using System;
using System.Collections.Generic;
namespace BollingerBandsTradingStrategy
{
class Program
{
static void Main(string[] args)
{
// 载入历史价格数据和RSI参数
List<double> priceData = new List<double>() { 10.2, 9.8, 9.5, 11.0, 12.3, 13.1, 12.7, 11.8, 10.9, 10.6, 11.2, 11.7, 11.6, 11.4 };
int period = 14; // 布林线周期
double k = 2; // 上下轨道宽度倍数
int rsiPeriod = 14; // RSI周期
int overboughtThreshold = 70; // RSI超买阈值
int oversoldThreshold = 30; // RSI超卖阈值
// 计算布林线指标和RSI指标
List<double> upperBand = new List<double>();
List<double> middleBand = new List<double>();
List<double> lowerBand = new List<double>();
List<double> rsi = new List<double>();
for (int i = 0; i < priceData.C
策略模型以下是一个在BOLL+RSI指标的C#代码示例:
于 2023-04-17 13:37:15 首次发布