{"id":5238,"date":"2026-11-13T07:43:00","date_gmt":"2026-11-12T23:43:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=5238"},"modified":"2026-11-04T20:44:28","modified_gmt":"2026-11-04T12:44:28","slug":"%e9%ab%98%e8%83%9c%e7%8e%87%e7%ad%96%e7%95%a5%e6%9c%80%e6%80%95%e8%bf%99%e4%b8%80%e9%97%ae%ef%bc%9a%e6%8d%a2%e6%88%90%e9%9a%8f%e6%9c%ba%e8%bf%9b%e5%9c%ba%e8%bf%98%e8%a1%8c%e5%90%97%ef%bc%9f","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/11\/13\/%e9%ab%98%e8%83%9c%e7%8e%87%e7%ad%96%e7%95%a5%e6%9c%80%e6%80%95%e8%bf%99%e4%b8%80%e9%97%ae%ef%bc%9a%e6%8d%a2%e6%88%90%e9%9a%8f%e6%9c%ba%e8%bf%9b%e5%9c%ba%e8%bf%98%e8%a1%8c%e5%90%97%ef%bc%9f\/","title":{"rendered":"\u9ad8\u80dc\u7387\u7b56\u7565\u6700\u6015\u8fd9\u4e00\u95ee\uff1a\u6362\u6210\u968f\u673a\u8fdb\u573a\u8fd8\u884c\u5417\uff1f"},"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

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\u5e02\u573a\u6709\u98ce\u9669\uff0c\u8bf7\u5408\u6cd5\u5408\u89c4\u6295\u8d44\u3002<\/p>\n<\/blockquote>\n\n\n\n

\u672c\u6587\u7ea6 3300 \u5b57 | \u9884\u8ba1\u9605\u8bfb 10 \u5206\u949f\uff0c\u540e\u6709\u5b8c\u6574\u56de\u6d4b\u4ee3\u7801\uff0c\u5efa\u8bae\u5148\u6536\u85cf<\/p>\n\n\n\n

\u6211\u60f3\u5199\u8fd9\u7bc7\uff0c\u662f\u56e0\u4e3a\u8fd9\u5957\u89c4\u5219\u7684\u622a\u56fe\u5728\u6d77\u5916\u91cf\u5316\u5708\u4f20\u4e86\u4e00\u9635\u3002\u80dc\u7387\u4e03\u6210\u3001\u56de\u64a4\u53ea\u6709\u4e00\u76f4\u6301\u6709\u7684\u4e00\u534a\u3001\u66f2\u7ebf\u662f\u697c\u68af\u72b6\u3002\u4f46\u771f\u6b63\u8be5\u95ee\u7684\u662f\uff1a\u628a\u5b83\u7684\u8fdb\u573a\u65e5\u6362\u6210\u968f\u673a\u65e5\u671f\uff0c\u8fd8\u80fd\u4e0d\u80fd\u8dd1\u51fa\u540c\u6837\u7684\u66f2\u7ebf\uff08\u56de\u6d4b 21 \u5e74\uff0c205 \u7b14\u4ea4\u6613\uff0c\u80dc\u7387 67.8%\uff0c\u5e74\u5316 2.56%\uff09\u3002\u8bbd\u523a\u7684\u662f\u540c\u6837\u7684\u94b1\u8eba\u7740\u4e0d\u52a8\uff0c\u5e74\u5316\u6536\u76ca 6.37%\u3002<\/p>\n\n\n\n

\u6211\u5f80\u4e0b\u5206\u4e24\u534a\u8bb2\uff0c\u524d\u534a\u662f\u89c4\u5219\u548c\u5b83\u8dd1\u51fa\u6765\u7684\u6570\u5b57\uff0c\u540e\u534a\u662f\u4e09\u9053\u68c0\u9a8c\u548c\u968f\u673a\u8fdb\u573a\u3002\u8be5\u600e\u4e48\u6b63\u786e\u7684\u7528\u8fd9\u5957\u7b56\u7565\u6211\u653e\u5728\u4e86\u6700\u540e\u3002<\/p>\n\n\n\n

\u5148\u628a\u201c\u6570\u201d\u8bf4\u6e05\u695a<\/strong><\/h2>\n\n\n\n

IBS <\/strong>\u7684\u7b97\u6cd5\u53ea\u6709\u4e00\u884c\uff0c(\u6536\u76d8 - \u6700\u4f4e) \/ (\u6700\u9ad8 - \u6700\u4f4e)<\/code>\uff0c\u91cf\u7684\u662f\u6536\u76d8\u4ef7\u7ad9\u5728\u5f53\u5929\u90a3\u6839K\u7ebf\u7684\u54ea\u4e2a\u4f4d\u7f6e\u3002\u6536\u5728\u6700\u4f4e\u4ef7\uff0c\u503c\u7b49\u4e8e0\uff1b\u6536\u5728\u6700\u9ad8\u4ef7\uff0c\u503c\u7b49\u4e8e1\uff1b\u843d\u5728\u4e2d\u95f4\uff0c\u5c31\u662f0.5\u4e0a\u4e0b\u3002<\/p>\n\n\n\n

\u62ff\u4e00\u6839\u771f\u5b9e\u7684K\u7ebf\u7b97\u4e00\u904d\u30022018 \u5e74 1 \u6708 30 \u65e5\uff0cXLP \u5f00 58.08\u3001\u9ad8 58.58\u3001\u4f4e 57.94\u3001\u6536 58.09\u3002\u5206\u5b50\u662f 58.09 \u51cf 57.94\uff0c\u7b49\u4e8e 0.15\u3002\u5206\u6bcd\u662f 58.58 \u51cf 57.94\uff0c\u7b49\u4e8e 0.64\u3002\u4e24\u4e0b\u4e00\u9664\uff0cIBS \u662f 0.234\u3002\u5f53\u5929\u6536\u5728\u534a\u5c71\u8170\u504f\u4e0b\uff0c\u5356\u65b9\u5c0f\u80dc\u3002<\/p>\n\n\n\n

\u6362\u53e5\u5927\u767d\u8bdd\uff0c\u8fd9\u4e2a\u6570\u5728\u95ee\u4e00\u4ef6\u4e8b\uff0c\u4eca\u5929\u8fd9\u4e00\u5929\uff0c\u4e70\u65b9\u548c\u5356\u65b9\u8c01\u7b11\u5230\u4e86\u6700\u540e\u3002\u6570\u503c\u4f4e\u8bf4\u660e\u5356\u65b9\u8d62\u4e86\uff0c\u800c\u5747\u503c\u56de\u5f52\u7684\u8d4c\u6ce8\u662f\u5356\u65b9\u7528\u529b\u8fc7\u5934\u4e86\u3002\u6211\u4e00\u5f00\u59cb\u4e5f\u53ea\u662f\u628a\u5b83\u5f53\u6e29\u5ea6\u8ba1\u7528\uff0c\u8bfb\u6570\u4f4e\u5c31\u8bf4\u660e\u4eca\u5929\u51b7\uff0c\u51b7\u8fc7\u5934\u4f1a\u56de\u6e29\uff0c\u6ca1\u5f80\u522b\u5904\u60f3\u3002<\/p>\n\n\n\n

XLP <\/strong>\u662f\u6807\u666e\u5fc5\u9700\u6d88\u8d39\u677f\u5757\u7684 ETF\uff0c\u88c5\u7684\u662f\u7259\u818f\u3001\u9ea6\u7247\u3001\u53ef\u4e50\u3001\u9999\u70df\u3002\u5b83\u4e0d\u4f1a\u4e00\u5e74\u6da8\u4e00\u500d\uff0c\u4e5f\u5f88\u5c11\u56e0\u4e3a\u4e00\u6761\u65b0\u95fb\u8df3\u7a7a\u3002\u4ef7\u683c\u6ce2\u52a8\u5927\u591a\u662f\u566a\u97f3\uff0c\u8fd9\u6b63\u662f\u6211\u60f3\u62ff\u5b83\u8bd5\u77ed\u7ebf\u56de\u5f52\u7684\u539f\u56e0\u3002\u566a\u97f3\u591a\u7684\u4e1c\u897f\uff0c\u56de\u5f52\u7684\u7a7a\u95f4\u624d\u5e72\u51c0\u3002<\/p>\n\n\n\n

\u56db\u6761\u89c4\u5219<\/strong><\/h2>\n\n\n\n

\u89c4\u5219\u6765\u81ea\u4e00\u4efd\u516c\u5f00\u7684\u6d77\u5916\u91cf\u5316\u7b14\u8bb0\u3002\u5b83\u5199\u5f97\u5f88\u53e3\u8bed\uff0c\u53ea\u8bf4\u6628\u5929\u4f4e\u3001\u4eca\u5929\u9ad8\u4e00\u70b9\u8fd9\u79cd\u8bdd\uff0c\u5177\u4f53\u95e8\u69db\u662f\u6211\u6309\u5e38\u8bc6\u8865\u7684\uff0c\u8865\u5f97\u5bf9\u4e0d\u5bf9\u540e\u9762\u4f1a\u4ea4\u4ee3\u3002<\/p>\n\n\n\n

    \n
  • \u8fdb\u573a\uff0c\u6628\u65e5 IBS \u4f4e\u4e8e 0.2\uff0c\u4eca\u65e5 IBS \u4f4e\u4e8e 0.5 \u4e14\u9ad8\u4e8e\u6628\u65e5\uff0cRSI(5) \u4f4e\u4e8e 50<\/li>\n\n\n\n
  • \u79bb\u573a\uff0c\u6536\u76d8\u4ef7\u9ad8\u4e8e\u6628\u65e5\u6700\u9ad8\u4ef7\uff0c\u8fdb\u573a\u5f53\u5929\u4e0d\u5224\uff0c\u540c\u4e00\u6839K\u7ebf\u4e0d\u91cd\u590d<\/li>\n\n\n\n
  • \u4ed3\u4f4d\uff0c\u4e00\u6b21\u53ea\u6301\u4e00\u7b14\uff0c\u53ea\u505a\u591a\uff0c\u5168\u989d\u8fdb\uff0c\u4e0d\u52a0\u6760\u6746\uff0c\u4e0d\u7559\u5e95\u4ed3<\/li>\n\n\n\n
  • \u98ce\u63a7\uff0c\u4e0d\u8bbe\u6b62\u635f\uff0c\u4e0d\u8bbe\u65f6\u95f4\u6b62\u635f\uff0c\u6700\u5dee\u90a3\u4e00\u7b14\u4e8f 7%<\/li>\n<\/ul>\n\n\n\n

    \u4e09\u4e2a\u6761\u4ef6\u540c\u65f6\u6210\u7acb\u624d\u7b97\u4fe1\u53f7\uff0c\u7f3a\u4e00\u6761\u5c31\u4e0d\u52a8\u3002\u524d\u9762\u90a3\u6839 2018 \u5e74 1 \u6708 30 \u65e5\u7684K\u7ebf\u521a\u597d\u5168\u4e2d\u3002\u6628\u65e5 IBS 0.078 \u591f\u4f4e\u3002\u4eca\u65e5 0.234 \u8fd8\u5728\u4e0b\u534a\u533a\uff0c\u800c\u4e14\u6bd4\u6628\u5929\u9ad8\uff0cRSI(5) \u662f 47.4 \u6ca1\u8d85\u4e70\u3002\u7b2c\u4e8c\u5929\u5f00\u76d8 58.14 \u4e70\u8fdb\u53bb\uff0c\u8fd9\u5c31\u662f\u540e\u9762\u8981\u53cd\u590d\u63d0\u5230\u7684\u90a3\u4e00\u7b14\u3002<\/p>\n\n\n\n

    \u843d\u5730\u7684\u53e3\u5f84\u6211\u6309\u6700\u4fdd\u5b88\u7684\u6765\u3002\u4fe1\u53f7\u5728\u6536\u76d8\u751f\u6210\uff0c\u6b21\u65e5\u5f00\u76d8\u6309\u5f00\u76d8\u4ef7\u6210\u4ea4\uff0c\u5355\u8fb9\u6210\u672c 0.03%\uff0c\u5176\u4e2d 0.01% \u8d39\u7528\u30010.02% \u6ed1\u70b9\u3002\u4e0d\u5c11\u516c\u5f00\u56de\u6d4b\u4e60\u60ef\u5728\u4fe1\u53f7\u90a3\u6839\u6536\u76d8\u4ef7\u4e0a\u76f4\u63a5\u6210\u4ea4\uff0c\u7b49\u4e8e\u77e5\u9053\u4e86\u6536\u76d8\u4ef7\u8fd8\u80fd\u6309\u6536\u76d8\u4ef7\u4e70\uff0c\u6211\u6ca1\u90a3\u4e48\u505a\u3002<\/p>\n\n\n\n

    \u7ffb\u8bd1\u6210\u4eba\u8bdd\uff0c\u524d\u5929\u6536\u5728\u4f4e\u4f4d\uff0c\u6628\u5929\u5f39\u4e86\u4e00\u70b9\u4f46\u8fd8\u5728\u4e0b\u534a\u533a\u3002\u77ed\u671f\u52a8\u91cf\u6ca1\u8d85\u4e70\u5c31\u8fdb\u573a\uff0c\u4e4b\u540e\u7b2c\u4e00\u6b21\u6536\u5728\u6628\u5929\u6700\u9ad8\u4ef7\u4e4b\u4e0a\u5c31\u8d70\u3002<\/p>\n\n\n\n

    \u8bf4\u5b9e\u8bdd\uff0c\u6211\u7b2c\u4e00\u53cd\u5e94\u662f\u8fd9\u4e24\u4e2a\u95e8\u69db\u5b9a\u5f97\u592a\u7a84\u30020.2 \u610f\u5473\u7740\u6536\u76d8\u8981\u538b\u5230\u5f53\u5929\u632f\u5e45\u6700\u4e0b\u9762\u4e24\u6210\uff0c\u4e00\u5e74\u80fd\u51fa\u51e0\u6b21\u3002\u8dd1\u5b8c\u624d\u53d1\u73b0\u4e00\u5e74\u4e5d\u7b14\u591a\uff0c\u6bd4\u6211\u9884\u671f\u5bc6\u3002<\/p>\n\n\n\n

    \u90a3\u4efd\u7b14\u8bb0\u81ea\u5df1\u8d34\u7684\u56fe<\/strong><\/h2>\n\n\n\n

    \u90a3\u4efd\u7b14\u8bb0\u8d34\u4e86\u4e00\u5f20\u56de\u6d4b\u56fe\uff0c\u56db\u680f\u53e0\u5728\u4e00\u8d77\u3002\u628a\u5b83\u653e\u4e0a\u6765\uff0c\u56e0\u4e3a\u540e\u9762\u8981\u62ff\u5b83\u8ddf\u6211\u81ea\u5df1\u8dd1\u51fa\u6765\u7684\u5bf9\u3002<\/p>\n\n\n\n

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

    \u4ece\u4e0a\u5230\u4e0b\u56db\u680f\uff1a\u6743\u76ca\u3001\u6c34\u4e0b\u3001\u4e70\u5356\u70b9\u3001\u5355\u7b14\u76c8\u4e8f\u3002\u6807\u9898\u90a3\u884c\u5199\u7740 XLP – XLP_IBS (next_open)\uff0cnext_open \u5c31\u662f\u6b21\u65e5\u5f00\u76d8\u6210\u4ea4\u3002\u624b\u673a\u4e0a\u70b9\u5f00\u80fd\u770b\u6e05\u6bcf\u680f\u523b\u5ea6<\/p>\n\n\n\n

    \u7b2c\u4e00\u680f\u662f\u6743\u76ca\uff0c\u4ece 10 \u4e07\u722c\u5230 30 \u4e07\u51fa\u5934\uff0c\u7eff\u8272\u90a3\u4e00\u6574\u5757\u662f\u5df2\u7ecf\u79bb\u573a\u7684\u76c8\u5229\u5355\u5360\u7684\u9762\u79ef\u3002\u7b2c\u4e09\u680f\u662f\u4e70\u5356\u70b9\uff0c\u7eff\u4e09\u89d2\u4e70\u3001\u7ea2\u4e09\u89d2\u5356\uff0c\u51e0\u4e4e\u5168\u90e8\u8d34\u7740\u4ef7\u683c\u7ebf\uff0c\u8fdb\u573a\u79bb\u573a\u90fd\u5728\u5f53\u65e5\u533a\u95f4\u9644\u8fd1\uff0c\u6ca1\u6709\u8ffd\u9ad8\u3002\u7b2c\u56db\u680f\u662f\u6bcf\u7b14\u76c8\u4e8f\uff0c\u8d62\u7684\u70b9\u5728\u96f6\u8f74\u4e0a\u65b9\u5bc6\u5bc6\u9ebb\u9ebb\uff0c\u8f93\u7684\u70b9\u5728\u4e0b\u65b9\u758f\u4e00\u4e9b\uff0c\u6700\u4e0b\u9762\u4e24\u9897\u7ea2\u70b9\u843d\u5728 -7% \u9644\u8fd1\u3002<\/p>\n\n\n\n

    \u7b2c\u4e8c\u680f\u6c34\u4e0b\u90a3\u680f\u6709\u4e2a\u7ec6\u8282\uff0c\u523b\u5ea6\u5199\u6210 0.000000% \u548c -5.000000%\u3002\u8fd9\u4e2a\u6211\u770b\u4e86\u597d\u51e0\u904d\uff0c\u5148\u4ee5\u4e3a\u6570\u636e\u574f\u4e86\uff0c\u540e\u6765\u624d\u8ba4\u51fa\u662f vectorbt \u9ed8\u8ba4\u7684\u683c\u5f0f\u5316\u6ca1\u6539\uff0c\u4e0d\u662f\u7b97\u9519\u3002\u6700\u6df1\u5904\u90a3\u6761\u5c16\u7ebf\u6389\u5230 -13% \u9644\u8fd1\u3002<\/p>\n\n\n\n

    \u56fe\u662f\u597d\u770b\u7684\uff0c\u4f46\u597d\u770b\u4e0d\u80fd\u5f53\u8bc1\u636e\u3002\u5b83\u53ea\u8bf4\u660e\u8fd9\u4efd\u7b14\u8bb0\u662f\u8fd9\u4e48\u8dd1\u7684\uff0c\u4f46\u6362\u4e2a\u4eba\u8dd1\u8fd8\u6210\u7acb\u5417\uff1f<\/p>\n\n\n\n

    \u6362\u6210\u6211\u7684\u53e3\u5f84\u91cd\u8dd1\u4e00\u904d<\/strong><\/h2>\n\n\n\n

    \u4ee5\u4e0a\u662f\u90a3\u4efd\u7b14\u8bb0\u7684\u8bf4\u6cd5\u548c\u5b83\u81ea\u5df1\u7684\u56fe\u3002\u4e0b\u9762\u6362\u6210\u6211\u62ff\u5f97\u5230\u7684\u6570\u636e\u3001\u6211\u81ea\u5df1\u5b9a\u7684\u6210\u672c\u5047\u8bbe\uff0c\u628a\u540c\u4e00\u5957\u89c4\u5219\u91cd\u8dd1\u4e00\u904d\uff0c\u770b\u54ea\u4e9b\u80fd\u590d\u73b0\u3001\u54ea\u4e9b\u5bf9\u4e0d\u4e0a\u3002<\/p>\n\n\n\n

    \u6570\u636e\u53d6\u65b0\u6d6a\u7f8e\u80a1\u65e5\u7ebf\uff0cXLP \u4ece 2005 \u5e74 1 \u6708\u8dd1\u5230 2026 \u5e74 11 \u6708\uff0c5493 \u6839K\u7ebf\u3002\u5341\u4e07\u672c\u91d1\uff0c\u6bcf\u7b14\u5168\u989d\u6295\u5165\u3002\u8fd9\u6bb5\u533a\u95f4\u6a2a\u8de8\u4e86 2008 \u5e74\u91d1\u878d\u5371\u673a\u548c 2020 \u5e74\u75ab\u60c5\u4e24\u6b21\u6025\u8dcc\uff0c\u5bf9\u56de\u5f52\u7b56\u7565\u7b97\u53cb\u597d\u3002<\/p>\n\n\n\n

    \u6307\u6807<\/th>\u8fd9\u5957\u89c4\u5219<\/th>\u4e00\u76f4\u6301\u6709<\/th><\/tr>
    \u4ea4\u6613\u7b14\u6570<\/td>205<\/td>0<\/td><\/tr>
    \u5355\u7b14\u5e73\u5747<\/td>+0.28%<\/td>\u65e0<\/td><\/tr>
    \u80dc\u7387<\/td>67.80%<\/td>\u65e0<\/td><\/tr>
    \u5e74\u5316\u6536\u76ca<\/td>2.56%<\/td>6.37%<\/td><\/tr>
    \u6700\u5927\u56de\u64a4<\/td>-13.54%<\/td>-34.18%<\/td><\/tr>
    \u590f\u666e\u6bd4\u7387<\/td>0.390<\/td>0.506<\/td><\/tr>
    \u6301\u4ed3\u65f6\u95f4<\/td>17.06%<\/td>100%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    \u8f93\u4e86\uff0c\u5e74\u5316\u5dee 3.81 \u4e2a\u767e\u5206\u70b9\u3002\u5341\u4e07\u672c\u91d1\u8dd1\u5230\u671f\u672b 173,494\uff0c\u4e00\u76f4\u6301\u6709\u662f 38.5 \u4e07\uff0c\u5dee\u51fa 21 \u4e07\u3002<\/p>\n\n\n\n

    \u8bf4\u5b9e\u8bdd\uff0c\u8dd1\u5b8c\u7b2c\u4e00\u904d\u6211\u76ef\u7740\u90a3\u4e2a 2.56% \u770b\u4e86\u534a\u5929\u3002\u6211\u4e00\u5f00\u59cb\u4ee5\u4e3a\u6210\u672c\u7b97\u9ad8\u4e86\uff0c\u628a\u8d39\u7528\u548c\u6ed1\u70b9\u5168\u8bbe\u6210\u96f6\u91cd\u8dd1\uff0c\u8fd8\u662f\u5dee\u5f97\u8fdc\u3002\u540e\u6765\u624d\u60f3\u660e\u767d\uff0c\u95ee\u9898\u4e0d\u5728\u6210\u672c\u3002\u6301\u4ed3\u65f6\u95f4\u53ea\u6709 17%\uff0c\u5269\u4e0b 83% \u7684\u65e5\u5386\u5b83\u8eba\u5728\u73b0\u91d1\u91cc\uff0c\u4e00\u5206\u94b1\u4e0d\u8d5a\u3002<\/p>\n\n\n\n

    \u4e24\u6761\u5047\u8bbe\u503c\u591a\u5c11\u94b1\uff0c\u6211\u62ff\u540c\u4e00\u5957\u4fe1\u53f7\u5bf9\u8dd1\u4e86\u4e24\u4e2a\u7248\u672c\u3002\u6539\u6210\u5f53\u65e5\u6536\u76d8\u5c31\u6210\u4ea4\uff0c\u5e74\u5316 2.62%\uff0c\u53ea\u591a 0.06 \u4e2a\u767e\u5206\u70b9\u3002\u5b8c\u5168\u4e0d\u8bb0\u6210\u672c\uff0c\u5e74\u5316 3.13%\uff0c\u591a 0.57 \u4e2a\u767e\u5206\u70b9\u3002\u7ed3\u8bba\u6709\u70b9\u53cd\u76f4\u89c9\uff0c\u8fd9\u6761\u89c4\u5219\u4e0d\u6015\u6210\u4ea4\u5047\u8bbe\uff0c\u6015\u6210\u672c\u3002\u4e00\u5e74\u4e5d\u7b14\u591a\uff0c\u6bcf\u7b14\u591a\u4ed8 0.03%\uff0c\u4e00\u5e74\u5c31\u5c11\u534a\u4e2a\u70b9\u3002\u8fd9\u7c7b\u5c0f\u989d\u9ad8\u9891\u7684\u73a9\u6cd5\uff0c\u6210\u672c\u624d\u662f\u5b83\u7684\u5929\u82b1\u677f\u3002<\/p>\n\n\n\n

    \u56de\u64a4\u786e\u5b9e\u5c0f\u4e00\u534a\uff0c\u8fd9\u662f\u5b83\u6700\u62ff\u5f97\u51fa\u624b\u7684\u4e00\u9879\u3002\u4f46\u590f\u666e 0.390 \u5bf9 0.506\uff0c\u8fde\u5355\u4f4d\u98ce\u9669\u7684\u6536\u76ca\u4e5f\u6ca1\u8d62\u3002\u56de\u64a4\u5c0f\u662f\u56e0\u4e3a\u5b83\u5927\u90e8\u5206\u65f6\u95f4\u4e0d\u5728\u573a\u3002\u4e0d\u662f\u56e0\u4e3a\u4e70\u70b9\u66f4\u806a\u660e\u3002<\/p>\n\n\n\n

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

    \u540c\u4e00\u4ef6\u4e8b\u6211\u81ea\u5df1\u753b\u4e00\u904d\uff0c\u5bf9\u6570\u8f74\uff0c\u7eff\u7ebf\u662f\u7b56\u7565\uff0c\u7070\u7ebf\u662f\u4e00\u76f4\u6301\u6709\u3002\u5f62\u72b6\u50cf\uff0c\u659c\u7387\u5dee\u4e00\u622a<\/p>\n\n\n\n

    \u5b83\u7684\u5f62\u72b6<\/strong><\/h2>\n\n\n\n

    \u8d62 139 \u7b14\uff0c\u8f93 66 \u7b14\uff0c\u5e73\u5747\u76c8\u5229 1.12%\uff0c\u5e73\u5747\u4e8f\u635f -1.48%\u3002\u8d62\u7684\u6b21\u6570\u662f\u8f93\u7684\u4e24\u500d\uff0c\u4f46\u6bcf\u6b21\u53ea\u8d62\u4e00\u70b9\u70b9\u3002\u8fd9\u4e2a\u5f62\u72b6\u6211\u5728\u522b\u7684\u56de\u5f52\u7b56\u7565\u4e0a\u4e5f\u89c1\u8fc7\uff0c\u5b83\u4e0d\u9760\u5224\u65ad\u51c6\uff0c\u9760\u91cd\u590d\u8db3\u591f\u591a\u6b21\u3002\u7528\u6b21\u6570\u6362\u6389\u5355\u6b21\u7684\u5224\u65ad\u538b\u529b\u3002<\/p>\n\n\n\n

    \u6700\u5dee\u7684\u4e24\u7b14\u503c\u5f97\u5355\u72ec\u770b\u30022018 \u5e74 1 \u6708 31 \u65e5\u8fdb\uff0c2 \u6708 13 \u65e5\u51fa\uff0c-7.07%\u30022008 \u5e74 9 \u6708 19 \u65e5\u8fdb\uff0c9 \u6708 26 \u65e5\u51fa\uff0c-6.97%\u3002\u8fd9\u4e24\u7b14\u7684\u65e5\u671f\u6211\u770b\u4e86\u597d\u51e0\u904d\uff0c\u540e\u9762\u8fd8\u8981\u7528\u5230\u3002<\/p>\n\n\n\n

    \u6700\u5927\u56de\u64a4 -13.54% \u5c31\u662f\u8fd9\u4e24\u7b14\u53e0\u51fa\u6765\u7684\u30020.929 \u4e58 0.930 \u7b49\u4e8e 0.864\uff0c\u6b63\u597d -13.6%\u3002\u6ca1\u6709\u6b62\u635f\u7684\u89c4\u5219\uff0c\u56de\u64a4\u4e0d\u7531\u5355\u7b14\u51b3\u5b9a\uff0c\u7531\u6700\u5dee\u7684\u90a3\u51e0\u7b14\u6328\u5f97\u591a\u8fd1\u51b3\u5b9a\u3002<\/p>\n\n\n\n

    \u6700\u597d\u7684\u4e00\u7b14\u5728 2020 \u5e74 4 \u6708 2 \u65e5\u8fdb\uff0c\u56db\u4e2a\u81ea\u7136\u65e5\u62ff 7.36%\uff0c\u90a3\u662f\u75ab\u60c5\u5e95\u53cd\u5f39\u6700\u731b\u7684\u4e00\u6bb5\u3002\u8fd9\u7c7b\u673a\u4f1a\u5341\u5e74\u624d\u51e0\u6b21\uff0c\u6307\u671b\u5b83\u6491\u8d77\u5e74\u5316\u4e0d\u73b0\u5b9e\u3002<\/p>\n\n\n\n

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

    \u6a2a\u8f74\u662f\u5355\u7b14\u6536\u76ca\uff0c\u67f1\u5b50\u96c6\u4e2d\u5728 0 \u5230 2% \u53f3\u4fa7\uff0c\u5de6\u8fb9\u62d6\u51fa\u4e24\u6839\u7ec6\u957f\u7684\u5c3e\u5df4<\/p>\n\n\n\n

    \u2014 \u00b7 \u2014<\/p>\n\n\n\n

    \u4ee5\u4e0a\u662f\u89c4\u5219\u548c\u5b83\u8dd1\u51fa\u6765\u7684\u7ed3\u679c\uff0c\u5bf9\u7740\u6570\u5b57\u5c31\u80fd\u770b\u3002\u5f80\u4e0b\u662f\u4e09\u9053\u68c0\u9a8c\uff0c\u4e5f\u662f\u8fd9\u7bc7\u771f\u6b63\u60f3\u5199\u7684\u90e8\u5206\u3002<\/p>\n\n\n\n

    \u5148\u770b\u8fd9\u4e5d\u683c<\/strong><\/h2>\n\n\n\n

    \u591a\u6570\u56de\u6d4b\u6b7b\u5728\u540c\u4e00\u4e2a\u95ee\u9898\u4e0a\uff0c\u95e8\u69db\u662f\u4e0d\u662f\u7167\u7740\u5386\u53f2\u6570\u636e\u6311\u51fa\u6765\u7684\u3002\u6211\u628a\u4e24\u4e2a IBS \u95e8\u69db\u5404\u53d6\u4e09\u6863\uff0c\u8dd1\u4e5d\u683c\u3002<\/p>\n\n\n\n

    \u95e8\u69db\u7ec4\u5408<\/th>\u7b14\u6570<\/th>\u5355\u7b14<\/th>\u5e74\u5316<\/th>\u56de\u64a4<\/th><\/tr>
    0.1 \/ 0.3<\/td>93<\/td>0.13%<\/td>0.50%<\/td>-14.70%<\/td><\/tr>
    0.1 \/ 0.5<\/td>142<\/td>0.28%<\/td>1.76%<\/td>-14.70%<\/td><\/tr>
    0.1 \/ 0.7<\/td>175<\/td>0.25%<\/td>1.87%<\/td>-20.34%<\/td><\/tr>
    0.2 \/ 0.3<\/td>129<\/td>0.13%<\/td>0.66%<\/td>-18.03%<\/td><\/tr>
    0.2 \/ 0.5<\/td>205<\/td>0.28%<\/td>2.56%<\/td>-13.54%<\/td><\/tr>
    0.2 \/ 0.7<\/td>256<\/td>0.27%<\/td>3.00%<\/td>-20.34%<\/td><\/tr>
    0.3 \/ 0.3<\/td>142<\/td>0.12%<\/td>0.67%<\/td>-20.62%<\/td><\/tr>
    0.3 \/ 0.5<\/td>229<\/td>0.26%<\/td>2.56%<\/td>-15.20%<\/td><\/tr>
    0.3 \/ 0.7<\/td>291<\/td>0.28%<\/td>3.57%<\/td>-21.53%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    \u57fa\u51c6\u683c 0.2 \/ 0.5 \uff0c0.3 \/ 0.7 \u5e74\u5316 3.57%\uff0c\u7b14\u6570\u4e5f\u591a 86 \u7b14\u3002\u6211\u539f\u672c\u4ee5\u4e3a\u6536\u7d27\u95e8\u69db\u4f1a\u66f4\u7a33\uff0c\u8dd1\u5b8c\u53d1\u73b0\u4eca\u65e5\u95e8\u69db\u6536\u5230 0.3 \u90a3\u4e00\u5217\uff0c\u5355\u7b14\u53ea\u5269 0.12% \u5230 0.13%\uff0c\u8fb9\u9645\u57fa\u672c\u88ab\u524a\u5e73\u3002\u6211\u6ca1\u5f80\u6700\u9ad8\u5206\u90a3\u683c\u8c03\uff0c\u62a5\u51fa\u6765\u7684\u4e5f\u4e0d\u662f\u7f51\u683c\u91cc\u7684\u6700\u5927\u503c\u3002<\/p>\n\n\n\n

    \u5f62\u72b6\u672c\u8eab\u6709\u4fe1\u606f\u3002\u4e2d\u95f4\u4e00\u5217\u5355\u7b14\u6536\u76ca 0.26% \u5230 0.28%\uff0c\u662f\u6700\u7a33\u7684\u4e00\u5217\u3002\u6536\u7d27\u5230 0.3\uff0c\u7b14\u6570\u6389\u5230 130 \u4e0a\u4e0b\u3002\u653e\u5bbd\u5230 0.7\uff0c\u7b14\u6570\u4e0a\u6765\u4e86\uff0c\u56de\u64a4\u4e00\u8def\u63a8\u5230 -20%\u3002<\/p>\n\n\n\n

    \u770b\u56fe\u50cf\u5e73\u53f0\uff0c\u4e0d\u50cf\u5c16\u5cf0\u3002\u8fd9\u662f\u597d\u6d88\u606f\uff0c\u4f46\u4ecd\u7136\u53ea\u662f\u5355\u4e00\u6807\u7684\u4e0a\u7684\u4e5d\u683c\u3002<\/p>\n\n\n\n

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

    \u6bcf\u683c\u4e24\u6839\u67f1\uff0c\u5de6\u5e74\u5316\u3001\u53f3\u56de\u64a4\u3002\u4e2d\u95f4\u90a3\u5217\u5355\u7b14\u6536\u76ca\u6700\u539a\uff0c\u4e24\u5934\u90fd\u8584<\/p>\n\n\n\n

    \u6362\u6210\u968f\u673a\u8fdb\u573a<\/strong><\/h2>\n\n\n\n

    \u8fd9\u662f\u5168\u6587\u6700\u5173\u952e\u7684\u4e00\u6b65\u3002\u6211\u4fdd\u7559\u771f\u5b9e\u7684\u7b14\u6570\uff0c\u4e5f\u4fdd\u7559\u6bcf\u4e00\u7b14\u7684\u6301\u6709\u5929\u6570\uff0c\u7136\u540e\u628a\u8fd9\u4e9b\u6301\u4ed3\u968f\u673a\u4e22\u5230 21.8 \u5e74\u91cc\u7684\u4efb\u610f\u65e5\u671f\uff0c\u8dd1 2000 \u6b21\u3002\u968f\u673a\u8fdb\u573a\u5e73\u5747\u5e74\u5316 1.08%\uff0c95 \u5206\u4f4d 2.87%\uff0c\u8fd9\u5957\u89c4\u5219 2.56%\u3002\u4f4d\u7f6e\u5f88\u6e05\u695a\uff0c\u5b83\u8dd1\u5728\u968f\u673a\u7ed3\u679c\u7684\u4e5d\u6210\u4e4b\u4e0a\uff0c\u4f46\u6ca1\u5230 95 \u5206\u4f4d\uff0c\u7ecf\u9a8c p \u503c 0.085\u3002<\/p>\n\n\n\n

    \u6211\u4e00\u5f00\u59cb\u4e0d\u592a\u4fe1\u8fd9\u4e2a\u6570\uff0c\u6015\u662f\u81ea\u5df1\u7684\u968f\u673a\u65b9\u6cd5\u6709\u95ee\u9898\u3002\u628a\u79cd\u5b50\u6362\u4e86\u56db\u4e2a\u91cd\u8dd1\uff0cp \u503c\u843d\u5728 0.078 \u5230 0.085 \u4e4b\u95f4\uff0c\u7ed3\u8bba\u7a33\u3002<\/p>\n\n\n\n

    \u6ca1\u8fc7 5% \u8fd9\u6761\u7ebf\u3002<\/p>\n\n\n\n

    \u6211\u539f\u672c\u4ee5\u4e3a\u5b83\u4f1a\u7a33\u7a33\u8fc7\u3002\u540c\u4e00\u5957\u89c4\u5219\u5728\u53e6\u4e00\u4efd\u4ece 1999 \u5e74\u8d77\u7684\u6837\u672c\u4e0a\u8dd1\u51fa\u8fc7 p=0.002\uff0c\u6211\u6ca1\u6253\u7b97\u63a8\u7ffb\u5b83\u3002\u5dee\u522b\u5728\u6837\u672c\uff0c\u6211\u8fd9\u4efd\u6570\u636e\u4ece 2005 \u5e74\u5f00\u59cb\uff0c1999 \u5230 2004 \u90a3\u4e94\u5e74\u62ff\u4e0d\u5230\u3002\u5c11\u6389\u7684\u90a3\u4e94\u5e74\u6b63\u597d\u662f\u4e92\u8054\u7f51\u6ce1\u6cab\u7834\u88c2\u4e4b\u540e\uff0c\u6025\u8dcc\u63a5\u6025\u53cd\u5f39\uff0c\u56de\u5f52\u7b56\u7565\u6700\u8212\u670d\u7684\u73af\u5883\u3002\u8bf4\u4e0d\u597d\u628a\u90a3\u6bb5\u8865\u8fdb\u6765\u4f1a\u662f\u4ec0\u4e48\u7ed3\u679c\u3002<\/p>\n\n\n\n

    \u5355\u7b14\u6536\u76ca\u7684 bootstrap \u7ed3\u679c\u8d34\u5f97\u66f4\u8fd1\u3002\u5747\u503c 0.283%\uff0c95% \u7f6e\u4fe1\u533a\u95f4 0.05% \u5230 0.51%\uff0c\u4e0b\u9650\u79bb\u96f6\u53ea\u6709\u4e94\u4e2a\u57fa\u70b9\uff0cP(\u5747\u503c\u5c0f\u4e8e\u7b49\u4e8e 0) \u662f 0.009\u3002\u6240\u4ee5\u51c6\u786e\u7684\u8bf4\u6cd5\u662f\uff0c\u65b9\u5411\u4e0a\u6709\u4e00\u4e2a\u6b63\u7684\u8fb9\u9645\uff0c\u4f46\u5b83\u8584\u5230\u6362\u4e00\u6bb5\u6837\u672c\u5c31\u53ef\u80fd\u6d88\u5931\u3002<\/p>\n\n\n\n

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

    2000 \u6b21\u968f\u673a\u8fdb\u573a\u7684\u5e74\u5316\u5206\u5e03\uff0c\u7ea2\u7ebf\u662f\u7b56\u7565\u7684 2.56%\uff0c\u843d\u5728 95 \u5206\u4f4d\u5de6\u4fa7\u4e00\u5c0f\u622a<\/p>\n\n\n\n

    \u56db\u6761\u89c4\u5219\u91cc\u54ea\u6761\u5728\u5e72\u6d3b<\/strong><\/h2>\n\n\n\n

    \u6211\u628a\u8fdb\u573a\u6761\u4ef6\u4e00\u6761\u6761\u62c6\u6389\u91cd\u8dd1\uff0c\u60f3\u770b\u662f\u54ea\u4e00\u6761\u5728\u63d0\u4f9b\u4fe1\u606f\u3002\u4e24\u4e2a\u53d1\u73b0\u3002<\/p>\n\n\n\n

    \u65b9\u6848<\/th>\u7b14\u6570<\/th>\u5355\u7b14<\/th>\u5e74\u5316<\/th>\u56de\u64a4<\/th><\/tr>
    \u56db\u6761\u5168\u7528<\/td>205<\/td>0.28%<\/td>2.56%<\/td>-13.54%<\/td><\/tr>
    \u53bb\u6389 RSI<\/td>263<\/td>0.26%<\/td>2.95%<\/td>-14.74%<\/td><\/tr>
    \u53bb\u6389\u4eca\u65e5\u66f4\u9ad8<\/td>233<\/td>0.29%<\/td>2.97%<\/td>-13.54%<\/td><\/tr>
    \u53bb\u6389\u4eca\u65e5\u95e8\u69db<\/td>310<\/td>0.32%<\/td>4.35%<\/td>-20.34%<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n

    RSI(5) \u4f4e\u4e8e 50 \u8fd9\u6761\u51e0\u4e4e\u4e0d\u8d77\u4f5c\u7528\u3002\u53bb\u6389\u5b83\uff0c\u7b14\u6570\u4ece 205 \u6da8\u5230 263\uff0c\u5355\u7b14\u4ece 0.283% \u6389\u5230 0.255%\uff0c\u5e74\u5316\u53cd\u800c\u5347\u5230 2.95%\u3002\u5b83\u53ea\u662f\u5728\u524a\u4fe1\u53f7\uff0c\u6ca1\u5728\u63d0\u8d28\u91cf\u3002<\/p>\n\n\n\n

    \u4eca\u5929\u6bd4\u6628\u5929\u9ad8\u4e5f\u4e00\u6837\u3002\u53bb\u6389\u4e4b\u540e 233 \u7b14\uff0c\u5355\u7b14 0.289%\uff0c\u5e74\u5316 2.97%\uff0c\u56de\u64a4\u4e00\u5206\u6ca1\u53d8\u3002\u8fd9\u6761\u5728\u7b14\u8bb0\u91cc\u662f\u7528\u300c\u5f39\u4e86\u4e00\u70b9\u300d\u8fd9\u79cd\u53e3\u8bed\u5199\u7684\uff0c\u843d\u5230\u6570\u5b57\u4e0a\u4ec0\u4e48\u4e5f\u6ca1\u505a\u3002<\/p>\n\n\n\n

    \u771f\u6b63\u7ba1\u7528\u7684\u53ea\u6709 IBS \u7684\u4e24\u4e2a\u95e8\u69db\uff0c\u800c\u4e14\u5b83\u4eec\u7ba1\u7684\u662f\u98ce\u9669\u9884\u7b97\uff0c\u4e0d\u662f\u6536\u76ca\u3002\u653e\u5f00\u4eca\u65e5\u95e8\u69db\uff0c\u5e74\u5316\u5347\u5230 4.35%\uff0c\u56de\u64a4\u4ece 13.54% \u7ffb\u5230 20.34%\uff0c\u6301\u4ed3\u65f6\u95f4\u4ece 17% \u6da8\u5230 26%\u3002\u6536\u7d27\u4e00\u70b9\uff0c\u6536\u76ca\u548c\u56de\u64a4\u4e00\u8d77\u7f29\u3002<\/p>\n\n\n\n

    \u8fd9\u7b14\u8d26\u5f97\u7b97\u6e05\u695a\u3002\u56db\u6761\u89c4\u5219\u91cc\u4e24\u6761\u662f\u88c5\u9970\uff0c\u5269\u4e0b\u4e24\u6761\u662f\u4e00\u4e2a\u98ce\u9669\u523b\u5ea6\u76d8\u3002\u62e7\u677e\u4e86\u591a\u8d5a\u4e5f\u591a\u5403\u56de\u64a4\uff0c\u62e7\u7d27\u4e86\u90fd\u5c0f\u3002\u5b83\u51b3\u5b9a\u7684\u662f\u613f\u610f\u62ff\u591a\u5927\u6ce2\u52a8\u53bb\u6362\u8fd9\u70b9\u6536\u76ca\uff0c\u4e0d\u662f\u80fd\u4e0d\u80fd\u8d5a\u94b1\u3002<\/p>\n\n\n\n

    \u516d\u5e74\u6ca1\u521b\u65b0\u9ad8<\/strong><\/h2>\n\n\n\n

    \u8fd9\u4e2a\u6570\u51fa\u6765\u4ee5\u540e\uff0c\u6211\u6539\u4e86\u539f\u672c\u60f3\u5199\u7684\u7ed3\u5c3e\u3002\u5b83 82.94% \u7684\u65f6\u95f4\u7a7a\u7740\uff0c\u6743\u76ca\u66f2\u7ebf\u9760\u4e00\u7b14\u7b14\u5c0f\u8d5a\u5f80\u4e0a\u5792\u3002\u5792\u5f97\u6162\uff0c\u5c31\u610f\u5473\u7740\u79bb\u524d\u9ad8\u8fd1\u7684\u65f6\u5019\u591a\u3002\u6211\u6570\u4e86\u4e00\u4e0b\uff0c\u6700\u957f\u7684\u4e00\u6bb5 1497 \u4e2a\u4ea4\u6613\u65e5\u6ca1\u56de\u5230\u65b0\u9ad8\u3002\u5dee\u4e0d\u591a 5.9 \u5feb 6 \u5e74\uff0c91.8% \u7684\u4ea4\u6613\u65e5\u90fd\u5728\u6c34\u4e0b\u3002<\/p>\n\n\n\n

    \u5e74\u5316 2.56% \u5df2\u7ecf\u4e0d\u7b97\u9ad8\uff0c\u518d\u53e0\u52a0\u4e94\u5e74\u534a\u4e0d\u521b\u65b0\u9ad8\uff0c\u5f88\u96be\u6709\u4eba\u5728\u7b2c 300 \u7b14\u4e4b\u524d\u4e0d\u5173\u6389\u5b83\u3002\u8fd9\u4e0d\u662f\u5fc3\u6001\u95ee\u9898\uff0c\u662f\u8bbe\u8ba1\u95ee\u9898\u3002\u4e00\u4e2a\u53ea\u8d5a\u96f6\u5934\u7684\u7b56\u7565\uff0c\u5fc5\u987b\u914d\u4e0a\u8db3\u591f\u591a\u7684\u73b0\u91d1\u53bb\u5e72\u522b\u7684\u4e8b\uff0c\u5426\u5219\u5b83\u8fde\u88ab\u575a\u6301\u4e0b\u6765\u7684\u8d44\u683c\u90fd\u6ca1\u6709\u3002<\/p>\n\n\n\n

    \u6240\u4ee5\u5b83\u5230\u5e95\u80fd\u5e72\u4ec0\u4e48<\/strong><\/h2>\n\n\n\n

    \u56de\u5230\u5f00\u5934\u90a3\u4e24\u4e2a\u95ee\u9898\u3002\u89c4\u5219\u6709\u6548\u5417\uff1f<\/strong>\u65b9\u5411\u4e0a\u6709\u6548\u3002\u6700\u5dee\u7684\u4e24\u7b14\u8ddf\u6211\u7b97\u51fa\u6765\u7684\u5e74\u4efd\u3001\u5e45\u5ea6\u5b8c\u5168\u5bf9\u5f97\u4e0a\uff0c2008 \u5e74 9 \u6708\u548c 2018 \u5e74 1 \u6708\u5404\u7ea6 -7%\u3002\u6700\u5927\u56de\u64a4\u4e5f\u56e0\u6b64\u4e00\u6a21\u4e00\u6837\u3002\u8fd9\u8bf4\u660e\u4e70\u5356\u70b9\u7684\u5224\u5b9a\u6ca1\u8dd1\u504f\uff0c\u5dee\u7684\u662f\u6837\u672c\u548c\u53e3\u5f84\uff0c\u4e0d\u662f\u5b9e\u73b0\u3002<\/p>\n\n\n\n

    \u80fd\u5f53\u72ec\u7acb\u7b56\u7565\u7528\u5417\uff1f<\/strong>\u6211\u7684\u56de\u7b54\u662f\u4e0d\u80fd\u3002\u5e74\u5316\u8f93 3.81 \u4e2a\u767e\u5206\u70b9\uff0c\u968f\u673a\u8fdb\u573a\u6ca1\u8fc7 5% \u7ebf\uff0c\u56db\u6761\u89c4\u5219\u91cc\u4e24\u6761\u5728\u5212\u6c34\u3002<\/p>\n\n\n\n

    \u90a3\u5b83\u80fd\u5e72\u4ec0\u4e48\uff1f<\/strong>\u6211\u66f4\u503e\u5411\u628a\u5b83\u5f53\u8fdb\u573a\u7684\u5f00\u5173\uff0c\u4e0d\u5f53\u72ec\u7acb\u7b56\u7565\u3002\u5b83\u56de\u7b54\u7684\u95ee\u9898\u662f\u4eca\u5929\u8be5\u4e0d\u8be5\u52a8\u624b\u3002\u4e0d\u56de\u7b54\u8be5\u4e70\u591a\u5c11\u3001\u62ff\u591a\u4e45\u3002\u8fd9\u4e2a\u987a\u5e8f\u4e00\u65e6\u53cd\u4e86\uff0c\u5c31\u53d8\u6210\u62ff\u4e00\u4e2a 0.28% \u7684\u8fb9\u9645\u53bb\u627f\u62c5\u4e00\u6b21 -7% \u7684\u5c3e\u90e8\u3002<\/p>\n\n\n\n

    \u843d\u5230\u4e00\u4e2a\u52a8\u4f5c\uff0c\u5c31\u4e00\u53e5\u8bdd\u3002\u628a\u8fd9 82.94% \u7684\u73b0\u91d1\u65f6\u95f4\u914d\u7ed9\u4e00\u4e2a\u80fd\u81ea\u5df1\u957f\u5927\u7684\u4e1c\u897f\uff0c\u6bd4\u5982\u5b9a\u6295\u3002\u53ea\u5728 IBS \u4f4e\u4e8e 0.5 \u7684\u65e5\u5b50\uff0c\u628a\u5f53\u671f\u90a3\u7b14\u63d0\u524d\u6253\u8fdb\u53bb\u3002<\/strong>\u8fd9\u6837\u5b83\u8d5a\u7684\u662f\u80fd\u8ba9\u4f60\u4e70\u5f97\u4fbf\u5b9c\u4e00\u70b9\uff0c\u800c\u4e0d\u518d\u662f\u8dd1\u8d62\u5e02\u573a\uff01<\/p>\n\n\n\n

    \u9644\uff1a\u6838\u5fc3\u4ee3\u7801<\/strong><\/h2>\n\n\n\n

    \u6307\u6807\u3001\u4fe1\u53f7\u3001\u56de\u6d4b\u5faa\u73af\u4e00\u5171\u56db\u5341\u6765\u884c\uff0c\u6362\u6807\u7684\u53ea\u6539\u8bfb\u6570\u636e\u90a3\u4e00\u6b65\u3002\u8dd1\u5b8c\u6253\u5370\u7b14\u6570\u548c\u5e74\u5316\u3002<\/p>\n\n\n\n

    # \u6570\u636e\uff1adate \u7d22\u5f15\uff0copen\/high\/low\/close \u56db\u5217\ngap = df[\"high\"] - df[\"low\"]\ngap = gap.replace(0, np.nan)\nibs = (df[\"close\"] - df[\"low\"]) \/ gap\nibs_p = ibs.shift(1)\n\ndlt = df[\"close\"].diff()\n# Wilder \u5e73\u6ed1\nk = dict(alpha=.2, adjust=False)\nk[\"min_periods\"] = 5\nup = dlt.clip(lower=0).ewm(**k).mean()\ndn = (-dlt.clip(upper=0)).ewm(**k).mean()\nrsi5 = 100 - 100 \/ (1 + up \/ dn)\n\nlo = (ibs_p < 0.2) & (ibs > ibs_p)\ncond = lo & (ibs < 0.5) & (rsi5 < 50)\nentry = cond.fillna(False).to_numpy()\nprev_high = df[\"high\"].shift(1)\nexit_ = (df[\"close\"] > prev_high)\nexit_ = exit_.fillna(False).to_numpy()\n\n# \u6b21\u65e5\u5f00\u76d8\u6210\u4ea4\uff0c\u6210\u672c\u8fdb\u51fa\u5404\u6263\u4e00\u6b21\no = df[\"open\"].to_numpy()\nc = df[\"close\"].to_numpy()\ncost, cash, shares = 0.0003, 100_000.0, 0.0\nhold, pend_e, pend_x = -1, False, False\neq, rets = [], []\n\nfor i in range(len(df)):\n    if pend_x:\n        cash = shares * o[i] * (1 - cost)\n        rets.append(cash \/ eq_in - 1)\n        shares, hold, pend_x = 0.0, -1, False\n    if pend_e:\n        eq_in = cash\n        shares = cash \/ (o[i] * (1 + cost))\n        cash, hold, pend_e = 0.0, i, False\n    eq.append(cash + shares * c[i])\n    if hold >= 0 and exit_[i] and i > hold:\n        pend_x = True\n    elif hold < 0 and entry[i]:\n        pend_e = True\n\nd0, d1 = df.index[0], df.index[-1]\nyrs = (d1 - d0).days \/ 365.25\ncagr = (eq[-1] \/ eq[0]) ** (1 \/ yrs) - 1\nprint(len(rets), f\"{cagr * 100:.2f}%\")<\/code><\/pre>\n\n\n\n
    \u8dd1\u51fa\u6765\u662f 205 \u7b14\u3001\u5e74\u5316 2.56%\u3001\u56de\u64a4 -13.54%\u3001\u671f\u672b 173,494\uff0c\u8ddf\u6b63\u6587\u90a3\u7ec4\u6570\u5b57\u4e00\u81f4\u3002\u968f\u673a\u8fdb\u573a\u548c\u6d88\u878d\u7684\u4ee3\u7801\u5728\u9879\u76ee\u76ee\u5f55\u53e6\u5916\u4e24\u652f\u811a\u672c\u91cc\uff0c\u6539\u7684\u662f entry<\/code> \u7684\u6784\u9020\u65b9\u5f0f\u548c\u6301\u4ed3\u65e5\u671f\u7684\u6765\u6e90\u3002<\/p>\n\n\n\n
    \n\n\n\n
    #\u56de\u6d4b<\/a>\u00a0#\u5747\u503c\u56de\u5f52<\/a>\u00a0#IBS<\/a>\u00a0#\u91cf\u5316\u7b56\u7565<\/a>\u00a0#Python<\/a>\u00a0#\u8fc7\u62df\u5408<\/a>\u00a0#ETF<\/a>\u00a0#\u968f\u673a\u8fdb\u573a\u68c0\u9a8c<\/a>\u00a0#\u7edf\u8ba1\u5b66\u663e\u8457\u6027<\/a>\u00a0#\u91cf\u5316\u7814\u7a76<\/a><\/p>\n\n\n\n
    \u56de\u6d4b\u7ed3\u679c\u4e0d\u9884\u793a\u672a\u6765\u8868\u73b0\uff0c\u672c\u6587\u4e0d\u6784\u6210\u64cd\u4f5c\u5efa\u8bae\u3002<\/p>\n\n\n\n
    <\/p>\n","protected":false},"excerpt":{"rendered":"
    \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\u9ad8\u80dc\u7387\u7b56\u7565\u6700\u6015\u8fd9\u4e00\u95ee\uff1a\u6362\u6210\u968f\u673a\u8fdb\u573a\u8fd8\u884c\u5417\uff1f<\/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-5238","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\/5238","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=5238"}],"version-history":[{"count":2,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/5238\/revisions"}],"predecessor-version":[{"id":5247,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/5238\/revisions\/5247"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=5238"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=5238"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=5238"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}