RSI的传统解释和用法规定,70或以上的值表明证券超买或高估,可能会出现趋势逆转或纠正性价格回调。RSI读数为30或以下表示超卖或低估情况。
30=超卖 70=超买
感谢DieGobelMonte的建议。
回测测试
/*backtest start: 2022-01-01 09:00:00 end: 2022-05-24 15:00:00 period: 5m basePeriod: 1m exchanges: [{"eid":"Futures_CTP","currency":"FUTURES"}] args: [["v_input_int_1",12],["ContractType","i888",360008]] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © zdmre //@version=5 indicator("RSI by zdmre", overlay=false) len = input.int(60, minval=1, title='周期') src = input(hl2, '数据源') up = ta.rma(math.max(ta.change(src), 0), len) down = ta.rma(-math.min(ta.change(src), 0), len) rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down) plot(rsi, 'RSI', color=color.new(#7E57C2, 0)) band1 = hline(70, "Upper Band", color=#787B86) bandm = hline(50, "Middle Band", color=color.new(#787B86, 50)) band0 = hline(30, "Lower Band", color=#787B86) fill(band1, band0, color=color.rgb(126, 87, 194, 90), title="Background") ob= ta.cross(rsi, 70) == 1 and rsi >= 70 os = ta.cross(rsi, 30) == 1 and rsi <= 30 plot(ob ? rsi : na ,title='Overbought', style=plot.style_circles, color=color.new(color.red, 0), linewidth=5) plot(os ? rsi : na ,title='Oversold ', style=plot.style_circles, color=color.new(color.green, 0), linewidth=5) if ob strategy.entry("Enter Long", strategy.long) else if os strategy.entry("Enter Short", strategy.short)template: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6