python rsi_使用python与rsi进行算法交易

最新推荐文章于 2024-07-15 12:58:26 发布

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最新推荐文章于 2024-07-15 12:58:26 发布

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文章标签：算法 python 人工智能机器学习区块链

原文链接：https://towardsdatascience.com/algorithmic-trading-with-rsi-using-python-f9823e550fe0

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本文介绍了如何使用Python结合相对强弱指数（RSI）进行算法交易。通过翻译自的数据科学文章，深入探讨了如何利用RSI这一技术指标分析金融市场并制定交易策略。

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python rsi

Machine Learning is computationally intensive, as the algorithm is not deterministic and therefore must be constantly tweaked over time. However, technical indicators are much quicker, as the equations do not change. This therefore improves their ability to be used for real-time trading.

机器学习是计算密集型的，因为该算法不是确定性的，因此必须随着时间不断进行调整。但是，技术指标要快得多，因为方程式不会改变。因此，这提高了它们用于实时交易的能力。

什么是RSI？ (What is RSI?)

To create a program that uses RSI, we must first understand the RSI indicator. RSI is an acronym of Relative Strength Index. It is a momentum indicator, that uses the magnitude of price changes, to evaluate if a security is overbought or oversold.

要创建使用RSI的程序，我们必须首先了解RSI指示器。 RSI是相对强度指数的缩写。它是一种动量指标，它使用价格变化的幅度来评估证券是超买还是超卖。

If the RSI value is over 70, the security is considered overbought, if the value is lower than 30, it is considered to be oversold. Overbought refers that the bubble created from the buying might pop soon, and therefore the price will drop. This creates a strong entry point.

如果RSI值超过70，则认为该证券超买，如果该值低于30，则认为其超卖。超买是指由购买产生的泡沫可能会很快消失，因此价格将下降。这创建了一个强大的切入点。

However, good practice is to make a selling order, only when the RSI value intersects the overbought line, as this is a more conservative approach. At least to guessing when the RSI will reach the highest point.

但是，好的做法是仅在RSI值与超买线相交时下达卖单，因为这是一种较为保守的方法。至少要猜测RSI何时达到最高点。