{"id":143,"date":"2025-06-18T05:51:41","date_gmt":"2025-06-18T05:51:41","guid":{"rendered":"https:\/\/blog.alltick.co\/ja-jp\/?p=143"},"modified":"2025-06-18T05:51:46","modified_gmt":"2025-06-18T05:51:46","slug":"quantitative-practice-in-depth-explanation-of-the-rsi-indicator","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/ja-jp\/quantitative-practice-in-depth-explanation-of-the-rsi-indicator\/","title":{"rendered":"\u5b9a\u91cf\u5b9f\u8df5\uff1aRSI\uff08\u76f8\u5bfe\u529b\u6307\u6570\uff09\u6307\u6a19\u306e\u5fb9\u5e95\u89e3\u8aac"},"content":{"rendered":"\n<p>RSI\uff08Relative Strength Index\u3001\u76f8\u5bfe\u529b\u6307\u6570\uff09\u306f\u3001\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3067\u7528\u3044\u3089\u308c\u308b\u30e2\u30e1\u30f3\u30bf\u30e0\u7cfb\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u3067\u30011978\u5e74\u306bJ\u30fb\u30a6\u30a7\u30eb\u30ba\u30fb\u30ef\u30a4\u30eb\u30c0\u30fc\u306b\u3088\u3063\u3066\u63d0\u5531\u3055\u308c\u307e\u3057\u305f\u3002RSI\u306f\u3001\u4e00\u5b9a\u671f\u9593\u306b\u304a\u3051\u308b\u4fa1\u683c\u306e\u4e0a\u6607\u5e45\u3068\u4e0b\u843d\u5e45\u3092\u6bd4\u8f03\u3059\u308b\u3053\u3068\u3067\u3001\u4fa1\u683c\u5909\u52d5\u306e\u52e2\u3044\uff08\u30b9\u30d4\u30fc\u30c9\u3068\u5927\u304d\u3055\uff09\u3092\u6e2c\u5b9a\u3057\u307e\u3059\u3002\u4e3b\u306b\u300c\u8cb7\u308f\u308c\u3059\u304e\u300d\u3084\u300c\u58f2\u3089\u308c\u3059\u304e\u300d\u3092\u5224\u65ad\u3059\u308b\u305f\u3081\u306b\u4f7f\u7528\u3055\u308c\u3001\u58f2\u8cb7\u5224\u65ad\u306e\u4e00\u52a9\u3068\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>RSI\u306e\u57fa\u672c\u539f\u7406<\/strong><\/h2>\n\n\n\n<p>RSI\u306e\u6838\u3068\u306a\u308b\u8003\u3048\u65b9\u306f\u300c\u76f8\u5bfe\u7684\u306a\u5f37\u3055\u300d\u306b\u3042\u308a\u307e\u3059\u3002\u3053\u308c\u306f\u3001\u7279\u5b9a\u306e\u671f\u9593\u306b\u304a\u3051\u308b\u4fa1\u683c\u5909\u5316\u306e\u6bd4\u7387\u3092\u610f\u5473\u3057\u307e\u3059\u3002RSI\u306e\u5024\u306f0\u301c100\u306e\u7bc4\u56f2\u3067\u8868\u3055\u308c\u3001\u4e00\u822c\u7684\u306b\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u89e3\u91c8\u3055\u308c\u307e\u3059\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>RSI\u304c70\u3092\u8d85\u3048\u308b<\/strong> \u2192 \u8cb7\u308f\u308c\u3059\u304e\uff08\u58f2\u308a\u30b7\u30b0\u30ca\u30eb\u306e\u53ef\u80fd\u6027\uff09<\/li>\n\n\n\n<li><strong>RSI\u304c30\u3092\u4e0b\u56de\u308b<\/strong> \u2192 \u58f2\u3089\u308c\u3059\u304e\uff08\u8cb7\u3044\u30b7\u30b0\u30ca\u30eb\u306e\u53ef\u80fd\u6027\uff09<\/li>\n<\/ul>\n\n\n\n<p>\u3053\u306e\u80cc\u666f\u306b\u306f\u3001\u300c\u5f37\u3044\u77ed\u671f\u7684\u306a\u4fa1\u683c\u5909\u52d5\u306f\u3084\u304c\u3066\u52e2\u3044\u3092\u5931\u3044\u3001\u53cd\u8ee2\u3059\u308b\u50be\u5411\u304c\u3042\u308b\u300d\u3068\u3044\u3046\u524d\u63d0\u304c\u3042\u308a\u307e\u3059\u3002RSI\u306f\u3001\u4fa1\u683c\u5909\u52d5\u306b\u304a\u3051\u308b\u30ce\u30a4\u30ba\u3092\u5e73\u6ed1\u5316\u3057\u3001\u5e02\u5834\u5168\u4f53\u306e\u50be\u5411\u3092\u53cd\u6620\u3059\u308b\u305f\u3081\u306b\u3001\u5e73\u5747\u5316\u3055\u308c\u305f\u4e0a\u6607\uff0f\u4e0b\u843d\u5024\u3092\u7528\u3044\u3066\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>RSI\u306e\u8a08\u7b97\u65b9\u6cd5<\/strong><\/h2>\n\n\n\n<p>RSI\u306f\u4ee5\u4e0b\u306e\u30b9\u30c6\u30c3\u30d7\u3067\u8a08\u7b97\u3055\u308c\u307e\u3059\uff1a<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>1. \u671f\u9593\u3092\u8a2d\u5b9a<\/strong><\/h4>\n\n\n\n<p>\u6a19\u6e96\u3067\u306f\u300c14\u65e5\u9593\u300d\u304c\u4f7f\u7528\u3055\u308c\u307e\u3059\u304c\u3001\u6226\u7565\u306b\u5fdc\u3058\u3066\u5909\u66f4\u53ef\u80fd\u3067\u3059\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>2. \u65e5\u3054\u3068\u306e\u4fa1\u683c\u5909\u5316\u3092\u7b97\u51fa<\/strong><\/h4>\n\n\n\n<p>\u5404\u65e5\u306e\u7d42\u5024\u304b\u3089\u524d\u65e5\u306e\u7d42\u5024\u3092\u5f15\u304d\u3001\u5909\u5316\u5e45\u3092\u6c42\u3081\u307e\u3059\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u30d7\u30e9\u30b9\u306e\u5024\uff1a\u4e0a\u6607\u65e5<\/li>\n\n\n\n<li>\u30de\u30a4\u30ca\u30b9\u306e\u5024\uff1a\u4e0b\u843d\u65e5<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>3. \u5e73\u5747\u4e0a\u6607\u5e45\u30fb\u5e73\u5747\u4e0b\u843d\u5e45\u3092\u8a08\u7b97<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u5e73\u5747\u4e0a\u6607\u5e45<\/strong> \uff1d \u4e0a\u6607\u65e5\u306e\u5408\u8a08\u5024 \u00f7 \u671f\u9593<\/li>\n\n\n\n<li><strong>\u5e73\u5747\u4e0b\u843d\u5e45<\/strong> \uff1d \u4e0b\u843d\u65e5\u306e\u7d76\u5bfe\u5024\u5408\u8a08 \u00f7 \u671f\u9593<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>4. \u76f8\u5bfe\u529b\uff08RS\uff09\u3092\u8a08\u7b97<\/strong><\/h4>\n\n\n\n<p><strong>RS = \u5e73\u5747\u4e0a\u6607\u5e45 \u00f7 \u5e73\u5747\u4e0b\u843d\u5e45<\/strong><\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>5. RSI\u3092\u7b97\u51fa<\/strong><\/h4>\n\n\n\n<p><strong>RSI = 100 \u2212 [100 \u00f7 (1 + RS)]<\/strong><\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u3010\u8a08\u7b97\u4f8b\u3011<\/strong><\/h4>\n\n\n\n<p>14\u65e5\u9593\u306b\u304a\u3044\u3066\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u4e0a\u6607\u65e5\u304c8\u65e5\u3001\u5408\u8a08120\u30dd\u30a4\u30f3\u30c8<\/li>\n\n\n\n<li>\u4e0b\u843d\u65e5\u304c6\u65e5\u3001\u5408\u8a0840\u30dd\u30a4\u30f3\u30c8<\/li>\n<\/ul>\n\n\n\n<p>\u5e73\u5747\u4e0a\u6607\u5e45 = 120 \u00f7 14 \u2252 8.57<br>\u5e73\u5747\u4e0b\u843d\u5e45 = 40 \u00f7 14 \u2252 2.86<br>RS = 8.57 \u00f7 2.86 \u2252 3<br>RSI = 100 \u2212 [100 \u00f7 (1 + 3)] = 75<\/p>\n\n\n\n<p>\u2192 \u3053\u306e\u5834\u5408\u3001<strong>RSI 75<\/strong> \u306f\u8cb7\u308f\u308c\u3059\u304e\u3092\u793a\u5506\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>RSI\u306e\u671f\u9593\u8a2d\u5b9a\u306b\u3064\u3044\u3066<\/strong><\/h2>\n\n\n\n<p>RSI\u306e\u671f\u9593\u306f\u8abf\u6574\u53ef\u80fd\u3067\u3001\u7528\u9014\u306b\u3088\u308a\u7570\u306a\u308a\u307e\u3059\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>14\u65e5RSI<\/strong>\uff1a\u30ef\u30a4\u30eb\u30c0\u30fc\u63a8\u5968\u3002\u30d0\u30e9\u30f3\u30b9\u826f\u597d\u3067\u77ed\u301c\u4e2d\u671f\u30c8\u30ec\u30fc\u30c9\u5411\u304d<\/li>\n\n\n\n<li><strong>7\u65e5RSI<\/strong>\uff1a\u611f\u5ea6\u304c\u9ad8\u304f\u3001\u77ed\u671f\u30c8\u30ec\u30fc\u30c9\u306b\u9069\u3059\u304c\u30c0\u30de\u30b7\u3082\u591a\u3044<\/li>\n\n\n\n<li><strong>21\u65e5RSI<\/strong>\uff1a\u30ce\u30a4\u30ba\u304c\u5c11\u306a\u304f\u9577\u671f\u5411\u304d\u3002\u305f\u3060\u3057\u53cd\u5fdc\u306f\u9045\u3044<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n\n\n\n<p>\u5e02\u5834\u306b\u3088\u3063\u3066\u3082\u6700\u9069\u8a2d\u5b9a\u306f\u7570\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u7c73\u56fd\u682a\u3067\u306f14\u65e5\u304c\u6a19\u6e96<\/li>\n\n\n\n<li>A\u682a\u5e02\u5834\u3067\u306f9\u65e5RSI\u304c\u3088\u304f\u4f7f\u308f\u308c\u307e\u3059<\/li>\n\n\n\n<li>\u5916\u70ba\uff08FX\uff09\u306f7\u65e5\u307e\u305f\u306f9\u65e5\u304c\u4e3b\u6d41<\/li>\n\n\n\n<li>\u4eee\u60f3\u901a\u8ca8\u306e\u3088\u3046\u306a\u9ad8\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u8cc7\u7523\u3067\u306f\u30015\u301c7\u65e5RSI\u304c\u597d\u307e\u308c\u307e\u3059<\/li>\n<\/ul>\n\n\n\n<p>\u2192 <strong>\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u306b\u3088\u308b\u8abf\u6574\u304c\u5fc5\u9808\u3067\u3059\u3002<\/strong><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>RSI\u3092\u6d3b\u7528\u3057\u305f\u30c8\u30ec\u30fc\u30c9\u6226\u7565<\/strong><\/h2>\n\n\n\n<p>RSI\u306f\u4e3b\u306b\u300c\u53cd\u8ee2\u30b7\u30b0\u30ca\u30eb\u300d\u3092\u898b\u3064\u3051\u308b\u305f\u3081\u306b\u7528\u3044\u3089\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u58f2\u3089\u308c\u3059\u304e\u6226\u7565<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>RSI &lt; 30 \u2192 \u8cb7\u3044\u30b5\u30a4\u30f3\uff08\u53cd\u767a\u671f\u5f85\uff09<\/li>\n\n\n\n<li>RSI\u304c30\u3092\u4e0a\u56de\u308b\u3053\u3068\u3067\u53cd\u8ee2\u78ba\u8a8d\u3068\u307f\u306a\u3059<br>\u203b \u4ed6\u306e\u6307\u6a19\u3068\u4f75\u7528\u3057\u3001\u30c0\u30de\u30b7\u56de\u907f\u304c\u91cd\u8981<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u8cb7\u308f\u308c\u3059\u304e\u6226\u7565<\/strong><\/h4>\n\n\n\n<ul class=\"wp-block-list\">\n<li>RSI > 70 \u2192 \u58f2\u308a\u30b5\u30a4\u30f3\uff08\u53cd\u843d\u8b66\u6212\uff09<\/li>\n\n\n\n<li>RSI\u304c70\u3092\u4e0b\u56de\u308b\u30bf\u30a4\u30df\u30f3\u30b0\u3067\u58f2\u308a\u30a8\u30f3\u30c8\u30ea\u30fc\u3092\u691c\u8a0e<\/li>\n<\/ul>\n\n\n\n<h4 class=\"wp-block-heading\"><strong>\u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\u6226\u7565\uff08\u9006\u884c\u73fe\u8c61\uff09<\/strong><\/h4>\n\n\n\n<p>\u4fa1\u683c\u3068RSI\u306e\u52d5\u304d\u304c\u9006\u306b\u306a\u308b\u73fe\u8c61\u3067\u3001\u30c8\u30ec\u30f3\u30c9\u8ee2\u63db\u306e\u5146\u5019\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u5f31\u6c17\u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9<\/strong>\uff1a\u4fa1\u683c\u304c\u9ad8\u5024\u66f4\u65b0\u3001RSI\u304c\u4e0b\u843d \u2192 \u4e0b\u843d\u306e\u53ef\u80fd\u6027<\/li>\n\n\n\n<li><strong>\u5f37\u6c17\u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9<\/strong>\uff1a\u4fa1\u683c\u304c\u5b89\u5024\u66f4\u65b0\u3001RSI\u304c\u4e0a\u6607 \u2192 \u4e0a\u6607\u306e\u53ef\u80fd\u6027<\/li>\n<\/ul>\n\n\n\n<p>\u30bf\u30a4\u30df\u30f3\u30b0\u306e\u7cbe\u5ea6\u3092\u9ad8\u3081\u308b\u624b\u6cd5\u3068\u3057\u3066\u6709\u52b9\u3067\u3059\u3002<\/p>\n\n\n\n<p>RSI\u306f\u512a\u308c\u305f\u6307\u6a19\u3067\u3059\u304c\u3001\u5358\u72ec\u3067\u306e\u4f7f\u7528\u3067\u306f\u30c0\u30de\u30b7\u3082\u3042\u308a\u307e\u3059\u3002\u4ed6\u306e\u30c6\u30af\u30cb\u30ab\u30eb\u6307\u6a19\uff08\u305f\u3068\u3048\u3070MACD\uff09\u3068\u4f75\u7528\u3059\u308b\u3053\u3068\u3067\u7cbe\u5ea6\u304c\u9ad8\u307e\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"generic\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import pandas as pd\nimport requests\nimport ta\nimport time\n\ndef get_realtime_data(stock_code):\n    url = f\"https:\/\/api.alltick.io\/v1\/quotes\/{stock_code}\"\n    response = requests.get(url)\n    data = response.json()\n    return data\n\ndef rsi_strategy(data, rsi_period=14, rsi_oversold=30, rsi_overbought=70):\n    data['RSI'] = ta.momentum.rsi(data['close'], window=rsi_period)\n    data['Signal'] = 0\n    data['Signal'][data['RSI'] &lt; rsi_oversold] = 1\n    data['Signal'][data['RSI'] > rsi_overbought] = -1\n    return data\n\ndef simulate_trading(stock_code, interval=60):\n    while True:\n        data = get_realtime_data(stock_code)\n\n        df = pd.DataFrame(data)\n\n        df = rsi_strategy(df)\n\n        latest_signal = df['Signal'].iloc[-1]\n\n        if latest_signal == 1:\n            print(\"Buy\")\n        elif latest_signal == -1:\n            print(\"Sell\")\n        else:\n            print(\"No Signal\")\n        \n        time.sleep(interval)\n\nif __name__ == \"__main__\":\n    stock_code = \"00941.HK\"\n    simulate_trading(stock_code)<\/pre>\n","protected":false},"excerpt":{"rendered":"<p>RSI\uff08Relative Strength Index\u3001\u76f8\u5bfe\u529b\u6307\u6570\uff09\u306f\u3001\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3067\u7528\u3044\u3089\u308c\u308b\u30e2\u30e1\u30f3\u30bf\u30e0\u7cfb\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u3067\u30011978\u5e74\u306bJ\u30fb\u30a6\u30a7\u30eb\u30ba\u30fb\u30ef\u30a4\u30eb\u30c0\u30fc\u306b\u3088\u3063\u3066\u63d0\u5531\u3055\u308c\u307e\u3057\u305f\u3002RSI\u306f\u3001\u4e00\u5b9a\u671f\u9593\u306b\u304a\u3051\u308b\u4fa1\u683c\u306e\u4e0a [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":144,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[7],"tags":[],"class_list":["post-143","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-guide"],"featured_image_src":"https:\/\/i0.wp.com\/blog.alltick.co\/ja-jp\/wp-content\/uploads\/sites\/2\/2025\/06\/db73faaafcff40a19b1d8e952d75562b.png?fit=1600%2C900&ssl=1","author_info":{"display_name":"admin","author_link":"https:\/\/blog.alltick.co\/ja-jp\/author\/admin\/"},"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/143","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/comments?post=143"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/143\/revisions"}],"predecessor-version":[{"id":145,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/posts\/143\/revisions\/145"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media\/144"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/media?parent=143"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/categories?post=143"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/ja-jp\/wp-json\/wp\/v2\/tags?post=143"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}