{"id":5071,"date":"2026-10-20T07:27:00","date_gmt":"2026-10-19T23:27:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=5071"},"modified":"2026-10-12T10:30:44","modified_gmt":"2026-10-12T02:30:44","slug":"%e6%88%91%e6%b5%8b%e4%ba%86tradingview%e4%b8%8a%e7%9a%84supertrend%e5%8a%a0vapi%e7%ad%96%e7%95%a5%ef%bc%8c6%e5%8f%aa%e6%a0%87%e7%9a%8458%e6%ac%a1%e8%b6%8b%e5%8a%bf%e7%bf%bb%e5%90%91","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/10\/20\/%e6%88%91%e6%b5%8b%e4%ba%86tradingview%e4%b8%8a%e7%9a%84supertrend%e5%8a%a0vapi%e7%ad%96%e7%95%a5%ef%bc%8c6%e5%8f%aa%e6%a0%87%e7%9a%8458%e6%ac%a1%e8%b6%8b%e5%8a%bf%e7%bf%bb%e5%90%91\/","title":{"rendered":"\u6211\u6d4b\u4e86TradingView\u4e0a\u7684Supertrend\u52a0VAPI\u7b56\u7565\uff0c6\u53ea\u6807\u768458\u6b21\u8d8b\u52bf\u7ffb\u5411"},"content":{"rendered":"\n<p class=\"wp-block-paragraph\">\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 class=\"wp-block-paragraph\"><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 fetchpriority=\"high\" decoding=\"async\" width=\"900\" height=\"383\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/cover-6.png\" alt=\"\" class=\"wp-image-5072\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/cover-6.png 900w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/cover-6-300x128.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/cover-6-766x326.png 766w\" sizes=\"(max-width: 900px) 100vw, 900px\" \/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<p class=\"wp-block-paragraph\">\u6587\u4e2d\u793a\u4f8b\u4ec5\u7528\u4e8e\u6280\u672f\u8ba8\u8bba\uff0c\u4e0d\u6784\u6210\u4efb\u4f55\u64cd\u4f5c\u5efa\u8bae\u3002<br>\u91cf\u5316\u7b56\u7565\u5f00\u53d1\u5e94\u4ee5\u5b66\u4e60\u548c\u6280\u672f\u4ea4\u6d41\u4e3a\u76ee\u7684\u3002<br>\u672c\u53f7\u4e0d\u8350\u80a1\u3001\u4e0d\u5356\u8bfe\u3001\u4e0d\u627f\u8bfa\u6536\u76ca\u3002<br>\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u672c\u6587\u7ea6 3100 \u5b57 | \u9884\u8ba1\u9605\u8bfb 11 \u5206\u949f\uff0c\u540e\u6709\u5b8c\u6574\u4ee3\u7801\uff0c\u5efa\u8bae\u5148\u6536\u85cf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">TradingView \u4e0a\u6709\u8fd9\u4e48\u4e00\u5957Supertrend\u52a0VAPI\u7684\u65e5\u5185\u7ec4\u5408\uff0c\u89c4\u5219\u5199\u5f97\u7279\u522b\u5e72\u51c0\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Supertrend \u7ed9\u65b9\u5411\uff0cVAPI \u7ed9\u786e\u8ba4\uff0cK \u7ebf\u5f62\u6001\u518d\u7b5b\u4e00\u9053\u3002\u6211\u7167\u7740\u89c4\u5219\u5199\u6210\u4ee3\u7801\u8dd1\u4e86\u4e00\u904d\uff0c\u516d\u53ea\u6807\u7684\u4e03\u4e2a\u6708\uff0cSupertrend \u4e00\u5171\u7ffb\u5411 58 \u6b21\uff0c\u56db\u9053\u6761\u4ef6\u5168\u7b5b\u5b8c\uff0cBUY \u4fe1\u53f7 0 \u4e2a\uff0cSELL \u4fe1\u53f7 3 \u4e2a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8dd1\u5b8c\u90a3\u5929\u6211\u76ef\u7740\u8fd9\u7ec4\u6570\u5b57\u770b\u4e86\u534a\u5929\uff0c\u4e00\u4e2a\u505a\u591a\u7684\u90fd\u6ca1\u6709\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">3 \u4e2a\u4fe1\u53f7\u6d4b\u4e0d\u51fa\u80dc\u7387\uff0c\u6240\u4ee5\u8fd9\u7bc7\u6587\u7ae0\u6211\u4e0d\u6253\u7b97\u544a\u8bc9\u4f60\u8fd9\u5957\u65b9\u6cd5\u8d5a\u4e0d\u8d5a\u94b1\u3002\u6211\u8981\u8bf4\u7684\u662f\u53e6\u4e00\u4ef6\u4e8b\u3002\u8fd9\u5957\u89c4\u5219\u91cc\u6700\u72e0\u7684\u4e0d\u662f\u7ed9\u51fa\u4fe1\u53f7\u7684\u6761\u4ef6\uff0c\u662f\u5b83\u6321\u6389\u4fe1\u53f7\u7684\u6761\u4ef6\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0b\u9762\u8fd9\u51e0\u5f20\u662f\u6211\u4ece TradingView \u4e0a\u6252\u4e0b\u6765\u7684\u5b9e\u76d8\u56fe\uff0c\u6807\u7684\u662f NYMEX \u5929\u7136\u6c14\u671f\u8d27\uff0c1 \u5206\u949f\u5468\u671f\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"700\" height=\"157\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/01-supertrend-baseline.png\" alt=\"\" class=\"wp-image-5073\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/01-supertrend-baseline.png 700w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/01-supertrend-baseline-300x67.png 300w\" sizes=\"(max-width: 700px) 100vw, 700px\" \/><figcaption class=\"wp-element-caption\">Supertrend \u5c31\u662f\u4e00\u6761\u8ddf\u7740\u4ef7\u683c\u8d70\u7684\u52a8\u6001\u7ebf\uff0c\u7ebf\u5728\u4ef7\u683c\u4e0b\u65b9\u662f\u591a\u5934\uff0c\u4e0a\u65b9\u662f\u7a7a\u5934<br><br><\/figcaption><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\">Supertrend \u5230\u5e95\u5728\u7b97\u4ec0\u4e48<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">Supertrend \u4e0d\u7b97\u4efb\u4f55\u6307\u6807\uff0c\u5c31\u505a\u4e00\u4ef6\u4e8b\uff0c\u5728\u4ef7\u683c\u5468\u56f4\u753b\u4e00\u6761\u5e26\u68d8\u8f6e\u7684\u7ebf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u6761\u7ebf\u7684\u4f4d\u7f6e\u7531\u4e24\u4e2a\u6570\u51b3\u5b9a\uff0cATR \u5468\u671f 10\uff0c\u4e58\u6570 3\u3002ATR \u8861\u91cf\u6700\u8fd1 10 \u6839 K \u7ebf\u7684\u5e73\u5747\u6ce2\u52a8\u5e45\u5ea6\uff0c\u4e58\u4ee5 3 \u518d\u52a0\u5230\u4e2d\u4f4d\u4ef7\u4e0a\uff0c\u5c31\u662f\u7ebf\u7684\u521d\u59cb\u4f4d\u7f6e\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6240\u8c13\u68d8\u8f6e\uff0c\u662f\u8fd9\u6761\u7ebf\u53ea\u4f1a\u671d\u4e00\u4e2a\u65b9\u5411\u632a\u3002\u591a\u5934\u72b6\u6001\u4e0b\u6b62\u635f\u7ebf\u53ea\u4e0a\u62ac\uff0c\u7a7a\u5934\u72b6\u6001\u4e0b\u53ea\u4e0b\u538b\u3002\u8fd9\u4e48\u8bbe\u8ba1\u7684\u539f\u56e0\u5f88\u7b80\u5355\u3002\u6b62\u635f\u7ebf\u5f80\u4e0b\u632a\u7b49\u4e8e\u628a\u5df2\u7ecf\u6536\u7d27\u7684\u98ce\u9669\u91cd\u65b0\u653e\u5f00\uff0c\u90a3\u4e0d\u53eb\u8ddf\u8e2a\uff0c\u90a3\u53eb\u627e\u6b7b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" width=\"700\" height=\"94\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/02-vapi-baseline.png\" alt=\"\" class=\"wp-image-5074\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/02-vapi-baseline.png 700w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/02-vapi-baseline-300x40.png 300w\" sizes=\"(max-width: 700px) 100vw, 700px\" \/><figcaption class=\"wp-element-caption\">VAPI \u662f\u4e00\u6839\u4e00\u6839\u67f1\u5b50\uff0c\u6b63\u6570\u5806\u5728\u96f6\u8f74\u4e0a\u65b9\uff0c\u8d1f\u6570\u5806\u5728\u4e0b\u9762<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u4ece\u7ebf\u7684\u4e0b\u65b9\u7a7f\u5230\u4e0a\u65b9\uff0c\u7ebf\u7ffb\u5230\u4ef7\u683c\u4e0a\u9762\uff0c\u6807\u7b7e\u5c31\u4ece buy \u53d8\u6210 sell\u3002\u53cd\u8fc7\u6765\u4e5f\u4e00\u6837\u3002\u4fe1\u53f7\u53ea\u662f\u7ffb\u8f6c\u7684\u90a3\u4e00\u4e0b\uff0c\u9664\u6b64\u4e4b\u5916\u4e0d\u9700\u8981\u4efb\u4f55\u989d\u5916\u8ba1\u7b97\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u5957\u903b\u8f91\u5728\u9707\u8361\u5e02\u91cc\u4f1a\u88ab\u53cd\u590d\u6253\u8138\u3002\u4ef7\u683c\u5728\u4e00\u4e2a\u533a\u95f4\u91cc\u6765\u56de\u8e6d\uff0c\u7ebf\u5c31\u8ddf\u7740\u6765\u56de\u7ffb\uff0c\u6bcf\u4e00\u6b21\u90fd\u662f\u4fe1\u53f7\uff0c\u6bcf\u4e00\u6b21\u90fd\u662f\u9519\u7684\u3002\u6240\u4ee5\u5355\u9760\u5b83\u4e00\u6839\u7ebf\u4e0d\u591f\uff0c\u5f97\u518d\u53e0\u4e00\u6839\u91cf\u80fd\u7ebf\u6765\u786e\u8ba4\u65b9\u5411\uff0c\u8fd9\u5c31\u662f VAPI \u5b58\u5728\u7684\u7406\u7531\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">VAPI \u662f\u91cf\u80fd\u7248\u7684\u6536\u76d8\u4ef7\u4f4d\u7f6e<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">VAPI \u5168\u79f0 Volume Accumulation Percentage Indicator\uff0cTradingView \u793e\u533a\u91cc LazyBear 2015 \u5e74 2 \u6708\u53d1\u5e03\u7684\u90a3\u4e00\u7248\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u516c\u5f0f\u5f88\u77ed\u3002\u6bcf\u4e00\u6839 K \u7ebf\u5148\u7b97\u4e00\u4e2a\u4f4d\u7f6e\u503c x\uff0c\u7b49\u4e8e\u6536\u76d8\u4ef7\u5728\u8fd9\u6839 K \u7ebf\u533a\u95f4\u91cc\u7684\u76f8\u5bf9\u9ad8\u5ea6\uff0c\u6536\u5728\u6700\u9ad8\u70b9 x \u7b49\u4e8e 1\uff0c\u6536\u5728\u6700\u4f4e\u70b9 x \u7b49\u4e8e -1\uff0c\u6536\u5728\u4e00\u534a x \u7b49\u4e8e 0\u3002\u4e00\u5b57\u7ebf\u6ca1\u6709\u533a\u95f4\uff0cx \u8bb0 0\uff0c\u4e0d\u8ba9\u8fd9\u79cd\u6ca1\u6709\u6ce2\u52a8\u7684 K \u7ebf\u6df7\u8fdb\u6765\u6405\u4e71\u6570\u5b57\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7136\u540e\u628a\u6bcf\u6839 K \u7ebf\u7684\u6210\u4ea4\u91cf\u4e58\u4e0a\u5b83\u7684 x\uff0c\u5728 length \u5468\u671f\u91cc\u6c42\u548c\uff0c\u518d\u9664\u4ee5\u540c\u4e00\u5468\u671f\u5185\u7684\u6210\u4ea4\u91cf\u603b\u548c\uff0c\u4e58 100\uff0c\u9ed8\u8ba4 length \u53d6 10\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8bfb\u6cd5\u5f88\u76f4\u767d\u3002\u6570\u503c\u4e3a\u6b63\uff0c\u8bf4\u660e\u6700\u8fd1\u8fd9 10 \u6839\u91cc\u6536\u5728\u533a\u95f4\u4e0a\u90e8\u7684 K \u7ebf\u5360\u4e86\u5927\u5934\uff0c\u6709\u8d44\u91d1\u5728\u5f80\u4e0a\u627f\u63a5\uff1b\u6570\u503c\u4e3a\u8d1f\uff0c\u53cd\u8fc7\u6765\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"700\" height=\"320\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/03-buy-conditions.png\" alt=\"\" class=\"wp-image-5075\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/03-buy-conditions.png 700w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/03-buy-conditions-300x137.png 300w\" sizes=\"(max-width: 700px) 100vw, 700px\" \/><figcaption class=\"wp-element-caption\">BUY \u7684\u56db\u9053\u6761\u4ef6\u3002\u5de6\u8fb9\u7bad\u5934\u6307\u7740 Supertrend \u7ed9\u7684 buy \u6807\u7b7e\uff0c\u4e0b\u9762\u90a3\u6392\u7eff\u8272\u67f1\u4f53\u5c31\u662f VAPI<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b83\u8ddf OBV \u90a3\u4e00\u7c7b\u6307\u6807\u7684\u533a\u522b\u5728\u52a0\u6743\u65b9\u5f0f\u3002OBV \u662f\u6210\u4ea4\u91cf\u7b80\u5355\u7d2f\u52a0\uff0c\u6536\u5728\u54ea\u513f\u90fd\u4e00\u6837\u52a0\uff1bVAPI \u4e0d\u4e00\u6837\uff0c\u6536\u5f97\u8d8a\u9760\u8fd1\u533a\u95f4\u9ad8\u70b9\uff0c\u8fd9\u6839 K \u7ebf\u7684\u6210\u4ea4\u91cf\u6743\u91cd\u8d8a\u5927\uff0c\u8fd9\u5c31\u662f\u5b83\u540d\u5b57\u91cc\u90a3\u4e2a intraday volatility \u7684\u6765\u6e90\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u56db\u9053\u95e8\u69db\u957f\u4ec0\u4e48\u6837<\/h2>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"700\" height=\"320\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/04-sell-conditions.png\" alt=\"\" class=\"wp-image-5076\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/04-sell-conditions.png 700w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/04-sell-conditions-300x137.png 300w\" sizes=\"(max-width: 700px) 100vw, 700px\" \/><figcaption class=\"wp-element-caption\">SELL \u662f\u5b8c\u5168\u955c\u50cf\u7684\u4e00\u5957\uff0cSupertrend \u7ed9 sell\u3001\u4fe1\u53f7 K \u7ebf\u4e00\u6839\u5f71\u7ebf\u3001\u524d\u4e00\u6839\u662f\u7ea2\u7684\u3001VAPI \u4e3a\u8d1f<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u505a\u591a\u8981\u540c\u65f6\u6ee1\u8db3\u56db\u6761\u3002\u7b2c\u4e00\uff0cSupertrend \u7ffb\u6210\u591a\u5934\uff0c\u6807\u7b7e\u51fa\u73b0 buy\uff1b\u7b2c\u4e8c\uff0c\u89e6\u53d1\u4fe1\u53f7\u7684\u90a3\u6839 K \u7ebf\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\uff0c\u4e0d\u80fd\u4e0a\u4e0b\u90fd\u88ab\u523a\uff1b\u7b2c\u4e09\uff0c\u524d\u4e00\u6839 K \u7ebf\u662f\u7eff\u7684\uff0c\u8bc1\u660e\u4e0d\u662f\u5b64\u7acb\u7684\u4e00\u6839\uff1b\u7b2c\u56db\uff0cVAPI \u4e3a\u6b63\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u505a\u7a7a\u628a\u8fd9\u56db\u6761\u6574\u4e2a\u53cd\u8fc7\u6765\u3002\u6574\u5957\u903b\u8f91\u53ef\u4ee5\u538b\u6210\u4e00\u884c\u901f\u8bb0\uff0cSupertrend \u7ed9\u4fe1\u53f7\uff0cK \u7ebf\u5f62\u6001\u786e\u8ba4\uff0cVAPI \u786e\u8ba4\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u56db\u6761\u542c\u8d77\u6765\u90fd\u5f88\u5408\u7406\uff0c\u7279\u522b\u662f\u7b2c\u4e8c\u6761\uff0c\u770b\u5230\u56fe\u91cc\u90a3\u79cd\u5e72\u51c0\u5229\u843d\u7684\u4fe1\u53f7 K \u7ebf\uff0c\u786e\u5b9e\u4f1a\u89c9\u5f97\u8fd9\u79cd\u5f62\u6001\u66f4\u503c\u5f97\u505a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u95ee\u9898\u5c31\u5728\u7b2c\u4e8c\u6761\u3002\u628a\u5b83\u5199\u6210\u4ee3\u7801\u8dd1\u4e00\u904d\uff0c\u7b54\u6848\u5c31\u51fa\u6765\u4e86\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">58 \u6b21\u7ffb\u5411\uff0c\u88ab\u5f71\u7ebf\u6761\u4ef6\u6321\u6389 88%<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u8dd1\u5b8c\u7b2c\u4e00\u4ef6\u4e8b\u5148\u786e\u8ba4\u6570\u636e\u5e72\u4e0d\u5e72\u51c0\u3002SPY \u6700\u5927\u5355\u6839\u6da8\u8dcc 2.3%\uff0cAAPL 9.3%\uff0cNVDA 7.5%\uff0cTSLA 13.4%\uff0c\u90fd\u5728\u6b63\u5e38\u8303\u56f4\uff0c\u6ca1\u6709\u62c6\u5206\u8df3\u53d8\uff0c\u4e5f\u6ca1\u6709\u96f6\u4ef7\u683c\u574f\u70b9\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7136\u540e\u7edf\u8ba1\u90a3 58 \u6b21\u7ffb\u5411\u65f6\u4fe1\u53f7 K \u7ebf\u957f\u4ec0\u4e48\u6837\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"475\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig2-wick-distribution-1024x475.png\" alt=\"\" class=\"wp-image-5077\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig2-wick-distribution-1024x475.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig2-wick-distribution-300x139.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig2-wick-distribution-767x356.png 767w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig2-wick-distribution.png 1344w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">58 \u6b21\u8d8b\u52bf\u7ffb\u5411\u91cc\uff0c\u4e0a\u4e0b\u90fd\u5e26\u5f71\u7ebf\u7684\u6709 51 \u6b21\uff0c\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\u7684 6 \u6b21\uff0c\u5149\u811a\u5149\u5934 1 \u6b21<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u8d8b\u52bf\u7ffb\u8f6c\u7684\u90a3\u4e00\u523b\uff0cK \u7ebf\u4e0a\u4e0b\u90fd\u6709\u5f71\u7ebf\uff0c\u5360\u4e86 88%\u3002\u8fd9\u5f88\u5408\u7406\uff0c\u7ffb\u5411\u610f\u5473\u7740\u591a\u7a7a\u53cc\u65b9\u5728\u90a3\u4e2a\u4ef7\u4f4d\u6fc0\u70c8\u4e89\u593a\uff0c\u4e89\u593a\u7684\u7ed3\u679c\u5c31\u662f\u5f71\u7ebf\u3002\u4e24\u8fb9\u90fd\u7559\u4e0b\u75d5\u8ff9\uff0c\u624d\u8bf4\u660e\u8fd9\u4e2a\u4f4d\u7f6e\u771f\u7684\u6709\u4eba\u4e70\u4e5f\u6709\u4eba\u5356\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u770b\u5230 88% \u8fd9\u4e2a\u6570\u7684\u65f6\u5019\u6123\u4e86\u4e00\u4e0b\u3002\u8fd9\u8ddf\u6211\u5728\u56fe\u4e0a\u770b\u5230\u7684\u5b8c\u5168\u4e0d\u662f\u4e00\u56de\u4e8b\uff0c\u5c4f\u5e55\u4e0a\u90a3\u4e9b\u4fe1\u53f7 K \u7ebf\u770b\u7740\u633a\u5e72\u51c0\uff0c\u843d\u5230\u4ee3\u7801\u91cc\u4e00\u7b97\uff0c\u516b\u6210\u4e0a\u9762\u4e0b\u9762\u90fd\u5e26\u523a\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u800c\u89c4\u5219\u8981\u7684\u662f\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\uff0c\u8fd9\u79cd\u5f62\u6001\u5728 58 \u6b21\u91cc\u53ea\u51fa\u73b0 6 \u6b21\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"512\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig1-signal-funnel-1024x512.png\" alt=\"\" class=\"wp-image-5078\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig1-signal-funnel-1024x512.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig1-signal-funnel-300x150.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig1-signal-funnel-768x384.png 768w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig1-signal-funnel.png 1344w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u56db\u9053\u6761\u4ef6\u9010\u6761\u7b5b\u4e0b\u6765\uff0c\u4fe1\u53f7\u4ece 58 \u6b21\u6389\u5230 3 \u6b21<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u6f0f\u6597\u91cc\u6bcf\u4e00\u5c42\u780d\u6389\u591a\u5c11\u4e00\u76ee\u4e86\u7136\u3002Supertrend \u7ffb\u5411 58 \u6b21\uff0c\u52a0\u4e0a\u5f71\u7ebf\u6761\u4ef6\u5269 6 \u6b21\uff0c\u52a0\u4e0a\u524d\u4e00\u6839\u540c\u8272\u5269 5 \u6b21\uff0cVAPI \u540c\u5411\u5269 3 \u6b21\u3002BUY \u4fa7\u66f4\u6781\u7aef\uff0c27 \u6b21\u7ffb\u5411\uff0c\u6700\u540e 0 \u4e2a\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u6211\u6000\u7591\u662f\u6211\u7684\u5224\u5b9a\u5199\u9519\u4e86<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e00\u53cd\u5e94\u662f\u81ea\u5df1\u5b9e\u73b0\u6709\u95ee\u9898\u3002\u8fd9\u4e2a 88% \u6211\u76ef\u7740\u770b\u4e86\u5f88\u4e45\uff0c\u987a\u7740\u4e24\u4e2a\u65b9\u5411\u67e5\u4e86\u4e0b\u53bb\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e00\u662f\u5f71\u7ebf\u7684\u5224\u5b9a\u9608\u503c\u3002\u6211\u4e00\u5f00\u59cb\u53d6\u7684\u662f\u5f71\u7ebf\u957f\u5ea6\u8d85\u8fc7 K \u7ebf\u5168\u5e45 2% \u624d\u7b97\u4e00\u6839\uff0c\u6015\u6d6e\u70b9\u6bdb\u523a\u88ab\u7b97\u6210\u5f71\u7ebf\u3002\u8fd9\u4e2a\u9608\u503c\u662f\u4e0d\u662f\u5b9a\u5f97\u592a\u4e25\u4e86\uff1f\u6211\u505a\u4e86\u4e00\u8f6e\u626b\u63cf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e8c\u662f Supertrend \u7684\u53c2\u6570\u3002\u4f1a\u4e0d\u4f1a\u662f\u6211\u7684\u53c2\u6570\u592a\u654f\u611f\uff0c\u7ffb\u5411\u6b21\u6570\u592a\u591a\uff0c\u624d\u663e\u5f97\u5355\u5f71\u7ebf\u6bd4\u4f8b\u4f4e\uff1f\u6211\u628a ATR \u5468\u671f\u548c\u4e58\u6570\u4ece\u6700\u6fc0\u8fdb\u7684 7\/2 \u4e00\u76f4\u8c03\u5230\u6700\u4fdd\u5b88\u7684 20\/5\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"494\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig3-parameter-scan-1024x494.png\" alt=\"\" class=\"wp-image-5079\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig3-parameter-scan-1024x494.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig3-parameter-scan-300x145.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig3-parameter-scan-767x370.png 767w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig3-parameter-scan.png 1344w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u56db\u7ec4\u53c2\u6570\u4ece\u6fc0\u8fdb\u5230\u4fdd\u5b88\uff0c\u5355\u5f71\u7ebf\u5360\u6bd4\u5728 9.1% \u5230 20% \u4e4b\u95f4\uff0c\u6ca1\u6709\u4e00\u7ec4\u80fd\u7ed5\u8fc7\u5f71\u7ebf\u6761\u4ef6<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u53c2\u6570\u7684\u5f71\u54cd\u786e\u5b9e\u5f88\u5927\u3002ATR \u7528 7\/2 \u7684\u65f6\u5019\u7ffb\u4e86 164 \u6b21\uff0c\u7528 20\/5 \u53ea\u7ffb 11 \u6b21\uff0c\u4f46\u4e0d\u7ba1\u54ea\u4e00\u7ec4\uff0c\u5355\u5f71\u7ebf\u7684\u5360\u6bd4\u90fd\u6ca1\u8d85\u8fc7 20%\uff0c\u6700\u677e\u7684\u90a3\u7ec4\u4e5f\u53ea\u5230 20%\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u76ef\u7740\u8fd9\u56db\u7ec4\u53c2\u6570\u770b\u4e86\u534a\u5929\uff0c\u60f3\u627e\u51fa\u6709\u6ca1\u6709\u54ea\u4e00\u7ec4\u80fd\u628a\u5355\u5f71\u7ebf\u6bd4\u4f8b\u62c9\u4e0a\u53bb\u3002\u6ca1\u6709\u3002\u56db\u7ec4\u5168\u5728 20% \u4ee5\u4e0b\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f71\u7ebf\u5bb9\u5dee\u8fd9\u8fb9\u540c\u6837\u5982\u6b64\uff0c0% \u5224\u5b9a\u65f6\u5355\u5f71\u7ebf\u5360 1.7%\uff0c\u653e\u5bbd\u5230 5% \u5360 25.9%\uff0c\u653e\u5bbd\u5230 10% \u5360 44.8%\uff0c\u653e\u5bbd\u5230 20% \u624d\u5230 53.4%\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8981\u8ba9\u300c\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\u300d\u8fd9\u4e2a\u6761\u4ef6\u770b\u8d77\u6765\u4e0d\u90a3\u4e48\u82db\u523b\uff0c\u5224\u5b9a\u9608\u503c\u5f97\u653e\u5bbd\u5230 K \u7ebf\u5168\u5e45\u7684\u4e24\u6210\u3002\u90a3\u5df2\u7ecf\u4e0d\u53eb\u5f71\u7ebf\u4e86\uff0c\u90a3\u53eb\u566a\u58f0\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7ed3\u8bba\u7ad9\u5f97\u4f4f\u3002\u8d8b\u52bf\u7ffb\u5411\u90a3\u4e00\u6839 K \u7ebf\uff0c\u4e0a\u4e0b\u90fd\u5e26\u5f71\u7ebf\u662f\u5e38\u6001\uff0c\u4e0d\u662f\u610f\u5916\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u5269\u4e0b\u7684 3 \u4e2a\u4fe1\u53f7\uff0c\u6211\u4e0d\u6562\u7b97\u80dc\u7387<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5148\u770b\u5bbd\u677e\u53e3\u5f84\u4e0b Supertrend \u5355\u72ec\u7684\u8868\u73b0\uff0c\u4e5f\u5c31\u662f\u53ea\u8981\u6c42\u8d8b\u52bf\u7ffb\u5411\u3001\u4e0d\u7ba1\u540e\u9762\u4e09\u9053\u95e8\u69db\u3002\u8fd9\u4e00\u6b65\u662f\u4e3a\u4e86\u7ed9\u540e\u9762\u4e00\u4e2a\u53c2\u7167\u7cfb\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"457\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig4-winrate-vs-baseline-1024x457.png\" alt=\"\" class=\"wp-image-5080\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig4-winrate-vs-baseline-1024x457.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig4-winrate-vs-baseline-300x134.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig4-winrate-vs-baseline-766x342.png 766w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig4-winrate-vs-baseline.png 1344w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u67f1\u5b50\u662f\u4fe1\u53f7\u4e4b\u540e\u4e0d\u540c\u65f6\u95f4\u8de8\u5ea6\u7684\u4e0a\u6da8\u5360\u6bd4\uff0c\u865a\u7ebf\u662f 52.3% \u7684\u57fa\u51c6<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">BUY \u4fe1\u53f7\u4e4b\u540e 3 \u6839 K \u7ebf\u5185\u4e0a\u6da8\u5360 59.3%\uff0c27 \u4e2a\u6837\u672c\uff0c\u6bd4\u57fa\u51c6 52.3% \u9ad8 7 \u4e2a\u767e\u5206\u70b9\u3002\u5f80\u540e\u62c9\u957f\u5c31\u4e0d\u884c\uff0c24 \u6839\u4e4b\u540e\u8dcc\u56de 48.1%\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">SELL \u4fe1\u53f7\u4e4b\u540e 3 \u6839\u4e0a\u6da8\u5360 54.8%\uff0c\u8dcc\u7684\u53ea\u6709 45.2%\uff0c\u800c\u57fa\u51c6\u662f\u8dcc 47.7%\u3002\u8fd9\u4e00\u6761\u5f97\u8bf4\u660e\u767d\uff0cSELL \u4fe1\u53f7\u4e4b\u540e\u4ef7\u683c\u4e0a\u6da8\u7684\u6982\u7387\u6bd4\u4e0b\u8dcc\u8fd8\u9ad8\uff0c\u65b9\u5411\u662f\u53cd\u7684\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">27 \u4e2a\u548c 31 \u4e2a\u6837\u672c\uff0c\u80dc\u7387\u6ce2\u52a8\u51e0\u4e2a\u767e\u5206\u70b9\u5b8c\u5168\u843d\u5728\u566a\u97f3\u8303\u56f4\u5185\u3002\u52a0\u4e0a\u56db\u9053\u6761\u4ef6\u4e4b\u540e BUY \u662f 0 \u4e2a\u3001SELL \u662f 3 \u4e2a\u3002\u6211\u4e0d\u7528 3 \u4e2a\u6837\u672c\u7b97\u51fa\u4e00\u4e2a 66% \u4e4b\u7c7b\u7684\u6570\u5b57\u6302\u4e0a\u53bb\uff0c\u90a3\u662f\u5728\u7ed9\u81ea\u5df1\u627e\u53f0\u9636\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">VAPI \u5355\u72ec\u7528\u4e5f\u4e0d\u884c\u3002\u4e3a\u6b63\u7684 3370 \u4e2a\u6837\u672c\uff0c\u4e4b\u540e 3 \u6839\u4e0a\u6da8\u5360 53.4%\uff0c\u6bd4\u57fa\u51c6\u9ad8 1.1 \u4e2a\u767e\u5206\u70b9\uff0c\u8fd9\u4e2a\u6570\u5b57\u540c\u6837\u843d\u5728\u566a\u97f3\u91cc\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u90a3\u5230\u5e95\u8be5\u600e\u4e48\u7528\u8fd9\u5957\u4e1c\u897f<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u7684\u7b54\u6848\u662f\u5206\u4e24\u6b65\u8d70\uff0c\u5148\u6570\u4fe1\u53f7\uff0c\u518d\u8c08\u65b9\u5411\u3002\u987a\u5e8f\u53cd\u4e86\u5c31\u662f\u81ea\u6b3a\u6b3a\u4eba\uff0c\u5148\u76ef\u80dc\u7387\u7684\u4eba\u6c38\u8fdc\u627e\u4e0d\u5230\u95ee\u9898\u51fa\u5728\u54ea\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6570\u4fe1\u53f7\u8fd9\u4ef6\u4e8b\u5f88\u7b80\u5355\uff0c\u628a\u5e38\u505a\u7684\u54c1\u79cd\u62c9\u4e03\u4e2a\u6708\u5386\u53f2\u6570\u636e\uff0c\u8dd1\u4e00\u904d\u8fd9\u5957\u7b5b\u9009\uff0c\u770b\u6700\u540e\u5269\u51e0\u4e2a\u4e0b\u6765\u3002\u6211\u7684\u6570\u636e\u662f 3 \u4e2a\uff0c\u5176\u4e2d\u505a\u591a\u65b9\u5411\u4e00\u4e2a\u90fd\u6ca1\u6709\u3002\u6309\u8fd9\u4e2a\u6bd4\u4f8b\uff0c\u4e00\u4e2a\u5b63\u5ea6\u5927\u6982\u7387\u5728 0 \u5230 2 \u4e2a\u4e4b\u95f4\u3002\u8fd9\u4e2a\u6570\u5b57\u672c\u8eab\u5c31\u662f\u7b54\u6848\uff0c\u4e0d\u7ba1\u5b83\u662f 0 \u8fd8\u662f 2\uff0c\u90fd\u8bf4\u660e\u8fd9\u5957\u6761\u4ef6\u4e0d\u80fd\u5f53\u6210\u4e3b\u7b56\u7565\u7528\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5982\u679c 0 \u5230 2 \u4e2a\u4ecd\u7136\u60f3\u7528\uff0c\u90a3\u5b83\u53ea\u80fd\u5f53\u526f\u7ebf\u4f7f\uff0c\u800c\u4e14\u5f97\u6362\u4e2a\u7528\u6cd5\u3002\u522b\u518d\u7b49\u56db\u9053\u6761\u4ef6\u5168\u9f50\u624d\u52a8\u624b\uff0c\u6539\u6210\u300c\u5148\u6709\u65b9\u5411\uff0c\u518d\u770b\u6761\u4ef6\u300d\u3002Supertrend \u7ed9\u51fa buy \u5c31\u8fdb\uff0cVAPI \u548c\u5f71\u7ebf\u4e24\u6839 K \u7ebf\u53ea\u7528\u6765\u51b3\u5b9a\u4ed3\u4f4d\u5927\u5c0f\uff0c\u6761\u4ef6\u5168\u9f50\u65f6\u52a0\u5230\u6ee1\u4ed3\uff0c\u6761\u4ef6\u5dee\u4e00\u6839\u4e24\u6839\u65f6\u51cf\u5230\u4e09\u5206\u4e4b\u4e00\u3002\u8fd9\u4e48\u7528\u7684\u597d\u5904\u662f\u6761\u4ef6\u4ece\u5f00\u5173\u53d8\u6210\u4e86\u8c03\u8282\u5668\uff0c\u5b83\u6321\u4e0d\u4f4f\u4fe1\u53f7\u6765\uff0c\u4e5f\u6321\u4e0d\u4f4f\u9707\u8361\u91cc\u53cd\u590d\u6328\u6253\u3002<\/p>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"475\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig5-filter-comparison-1024x475.png\" alt=\"\" class=\"wp-image-5081\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig5-filter-comparison-1024x475.png 1024w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig5-filter-comparison-300x139.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig5-filter-comparison-767x356.png 767w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/10\/fig5-filter-comparison.png 1344w\" sizes=\"(max-width: 1024px) 100vw, 1024px\" \/><figcaption class=\"wp-element-caption\">\u5de6\u56fe\u662f\u4fe1\u53f7\u6570\uff0c\u53f3\u56fe\u662f\u5bf9\u57fa\u51c6\u7684\u8d85\u989d\u3002\u540c\u4e00\u5957\u7b5b\u9009\u53e3\u5f84\u53ea\u6362 ATR \u53c2\u6570\uff0c\u8d85\u989d\u7684\u6b63\u8d1f\u53f7\u5c31\u7ffb\u4e86\u597d\u51e0\u904d<\/figcaption><\/figure>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u5f20\u56fe\u662f\u8fd9\u6b21\u6700\u60f3\u62ff\u51fa\u6765\u7684\u4e00\u5f20\u3002\u5de6\u8fb9\u4e09\u6761\u7ebf\u662f\u4e09\u79cd\u7b5b\u6cd5\uff0c\u53ea\u8981\u8d8b\u52bf\u7ffb\u5411\u3001\u53ea\u52a0\u4e00\u6839\u5f71\u7ebf\u3001\u6362\u6210\u5b9e\u4f53\u8fc7\u534a\uff0c\u4e09\u6761\u7684\u533a\u522b\u53ea\u5728\u6536\u7d27\u7a0b\u5ea6\u3002\u6761\u4ef6\u8d8a\u4e25\u4fe1\u53f7\u8d8a\u5c11\uff0c\u8fd9\u4e00\u534a\u7b26\u5408\u76f4\u89c9\u3002\u53f3\u8fb9\u624d\u662f\u5173\u952e\u3002\u540c\u4e00\u6761\u7b5b\u9009\u89c4\u5219\uff0c\u628a ATR \u53c2\u6570\u4ece\u6700\u6fc0\u8fdb\u7684 7\/2 \u62e7\u5230\u6700\u4fdd\u5b88\u7684 20\/5\uff0c\u8d85\u989d\u7684\u6b63\u8d1f\u53f7\u6765\u56de\u7ffb\u3002\u300c\u6362\u6210\u5b9e\u4f53\u8fc7\u534a\u300d\u5728 ATR(7,2) \u4e0b\u8d85\u989d -8.4 \u4e2a\u767e\u5206\u70b9\uff0c\u5230 ATR(20,5) \u4e0b\u8fd8\u662f -12.3 \u4e2a\u767e\u5206\u70b9\uff1b\u300c\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\u300d\u5728 ATR(10,3) \u4e0b\u8d85\u989d +14.4\uff0c\u5230 ATR(14,4) \u5c31\u53d8\u6210\u4e86 -2.3\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u89c4\u5219\u4e00\u4e2a\u5b57\u6ca1\u6539\uff0c\u53c2\u6570\u4e00\u52a8\uff0c\u7ed3\u8bba\u5c31\u53d8\u53f7\u3002\u8fd9\u8bf4\u660e\u8fd9\u4e9b\u8d85\u989d\u5168\u90e8\u6765\u81ea\u5c0f\u6837\u672c\u6296\u52a8\uff0c\u4e0d\u662f\u7b5b\u9009\u6761\u4ef6\u672c\u8eab\u7684\u6548\u529b\uff0c\u4e24\u8005\u770b\u7740\u50cf\u4e00\u56de\u4e8b\uff0c\u5176\u5b9e\u5b8c\u5168\u4e0d\u662f\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u66f4\u503e\u5411\u628a\u8fd9\u4ef6\u4e8b\u8bf4\u91cd\u4e00\u70b9\u3002\u591a\u53e0\u4e00\u6761\u6761\u4ef6\u63d0\u9ad8\u80dc\u7387\u8fd9\u6761\u8def\u662f\u8d70\u4e0d\u901a\u7684\uff0c\u53e0\u4e0a\u53bb\u53ea\u662f\u591a\u780d\u6389\u4e00\u6279\u6837\u672c\uff0c\u5269\u4e0b\u90a3\u51e0\u4e2a\u8d62\u4e0d\u8d62\u57fa\u672c\u9760\u62bd\u7b7e\u3002\u771f\u8981\u63d0\u5347\uff0c\u53ea\u80fd\u6362\u7ef4\u5ea6\uff0c\u6bd4\u5982\u52a0\u4e00\u4e2a\u80fd\u5e26\u6765\u72ec\u7acb\u4fe1\u606f\u7684\u8fc7\u6ee4\uff0c\u800c\u4e0d\u662f\u518d\u53e0\u4e00\u6761\u540c\u6e90\u7684\u6761\u4ef6\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6240\u4ee5\u63a5\u4e0b\u6765\u8be5\u505a\u4ec0\u4e48\u5f88\u6e05\u695a\u3002\u522b\u5148\u8c03\u6761\u4ef6\uff0c\u5148\u770b\u6837\u672c\u91cf\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8bf4\u4e0d\u597d\u5728\u4f60\u81ea\u5df1\u7684\u54c1\u79cd\u4e0a\u4f1a\u662f\u4ec0\u4e48\u7ed3\u679c\uff0c\u4f46\u4e00\u4e2a\u7b56\u7565\u4e03\u4e2a\u6708\u53ea\u5269\u4e09\u7b14\u4fe1\u53f7\uff0c\u65e2\u6ca1\u6cd5\u9a8c\u8bc1\u5b83\uff0c\u4e5f\u6ca1\u6cd5\u8bc1\u4f2a\u5b83\uff0c\u8fd9\u79cd\u4e1c\u897f\u653e\u8fdb\u5b9e\u76d8\u4e0d\u53eb\u7b56\u7565\uff0c\u53eb\u8d4c\u3002\u771f\u6b63\u80fd\u62ff\u6765\u505a\u51b3\u7b56\u7684\u4fe1\u53f7\u91cf\u7ea7\uff0c\u81f3\u5c11\u5f97\u51d1\u51fa\u51e0\u5341\u4e0a\u767e\u7b14\uff0c\u8d5a\u4e86\u4e8f\u4e86\u624d\u8bf4\u660e\u5f97\u4e86\u95ee\u9898\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u6211\u8dd1\u5b8c\u7684\u4e24\u4e2a\u811a\u672c\u653e\u5728\u6587\u672b\uff0c\u6539\u6210\u624b\u4e0a\u7684\u6807\u7684\u5c31\u80fd\u8dd1\u3002\u4e00\u4e2a\u8dd1\u4e3b\u590d\u73b0\uff0c\u4e00\u4e2a\u8dd1\u8fd9\u5f20\u5bf9\u7167\u8868\u3002\u60f3\u52a8\u624b\u7684\uff0c\u5efa\u8bae\u5148\u53ea\u8dd1\u4fe1\u53f7\u6570\u8fd9\u4e00\u9879\uff0c\u628a\u4e03\u4e2a\u6708\u7684\u6570\u5b57\u770b\u6e05\u695a\u518d\u51b3\u5b9a\u7528\u4e0d\u7528\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u53c2\u8003\u8d44\u6599<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">LazyBear \u5728 TradingView \u53d1\u5e03\u7684 VAPI \u6307\u6807\u8bf4\u660e\uff08VAPI_LB \u9ed8\u8ba4 length 10\uff09\u3002Supertrend \u7684 ATR \u5468\u671f 10 \/ \u4e58\u6570 3 \u9ed8\u8ba4\u7ec4\u5408\uff0cTradingView \u591a\u4e2a\u5b9e\u73b0\u7248\u672c\u4e00\u81f4\u3002NYMEX \u5929\u7136\u6c14\u671f\u8d27 1 \u5206\u949f\u56fe\u622a\u56fe\u53d6\u81ea TradingView \u516c\u5f00\u56fe\u5e93\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u5b8c\u6574\u811a\u672c<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u811a\u672c\u5206\u56db\u6bb5\uff0c\u5206\u522b\u662f Supertrend\u3001VAPI\u3001\u5f71\u7ebf\u5224\u5b9a\u3001\u4fe1\u53f7\u7b5b\u9009\u4e0e\u7edf\u8ba1\u3002\u88c5\u597d\u4f9d\u8d56\u76f4\u63a5\u8dd1\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>pip install pandas<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e00\u6bb5 Supertrend<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u68d8\u8f6e\u903b\u8f91\u5199\u5728\u5faa\u73af\u91cc\uff0c\u591a\u5934\u65f6\u6b62\u635f\u7ebf\u53ea\u4e0a\u62ac\uff0c\u7a7a\u5934\u65f6\u53ea\u4e0b\u538b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\n\ndef true_range(df):\n    prev_close = df&#91;\"close\"].shift(1)\n    return pd.concat(&#91;\n        df&#91;\"high\"] - df&#91;\"low\"],\n        (df&#91;\"high\"] - prev_close).abs(),\n        (df&#91;\"low\"] - prev_close).abs(),\n    ], axis=1).max(axis=1)\n\ndef supertrend(df, period=10, mult=3.0):\n    atr = true_range(df).ewm(alpha=1 \/ period, adjust=False,\n                             min_periods=period).mean()\n    hl2 = (df&#91;\"high\"] + df&#91;\"low\"]) \/ 2.0\n    upper = (hl2 + mult * atr).values\n    lower = (hl2 - mult * atr).values\n    close = df&#91;\"close\"].values\n    n = len(df)\n\n    up, dn = upper.copy(), lower.copy()\n    direction = &#91;1] * n\n    stop = lower.copy()\n\n    for i in range(1, n):\n        up&#91;i] = min(up&#91;i], up&#91;i - 1]) if close&#91;i - 1] &gt; up&#91;i - 1] else up&#91;i]\n        dn&#91;i] = max(dn&#91;i], dn&#91;i - 1]) if close&#91;i - 1] &lt; dn&#91;i - 1] else dn&#91;i]\n        if close&#91;i] &gt; up&#91;i - 1]:\n            direction&#91;i] = 1\n        elif close&#91;i] &lt; dn&#91;i - 1]:\n            direction&#91;i] = -1\n        else:\n            direction&#91;i] = direction&#91;i - 1]\n        stop&#91;i] = dn&#91;i] if direction&#91;i] == 1 else up&#91;i]\n\n    return (pd.Series(direction, index=df.index, name=\"direction\"),\n            pd.Series(stop, index=df.index, name=\"stop\"))<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e8c\u6bb5 VAPI<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4f4d\u7f6e\u503c x \u5728\u4e00\u5b57\u7ebf\u4e0a\u8981\u8bb0 0\uff0c\u5426\u5219\u6ca1\u6709\u533a\u95f4\u7684 K \u7ebf\u4f1a\u9664\u51fa\u65e0\u7a77\u5927\u6c61\u67d3\u6574\u6bb5\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def vapi(df, length=10):\n    rng = (df&#91;\"high\"] - df&#91;\"low\"]).replace(0, float(\"nan\"))\n    x = (2 * df&#91;\"close\"] - df&#91;\"high\"] - df&#91;\"low\"]) \/ rng\n    x = x.fillna(0.0)\n    num = (df&#91;\"volume\"] * x).rolling(length).sum()\n    den = df&#91;\"volume\"].rolling(length).sum().replace(0, float(\"nan\"))\n    return (100 * num \/ den).fillna(0.0)<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e09\u6bb5\u5f71\u7ebf\u5224\u5b9a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u9608\u503c\u662f\u53ef\u8c03\u53c2\u6570\u3002\u8fd9\u4e00\u6bb5\u76f4\u63a5\u51b3\u5b9a\u4fe1\u53f7\u7684\u5b58\u4ea1\uff0c\u626b\u4e00\u904d\u5c31\u77e5\u9053\u5b83\u6709\u591a\u8981\u7d27\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def wick_count(row, eps=0.02):\n    rng = row&#91;\"high\"] - row&#91;\"low\"]\n    if rng &lt;= 0:\n        return 2\n    threshold = rng * eps\n    upper = row&#91;\"high\"] - max(row&#91;\"open\"], row&#91;\"close\"])\n    lower = min(row&#91;\"open\"], row&#91;\"close\"]) - row&#91;\"low\"]\n    n = 0\n    if upper &gt; threshold:\n        n += 1\n    if lower &gt; threshold:\n        n += 1\n    return n<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u56db\u6bb5\u4fe1\u53f7\u7b5b\u9009\u4e0e\u7edf\u8ba1<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u524d\u5411\u6536\u76ca\u5fc5\u987b\u5728\u5355\u6807\u7684\u5185\u90e8\u7b97\u5b8c\u518d\u62fc\u8868\u3002\u8de8\u6807\u7684\u76f4\u63a5 concat \u4f1a\u8ba9 shift \u4e32\u884c\uff0c\u8fd9\u662f\u4e2a\u5f88\u5bb9\u6613\u8e29\u7684\u5751\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def annotate(df):\n    d = df.copy()\n    d&#91;\"direction\"], d&#91;\"stop\"] = supertrend(d)\n    d&#91;\"vapi\"] = vapi(d)\n    d&#91;\"wick\"] = d.apply(wick_count, axis=1)\n\n    d&#91;\"is_buy_flip\"] = (d&#91;\"direction\"] == 1) &amp; (d&#91;\"direction\"].shift(1) == -1)\n    d&#91;\"is_sell_flip\"] = (d&#91;\"direction\"] == -1) &amp; (d&#91;\"direction\"].shift(1) == 1)\n    d&#91;\"prev_green\"] = d&#91;\"close\"].shift(1) &gt; d&#91;\"open\"].shift(1)\n    d&#91;\"prev_red\"] = d&#91;\"close\"].shift(1) &lt; d&#91;\"open\"].shift(1)\n\n    d&#91;\"full_buy\"] = (d&#91;\"is_buy_flip\"] &amp; (d&#91;\"wick\"] == 1)\n                     &amp; d&#91;\"prev_green\"] &amp; (d&#91;\"vapi\"] &gt; 0))\n    d&#91;\"full_sell\"] = (d&#91;\"is_sell_flip\"] &amp; (d&#91;\"wick\"] == 1)\n                      &amp; d&#91;\"prev_red\"] &amp; (d&#91;\"vapi\"] &lt; 0))\n    return d\n\ndef win_rate(d, mask, base):\n    r = (d&#91;\"close\"].shift(-3) \/ d&#91;\"close\"] - 1.0)&#91;mask].dropna() * 100\n    if len(r) == 0:\n        return {\"n\": 0}\n    wr = float((r &gt; 0).mean() * 100)\n    return {\"n\": int(len(r)), \"win_rate\": round(wr, 1),\n            \"vs_base_pp\": round(wr - base, 1)}<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b2c\u4e94\u6bb5 \u6362\u7b5b\u6cd5\u5bf9\u7167<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u8fd9\u4e00\u6bb5\u662f\u6211\u90a3\u5f20\u5bf9\u7167\u56fe\u80cc\u540e\u7684\u903b\u8f91\u3002\u628a\u300c\u4e00\u6839\u5f71\u7ebf\u300d\u6362\u6210\u300c\u5b9e\u4f53\u8fc7\u534a\u300d\uff0c\u518d\u770b\u4e24\u7ec4 ATR \u53c2\u6570\u4e0b\u8d85\u989d\u53d8\u4e0d\u53d8\u53f7\u3002\u4e09\u4e2a\u51fd\u6570\u5c31\u591f\u4e86\uff0c\u6570\u636e\u548c\u524d\u9762\u590d\u7528\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>def build(raw, atr_p, atr_m):\n    \"\"\"\u6309\u7ed9\u5b9a ATR \u53c2\u6570\u751f\u6210\u4e00\u5f20\u5168\u91cf\u8868\u3002\"\"\"\n    frames = &#91;]\n    for df in raw.values():\n        d = df.copy()\n        d&#91;\"direction\"], _ = supertrend(d, period=atr_p, mult=atr_m)\n        d&#91;\"vapi\"] = vapi(d)\n        d&#91;\"wick\"] = d.apply(wick_count, axis=1)\n        rng = (d&#91;\"high\"] - d&#91;\"low\"]).replace(0, float(\"nan\"))\n        d&#91;\"body_ratio\"] = ((d&#91;\"close\"] - d&#91;\"open\"]).abs() \/ rng).fillna(0.0)\n        d&#91;\"buy_flip\"] = (d&#91;\"direction\"] == 1) &amp; (d&#91;\"direction\"].shift(1) == -1)\n        d&#91;\"sell_flip\"] = (d&#91;\"direction\"] == -1) &amp; (d&#91;\"direction\"].shift(1) == 1)\n        d&#91;\"prev_green\"] = d&#91;\"close\"].shift(1) &gt; d&#91;\"open\"].shift(1)\n        d&#91;\"prev_red\"] = d&#91;\"close\"].shift(1) &lt; d&#91;\"open\"].shift(1)\n        for n in (3, 6):\n            d&#91;f\"fwd{n}\"] = (d&#91;\"close\"].shift(-n) \/ d&#91;\"close\"] - 1) * 100\n        frames.append(d)\n    return pd.concat(frames, ignore_index=True)\n\n\ndef masks(A):\n    \"\"\"\u4e94\u79cd\u7b5b\u9009\u53e3\u5f84\uff0c\u547d\u540d\u4e0e\u6b63\u6587\u4e00\u81f4\u3002\"\"\"\n    up = A&#91;\"prev_green\"] &amp; (A&#91;\"vapi\"] &gt; 0)\n    dn = A&#91;\"prev_red\"] &amp; (A&#91;\"vapi\"] &lt; 0)\n    core = (A&#91;\"buy_flip\"] &amp; up) | (A&#91;\"sell_flip\"] &amp; dn)\n    return {\n        \"\u53ea\u8981\u8d8b\u52bf\u7ffb\u5411\": A&#91;\"buy_flip\"] | A&#91;\"sell_flip\"],\n        \"\u53ea\u6709\u4e00\u6839\u5f71\u7ebf\uff08\u539f\u6761\u4ef6\uff09\": core &amp; (A&#91;\"wick\"] == 1),\n        \"\u6362\u6210\u5b9e\u4f53\u8fc7\u534a\": core &amp; (A&#91;\"body_ratio\"] &gt; 0.5),\n    }<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e24\u4e2a\u811a\u672c\u6211\u8dd1\u5b8c\u7684\u7ed3\u679c\u90fd\u653e\u5728 <code>repro_results.json<\/code> \u548c <code>repro_results_alt.json<\/code> \u91cc\uff0c\u6539\u6210\u624b\u4e0a\u7684\u6807\u7684\u91cd\u8dd1\u5c31\u80fd\u5bf9\u7167\u3002<\/p>\n\n\n\n<p class=\"has-text-align-center wp-block-paragraph\">\u2014 \u672c\u6587\u5b8c \u2014<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">#TradingView #Supertrend #VAPI #\u65e5\u5185\u4ea4\u6613 #\u8d8b\u52bf\u8ddf\u8e2a #\u6210\u4ea4\u91cf\u6307\u6807 #\u4fe1\u53f7\u8fc7\u6ee4 #\u91cf\u5316\u4ea4\u6613 #\u671f\u8d27 #K\u7ebf\u5f62\u6001 #\u4ea4\u6613\u7eaa\u5f8b #\u6307\u6807\u7ec4\u5408<\/p>\n\n\n\n<p class=\"wp-block-paragraph\"><\/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&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2026\/10\/20\/%e6%88%91%e6%b5%8b%e4%ba%86tradingview%e4%b8%8a%e7%9a%84supertrend%e5%8a%a0vapi%e7%ad%96%e7%95%a5%ef%bc%8c6%e5%8f%aa%e6%a0%87%e7%9a%8458%e6%ac%a1%e8%b6%8b%e5%8a%bf%e7%bf%bb%e5%90%91\/\">Continue reading<span class=\"screen-reader-text\">\u6211\u6d4b\u4e86TradingView\u4e0a\u7684Supertrend\u52a0VAPI\u7b56\u7565\uff0c6\u53ea\u6807\u768458\u6b21\u8d8b\u52bf\u7ffb\u5411<\/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-5071","post","type-post","status-publish","format-standard","hentry","category-aiinvest","tag-ai","tag-6","entry"],"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/5071","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=5071"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/5071\/revisions"}],"predecessor-version":[{"id":5082,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/5071\/revisions\/5082"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=5071"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=5071"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=5071"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}