{"id":10560,"date":"2026-01-15T12:01:15","date_gmt":"2026-01-15T04:01:15","guid":{"rendered":"https:\/\/blog.alltick.co\/zh-CN\/?p=10560"},"modified":"2026-01-15T12:01:20","modified_gmt":"2026-01-15T04:01:20","slug":"%e7%9f%ad%e7%ba%bf%e5%8a%a0%e5%af%86%e4%ba%a4%e6%98%93%e4%b8%ad%e7%9a%84%e5%8a%a8%e9%87%8f%e7%ad%96%e7%95%a5%ef%bc%9a%e4%bb%8e%e4%ba%a4%e6%98%93%e9%80%bb%e8%be%91%e5%88%b0%e5%8f%af%e6%89%a7%e8%a1%8c","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/%e7%9f%ad%e7%ba%bf%e5%8a%a0%e5%af%86%e4%ba%a4%e6%98%93%e4%b8%ad%e7%9a%84%e5%8a%a8%e9%87%8f%e7%ad%96%e7%95%a5%ef%bc%9a%e4%bb%8e%e4%ba%a4%e6%98%93%e9%80%bb%e8%be%91%e5%88%b0%e5%8f%af%e6%89%a7%e8%a1%8c\/","title":{"rendered":"\u77ed\u7ebf\u52a0\u5bc6\u4ea4\u6613\u4e2d\u7684\u52a8\u91cf\u7b56\u7565\uff1a\u4ece\u4ea4\u6613\u903b\u8f91\u5230\u53ef\u6267\u884c\u4ee3\u7801"},"content":{"rendered":"\n
\"\"<\/figure>\n\n\n\n

\u5728\u77ed\u5468\u671f\u52a0\u5bc6\u4ea4\u6613\u4e2d\uff0c\u5f88\u591a\u4ea4\u6613\u8005\u90fd\u4f1a\u9047\u5230\u7c7b\u4f3c\u95ee\u9898\uff1a \u8d8b\u52bf\u521a\u51fa\u73b0\u65f6\u6ca1\u8ddf\u4e0a\uff0c\u8ffd\u8fdb\u53bb\u53c8\u5bb9\u6613\u9047\u5230\u53cd\u8f6c\u3002\u6839\u672c\u539f\u56e0\u901a\u5e38\u4e0d\u662f\u201c\u5224\u65ad\u5931\u8bef\u201d\uff0c\u800c\u662f\u4fe1\u53f7\u4e0d\u53ef\u590d\u73b0\u3001\u89c4\u5219\u4e0d\u6e05\u6670<\/strong>\u3002<\/p>\n\n\n\n

\u52a8\u91cf\u4ea4\u6613\u7684\u4ef7\u503c\u5728\u4e8e\uff0c\u5b83\u53ef\u4ee5\u88ab\u62c6\u89e3\u4e3a\u660e\u786e\u6761\u4ef6 + \u8fde\u7eed\u9a8c\u8bc1<\/strong>\u7684\u7ed3\u6784\uff0c\u975e\u5e38\u9002\u5408\u7cfb\u7edf\u5316\u548c\u91cf\u5316\u5b9e\u73b0\u3002<\/p>\n\n\n\n

\u672c\u6587\u4ee5 \u53cc\u5747\u7ebf + RSI<\/strong> \u4e3a\u6838\u5fc3\uff0c\u6f14\u793a\u5982\u4f55\u5c06\u77ed\u7ebf\u52a8\u91cf\u7b56\u7565\u8f6c\u5316\u4e3a\u53ef\u6267\u884c\u903b\u8f91\uff0c\u5e76\u7ed9\u51fa\u591a\u8bed\u8a00\u5b9e\u73b0\u793a\u4f8b\u3002<\/p>\n\n\n\n

\u4e00\u3001\u7b56\u7565\u903b\u8f91\u7684\u91cf\u5316\u62c6\u89e3<\/h2>\n\n\n\n

1. \u6307\u6807\u5b9a\u4e49<\/h3>\n\n\n\n
    \n
  • \u5feb\u7ebf<\/strong>\uff1aMA\uff08\u5982 5-period Simple MA\uff09<\/li>\n\n\n\n
  • \u6162\u7ebf<\/strong>\uff1aEMA\uff08\u5982 20-period Exponential MA\uff09<\/li>\n\n\n\n
  • RSI<\/strong>\uff1a14-period<\/li>\n<\/ul>\n\n\n\n

    2. \u591a\u5934\u52a8\u91cf\u6210\u7acb\u7684\u5fc5\u8981\u6761\u4ef6<\/h3>\n\n\n\n

    \u7528\u201c\u540c\u65f6\u6ee1\u8db3\u201d\u800c\u4e0d\u662f\u201c\u5927\u81f4\u611f\u89c9\u201d\u6765\u5b9a\u4e49\u4fe1\u53f7\uff1a<\/p>\n\n\n\n

      \n
    1. MA > EMA\uff08\u8d8b\u52bf\u65b9\u5411\uff09<\/li>\n\n\n\n
    2. \u5f53\u524d K \u7ebf \u6536\u76d8\u4ef7 > MA \u4e14 > EMA<\/strong><\/li>\n\n\n\n
    3. RSI \u2208 [50, 70]\uff08\u8d8b\u52bf\u5f3a\u5ea6\uff0c\u800c\u975e\u6781\u7aef\u8d85\u4e70\uff09<\/li>\n\n\n\n
    4. \u4fe1\u53f7\u53d1\u751f\u5728\u975e\u76d8\u6574\u533a\uff08\u53ef\u9009\u8fc7\u6ee4\uff09<\/li>\n<\/ol>\n\n\n\n

      \u7a7a\u5934\u6761\u4ef6\u903b\u8f91\u5b8c\u5168\u5bf9\u79f0\u3002<\/p>\n\n\n\n

      \u4e8c\u3001Python \u793a\u4f8b\uff08\u7b56\u7565\u56de\u6d4b \/ \u5feb\u901f\u9a8c\u8bc1\uff09<\/h2>\n\n\n\n

      \u9002\u5408\u91cf\u5316\u7814\u7a76\u3001\u56de\u6d4b\u548c\u539f\u578b\u9a8c\u8bc1\u3002<\/p>\n\n\n\n

      import pandas as pd\nimport ta\n\ndef momentum_signal(df):\n    df['ma'] = df['close'].rolling(5).mean()\n    df['ema'] = df['close'].ewm(span=20).mean()\n    df['rsi'] = ta.momentum.RSIIndicator(df['close'], window=14).rsi()\n\n    long_cond = (\n        (df['ma'] > df['ema']) &\n        (df['close'] > df['ma']) &\n        (df['close'] > df['ema']) &\n        (df['rsi'] >= 50) &\n        (df['rsi'] <= 70)\n    )\n\n    short_cond = (\n        (df['ma'] < df['ema']) &\n        (df['close'] < df['ma']) &\n        (df['close'] < df['ema']) &\n        (df['rsi'] >= 30) &\n        (df['rsi'] <= 50)\n    )\n\n    df['signal'] = 0\n    df.loc[long_cond, 'signal'] = 1\n    df.loc[short_cond, 'signal'] = -1\n\n    return df\n<\/pre>\n\n\n\n
      \u6280\u672f\u8981\u70b9<\/strong><\/p>\n\n\n\n
        \n
      • \u4fe1\u53f7\u662f\u79bb\u6563\u7684\uff08-1 \/ 0 \/ 1\uff09\uff0c\u4fbf\u4e8e\u56de\u6d4b\u548c\u7edf\u8ba1<\/li>\n\n\n\n
      • RSI \u4e0d\u8ffd\u6781\u503c\uff0c\u51cf\u5c11\u9707\u8361\u533a\u8bef\u89e6\u53d1<\/li>\n\n\n\n
      • \u53ef\u4ee5\u76f4\u63a5\u63a5\u5165\u5206\u949f\u7ea7\u5386\u53f2\u6570\u636e\u8fdb\u884c\u6ed1\u7a97\u56de\u6d4b<\/li>\n<\/ul>\n\n\n\n
        \u4e09\u3001Java \u793a\u4f8b\uff08\u5b9e\u65f6\u7b56\u7565 \/ \u4ea4\u6613\u7cfb\u7edf\uff09<\/h2>\n\n\n\n
        \u9002\u5408\u64ae\u5408\u7cfb\u7edf\u3001\u98ce\u63a7\u5f15\u64ce\u6216\u5b9e\u65f6\u4fe1\u53f7\u6a21\u5757\u3002<\/p>\n\n\n\n
        public boolean isLongSignal(\n        double close,\n        double ma,\n        double ema,\n        double rsi\n) {\n    return ma > ema\n        && close > ma\n        && close > ema\n        && rsi >= 50.0\n        && rsi <= 70.0;\n}\n\npublic boolean isShortSignal(\n        double close,\n        double ma,\n        double ema,\n        double rsi\n) {\n    return ma < ema\n        && close < ma\n        && close < ema\n        && rsi >= 30.0\n        && rsi <= 50.0;\n}\n<\/pre>\n\n\n\n
        \u5de5\u7a0b\u5b9e\u8df5\u5efa\u8bae<\/strong><\/p>\n\n\n\n
          \n
        • \u5747\u7ebf\u4e0e RSI \u8ba1\u7b97\u5efa\u8bae\u653e\u5728\u6307\u6807\u6a21\u5757<\/li>\n\n\n\n
        • Signal \u6a21\u5757\u53ea\u8d1f\u8d23\u6761\u4ef6\u5224\u65ad<\/strong><\/li>\n\n\n\n
        • \u53ef\u76f4\u63a5\u63a5 WebSocket \u884c\u60c5\u6d41\u9010 K \u66f4\u65b0<\/li>\n<\/ul>\n\n\n\n
          \u56db\u3001C++ \u793a\u4f8b\uff08\u4f4e\u5ef6\u8fdf \/ \u9ad8\u9891\u73af\u5883\uff09<\/h2>\n\n\n\n
          \u9002\u5408\u5bf9\u6027\u80fd\u8981\u6c42\u8f83\u9ad8\u7684\u884c\u60c5\u5904\u7406\u6216\u7b56\u7565\u6a21\u5757\u3002<\/p>\n\n\n\n
          struct Bar {\n    double close;\n    double ma;\n    double ema;\n    double rsi;\n};\n\nbool longSignal(const Bar& b) {\n    return b.ma > b.ema &&\n           b.close > b.ma &&\n           b.close > b.ema &&\n           b.rsi >= 50.0 &&\n           b.rsi <= 70.0;\n}\n\nbool shortSignal(const Bar& b) {\n    return b.ma < b.ema &&\n           b.close < b.ma &&\n           b.close < b.ema &&\n           b.rsi >= 30.0 &&\n           b.rsi <= 50.0;\n}\n<\/pre>\n\n\n\n
          \u9002\u7528\u573a\u666f<\/strong><\/p>\n\n\n\n
            \n
          • \u884c\u60c5 \u2192 \u6307\u6807 \u2192 \u4fe1\u53f7 \u2192 \u4e0b\u6e38\u6267\u884c<\/li>\n\n\n\n
          • \u53ef\u4e0e\u64ae\u5408\u3001\u98ce\u63a7\u6a21\u5757\u89e3\u8026<\/li>\n\n\n\n
          • \u975e\u5e38\u9002\u5408\u505a\u7b56\u7565\u56e0\u5b50\u5c42<\/li>\n<\/ul>\n\n\n\n
            \u4e94\u3001\u98ce\u9669\u63a7\u5236\u7684\u7a0b\u5e8f\u5316\u8868\u8fbe<\/h2>\n\n\n\n
            \u5f88\u591a\u7b56\u7565\u5931\u6548\uff0c\u5e76\u4e0d\u662f\u4fe1\u53f7\u9519\uff0c\u800c\u662f\u6ca1\u6709\u4e25\u683c\u7684\u9000\u51fa\u89c4\u5219<\/strong>\u3002<\/p>\n\n\n\n
            \u5e38\u89c1\u505a\u6cd5\uff1a<\/p>\n\n\n\n
              \n
            • \u591a\u5355\u6b62\u635f\uff1a\u6700\u8fd1\u4e00\u6839\u786e\u8ba4 K \u7684 EMA<\/li>\n\n\n\n
            • \u56fa\u5b9a\u98ce\u9669\u6bd4\uff1a\u5982 1 : 1.5 \u6216 1 : 2<\/li>\n\n\n\n
            • \u5355\u7b14\u98ce\u9669 \u2264 \u8d26\u6237\u8d44\u91d1\u7684 1%\u20132%<\/li>\n<\/ul>\n\n\n\n
              \u8fd9\u4e9b\u89c4\u5219\u540c\u6837\u53ef\u4ee5\u5b8c\u5168\u7a0b\u5e8f\u5316\uff0c\u800c\u4e0d\u662f\u4f9d\u8d56\u4eba\u5de5\u5224\u65ad\u3002<\/p>\n\n\n\n
              \u516d\u3001\u4e3a\u4ec0\u4e48\u52a8\u91cf\u7b56\u7565\u9002\u5408\u7cfb\u7edf\u5316<\/h2>\n\n\n\n
                \n
              • \u6761\u4ef6\u6e05\u6670\uff0c\u53ef\u590d\u73b0<\/li>\n\n\n\n
              • \u4e0d\u4f9d\u8d56\u4e3b\u89c2\u5224\u65ad<\/li>\n\n\n\n
              • \u6613\u4e8e\u7edf\u8ba1\u80dc\u7387\u3001\u671f\u671b\u503c<\/li>\n\n\n\n
              • \u80fd\u5feb\u901f\u5728\u4e0d\u540c\u54c1\u79cd\u3001\u5468\u671f\u4e0a\u9a8c\u8bc1<\/li>\n<\/ul>\n\n\n\n
                \u5728\u5b9e\u76d8\u6216\u6a21\u62df\u4e2d\uff0c\u914d\u5408\u7a33\u5b9a\u7684\u5b9e\u65f6\u884c\u60c5 + \u5386\u53f2\u6570\u636e<\/strong>\uff0c\u53ef\u4ee5\u5feb\u901f\u5b8c\u6210\uff1a<\/p>\n\n\n\n
                  \n
                • \u4fe1\u53f7\u56de\u653e<\/li>\n\n\n\n
                • \u53c2\u6570\u8c03\u6574<\/li>\n\n\n\n
                • \u4e0d\u540c\u5e02\u573a\u9636\u6bb5\u5bf9\u6bd4<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"
                  \u5728\u77ed\u5468\u671f\u52a0\u5bc6\u4ea4\u6613\u4e2d\uff0c\u5f88\u591a\u4ea4\u6613\u8005\u90fd\u4f1a\u9047\u5230\u7c7b\u4f3c\u95ee\u9898\uff1a \u8d8b\u52bf\u521a\u51fa\u73b0\u65f6\u6ca1\u8ddf\u4e0a\uff0c\u8ffd\u8fdb\u53bb\u53c8\u5bb9\u6613\u9047\u5230\u53cd\u8f6c\u3002\u6839\u672c\u539f\u56e0\u901a\u5e38\u4e0d\u662f\u201c…<\/p>\n","protected":false},"author":5,"featured_media":10564,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-10560","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-tick-data-wiki"],"acf":[],"_links":{"self":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10560","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/users\/5"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=10560"}],"version-history":[{"count":1,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10560\/revisions"}],"predecessor-version":[{"id":10565,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/10560\/revisions\/10565"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/10564"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=10560"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=10560"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=10560"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}