{"id":255,"date":"2024-04-23T16:17:09","date_gmt":"2024-04-23T08:17:09","guid":{"rendered":"https:\/\/blog.alltick.co\/?p=255"},"modified":"2025-04-28T15:20:55","modified_gmt":"2025-04-28T07:20:55","slug":"bollinger-bands","status":"publish","type":"post","link":"https:\/\/blog.alltick.co\/zh-CN\/bollinger-bands\/","title":{"rendered":"Bollinger Bands \u5e03\u6797\u5e26\u7b56\u7565"},"content":{"rendered":"\n<p>\u5e03\u6797\u5e26\u7b56\u7565\u662f\u7531\u7ea6\u7ff0\u00b7\u5e03\u6797\u683c\uff08John Bollinger\uff09\u57281980\u5e74\u4ee3\u521d\u671f\u53d1\u660e\u7684\uff0c\u5b83\u662f\u4e00\u79cd\u975e\u5e38\u6d41\u884c\u7684\u6280\u672f\u5206\u6790\u5de5\u5177\uff0c\u7528\u4e8e\u8bc4\u4f30\u8d44\u4ea7\u4ef7\u683c\u7684\u9ad8\u4f4e\u548c\u6ce2\u52a8\u6027\u3002\u5e03\u6797\u5e26\u7531\u4e09\u6761\u7ebf\u7ec4\u6210\uff1a\u4e2d\u95f4\u7ebf\u662fn\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\uff08\u901a\u5e38\u662f20\u65e5\u7b80\u5355\u79fb\u52a8\u5e73\u5747\u7ebf\uff09\uff0c\u4e0a\u7ebf\u548c\u4e0b\u7ebf\u5206\u522b\u662f\u4e2d\u95f4\u7ebf\u4e0a\u4e0b\u7684\u6807\u51c6\u5dee\uff0c\u901a\u5e38\u8bbe\u7f6e\u4e3a2\u4e2a\u6807\u51c6\u5dee\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b56\u7565\u63cf\u8ff0<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u4e2d\u95f4\u7ebf\uff08Middle Band\uff09<\/strong>\uff1a\u8d44\u4ea7\u7684n\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\uff0c\u53cd\u6620\u4e86\u5e02\u573a\u7684\u4e2d\u671f\u8d8b\u52bf\u3002<\/li>\n\n\n\n<li><strong>\u4e0a\u7ebf\uff08Upper Band\uff09<\/strong>\uff1a\u4e2d\u95f4\u7ebf\u4e4b\u4e0a\u7684\u4e24\u4e2a\u6807\u51c6\u5dee\uff0c\u6807\u5fd7\u7740\u4ef7\u683c\u7684\u9ad8\u6ce2\u52a8\u533a\u57df\u3002<\/li>\n\n\n\n<li><strong>\u4e0b\u7ebf\uff08Lower Band\uff09<\/strong>\uff1a\u4e2d\u95f4\u7ebf\u4e4b\u4e0b\u7684\u4e24\u4e2a\u6807\u51c6\u5dee\uff0c\u6807\u5fd7\u7740\u4ef7\u683c\u7684\u4f4e\u6ce2\u52a8\u533a\u57df\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4ea4\u6613\u4fe1\u53f7<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u4e70\u5165\u4fe1\u53f7<\/strong>\uff1a\u5f53\u4ef7\u683c\u89e6\u53ca\u6216\u8dcc\u7834\u4e0b\u7ebf\u65f6\uff0c\u53ef\u80fd\u8868\u793a\u8d44\u4ea7\u88ab\u4f4e\u4f30\uff0c\u662f\u4e00\u4e2a\u4e70\u5165\u7684\u673a\u4f1a\u3002\u8fd9\u901a\u5e38\u88ab\u89c6\u4e3a\u5e02\u573a\u8fc7\u5ea6\u5356\u51fa\u7684\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u5356\u51fa\u4fe1\u53f7<\/strong>\uff1a\u5f53\u4ef7\u683c\u89e6\u53ca\u6216\u8d85\u8fc7\u4e0a\u7ebf\u65f6\uff0c\u53ef\u80fd\u8868\u793a\u8d44\u4ea7\u88ab\u9ad8\u4f30\uff0c\u662f\u4e00\u4e2a\u5356\u51fa\u7684\u673a\u4f1a\u3002\u8fd9\u901a\u5e38\u88ab\u89c6\u4e3a\u5e02\u573a\u8fc7\u5ea6\u4e70\u5165\u7684\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u6ce2\u52a8\u6027\u53d8\u5316<\/strong>\uff1a\u5e03\u6797\u5e26\u7684\u5bbd\u5ea6\u53d8\u5316\u53cd\u6620\u4e86\u5e02\u573a\u6ce2\u52a8\u6027\u7684\u53d8\u5316\u3002\u5e26\u5bbd\u6269\u5927\u8868\u793a\u6ce2\u52a8\u6027\u589e\u52a0\uff0c\u5e26\u5bbd\u7f29\u5c0f\u8868\u793a\u6ce2\u52a8\u6027\u51cf\u5c11\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b56\u7565\u4f18\u70b9<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u9002\u7528\u6027\u5e7f<\/strong>\uff1a\u5e03\u6797\u5e26\u7b56\u7565\u53ef\u4ee5\u5e94\u7528\u4e8e\u5404\u79cd\u5e02\u573a\u548c\u65f6\u95f4\u6846\u67b6\uff0c\u9002\u7528\u4e8e\u80a1\u7968\u3001\u5916\u6c47\u3001\u5546\u54c1\u7b49\u591a\u79cd\u8d44\u4ea7\u3002<\/li>\n\n\n\n<li><strong>\u76f4\u89c2\u6613\u61c2<\/strong>\uff1a\u5e03\u6797\u5e26\u7684\u89c6\u89c9\u6548\u679c\u5f3a\uff0c\u6613\u4e8e\u8bc6\u522b\u5e02\u573a\u7684\u8fc7\u5ea6\u4e70\u5165\u6216\u8fc7\u5ea6\u5356\u51fa\u72b6\u6001\u3002<\/li>\n\n\n\n<li><strong>\u7075\u6d3b\u6027<\/strong>\uff1a\u6295\u8d44\u8005\u53ef\u4ee5\u6839\u636e\u81ea\u5df1\u7684\u9700\u8981\u8c03\u6574\u79fb\u52a8\u5e73\u5747\u7ebf\u7684\u5468\u671f\u548c\u6807\u51c6\u5dee\u7684\u500d\u6570\uff0c\u4ee5\u9002\u5e94\u4e0d\u540c\u7684\u5e02\u573a\u6761\u4ef6\u548c\u4ea4\u6613\u98ce\u683c\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7b56\u7565\u7f3a\u70b9<\/strong><\/h2>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6ede\u540e\u6027<\/strong>\uff1a\u4f5c\u4e3a\u57fa\u4e8e\u5386\u53f2\u6570\u636e\u7684\u6307\u6807\uff0c\u5e03\u6797\u5e26\u5b58\u5728\u4e00\u5b9a\u7684\u6ede\u540e\u6027\uff0c\u53ef\u80fd\u5bfc\u81f4\u4fe1\u53f7\u5ef6\u8fdf\u3002<\/li>\n\n\n\n<li><strong>\u5047\u4fe1\u53f7<\/strong>\uff1a\u5728\u6ca1\u6709\u660e\u786e\u8d8b\u52bf\u7684\u5e02\u573a\u4e2d\uff0c\u5e03\u6797\u5e26\u53ef\u80fd\u4f1a\u4ea7\u751f\u8bef\u5bfc\u6027\u4fe1\u53f7\uff0c\u5bfc\u81f4\u9891\u7e41\u7684\u9519\u8bef\u4ea4\u6613\u3002<\/li>\n\n\n\n<li><strong>\u9700\u8981\u989d\u5916\u786e\u8ba4<\/strong>\uff1a\u4e3a\u4e86\u63d0\u9ad8\u4ea4\u6613\u7684\u6210\u529f\u7387\uff0c\u5efa\u8bae\u5c06\u5e03\u6797\u5e26\u7b56\u7565\u4e0e\u5176\u4ed6\u6307\u6807\u6216\u5206\u6790\u5de5\u5177\u7ed3\u5408\u4f7f\u7528\uff0c\u5982\u76f8\u5bf9\u5f3a\u5f31\u6307\u6570\uff08RSI\uff09\u3001MACD\u7b49\uff0c\u4ee5\u786e\u8ba4\u4fe1\u53f7\u7684\u6709\u6548\u6027\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u5b9e\u65bd\u5efa\u8bae<\/strong><\/h2>\n\n\n\n<p>\u5728\u4f7f\u7528\u5e03\u6797\u5e26\u7b56\u7565\u65f6\uff0c\u6295\u8d44\u8005\u5e94\u8be5\u8fdb\u884c\u56de\u6eaf\u6d4b\u8bd5\uff0c\u4ee5\u786e\u5b9a\u6700\u9002\u5408\u81ea\u5df1\u4ea4\u6613\u98ce\u683c\u7684\u53c2\u6570\u8bbe\u7f6e\u3002\u540c\u65f6\uff0c\u6ce8\u610f\u89c2\u5bdf\u5e02\u573a\u73af\u5883\u548c\u5176\u4ed6\u6280\u672f\u6307\u6807\u7684\u4fe1\u53f7\uff0c\u4ee5\u907f\u514d\u5047\u4fe1\u53f7\u5e76\u4f18\u5316\u5165\u573a\u548c\u9000\u51fa\u70b9\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7528Java\u5b9e\u73b0\u7684\u5e03\u6797\u5e26\u7b56\u7565\u793a\u4f8b<\/strong><\/h2>\n\n\n\n<pre class=\"EnlighterJSRAW\" data-enlighter-language=\"java\" data-enlighter-theme=\"\" data-enlighter-highlight=\"\" data-enlighter-linenumbers=\"\" data-enlighter-lineoffset=\"\" data-enlighter-title=\"\" data-enlighter-group=\"\">import java.util.List;\n\npublic class BollingerBandsStrategy {\n    public static void main(String[] args) {\n        List&lt;Double> prices = \/\/ \u83b7\u53d6\u4ef7\u683c\u6570\u636e\u7684\u65b9\u6cd5\uff0c\u4f8b\u5982\u4eceAPI\u6216\u6587\u4ef6\u4e2d\u8bfb\u53d6\n        int windowSize = 20; \/\/ \u79fb\u52a8\u7a97\u53e3\u5927\u5c0f\n        double numStdDeviations = 2.0; \/\/ \u6807\u51c6\u5dee\u500d\u6570\n        double upperBand;\n        double lowerBand;\n\n        for (int i = windowSize; i &lt; prices.size(); i++) {\n            \/\/ \u8ba1\u7b97\u79fb\u52a8\u5e73\u5747\u503c\u548c\u6807\u51c6\u5dee\n            List&lt;Double> window = prices.subList(i - windowSize, i);\n            double mean = calculateMean(window);\n            double stdDev = calculateStandardDeviation(window, mean);\n\n            \/\/ \u8ba1\u7b97\u5e03\u6797\u5e26\u4e0a\u8f68\u548c\u4e0b\u8f68\n            upperBand = mean + numStdDeviations * stdDev;\n            lowerBand = mean - numStdDeviations * stdDev;\n\n            \/\/ \u5224\u65ad\u4ef7\u683c\u7a81\u7834\u5e03\u6797\u5e26\n            double currentPrice = prices.get(i);\n            if (currentPrice > upperBand) {\n                \/\/ \u4ea7\u751f\u5356\u51fa\u4fe1\u53f7\uff0c\u4ef7\u683c\u7a81\u7834\u4e0a\u8f68\uff0c\u5356\u51fa\n                \/\/ \u6267\u884c\u5356\u51fa\u64cd\u4f5c\n                \/\/ ...\n            } else if (currentPrice &lt; lowerBand) {\n                \/\/ \u4ea7\u751f\u4e70\u5165\u4fe1\u53f7\uff0c\u4ef7\u683c\u7a81\u7834\u4e0b\u8f68\uff0c\u4e70\u5165\n                \/\/ \u6267\u884c\u4e70\u5165\u64cd\u4f5c\n                \/\/ ...\n            }\n        }\n    }\n\n    private static double calculateMean(List&lt;Double> values) {\n        double sum = 0.0;\n        for (double value : values) {\n            sum += value;\n        }\n        return sum \/ values.size();\n    }\n\n    private static double calculateStandardDeviation(List&lt;Double> values, double mean) {\n        double sumSquaredDiff = 0.0;\n        for (double value : values) {\n            double diff = value - mean;\n            sumSquaredDiff += diff * diff;\n        }\n        double variance = sumSquaredDiff \/ values.size();\n        return Math.sqrt(variance);\n    }\n}<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u7528Python\u5b9e\u73b0\u5e03\u6797\u5e26\u7b56\u7565<\/strong><\/h2>\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 numpy as np\nimport pandas as pd\n\ndef bollinger_bands_strategy(prices, window_size=20, num_std_deviations=2):\n    df = pd.DataFrame(prices, columns=['Close'])\n    df['Mean'] = df['Close'].rolling(window=window_size).mean()\n    df['Std'] = df['Close'].rolling(window=window_size).std()\n    df['UpperBand'] = df['Mean'] + num_std_deviations * df['Std']\n    df['LowerBand'] = df['Mean'] - num_std_deviations * df['Std']\n\n    df['Signal'] = 0\n    df.loc[df['Close'] > df['UpperBand'], 'Signal'] = -1  # \u5356\u51fa\u4fe1\u53f7\n    df.loc[df['Close'] &lt; df['LowerBand'], 'Signal'] = 1  # \u4e70\u5165\u4fe1\u53f7\n\n    df['Position'] = df['Signal'].diff()\n\n    return df\n\n# \u793a\u4f8b\u7528\u6cd5\nprices = [10.2, 11.4, 10.8, 12.1, 11.7, 10.9, 12.5, 11.8, 12.6, 13.2]\nresult = bollinger_bands_strategy(prices)\n\nprint(result)<\/pre>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u5e03\u6797\u5e26\u7b56\u7565\u662f\u7531\u7ea6\u7ff0\u00b7\u5e03\u6797\u683c\uff08John Bollinger\uff09\u57281980\u5e74\u4ee3\u521d\u671f\u53d1\u660e\u7684\uff0c\u5b83\u662f\u4e00\u79cd\u975e\u5e38\u6d41\u884c\u7684\u6280\u672f\u5206\u6790&#8230;<\/p>\n","protected":false},"author":1,"featured_media":258,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[8],"tags":[],"class_list":["post-255","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\/255","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\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/comments?post=255"}],"version-history":[{"count":2,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/255\/revisions"}],"predecessor-version":[{"id":257,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/posts\/255\/revisions\/257"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media\/258"}],"wp:attachment":[{"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/media?parent=255"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/categories?post=255"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/blog.alltick.co\/zh-CN\/wp-json\/wp\/v2\/tags?post=255"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}