u591a\u5934\u626b\u8361<\/strong>\uff1aK\u7ebf\u4e0b\u5f71\u7ebf\u523a\u7a7f\u524d\u671f\u4f4e\u70b9\uff0c\u4f46\u6536\u76d8\u4ef7\u56de\u5230\u4e86\u524d\u671f\u4f4e\u70b9\u4e4b\u4e0a\u2014\u2014\u6709\u4eba\u5728\u4e0b\u9762\u5438\u6536\u4e86\u5356\u538b<\/li>\n\n\n\n
  • \u7a7a\u5934\u626b\u8361<\/strong>\uff1aK\u7ebf\u4e0a\u5f71\u7ebf\u523a\u7a7f\u524d\u671f\u9ad8\u70b9\uff0c\u4f46\u6536\u76d8\u4ef7\u56de\u5230\u4e86\u524d\u671f\u9ad8\u70b9\u4e4b\u4e0b\u2014\u2014\u6709\u4eba\u5728\u4e0a\u9762\u5438\u6536\u4e86\u4e70\u538b<\/li>\n<\/ul>\n\n\n\n
    \u51c0\u5dee\u989d\u544a\u8bc9\u4f60\u5f53\u524d\u8c01\u5728\u4e3b\u5bfc\u6d41\u52a8\u6027\u535a\u5f08\u3002\u8fd9\u4e2a\u5206\u91cf\u7684\u76f4\u89c9\u5f88\u660e\u786e\uff1a\u4ef7\u683c”\u5047\u88c5”\u7a81\u7834\u4e00\u4e2a\u4f4d\u7f6e\u7136\u540e\u6536\u56de\u6765\uff0c\u5f80\u5f80\u610f\u5473\u7740\u53cd\u65b9\u5411\u6709\u5927\u8d44\u91d1\u5728\u627f\u63a5\u3002<\/p>\n\n\n\n
    4. \u538b\u7f29\u538b\u529b\uff08Compression Pressure\uff09<\/strong><\/h3>\n\n\n\n
    \u628a\u5f53\u524dATR\u548c\u5b83\u7684\u957f\u671f\u5747\u503c\u505a\u6bd4\u8f83\u3002\u5f53\u4eca\u5929\u7684\u6ce2\u52a8\u7387\u8fdc\u4f4e\u4e8e\u5386\u53f2\u5e73\u5747\u6c34\u5e73\uff0c\u8bf4\u660e\u5e02\u573a\u6b63\u5728”\u618b\u6c14”\u2014\u2014\u80fd\u91cf\u5728\u84c4\u79ef\uff0c breakout\u53ef\u80fd\u4e0d\u8fdc\u4e86\u3002\u538b\u7f29\u4e0d\u4f1a\u544a\u8bc9\u4f60\u65b9\u5411\uff0c\u4f46\u544a\u8bc9\u4f60”\u5feb\u51fa\u5927\u52a8\u9759\u4e86”\uff0c\u8fd9\u4e2a\u4fe1\u606f\u672c\u8eab\u5c31\u5f88\u6709\u4ef7\u503c\u3002<\/p>\n\n\n\n
    \n
    \u4e3a\u4ec0\u4e48\u5f52\u4e00\u5316\u662f\u5e95\u7ebf\uff1f<\/strong>
    \u6bcf\u4e2a\u5206\u91cf\u5728\u5408\u6210\u4e4b\u524d\u90fd\u5fc5\u987b\u5f52\u4e00\u5316\u5230[0, 1]\u533a\u95f4\u3002\u5982\u679c\u4e0d\u505a\u5f52\u4e00\u5316\uff0c\u53d8\u52a8\u7387\uff08ROC\uff09\u8fd9\u79cd\u5929\u7136\u6ce2\u52a8\u5927\u7684\u5206\u91cf\u4f1a\u76f4\u63a5\u541e\u6389\u5176\u4ed6\u6240\u6709\u5206\u91cf\u7684\u4fe1\u53f7\u2014\u2014\u4f60\u7684”\u5408\u6210\u632f\u8361\u5668”\u5176\u5b9e\u53ea\u662fROC\u7684\u9a6c\u7532\u3002\u5f52\u4e00\u5316\u4e4b\u540e\uff0c\u6bcf\u4e2a\u5206\u91cf\u5bf9\u6700\u7ec8\u7ed3\u679c\u7684\u8d21\u732e\u53ea\u53d6\u51b3\u4e8e\u4f60\u7ed9\u5b83\u7684\u6743\u91cd\uff0c\u800c\u4e0d\u662f\u5b83\u81ea\u8eab\u7684\u6570\u503c\u8303\u56f4\u3002<\/p>\n<\/blockquote>\n\n\n\n
    \u4e09\u3001\u72b6\u6001\u68c0\u6d4b\u5668\uff1a\u8ba9\u6307\u6807”\u9002\u5e94”\u5e02\u573a<\/strong><\/h2>\n\n\n\n
    AMPE\u6700\u6838\u5fc3\u7684\u521b\u65b0\u662f\u72b6\u6001\u68c0\u6d4b\u5668\u3002\u5b83\u5728\u6bcf\u4e00\u6839K\u7ebf\u4e0a\u505a\u4e00\u6b21\u5224\u65ad\uff1a\u5f53\u524d\u8d8b\u52bf\u5f3a\u5ea6\u662f\u5426\u9ad8\u4e8e\u8fc7\u53bbN\u6839K\u7ebf\u7684\u5386\u53f2\u4e2d\u4f4d\u6570\uff1f\u5982\u679c\u662f\uff0c\u5224\u5b9a\u4e3a\u8d8b\u52bf\u884c\u60c5<\/strong><\/em>\uff1b\u5982\u679c\u4e0d\u662f\uff0c\u5224\u5b9a\u4e3a\u9707\u8361\u884c\u60c5<\/strong><\/em>\u3002<\/p>\n\n\n\n
    \u7136\u540e\u6743\u91cd\u4f1a\u6839\u636e\u5f53\u524d\u72b6\u6001\u81ea\u52a8\u5207\u6362\uff1a<\/p>\n\n\n\n
    \"\"<\/figure>\n\n\n\n
    \u8fd9\u4e2a\u5207\u6362\u7684\u76f4\u89c9\u5f88\u6e05\u6670\uff1a\u8d8b\u52bf\u884c\u60c5\u91cc\uff0c\u8d8b\u52bf\u548c\u52a8\u91cf\u662f\u4e3b\u5bfc\u529b\u91cf\uff0c\u7ed9\u5b83\u66f4\u9ad8\u7684\u53d1\u8a00\u6743\uff1b\u9707\u8361\u884c\u60c5\u91cc\uff0c\u4ef7\u683c\u6765\u56de\u626b\u8361\u6d41\u52a8\u6027\u3001\u6ce2\u52a8\u7387\u5728\u538b\u7f29\uff0c\u90a3\u6d41\u52a8\u6027\u538b\u529b\u548c\u538b\u7f29\u538b\u529b\u5c31\u53d8\u5f97\u66f4\u91cd\u8981\u3002<\/p>\n\n\n\n
    \u4e00\u4e2a\u5173\u952e\u7684\u597d\u5904\u662f\uff1a\u540c\u4e00\u4e2a\u6307\u6807\u4e0d\u4f1a\u628a\u8d8b\u52bf\u8ddf\u8e2a\u7684\u6ee4\u955c\u786c\u5957\u5728\u4e00\u53ea\u6a2a\u76d8\u4e86\u534a\u5e74\u7684\u80a1\u7968\u4e0a\u3002\u632f\u8361\u5668\u9002\u5e94\u5e02\u573a\u73b0\u5728\u7684\u6837\u5b50\uff0c\u800c\u4e0d\u662f\u4f60\u5e0c\u671b\u5b83\u6210\u4e3a\u7684\u6837\u5b50\u3002<\/strong><\/em><\/p>\n\n\n\n
    \u5e02\u573a\u72b6\u6001<\/strong><\/th>\u8d8b\u52bf\u538b\u529b<\/strong><\/th>\u52a8\u91cf\u538b\u529b<\/strong><\/th>\u6d41\u52a8\u6027\u538b\u529b<\/strong><\/th>\u538b\u7f29\u538b\u529b<\/strong><\/th><\/tr>
    \u8d8b\u52bf\u884c\u60c5<\/strong><\/td>45%<\/td>30%<\/td>15%<\/td>10%<\/td><\/tr>
    \u9707\u8361\u884c\u60c5<\/strong><\/td>20%<\/td>20%<\/td>35%<\/td>25%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
    \n
    \u72b6\u6001\u5207\u6362\u4e3a\u4ec0\u4e48\u6bd4\u56fa\u5b9a\u6743\u91cd\u5f3a\uff1f<\/strong>
    \u56fa\u5b9a\u6743\u91cd\u4e0b\uff0cAMPE\u53ea\u662f\u4e00\u4e2a”\u770b\u8d77\u6765\u8fd8\u4e0d\u9519”\u7684\u632f\u8361\u5668\u3002\u52a0\u4e0a\u72b6\u6001\u5207\u6362\u4e4b\u540e\uff0c\u5b83\u53d8\u6210\u4e86\u4e00\u4e2a\u7b56\u7565\u3002\u8fd9\u662f\u6574\u4e2a\u5f00\u53d1\u8fc7\u7a0b\u4e2d\u6027\u80fd\u63d0\u5347\u6700\u5927\u7684\u4e00\u6b65\u2014\u2014\u4e0d\u662f\u9760\u8c03\u53c2\u6570\uff0c\u800c\u662f\u9760\u8ba9\u6307\u6807\u5728\u6b63\u786e\u7684\u65f6\u673a\u5173\u6ce8\u6b63\u786e\u7684\u7ef4\u5ea6\u3002<\/p>\n<\/blockquote>\n\n\n\n
    \u56db\u3001\u8017\u7aed\u68c0\u6d4b\uff1a\u907f\u514d\u8ffd\u9ad8\u6740\u8dcc<\/strong><\/h2>\n\n\n\n
    \u5728\u632f\u8361\u5668\u4e4b\u4e0a\uff0c\u6211\u53c8\u52a0\u4e86\u4e00\u5c42\u57fa\u4e8e\u80cc\u79bb\u4fe1\u53f7\u7684\u8017\u7aed\u68c0\u6d4b\u5668\u3002<\/p>\n\n\n\n
    \u7a7a\u5934\u8017\u7aed\u4fe1\u53f7<\/strong>\uff1a\u4ef7\u683c\u6536\u76d8\u4ef7\u521b\u51fa\u65b0\u9ad8\uff0c\u4f46RSI\u6b63\u5728\u8f6c\u5934\u5411\u4e0b\uff0c\u7ecf\u5178\u7684\u52a8\u91cf\u80cc\u79bb\uff0c\u540c\u65f6AMPE\u503c\u5df2\u7ecf\u8d85\u8fc7\u4e86\u7a7a\u5934\u8017\u7aed\u9608\u503c\u3002\u8fd9\u610f\u5473\u7740\u867d\u7136\u4ef7\u683c\u8fd8\u5728\u5f80\u4e0a\u8d70\uff0c\u4f46\u63a8\u52a8\u5b83\u4e0a\u5347\u7684\u52a8\u80fd\u5df2\u7ecf\u5728\u8870\u51cf\uff0c\u5c31\u50cf\u6c7d\u8f66\u8e29\u7740\u6cb9\u95e8\u4f46\u901f\u5ea6\u63d0\u4e0d\u4e0a\u53bb\u4e86\u3002<\/p>\n\n\n\n
    \u591a\u5934\u8017\u7aed\u4fe1\u53f7<\/strong>\uff1a\u955c\u50cf\u903b\u8f91\u3002\u4ef7\u683c\u521b\u51fa\u65b0\u4f4e\uff0cRSI\u5374\u5728\u56de\u5347\uff0c\u540c\u65f6AMPE\u4f4e\u4e8e\u591a\u5934\u8017\u7aed\u9608\u503c\u3002<\/p>\n\n\n\n
    \u8fd9\u4e9b\u4fe1\u53f7\u76f4\u63a5\u8f93\u5165\u5230\u7b56\u7565\u7684\u8fdb\u51fa\u573a\u903b\u8f91\u91cc\uff0c\u7ed9\u7b56\u7565\u4e00\u4e2a”\u4e0d\u8981\u8ffd\u5df2\u7ecf\u8dd1\u4e0d\u52a8\u7684\u884c\u60c5”\u7684\u673a\u5236\u3002\u8bf4\u767d\u4e86\u5c31\u662f\uff1a\u5f53\u5e02\u573a\u770b\u8d77\u6765\u8fd8\u5728\u51b2\uff0c\u4f46\u5185\u90e8\u52a8\u80fd\u5df2\u7ecf\u8ddf\u4e0d\u4e0a\u4e86\uff0c\u8017\u7aed\u68c0\u6d4b\u4f1a\u63d0\u9192\u4f60\u662f\u8be5\u6536\u624b\u4e86\u3002<\/p>\n\n\n\n
    \u4e94\u3001\u5168\u91cf\u6d4b\u8bd5\uff1a2449\u53ea\u80a1\u7968\uff0c\u4e0d\u6311\u4e0d\u62e3<\/strong><\/h2>\n\n\n\n
    \u6307\u6807\u642d\u597d\u4e4b\u540e\uff0c\u6211\u505a\u4e86\u4e00\u6b21\u5168\u91cf\u6d4b\u8bd5\u3002\u4e0d\u6311\u80a1\u7968\uff0c\u4e0d\u505a\u7b5b\u9009\uff0c2449\u53ea\u5168\u90e8\u8dd1\u4e00\u904d\u3002\u6267\u884c\u6761\u4ef6\u5982\u4e0b\uff1a<\/p>\n\n\n\n
      \n
    • \u4fe1\u53f7\u89e6\u53d1\u540e\uff0c\u4ee5\u4e0b\u4e00\u6839K\u7ebf\u5f00\u76d8\u4ef7\u6267\u884c\uff1b<\/li>\n\n\n\n
    • \u624b\u7eed\u8d390.1%\uff0c\u6ed1\u70b90.2%\uff1b<\/li>\n\n\n\n
    • \u6bcf\u53ea\u80a1\u7968\u4f7f\u7528\u5176\u5168\u90e8\u53ef\u7528\u5386\u53f2\u6570\u636e\uff1b<\/li>\n\n\n\n
    • \u524d\u5411\u4f18\u5316\uff08WFO\uff09\u6eda\u52a8\u9a8c\u8bc1\uff0c\u675c\u7edd\u8fc7\u62df\u5408\u3002<\/li>\n<\/ul>\n\n\n\n
      \u7ed3\u679c\uff1a2449\u53ea\u80a1\u7968\u4e2d\uff0c595\u53ea\u5728\u6263\u9664\u6210\u672c\u540e\u8dd1\u8d62\u4e86\u6301\u6709\u7b56\u7565\u3002\u5927\u7ea6\u56db\u5206\u4e4b\u4e00\u3002<\/p>\n\n\n\n
      \n
      \u5982\u679c\u4e00\u4e2a\u572890%\u7684\u80a1\u7968\u4e0a\u8dd1\u8d62\u6301\u6709\u7b56\u7565\u7684\u6307\u6807\uff0c\u8981\u4e48\u5728\u8bf4\u8c0e\uff0c\u8981\u4e48\u5df2\u7ecf\u8fc7\u62df\u5408\u4e86\u3002\u771f\u5b9e\u7684\u7b56\u7565\u90fd\u6709”\u4e3b\u573a”\uff1a\u5b83\u53ea\u5728\u7279\u5b9a\u7684\u5e02\u573a\u72b6\u6001\u4e0b\u3001\u5728\u7279\u5b9a\u7c7b\u578b\u7684\u80a1\u7968\u4e0a\u6709\u6548\u300224.3%\u7684\u80dc\u7387\u544a\u8bc9\u6211\uff1aAMPE\u6709\u771f\u5b9e\u7684\u8fb9\u9645\u4f18\u52bf\uff0c\u53ea\u4e0d\u8fc7\u8fd9\u4e2a\u4f18\u52bf\u662f\u6709\u8fb9\u754c\u7684\u3002<\/p>\n<\/blockquote>\n\n\n\n
      \u57281854\u53ea\u80a1\u7968\u4e0a\u5931\u8d25\uff0c\u4e0d\u662f\u767d\u8d39\u529f\u592b\u3002\u5b83\u662f\u4e00\u5f20\u4fe1\u53f7\u5730\u56fe<\/strong><\/em>\uff0c\u7cbe\u786e\u544a\u8bc9\u4f60\uff0c\u4e00\u4e2a\u52a8\u91cf\u81ea\u9002\u5e94\u7b56\u7565\u5728\u54ea\u91cc\u6709\u6548\uff0c\u5728\u54ea\u91cc\u65e0\u6548\u3002\u8fd9\u6bd4\u7cbe\u6311\u7ec6\u900940\u53ea\u80a1\u7968\u7136\u540e\u5ba3\u79f0100%\u8dd1\u8d62\uff0c\u53ef\u4fe1\u5f97\u591a\u3002<\/p>\n\n\n\n
      \"\"\/<\/figure>\n\n\n\n
      40\u53ea\u80a1\u7968\u6df1\u5ea6\u9a8c\u8bc1\u7ed3\u679c\u56fe\u8868<\/em><\/p>\n\n\n\n
      \u5168\u91cf\u6d4b\u8bd5\u4e4b\u540e\uff0c\u6211\u53c8\u505a\u4e86\u4e00\u7ec4\u7cbe\u9009\u9a8c\u8bc1\u2014\u201440\u53ea\u6a2a\u8de8\u4e0d\u540c\u884c\u4e1a\u3001\u65f6\u95f4\u8de8\u5ea6\u4ece1977\u5e74\u52302026\u5e74\u7684\u80a1\u7968\u3002\u8fd940\u53ea\u5168\u90e8\u8dd1\u8d62\u4e86\u6301\u6709\u7b56\u7565\u3002\u51e0\u4e2a\u4eae\u773c\u7684\u4e2a\u6848\uff1a<\/p>\n\n\n\n
      \u80a1\u7968\u4ee3\u7801<\/strong><\/th>\u516c\u53f8\u540d\u79f0<\/strong><\/th>\u6d4b\u8bd5\u533a\u95f4<\/strong><\/th>\u7b56\u7565\u6536\u76ca<\/strong><\/th>\u6301\u6709\u7b56\u7565\u6536\u76ca<\/strong><\/th>\u8d85\u989d\u6536\u76ca<\/strong><\/th><\/tr>
      BCPC<\/td>Balchem Corp.<\/td>1990-2026<\/td>201,711%<\/td>121,211%<\/td>+80,500%<\/td><\/tr>
      REGN<\/td>Regeneron<\/td>1995-2026<\/td>61,766%<\/td>21,159%<\/td>+40,607%<\/td><\/tr>
      SNEX<\/td>StoneX Group<\/td>1999-2026<\/td>59,909%<\/td>33,407%<\/td>+26,502%<\/td><\/tr>
      DIOD<\/td>Diodes Inc.<\/td>1977-2026<\/td>68,243%<\/td>44,877%<\/td>+23,366%<\/td><\/tr>
      MYE<\/td>Myers Industries<\/td>1984-2026<\/td>11,913%<\/td>5,569%<\/td>+6,344%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
      \u8fd940\u53ea\u80a1\u7968\u7684\u5355\u6b21\u4fe1\u53f7\u80dc\u7387\u572868%\u523095%\u4e4b\u95f4\u3002<\/p>\n\n\n\n
      \u5982\u4f55\u770b\u8fd9\u7ec4\u7cbe\u9009\u6570\u636e\uff1f<\/strong>
      \u7cbe\u900940\u53ea\u5168\u90e8\u8dd1\u8d62\uff0c\u542c\u8d77\u6765\u5f88\u6f02\u4eae\u3002\u4f46\u522b\u5fd8\u4e86\uff0c\u5168\u91cf\u6d4b\u8bd5\u53ea\u670924.3%\u3002\u7cbe\u9009\u9a8c\u8bc1\u96c6\u8bc1\u660e\u7684\u662f”\u5728\u5408\u9002\u7684\u80a1\u7968\u4e0a\uff0c\u8fd9\u4e2a\u7b56\u7565\u786e\u5b9e\u6709\u6548”\uff0c\u800c\u4e0d\u662f”\u8fd9\u4e2a\u7b56\u7565\u5bf9\u4efb\u4f55\u80a1\u7968\u90fd\u6709\u6548”\u3002\u4e24\u8005\u7684\u533a\u522b\u5f88\u91cd\u8981\u2014\u2014\u524d\u8005\u662f\u4e8b\u5b9e\uff0c\u540e\u8005\u662f\u5e7b\u60f3\u3002<\/p>\n\n\n\n
      \u516d\u3001\u5f00\u53d1\u8fc7\u7a0b\u4e2d\u7684\u4e94\u4e2a\u6838\u5fc3\u6559\u8bad<\/strong><\/h2>\n\n\n\n

      \u6559\u8bad\u4e00\uff1a\u5f52\u4e00\u5316\u6ca1\u6709\u5546\u91cf\u4f59\u5730<\/strong><\/h3>\n\n\n\n
      \u4e0d\u5f52\u4e00\u5316\uff0c\u5408\u6210\u7684\u632f\u8361\u5668\u5c31\u53ea\u662f\u566a\u58f0\u6700\u5927\u7684\u90a3\u4e2a\u5206\u91cf\u7684\u66ff\u4ee3\u54c1\u3002ROC\u5929\u751f\u6ce2\u52a8\u5e45\u5ea6\u5927\uff0c\u5982\u679c\u4e0d\u628a\u5b83\u538b\u5230[0,1]\u533a\u95f4\uff0c\u6700\u7ec8\u7ed3\u679c\u51e0\u4e4e\u5c31\u7b49\u4e8eROC\u7a0d\u5fae\u52a0\u4e86\u4e00\u70b9\u5176\u4ed6\u4e1c\u897f\u7684\u5f71\u5b50\u3002\u5f52\u4e00\u5316\u662f\u8ba9\u56db\u4e2a\u5206\u91cf”\u516c\u5e73\u5bf9\u8bdd”\u7684\u524d\u63d0\u3002<\/p>\n\n\n\n
      \u6559\u8bad\u4e8c\uff1a\u72b6\u6001\u5207\u6362\u6743\u91cd\u503c\u5f97\u90a3\u4efd\u590d\u6742\u5ea6<\/strong><\/h3>\n\n\n\n
      \u6574\u4e2a\u5f00\u53d1\u8fc7\u7a0b\u4e2d\uff0c\u6027\u80fd\u63d0\u5347\u6700\u5927\u7684\u4e00\u6b65\u5c31\u662f\u52a0\u5165\u72b6\u6001\u68c0\u6d4b\u5668\u3002\u56fa\u5b9a\u6743\u91cd\u505a\u51fa\u6765\u7684\u662f\u4e00\u4e2a”\u8fd8\u7b97\u597d\u7528\u7684\u632f\u8361\u5668”\uff0c\u52a0\u4e0a\u81ea\u9002\u5e94\u6743\u91cd\u4e4b\u540e\u624d\u53d8\u6210\u4e00\u4e2a”\u80fd\u8dd1\u7b56\u7565\u7684\u5de5\u5177”\u3002\u590d\u6742\u5ea6\u6362\u6765\u4e86\u8d28\u7684\u98de\u8dc3\uff0c\u8fd9\u7b14\u8d26\u5f88\u5212\u7b97\u3002<\/p>\n\n\n\n
      \u6559\u8bad\u4e09\uff1a\u524d\u5411\u4f18\u5316\u9632\u6b62”\u6f02\u4eae\u7684\u8c0e\u8a00”<\/strong><\/h3>\n\n\n\n
      \u6bcf\u6b21\u6211\u5728\u65e9\u671f\u9879\u76ee\u91cc\u8df3\u8fc7\u524d\u5411\u4f18\u5316\uff08WFO\uff09\uff0c\u56de\u5934\u53bb\u9a8c\u8bc1\u7684\u65f6\u5019\uff0c\u6240\u8c13”\u4f18\u5316\u540e\u7684\u53c2\u6570”\u90fd\u662f\u8fc7\u62df\u5408\u7684\u4ea7\u7269\u3002WFO\u7684\u6838\u5fc3\u505a\u6cd5\u662f\u628a\u5386\u53f2\u6570\u636e\u5207\u6210\u8bad\u7ec3\u96c6\u548c\u6d4b\u8bd5\u96c6\uff0c\u6eda\u52a8\u524d\u79fb\uff0c\u5728\u8bad\u7ec3\u96c6\u4e0a\u627e\u53c2\u6570\uff0c\u5728\u6d4b\u8bd5\u96c6\u4e0a\u9a8c\u8bc1\uff0c\u5faa\u73af\u5f80\u590d\u3002\u53ea\u6709\u901a\u8fc7\u4e86WFO\u7684\u53c2\u6570\uff0c\u624d\u6562\u62ff\u5230\u5b9e\u76d8\u4e0a\u7528\u3002<\/p>\n\n\n\n
      # \u524d\u5411\u4f18\u5316(WFO)\u6838\u5fc3\u903b\u8f91\u4f2a\u4ee3\u7801<\/code>def walk_forward_optimization(data, train_period, test_period):<\/code>     results = []    <\/code>for i inrange(total_windows):<\/code>       # \u8bad\u7ec3\u7a97\u53e3\uff1a\u5bfb\u627e\u6700\u4f18\u53c2\u6570<\/code>       train_data = data[i : i + train_period]<\/code>       best_params = optimize(train_data)<\/code><\/code>       # \u6d4b\u8bd5\u7a97\u53e3\uff1a\u7528\u6700\u4f18\u53c2\u6570\u505a\u6837\u672c\u5916\u9a8c\u8bc1<\/code>       test_data = data[i + train_period : i + train_period + test_period]<\/code>       oos_result = backtest(test_data, best_params)<\/code>       results.append(oos_result) <\/code><\/code>       return results  # \u53ea\u770b\u6837\u672c\u5916\u7ed3\u679c<\/code><\/code><\/pre>\n\n\n\n
      \u6559\u8bad\u56db\uff1a\u6d41\u52a8\u6027\u626b\u8361\u5206\u91cf\u88ab\u4e25\u91cd\u4f4e\u4f30\u4e86<\/strong><\/h3>\n\n\n\n
      \u5f00\u53d1\u8fc7\u7a0b\u4e2d\u6211\u5dee\u70b9\u628a\u6d41\u52a8\u6027\u538b\u529b\u8fd9\u4e2a\u5206\u91cf\u780d\u6389\u3002\u4f46\u540e\u6765\u53d1\u73b0\uff0c\u5728\u9707\u8361\u884c\u60c5\u91cc\uff0c\u8d8b\u52bf\u548c\u52a8\u91cf\u5206\u91cf\u51e0\u4e4e\u90fd\u63a5\u8fd1\u4e2d\u6027\uff0c\u8fd9\u65f6\u5019\u6d41\u52a8\u6027\u626b\u8361\u5c31\u6210\u4e86\u6700\u91cd\u8981\u7684\u533a\u5206\u4fe1\u53f7\u3002\u5b83\u8bc6\u522b\u7684\u662f”\u8c01\u5728\u5173\u952e\u4f4d\u7f6e\u5438\u6536\u4e86\u7b79\u7801”\uff0c\u8fd9\u79cd\u4fe1\u606f\u5728\u9707\u8361\u5e02\u91cc\u6bd4\u8d8b\u52bf\u4fe1\u53f7\u6709\u7528\u5f97\u591a\u3002<\/p>\n\n\n\n
      \u6559\u8bad\u4e94\uff1a\u8bc1\u636e\u7684\u6570\u91cf\u80dc\u8fc7\u5355\u4e00\u7ed3\u679c\u7684\u4fe1\u5fc3<\/strong><\/h3>\n\n\n\n
      2449\u53ea\u80a1\u7968\u4e0a24.3%\u7684\u80dc\u7387\uff0c\u662f\u4e00\u4e2a\u771f\u5b9e\u7684\u3001\u53ef\u8bc1\u4f2a\u7684\u58f0\u660e\u3002\u4efb\u4f55\u4eba\u90fd\u53ef\u4ee5\u62ff\u81ea\u5df1\u7684\u6570\u636e\u590d\u73b0\u3001\u6311\u6218\u3001\u6539\u8fdb\u5b83\u3002\u4f46”\u7cbe\u631140\u53ea\u80a1\u7968100%\u8dd1\u8d62”\u8fd9\u79cd\u7ed3\u8bba\uff0c\u6ca1\u6cd5\u88ab\u8bc1\u4f2a\uff0c\u56e0\u4e3a\u4f60\u6c38\u8fdc\u53ef\u4ee5\u8d28\u7591\u6837\u672c\u9009\u53d6\u7684\u504f\u89c1\u3002\u505a\u91cf\u5316\uff0c\u53ef\u8bc1\u4f2a\u6bd4\u53ef\u5439\u5618\u91cd\u8981\u4e00\u767e\u500d<\/strong><\/em>\u3002<\/p>\n\n\n\n
      \u4e03\u3001\u4ece”\u505a\u6307\u6807”\u5230”\u505a\u7b56\u7565”\uff1a\u601d\u7ef4\u8f6c\u53d8<\/strong><\/h2>\n\n\n\n
      \u56de\u5934\u770b\u6574\u4e2a\u5f00\u53d1\u8fc7\u7a0b\uff0c\u6211\u89c9\u5f97\u6700\u5927\u7684\u601d\u7ef4\u8f6c\u53d8\u4e0d\u662f\u6280\u672f\u4e0a\u7684\uff0c\u800c\u662f\u5fc3\u6001\u4e0a\u7684\u3002<\/p>\n\n\n\n
      \u505a\u6307\u6807\u7684\u4eba\u5f88\u5bb9\u6613\u9677\u5165\u4e00\u4e2a\u9677\u9631\uff1a\u4e0d\u65ad\u8c03\u53c2\u6570\uff0c\u8ba9\u7ed3\u679c\u5728\u8d8a\u6765\u8d8a\u591a\u7684\u80a1\u7968\u4e0a”\u770b\u8d77\u6765\u4e0d\u9519”\u3002\u4f46\u771f\u6b63\u7684\u8fdb\u6b65\u6765\u81ea\u4e8e\u53cd\u5411\u64cd\u4f5c\uff0c\u627f\u8ba4\u4f60\u7684\u7b56\u7565\u53ea\u5728\u7279\u5b9a\u6761\u4ef6\u4e0b\u6709\u6548\uff0c\u7136\u540e\u628a\u7cbe\u529b\u82b1\u5728\u7cbe\u786e\u5b9a\u4e49\u90a3\u4e9b\u6761\u4ef6\u4e0a<\/strong><\/em>\u3002<\/p>\n\n\n\n
      AMPE\u572876%\u7684\u80a1\u7968\u4e0a\u8dd1\u8f93\u6301\u6709\u7b56\u7565\uff0c\u8fd9\u4e2a\u6570\u5b57\u4e0d\u662f\u4e22\u8138\u7684\u4e8b\uff0c\u800c\u662f\u4e00\u5f20\u7cbe\u786e\u7684”\u9002\u7528\u6027\u5730\u56fe”\u3002\u5b83\u544a\u8bc9\u6211\uff1a<\/p>\n\n\n\n