{"id":1979,"date":"2026-09-22T19:34:40","date_gmt":"2026-09-22T19:34:40","guid":{"rendered":"https:\/\/www.patternsmart.com\/cn\/?p=1979"},"modified":"2026-09-22T21:54:46","modified_gmt":"2026-09-22T21:54:46","slug":"%e8%83%8c%e7%a6%bb%e4%ba%a4%e6%98%93%e7%9a%84%e9%87%8f%e5%8c%96%e6%a1%86%e6%9e%b6%ef%bc%9a%e4%bf%a1%e5%8f%b7%e5%88%86%e7%b1%bb%e3%80%81%e6%8c%87%e6%a0%87%e6%9c%ba%e5%88%b6%e3%80%81%e7%ae%97%e6%b3%95","status":"publish","type":"post","link":"https:\/\/www.patternsmart.com\/cn\/%e8%83%8c%e7%a6%bb%e4%ba%a4%e6%98%93%e7%9a%84%e9%87%8f%e5%8c%96%e6%a1%86%e6%9e%b6%ef%bc%9a%e4%bf%a1%e5%8f%b7%e5%88%86%e7%b1%bb%e3%80%81%e6%8c%87%e6%a0%87%e6%9c%ba%e5%88%b6%e3%80%81%e7%ae%97%e6%b3%95\/","title":{"rendered":"\u80cc\u79bb\u4ea4\u6613\u7684\u91cf\u5316\u6846\u67b6\uff1a\u4fe1\u53f7\u5206\u7c7b\u3001\u6307\u6807\u673a\u5236\u3001\u7b97\u6cd5\u6ee4\u6ce2\u548c\u98ce\u9669\u67b6\u6784"},"content":{"rendered":"\n<h1 class=\"wp-block-heading\"><\/h1>\n\n\n\n<h2 class=\"wp-block-heading\">\u6838\u5fc3\u673a\u5236\u4e0e\u4fe1\u53f7\u5206\u7c7b<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u6280\u672f\u5206\u6790\u4e2d\uff0c\u80cc\u79bb\uff08Divergence\uff09\u63cf\u8ff0\u7684\u662f\u4ef7\u683c\u4f4d\u79fb\uff08\u7a7a\u95f4\u5e45\u503c\uff09\u4e0e\u52a8\u91cf\u632f\u8361\u6307\u6807\u8f68\u8ff9\uff08\u53d8\u5316\u7387\u6216\u901f\u5ea6\uff09\u4e4b\u95f4\u7684\u6570\u5b66\u53ca\u7ed3\u6784\u6027\u8131\u8282[cite: 3]\u3002\u4ef7\u683c\u53cd\u6620\u7684\u662f\u5e02\u573a\u53c2\u4e0e\u8005\u4e4b\u95f4\u5b9e\u9645\u5339\u914d\u6210\u4ea4\u7684\u8ba2\u5355\uff0c\u800c\u52a8\u91cf\u6307\u6807\u5219\u91cf\u5316\u4e86\u5728\u7279\u5b9a\u56de\u987e\u5468\u671f\u5185\u4ef7\u683c\u53d8\u52a8\u7684\u901f\u7387[cite: 3]\u3002\u5f53\u4ef7\u683c\u52a8\u4f5c\u51fa\u73b0\u6781\u7aef\u7684\u7ed3\u6784\u6027\u62d3\u5c55\uff0c\u4f46\u5bf9\u5e94\u7684\u52a8\u91cf\u5411\u91cf\u672a\u80fd\u540c\u6b65\u8ddf\u8fdb\u65f6\uff0c\u5373\u610f\u5473\u7740\u5e02\u573a\u5e95\u5c42\u673a\u5236\u53d1\u751f\u4e86\u5185\u5728\u8f6c\u79fb[cite: 3]\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7ed3\u6784\u4e0a\uff0c\u80cc\u79bb\u53ef\u5212\u5206\u4e3a\u4e24\u5927\u7c7b\uff1a\u5e38\u89c4\u80cc\u79bb\uff08Regular \/ Classic Divergence\uff0c\u4ea6\u79f0\u7ecf\u5178\u80cc\u79bb\uff09\u4e0e\u9690\u853d\u80cc\u79bb\uff08Hidden Divergence\uff09[cite: 3]\u3002\u6bcf\u79cd\u7c7b\u578b\u5747\u5305\u542b\u770b\u6da8\uff08\u591a\u5934\uff09\u4e0e\u770b\u8dcc\uff08\u7a7a\u5934\uff09\u4e24\u79cd\u53d8\u4f53\uff0c\u7528\u4e8e\u5224\u65ad\u8be5\u6280\u672f\u4fe1\u53f7\u9884\u793a\u7684\u662f\u5b8f\u89c2\u8d8b\u52bf\u7684\u53cd\u8f6c\u8fd8\u662f\u5ef6\u7eed[cite: 3]\u3002<\/p>\n\n\n\n<h3 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class=\"wp-block-heading\">\u5e38\u89c4\u770b\u6da8\u80cc\u79bb\uff08\u5e95\u80cc\u79bb\uff09<\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u76f8\u6bd4\u524d\u4e00\u6ce2\u6bb5\u4f4e\u70b9\u5237\u65b0\u51fa\u66f4\u4f4e\u7684\u4f4e\u70b9\uff08$LL_P$\uff09\uff0c\u4f46\u632f\u8361\u6307\u6807\u76f8\u6bd4\u5176\u524d\u4e00\u5bf9\u5e94\u4f4e\u70b9\u5374\u5f55\u5f97\u66f4\u9ad8\u7684\u4f4e\u70b9\uff08$HL_O$\uff09[cite: 3]\u3002\u53d7\u5c3e\u90e8\u6b62\u635f\u5355\u6216\u6fc0\u8fdb\u5e02\u4ef7\u5355\u7684\u9a71\u52a8\uff0c\u4ef7\u683c\u4e0b\u884c\u4f4d\u79fb\u4ecd\u5728\u5ef6\u7eed\uff0c\u4f46\u629b\u538b\u7684\u53d8\u5316\u7387\u6b63\u5728\u653e\u7f13[cite: 3]\u3002\u4e70\u76d8\u5438\u6536\uff08Buy-side absorption\uff09\u5f00\u59cb\u5728\u8f83\u4f4e\u7684\u4ef7\u683c\u533a\u95f4\u7d2f\u79ef\uff0c\u9884\u793a\u7740\u5356\u76d8\u8ba2\u5355\u6d41\u7684\u6d88\u8017\u4e0e\u67af\u7aed[cite: 3]\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\u5e38\u89c4\u770b\u8dcc\u80cc\u79bb\uff08\u9876\u80cc\u79bb\uff09<\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u76f8\u6bd4\u524d\u4e00\u6ce2\u6bb5\u9ad8\u70b9\u5237\u65b0\u51fa\u66f4\u9ad8\u7684\u9ad8\u70b9\uff08$HH_P$\uff09\uff0c\u4f46\u632f\u8361\u6307\u6807\u76f8\u6bd4\u5176\u524d\u4e00\u5bf9\u5e94\u9ad8\u70b9\u5374\u5f55\u5f97\u66f4\u4f4e\u7684\u9ad8\u70b9\uff08$LH_O$\uff09[cite: 3]\u3002\u5728\u4e70\u5165\u6b62\u635f\u7ea7\u8054\uff08Buy-stop cascades\uff09\u6216\u672b\u7a0b\u6563\u6237\u8ffd\u6da8\u52a8\u80fd\u7684\u63a8\u52a8\u4e0b\uff0c\u4ef7\u683c\u521b\u51fa\u65b0\u9ad8\uff0c\u4f46\u53d8\u5316\u7387\u6307\u6807\u663e\u793a\u6fc0\u8fdb\u4e70\u76d8\u6210\u4ea4\u91cf\u5df2\u5927\u5e45\u653e\u7f13[cite: 3]\u3002\u88ab\u52a8\u6d41\u52a8\u6027\u63d0\u4f9b\u8005\uff08Limit 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3]\u3002\u8fd9\u8868\u660e\u9006\u52bf\u56de\u8c03\u5df2\u5b8c\u5168\u91ca\u653e\u4e86\u6307\u6807\u52a8\u80fd\uff0c\u5374\u5e76\u672a\u7834\u574f\u4e3b\u5bfc\u7684\u5e02\u573a\u7ed3\u6784\uff0c\u4ece\u800c\u5728\u5b8f\u89c2\u8d8b\u52bf\u65b9\u5411\u4e0a\u63d0\u4f9b\u4e86\u9ad8\u80dc\u7387\u7684\u8fdb\u573a\u8282\u70b9[cite: 3]\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\u9690\u853d\u770b\u6da8\u80cc\u79bb\uff08\u770b\u6da8\u6301\u7eed\u80cc\u79bb\uff09<\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u76f8\u6bd4\u4e3b\u5b8f\u89c2\u4e0a\u6da8\u7ed3\u6784\u4fdd\u7559\u4e86\u66f4\u9ad8\u7684\u4f4e\u70b9\uff08$HL_P$\uff09\uff0c\u4f46\u632f\u8361\u6307\u6807\u76f8\u6bd4\u524d\u4e00\u4f4e\u70b9\u5374\u6253\u51fa\u4e86\u66f4\u4f4e\u7684\u4f4e\u70b9\uff08$LL_O$\uff09[cite: 3]\u3002\u5728\u4e0a\u5347\u8d8b\u52bf\u7684\u56de\u8c03\u9636\u6bb5\uff0c\u77ed\u671f\u9006\u52bf\u629b\u76d8\u5bfc\u81f4\u52a8\u91cf\u6307\u6807\u5267\u70c8\u4e0b\u63a2[cite: 3]\u3002\u7136\u800c\uff0c\u673a\u6784\u9700\u6c42\uff08Institutional demand\uff09\u5728\u8f83\u9ad8\u7684\u7ed3\u6784\u4f4e\u70b9\u5904\u5b8c\u6210\u4e86\u7b79\u7801\u5438\u6536\uff0c\u8bc1\u5b9e\u5c3d\u7ba1\u6307\u6807\u5df2\u8fbe\u5230\u6781\u7aef\u8d85\u5356\u72b6\u6001\uff0c\u5e95\u5c42\u5b8f\u89c2\u4e0a\u6da8\u8d8b\u52bf\u4f9d\u7136\u5b8c\u597d[cite: 3]\u3002<\/p>\n\n\n\n<h4 class=\"wp-block-heading\">\u9690\u853d\u770b\u8dcc\u80cc\u79bb\uff08\u770b\u8dcc\u6301\u7eed\u80cc\u79bb\uff09<\/h4>\n\n\n\n<p class=\"wp-block-paragraph\">\u4ef7\u683c\u76f8\u6bd4\u4e3b\u5b8f\u89c2\u4e0b\u8dcc\u7ed3\u6784\u4fdd\u7559\u4e86\u66f4\u4f4e\u7684\u9ad8\u70b9\uff08$LH_P$\uff09\uff0c\u4f46\u632f\u8361\u6307\u6807\u76f8\u6bd4\u524d\u4e00\u9ad8\u70b9\u5374\u5237\u65b0\u4e86\u66f4\u9ad8\u7684\u9ad8\u70b9\uff08$HH_O$\uff09[cite: 3]\u3002\u9006\u52bf\u53cd\u5f39\u5c06\u632f\u8361\u6307\u6807\u63a8\u5347\u81f3\u9ad8\u4f4d\uff0c\u4f46\u629b\u538b\u5728\u66f4\u4f4e\u7684\u7ed3\u6784\u6027\u4ef7\u683c\u9ad8\u70b9\u5904\u91cd\u65b0\u6d8c\u73b0[cite: 3]\u3002\u8fd9\u573a\u53cd\u5f39\u6d88\u8017\u4e86\u5927\u91cf\u6307\u6807\u52a8\u80fd\uff0c\u5374\u59cb\u7ec8\u65e0\u6cd5\u7a81\u7834\u7ed3\u6784\u6027\u4f9b\u5e94\u533a\uff0c\u8bc1\u5b9e\u5356\u65b9\u529b\u91cf\u4f9d\u7136\u7262\u7262\u4e3b\u5bfc\u5e02\u573a[cite: 3]\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><td><strong>\u80cc\u79bb\u7c7b\u578b<\/strong><\/td><td><strong>\u4ef7\u683c\u7ed3\u6784\u6781\u503c<\/strong><\/td><td><strong>\u632f\u8361\u6307\u6807\u7ed3\u6784\u6781\u503c<\/strong><\/td><td><strong>\u5e95\u5c42\u5e02\u573a\u72b6\u6001<\/strong><\/td><td><strong>\u6838\u5fc3\u4ea4\u6613\u4fe1\u53f7<\/strong><\/td><\/tr><\/thead><tbody><tr><td><strong>\u5e38\u89c4\u770b\u6da8\uff08\u5e95\u80cc\u79bb\uff09<\/strong><\/td><td>\u66f4\u4f4e\u7684\u4f4e\u70b9 ($LL_P$)<\/td><td>\u66f4\u9ad8\u7684\u4f4e\u70b9 ($HL_O$)<\/td><td>\u718a\u8f6c\u725b\u8fc7\u6e21\u671f<\/td><td>\u5b8f\u89c2\u53cd\u8f6c<\/td><\/tr><tr><td><strong>\u5e38\u89c4\u770b\u8dcc\uff08\u9876\u80cc\u79bb\uff09<\/strong><\/td><td>\u66f4\u9ad8\u7684\u9ad8\u70b9 ($HH_P$)<\/td><td>\u66f4\u4f4e\u7684\u9ad8\u70b9 ($LH_O$)<\/td><td>\u725b\u8f6c\u718a\u8fc7\u6e21\u671f<\/td><td>\u5b8f\u89c2\u53cd\u8f6c<\/td><\/tr><tr><td><strong>\u9690\u853d\u770b\u6da8\uff08\u6301\u7eed\u770b\u6da8\uff09<\/strong><\/td><td>\u66f4\u9ad8\u7684\u4f4e\u70b9 ($HL_P$)<\/td><td>\u66f4\u4f4e\u7684\u4f4e\u70b9 ($LL_O$)<\/td><td>\u4e0a\u5347\u8d8b\u52bf\u786e\u7acb<\/td><td>\u8d8b\u52bf\u5ef6\u7eed<\/td><\/tr><tr><td><strong>\u9690\u853d\u770b\u8dcc\uff08\u6301\u7eed\u770b\u8dcc\uff09<\/strong><\/td><td>\u66f4\u4f4e\u7684\u9ad8\u70b9 ($LH_P$)<\/td><td>\u66f4\u9ad8\u7684\u9ad8\u70b9 ($HH_O$)<\/td><td>\u4e0b\u964d\u8d8b\u52bf\u786e\u7acb<\/td><td>\u8d8b\u52bf\u5ef6\u7eed<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h3 class=\"wp-block-heading\">\u786e\u8ba4\u673a\u5236\u4e0e\u62d0\u70b9 Pivot \u8bc6\u522b<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u7cbe\u786e\u7684\u7ed3\u6784\u548c\u6307\u6807\u89e6\u53d1\u6761\u4ef6\u88ab\u9a8c\u8bc1\u524d\uff0c\u80cc\u79bb\u4fe1\u53f7\u59cb\u7ec8\u5904\u4e8e\u672a\u786e\u8ba4\u72b6\u6001[cite: 3]\u3002\u91cf\u5316\u4ea4\u6613\u7b97\u6cd5\u901a\u5e38\u9700\u8981\u4f7f\u7528 $N$ \u68d2\u62d0\u70b9\uff08$N$-bar pivot\uff09\u673a\u5236\u6765\u5bf9\u6ce2\u6bb5\u6781\u503c\u8fdb\u884c\u7a0b\u5e8f\u5316\u5b9a\u4e49[cite: 3]\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u9ad8\u70b9\u62d0\u70b9\u786e\u8ba4\uff08Pivot High\uff09<\/strong>\uff1a\u5f53\u4e2d\u5fc3 K \u7ebf\u7684\u6700\u9ad8\u4ef7\u9ad8\u4e8e\u524d $N$ \u6839\u548c\u540e $N$ \u6839 K \u7ebf\u7684\u6700\u9ad8\u4ef7\u65f6\u6210\u7acb\uff08$High_{t} &gt; \\max(High_{t-N}, \\dots, High_{t+N})$\uff09[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u4f4e\u70b9\u62d0\u70b9\u786e\u8ba4\uff08Pivot Low\uff09<\/strong>\uff1a\u5f53\u4e2d\u5fc3 K \u7ebf\u7684\u6700\u4f4e\u4ef7\u4f4e\u4e8e\u524d $N$ \u6839\u548c\u540e $N$ \u6839 K \u7ebf\u7684\u6700\u4f4e\u4ef7\u65f6\u6210\u7acb\uff08$Low_{t} < \\min(Low_{t-N}, \\dots, Low_{t+N})$\uff09[cite: 3]\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">\u7531\u4e8e $N$ \u68d2\u62d0\u70b9\u673a\u5236\u56fa\u7136\u4f1a\u5e26\u6765 $N$ \u6839 K \u7ebf\u7684\u6ede\u540e\uff0c\u56e0\u6b64\u4ea4\u6613\u7cfb\u7edf\u9700\u8981\u914d\u5408\u4e8c\u6b21\u5c40\u90e8\u6267\u884c\u89e6\u53d1\u4fe1\u53f7\u2014\u2014\u4f8b\u5982\u4ef7\u683c\u56fe\u8868\u4e0a\u7684\u5e02\u573a\u7ed3\u6784\u8f6c\u53d8\uff08MSS, Market Structure Shift\uff09\u6216\u632f\u8361\u6307\u6807\u7684\u4fe1\u53f7\u7ebf\u4ea4\u53c9\uff0c\u4ee5\u786e\u4fdd\u5728\u7ed3\u6784\u4fe1\u53f7\u8870\u9000\u524d\u5b8c\u6210\u4e0b\u5355\u6267\u884c[cite: 3]\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u6838\u5fc3\u6307\u6807\u5bf9\u6bd4\u77e9\u9635<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e0d\u540c\u7684\u52a8\u91cf\u632f\u8361\u6307\u6807\u5728\u6570\u5b66\u516c\u5f0f\u8bbe\u8ba1\u3001\u5bf9\u4ef7\u683c\u52a8\u6001\u7684\u654f\u611f\u5ea6\u4ee5\u53ca\u5bf9\u5e02\u573a\u6ce2\u52a8\u7387\u7684\u5904\u7406\u4e0a\u5b58\u5728\u663e\u8457\u5dee\u5f02[cite: 3]\u3002\u6df1\u5165\u7406\u89e3\u80cc\u79bb\u5728\u5404\u7c7b\u6307\u6807\u4e2d\u7684\u8868\u73b0\u5f62\u5f0f\uff0c\u5bf9\u4e8e\u5728\u7279\u5b9a\u5e02\u573a\u73af\u5883\uff08Regimes\uff09\u4e0b\u9009\u62e9\u5408\u9002\u7684\u5de5\u5177\u81f3\u5173\u91cd\u8981[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u5404\u7c7b\u6307\u6807\u8fd0\u4f5c\u673a\u5236\u89e3\u6790<\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u5e73\u5747\u5b9a\u5411\u79fb\u52a8\u6307\u6807 (ADX)<\/strong>\uff1a\u65e0\u65b9\u5411\u6027\u6307\u6807\uff0c\u53d6\u503c 0\u2013100\uff0c\u7528\u4e8e\u8861\u91cf\u8d8b\u52bf\u5f3a\u5ea6[cite: 3]\u3002\u5f53\u4ef7\u683c\u521b\u51fa\u65b0\u9ad8\u800c ADX \u5728 25 \u4e0a\u65b9\u5f62\u6210\u66f4\u4f4e\u7684\u9ad8\u70b9\u65f6\u51fa\u73b0\u80cc\u79bb\uff0c\u8868\u660e\u5c3d\u7ba1\u4ef7\u683c\u5728\u63a8\u8fdb\uff0c\u4f46\u8d8b\u52bf\u5f3a\u5ea6\u5df2\u5728\u8870\u51cf[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u987a\u52bf\u6307\u6807 (CCI)<\/strong>\uff1a\u975e\u53d7\u9650\u632f\u8361\u6307\u6807\uff0c\u7528\u4e8e\u8861\u91cf\u4ef7\u683c\u504f\u79bb\u7edf\u8ba1\u5e73\u5747\u503c\u7684\u7a0b\u5ea6\uff0c\u8ba1\u7b97\u516c\u5f0f\u4e3a $CCI = \\frac{P_{typical} &#8211; SMA}{0.015 \\times MAD}$[cite: 3]\u3002\u5bf9\u4ef7\u683c\u52a8\u6001\u51b2\u51fb\u6781\u5ea6\u654f\u611f\uff1b\u5728\u5267\u70c8\u7684\u5747\u503c\u56de\u5f52\u4e2d\u6613\u9891\u7e41\u53d1\u51fa\u80cc\u79bb\u4fe1\u53f7[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u52a8\u5411\u6307\u6807 (DMI)<\/strong>\uff1a\u7531 $+DI$ \u548c $-DI$ \u52a8\u5411\u7ebf\u7ec4\u6210[cite: 3]\u3002\u5f53\u4ef7\u683c\u6253\u51fa\u65b0\u9ad8\u800c $+DI$ \u5cf0\u503c\u8d70\u4f4e\u65f6\u51fa\u73b0\u80cc\u79bb\uff0c\u8868\u660e\u6b63\u5411\u52a8\u5411\u529b\u91cf\u51fa\u73b0\u4e86\u7ed3\u6784\u6027\u8870\u9000[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5e73\u6ed1\u5f02\u540c\u79fb\u52a8\u5e73\u5747\u7ebf (MACD)<\/strong>\uff1a\u8ba1\u7b97\u5feb\u7ebf\uff0812\u671f\uff09\u4e0e\u6162\u7ebf\uff0826\u671f\uff09\u6307\u6570\u79fb\u52a8\u5e73\u5747\u7ebf\uff08EMA\uff09\u7684\u5dee\u503c[cite: 3]\u3002MACD \u67f1\u72b6\u56fe\u80cc\u79bb\u7528\u4e8e\u5ea6\u91cf\u5747\u7ebf\u6536\u655b\u7684\u51cf\u901f\u5ea6\uff0c\u662f\u8bc6\u522b\u7ed3\u6784\u6027\u8d8b\u52bf\u8f6c\u6298\u7684\u5065\u58ee\u6307\u6807[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u52a8\u91cf\u6307\u6807 (Momentum)<\/strong>\uff1a\u6d4b\u91cf $n$ \u5468\u671f\u5185\u7684\u539f\u59cb\u53d8\u5316\u7387\uff08$P_t &#8211; P_{t-n}$\uff09[cite: 3]\u3002\u7b97\u6cd5\u7b80\u5355\u672a\u7ecf\u5e73\u6ed1\uff0c\u6781\u4e3a\u654f\u611f\uff0c\u4f46\u5728\u566a\u97f3\u8f83\u591a\u7684\u5e02\u573a\u4e2d\u6781\u6613\u4ea7\u751f\u5047\u4fe1\u53f7[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u8d44\u91d1\u6d41\u91cf\u6307\u6807 (MFI)<\/strong>\uff1a\u7ed3\u5408\u4e86\u6210\u4ea4\u91cf\u7684 RSI \u53d8\u4f53[cite: 3]\u3002MFI \u7684\u80cc\u79bb\u63ed\u793a\u4e86\u673a\u6784\u7ea7\u91cf\u4ef7\u8131\u8282\u73b0\u8c61\uff0c\u5373\u4ef7\u683c\u62d3\u5c55\u4f46\u6210\u4ea4\u91cf\u51fa\u73b0\u840e\u7f29[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u76f8\u5bf9\u5f3a\u5f31\u6307\u6807 (RSI)<\/strong>\uff1a\u53d6\u503c\u4ecb\u4e8e 0 \u5230 100 \u4e4b\u95f4\uff0c\u8bc4\u4f30 $n$ \u5468\u671f\u5185\u7684\u76f8\u5bf9\u4e0a\u6da8\u4e0e\u4e0b\u8dcc\u5e45\u5ea6[cite: 3]\u3002RSI \u80cc\u79bb\u662f\u8bc6\u522b\u4e70\u5356\u76d8\u52a8\u80fd\u67af\u7aed\u7684\u6807\u51c6\u57fa\u51c6[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u76f8\u5bf9\u6d3b\u529b\u6307\u6807 (RVI)<\/strong>\uff1a\u7531 John Ehlers \u63d0\u51fa\uff0c\u57fa\u4e8e\u201c\u4e0a\u6da8\u8d8b\u52bf\u4e2d\u6536\u76d8\u4ef7\u9ad8\u4e8e\u5f00\u76d8\u4ef7\uff0c\u4e0b\u8dcc\u8d8b\u52bf\u4e2d\u6536\u76d8\u4ef7\u4f4e\u4e8e\u5f00\u76d8\u4ef7\u201d\u7684\u5047\u8bbe[cite: 3]\u3002\u5b83\u5c06 K \u7ebf\u5185\u90e8\u7684\u6536\u76d8\u575a\u51b3\u5ea6\u4e0e\u6574\u4f53\u4ea4\u6613\u6ce2\u5e45\u8fdb\u884c\u5bf9\u6bd4[cite: 3]\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$RVI = \\frac{\\text{SMA}(Close &#8211; Open, N)}{\\text{SMA}(High &#8211; Low, N)}$$<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u4e86\u6d88\u9664\u5e02\u573a\u566a\u97f3\uff0c\u5206\u5b50\u4e0e\u5206\u6bcd\u5747\u91c7\u7528 $1-2-2-1$ \u4e09\u89d2\u52a0\u6743\u79fb\u52a8\u5e73\u5747\u7ebf\u8fdb\u884c\u5e73\u6ed1\u5904\u7406<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">$$\\text{\u5e73\u6ed1\u503c} = \\frac{(C_1 &#8211; O_1) + 2(C_2 &#8211; O_2) + 2(C_3 &#8211; O_3) + (C_4 &#8211; O_4)}{6}$$<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">RVI \u7684\u4fe1\u53f7\u7ebf\u5219\u5bf9 RVI \u672c\u8eab\u53d6 4 \u671f\u7684\u5bf9\u79f0\u79fb\u52a8\u5e73\u5747\u7ebf<sup><\/sup>[cite: 3]\u3002RVI \u4e0e\u4ef7\u683c\u4e4b\u95f4\u7684\u80cc\u79bb\u53cd\u6620\u4e86 K \u7ebf\u5185\u90e8\u6536\u76d8\u575a\u51b3\u5ea6\u76f8\u5bf9\u4e8e\u6ce2\u5e45\u7684\u8870\u9000\uff0c\u53ef\u5728\u4ef7\u683c\u8d8b\u52bf\u53cd\u8f6c\u524d\u63d0\u4f9b\u65e9\u671f\u9884\u8b66<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u968f\u673a\u632f\u8361\u6307\u6807 (Stochastic)<\/strong>\uff1a\u53d6\u503c 0\u2013100\uff0c\u8861\u91cf\u5f53\u524d\u6536\u76d8\u4ef7\u5728 $n$ \u5468\u671f\u9ad8\u4f4e\u4ef7\u533a\u95f4\u5185\u7684\u76f8\u5bf9\u4f4d\u7f6e\uff08$\\%K = \\frac{C &#8211; L_n}{H_n &#8211; L_n} \\times 100$\uff09[cite: 3]\u3002\u53cd\u5e94\u654f\u6377\uff0c\u4f46\u5728\u6301\u7eed\u7684\u5355\u8fb9\u8d8b\u52bf\u4e2d\u6781\u6613\u53d1\u51fa\u5047\u4fe1\u53f7[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5a01\u5ec9\u6307\u6807 (Williams %R)<\/strong>\uff1a\u5feb\u901f\u968f\u673a\u6307\u6807\u7684\u53cd\u5411\u8868\u73b0\u5f62\u5f0f\uff0c\u53d6\u503c\u533a\u95f4 0 \u5230 -100[cite: 3]\u3002\u8861\u91cf\u6536\u76d8\u4ef7\u76f8\u5bf9\u4e8e $n$ \u5468\u671f\u6700\u9ad8\u4ef7\u7684\u4f4d\u7f6e\uff0c\u5bf9\u4e70\u5356\u538b\u529b\u7684\u77ed\u671f\u5fae\u53d8\u9ad8\u5ea6\u654f\u611f[cite: 3]\u3002<\/li>\n<\/ul>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><td><strong>\u6307\u6807\u540d\u79f0<\/strong><\/td><td><strong>\u5e95\u5c42\u516c\u5f0f \/ \u8ba1\u7b97\u57fa\u51c6<\/strong><\/td><td><strong>\u80cc\u79bb\u5f62\u6001\u7279\u5f81<\/strong><\/td><td><strong>\u8d8b\u52bf\u5e02\u573a\u8868\u73b0<\/strong><\/td><td><strong>\u9707\u8361\/\u76d8\u6574\u5e02\u573a\u8868\u73b0<\/strong><\/td><td><strong>\u5047\u4fe1\u53f7\u8106\u5f31\u6027<\/strong><\/td><\/tr><\/thead><tbody><tr><td><strong>ADX<\/strong><\/td><td>\u5e73\u6ed1\u5b9a\u5411\u52a8\u5411\u6bd4\u7387 ($+DI, -DI$)<\/td><td>\u65e0\u65b9\u5411\u6027\u7684\u8d8b\u52bf\u5f3a\u5ea6\u80cc\u79bb<\/td><td>\u6781\u4f73\uff1b\u9002\u7528\u4e8e\u8bc6\u522b\u8d8b\u52bf\u8870\u7aed<\/td><td>\u4e0d\u53ef\u9760\uff08ADX \u7ecf\u5e38\u4f4e\u4e8e 20\uff09<\/td><td>\u9707\u8361\u683c\u5c40\u4e0b\u6781\u9ad8<\/td><\/tr><tr><td><strong>CCI<\/strong><\/td><td>\u504f\u79bb\u5178\u578b\u4ef7\u683c ($P_{typical}$) \u7684\u7edf\u8ba1\u6807\u51c6\u5dee<\/td><td>\u504f\u79bb\u7edf\u8ba1\u5747\u503c\u7684\u5feb\u901f\u9876\/\u5e95\u80cc\u79bb<\/td><td>\u4e2d\u7b49\uff1b\u6613\u8fc7\u65e9\u53d1\u51fa\u79bb\u573a\u4fe1\u53f7<\/td><td>\u5728\u533a\u95f4\u8fb9\u754c\u9644\u8fd1\u5177\u5907\u9ad8\u51c6\u786e\u5ea6<\/td><td>\u5f3a\u5355\u8fb9\u7a81\u7834\u8d8b\u52bf\u4e2d\u6781\u9ad8<\/td><\/tr><tr><td><strong>DMI<\/strong><\/td><td>\u52a8\u6001\u5b9a\u5411\u52a8\u5411 (+DI \/ -DI Delta)<\/td><td>\u6b63\u5411\u4e0e\u8d1f\u5411\u5b9a\u5411\u529b\u91cf\u7684\u4e0d\u5bf9\u79f0\u6027<\/td><td>\u5728\u8d8b\u52bf\u8f6c\u6298\u65e9\u671f\u5177\u5907\u9ad8\u53ef\u9760\u6027<\/td><td>\u8f83\u5dee\uff1b\u9891\u7e41\u4ea7\u751f\u53cd\u590d\u62c9\u952f (Whipsaws)<\/td><td>\u4f4e\u6ce2\u52a8\u538b\u7f29\u6536\u655b\u671f\u6781\u9ad8<\/td><\/tr><tr><td><strong>MACD<\/strong><\/td><td>\u5feb\u7ebf EMA \u51cf\u6162\u7ebf EMA ($12, 26, 9$)<\/td><td>\u5e73\u6ed1\u7684\u67f1\u72b6\u56fe\u4e0e\u4fe1\u53f7\u7ebf\u80cc\u79bb<\/td><td>\u8868\u73b0\u4f18\u5f02\uff1b\u566a\u97f3\u6781\u4f4e<\/td><td>\u6ede\u540e\uff1b\u5728\u7a84\u5e45\u76d8\u6574\u4e2d\u8868\u73b0\u8f83\u5f31<\/td><td>\u8d8b\u52bf\u4e2d\u8f83\u4f4e\uff1b\u9707\u8361\u4e2d\u4e2d\u7b49<\/td><\/tr><tr><td><strong>Momentum<\/strong><\/td><td>\u7edd\u5bf9\u4ef7\u683c\u53d8\u52a8 ($P_t &#8211; P_{t-n}$)<\/td><td>\u672a\u7ecf\u8fc7\u6ee4\u7684\u53d8\u52a8\u7387\u52a8\u91cf\u80cc\u79bb<\/td><td>\u4e2d\u7b49\uff1b\u5bf9\u77ed\u671f\u51b2\u51fb\u8fc7\u4e8e\u654f\u611f<\/td><td>\u654f\u611f\u5ea6\u9ad8\uff1b\u4fe1\u53f7\u53d1\u5e03\u9891\u7e41<\/td><td>\u7f3a\u4e4f\u5e73\u6ed1\u673a\u5236\uff0c\u5047\u4fe1\u53f7\u7387\u9ad8<\/td><\/tr><tr><td><strong>MFI<\/strong><\/td><td>\u91cf\u52a0\u6743\u76f8\u5bf9\u5f3a\u5f31 ($RSI \\times Vol$)<\/td><td>\u91cf\u4ef7\u8131\u8282\uff08\u5438\u7b79\/\u6d3e\u53d1\uff09<\/td><td>\u5bf9\u673a\u6784\u8f6c\u6298\u70b9\u7684\u8bc6\u522b\u7cbe\u5ea6\u6781\u9ad8<\/td><td>\u5728\u5173\u952e\u6d41\u52a8\u6027\u533a\u57df\u5177\u5907\u9ad8\u53ef\u9760\u6027<\/td><td>\u6709\u91cf\u80fd\u652f\u6491\u7684\u5355\u8fb9\u8d8b\u52bf\u4e2d\u8f83\u4f4e<\/td><\/tr><tr><td><strong>RSI<\/strong><\/td><td>$n$ \u5468\u671f\u5185\u5e73\u5747\u6da8\u5e45\u4e0e\u5e73\u5747\u8dcc\u5e45\u4e4b\u6bd4<\/td><td>0-100 \u6709\u754c\u7ecf\u5178\u52a8\u91cf\u80cc\u79bb<sup><\/sup><\/td><td>\u6613\u51fa\u73b0\u8d8b\u52bf\u949d\u5316\uff08\u8d85\u4e70\/\u8d85\u5356\u951a\u5b9a\uff09<sup><\/sup><\/td><td>\u8868\u73b0\u4f18\u5f02\uff1b\u9002\u5408\u7ed3\u6784\u6027\u5747\u503c\u56de\u5f52<sup><\/sup><\/td><td>\u5f3a\u5355\u8fb9\u7a81\u7834\u8d8b\u52bf\u4e2d\u6781\u9ad8<sup><\/sup><\/td><\/tr><tr><td><strong>RVI<\/strong><\/td><td>\u901a\u8fc7 1-2-2-1 \u52a0\u6743\u8ba1\u7b97 $(C-O)$ \u4e0e $(H-L)$ \u7684\u6bd4\u503c<sup><\/sup><\/td><td>\u5ea6\u91cf K \u7ebf\u5185\u90e8\u6536\u76d8\u575a\u51b3\u5ea6\u7684\u8870\u9000<sup><\/sup><\/td><td>\u5728\u7ed3\u6784\u6e05\u6670\u7684\u8d8b\u52bf\u4e2d\u8868\u73b0\u4f18\u5f02<sup><\/sup><\/td><td>\u8868\u73b0\u8f83\u5dee\uff1b\u6613\u51fa\u73b0\u4e25\u91cd\u62c9\u952f<sup><\/sup><\/td><td>\u65e0\u65b9\u5411\u76d8\u6574\u671f\u95f4\u6781\u9ad8<sup><\/sup><\/td><\/tr><tr><td><strong>Stochastics<\/strong><\/td><td>\u6536\u76d8\u4ef7\u5728 $n$ \u5468\u671f\u9ad8\u4f4e\u6ce2\u5e45\u4e2d\u7684\u4f4d\u7f6e<\/td><td>\u6709\u754c\u7684\u5feb\u901f\u52a8\u91cf\u80cc\u79bb<\/td><td>\u8f83\u5dee\uff1b\u6613\u5728\u9ad8\u4f4e\u8f68\u51fa\u73b0\u6307\u6807\u949d\u5316<\/td><td>\u5728\u901a\u9053\u9707\u8361\u4e2d\u8868\u73b0\u6781\u4f73<\/td><td>\u5f3a\u5355\u8fb9\u8d8b\u52bf\u683c\u5c40\u4e0b\u6781\u5ea6\u5371\u9669<\/td><\/tr><tr><td><strong>Williams %R<\/strong><\/td><td>\u6536\u76d8\u4ef7\u76f8\u5bf9\u4e8e $n$ \u5468\u671f\u6700\u9ad8\u4ef7\u7684\u4f4d\u7f6e<\/td><td>\u5012\u7f6e\u7684\u6709\u754c\u5feb\u901f\u52a8\u91cf\u80cc\u79bb<\/td><td>\u8f83\u5dee\uff1b\u6613\u8fc7\u65e9\u53d1\u51fa\u9006\u52bf\u4fe1\u53f7<\/td><td>\u5728\u533a\u95f4\u6781\u503c\u70b9\u8868\u73b0\u6781\u4f73<\/td><td>\u5f3a\u5355\u8fb9\u8d8b\u52bf\u683c\u5c40\u4e0b\u6781\u5ea6\u5371\u9669<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\">\u91cf\u5316\u4e0e\u5386\u53f2\u56de\u6d4b\u89c6\u89d2<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5b64\u7acb\u6267\u884c\u7eaf\u6280\u672f\u80cc\u79bb\u7b56\u7565\u5f80\u5f80\u8868\u73b0\u4e0d\u4f73\uff0c\u5bb9\u6613\u9677\u5165\u201c\u63a5\u98de\u5200\u201d\u7684\u56f0\u5883\u2014\u2014\u5373\u5728\u673a\u6784\u5f3a\u52a8\u80fd\u63a8\u8fdb\u4e2d\u76f2\u76ee\u505a\u9006\u52bf\u5355[cite: 3]\u3002\u5728\u91cf\u5316\u4e0e\u7b97\u6cd5\u4ea4\u6613\u67b6\u6784\u4e2d\uff0c\u539f\u59cb\u80cc\u79bb\u4fe1\u53f7\u5fc5\u987b\u7ecf\u8fc7\u673a\u6784\u5171\u632f\u6846\u67b6\uff08Institutional Confluence Frameworks\uff09\u7684\u8fc7\u6ee4\uff0c\u4ee5\u63d0\u5347\u7b56\u7565\u7684\u6570\u5b66\u671f\u671b[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u591a\u56e0\u5b50\u4fe1\u53f7\u8fc7\u6ee4\u6d41\u6c34\u7ebf<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u91cf\u5316\u8fc7\u6ee4\u5668\u9075\u5faa\u4e25\u683c\u7684\u8bc4\u4f30\u5c42\u7ea7\uff0c\u65e8\u5728\u5254\u9664\u4f4e\u6982\u7387\u4ea4\u6613 Setup\uff1a<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\u5e02\u573a\u73af\u5883\u8fc7\u6ee4\uff08Market Regime Check\uff09<\/strong>\uff1a\u5229\u7528\u957f\u671f\u79fb\u52a8\u5e73\u5747\u7ebf\uff08\u5982 200 \u65e5\u6216 240 \u65e5 SMA\uff09\u548c\u8d8b\u52bf\u5f3a\u5ea6\u5de5\u5177\uff08ADX\uff09\u8bc4\u4f30\u5b8f\u89c2\u8d8b\u52bf\u65b9\u5411[cite: 3]\u3002\u82e5\u5904\u4e8e\u5f3a\u52b2\u7684\u5355\u8fb9\u7a81\u7834\u8d8b\u52bf\u4e2d\uff0c\u7cfb\u7edf\u5c06\u81ea\u52a8\u4e22\u5f03\u6240\u6709\u9006\u52bf\u5e38\u89c4\u80cc\u79bb\u4fe1\u53f7[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5927\u5468\u671f\uff08HTF\uff09\u5173\u952e\u4f4d\u7f6e\u8fc7\u6ee4<\/strong>\uff1a\u9a8c\u8bc1\u80cc\u79bb\u662f\u5426\u53d1\u751f\u4e8e\u673a\u6784\u4f9b\u9700\u5757\uff08Demand\/Supply Block\uff09\u3001\u591a\u5468\u6d41\u52a8\u6027\u626b\u8361\u533a\uff08Liquidity Sweep\uff09\u6216\u5173\u952e\u7ed3\u6784\u652f\u963b\u4f4d[cite: 3]\u3002\u4ea7\u751f\u4e8e\u4ef7\u683c\u901a\u9053\u4e2d\u95f4\u533a\u57df\u7684\u6742\u4e71\u4fe1\u53f7\u5c06\u88ab\u76f4\u63a5\u6ee4\u9664[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u8ba2\u5355\u6d41\u4e0e Cumulative Volume Delta (CVD) \u786e\u8ba4<\/strong>\uff1a\u901a\u8fc7\u6210\u4ea4\u91cf\u5206\u5e03\u56fe\uff08Volume Profile\uff0c\u5982 POC\u3001VAH\/VAL\uff09\u4e0e\u7d2f\u79ef\u6210\u4ea4\u91cf Delta\uff08CVD\uff09\u8bc4\u4f30\u5e02\u573a\u53c2\u4e0e\u5ea6[cite: 3]\u3002\u770b\u6da8\u5e38\u89c4\u80cc\u79bb\u5fc5\u987b\u4f34\u968f\u4e70\u76d8\u5438\u6536\u7279\u5f81\uff08\u4ef7\u683c\u521b\u65b0\u4f4e\uff0c\u4f46 CVD \u5f55\u5f97\u66f4\u9ad8\u7684\u4f4e\u70b9\uff09[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u6ce2\u52a8\u7387\u4e0e ATR \u9608\u503c\u63a7\u5236<\/strong>\uff1a\u4f7f\u7528\u5e73\u5747\u771f\u5b9e\u6ce2\u5e45\uff08ATR\uff09\u6307\u6807\u6d4b\u91cf\u5c40\u90e8\u6ce2\u52a8\u7387\u62d3\u5c55[cite: 3]\u3002\u5f53 ATR \u8d85\u8fc7\u5386\u53f2\u6807\u51c6\u5dee\u9608\u503c\uff08\u4f8b\u5982 2-sigma \u6ce2\u52a8\u7387\u523a\u7a7f\uff09\u65f6\uff0c\u7cfb\u7edf\u5c06\u62d2\u7edd\u53d1\u4fe1\u53f7\uff0c\u4ee5\u89c4\u907f\u5c3e\u90e8\u98ce\u9669\u62d3\u5c55[cite: 3]\u3002<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\u6295\u8d44\u7ec4\u5408\u4f18\u5316\u4e0e\u7ee9\u6548\u8bc4\u4f30\u6307\u6807<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u5bf9\u80cc\u79bb\u7b56\u7565\u8fdb\u884c\u56de\u6d4b\u65f6\uff0c\u91cf\u5316\u6846\u67b6\u4f9d\u9760\u98ce\u9669\u8c03\u6574\u540e\u7684\u6536\u76ca\u6307\u6807\u6765\u8bc4\u4f30\u7cfb\u7edf\u4fe1\u53f7\uff0c\u800c\u975e\u4ec5\u4ec5\u770b\u7edd\u5bf9\u6536\u76ca\u7387<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u590f\u666e\u6bd4\u7387 ($SR$)<\/strong>\uff1a\u8861\u91cf\u6bcf\u627f\u53d7\u4e00\u5355\u4f4d\u603b\u98ce\u9669\u6240\u83b7\u53d6\u7684\u8d85\u989d\u6536\u76ca\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$SR = \\frac{\\bar{R}_p &#8211; R_f}{\\sigma_p}$$<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7d22\u63d0\u8bfa\u6bd4\u7387 ($SOR$)<\/strong>\uff1a\u4ec5\u5bf9\u4e0b\u884c\u6ce2\u52a8\u7387\uff08$\\sigma_d$\uff09\u8fdb\u884c\u60e9\u7f5a\uff0c\u4ece\u800c\u5c06\u4e0b\u884c\u5c3e\u90e8\u98ce\u9669\u4e0e\u4e0a\u884c\u6536\u76ca\u9694\u79bb[cite: 3]\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$SOR = \\frac{\\bar{R}_p &#8211; R_f}{\\sigma_d}$$<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u4fe1\u606f\u6bd4\u7387 ($IR$)<\/strong>\uff1a\u8bc4\u4f30\u7b56\u7565\u76f8\u5bf9\u4e8e\u57fa\u51c6\u6536\u76ca\uff08$R_b$\uff09\u7684\u8d85\u989d\u8868\u73b0\uff0c\u5e76\u6309\u8ddf\u8e2a\u8bef\u5dee\u8fdb\u884c\u7f29\u653e[cite: 3]\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$IR = \\frac{\\bar{R}_p &#8211; \\bar{R}_b}{\\sigma_{p-b}}$$<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6700\u5927\u56de\u64a4 ($MDD$)<\/strong>\uff1a\u8ddf\u8e2a\u8d44\u91d1\u66f2\u7ebf\u4ece\u9876\u70b9\u5230\u8c37\u5e95\u7684\u6700\u5927\u8dcc\u5e45\uff0c\u7528\u4e8e\u8bc4\u4f30\u7b56\u7565\u7684\u8106\u5f31\u6027[cite: 3]\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$MDD(T) = \\max_{\\tau \\in (0, T)} \\left[ \\frac{\\max_{t \\in (0, \\tau)} X(t) &#8211; X(\\tau)}{\\max_{t \\in (0, \\tau)} X(t)} \\right]$$<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u591a\u667a\u80fd\u4f53\u56de\u6d4b\u67b6\u6784\u901a\u5e38\u5229\u7528\u590d\u5408\u6253\u5206\u51fd\u6570\u6765\u4f18\u5316\u80cc\u79bb\u53c2\u6570\uff0c\u907f\u514d\u5bf9\u5386\u53f2\u6570\u636e\u8fc7\u62df\u5408<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">$$\\text{\u7efc\u5408\u8bc4\u5206} = SR + IR &#8211; MDD$$<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u5de5\u7a0b\u5b9e\u73b0\u4e0e\u8ba1\u7b97\u6548\u7387\u4f18\u5316<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u8de8\u6807\u7684\u3001\u957f\u5386\u53f2\u5468\u671f\u7684\u6d77\u91cf\u6570\u636e\u96c6\u4e0a\u5b9e\u65f6\u6a21\u62df\u6280\u672f\u6307\u6807\uff0c\u6781\u6613\u9047\u5230\u8ba1\u7b97\u74f6\u9888<sup><\/sup>[cite: 3]\u3002\u5728\u6eda\u52a8\u7a97\u53e3\u4e0a\u8fdb\u884c\u5faa\u73af\u8fed\u4ee3\u4f1a\u663e\u8457\u62d6\u6162\u7b56\u7565\u4f18\u5316\u6548\u7387<sup><\/sup>[cite: 3]\u3002\u751f\u4ea7\u7ea7\u91cf\u5316\u6d41\u6c34\u7ebf\u901a\u5e38\u901a\u8fc7\u5411\u91cf\u5316\uff08Vectorized\uff09\u9884\u8ba1\u7b97\u6765\u63d0\u5347\u6548\u7387<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">Python<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>import pandas as pd\nimport numpy as np\n\ndef compute_vectorized_rvi(df, period=10):\n    # \u5411\u91cf\u5316\u8ba1\u7b97 K \u7ebf\u5185\u90e8\u5dee\u503c\n    close_open = df&#91;'close'] - df&#91;'open']\n    high_low = df&#91;'high'] - df&#91;'low']\n    \n    # \u5229\u7528\u6eda\u52a8\u7a97\u53e3\u7684\u70b9\u79ef\u5b9e\u73b0 1-2-2-1 \u4e09\u89d2\u52a0\u6743\u79fb\u52a8\u5e73\u5747 (TWMA)\n    weights = np.array(&#91;1, 2, 2, 1]) \/ 6.0\n    \n    numerator = close_open.groupby(df&#91;'ticker']).rolling(4).apply(\n        lambda x: np.dot(x, weights), raw=True\n    ).reset_index(level=0, drop=True)\n    \n    denominator = high_low.groupby(df&#91;'ticker']).rolling(4).apply(\n        lambda x: np.dot(x, weights), raw=True\n    ).reset_index(level=0, drop=True)\n    \n    # \u6eda\u52a8 N \u5468\u671f\u5e73\u6ed1\u503c\u6c42\u548c\n    rvi_raw = (\n        numerator.groupby(df&#91;'ticker']).rolling(period).sum() \/ \n        denominator.groupby(df&#91;'ticker']).rolling(period).sum()\n    ).reset_index(level=0, drop=True)\n    \n    # \u4fe1\u53f7\u7ebf\uff1aRVI \u672c\u8eab\u7684 4 \u671f\u7684\u5bf9\u79f0\u79fb\u52a8\u5e73\u5747\u7ebf\n    rvi_signal = rvi_raw.groupby(df&#91;'ticker']).rolling(4).apply(\n        lambda x: np.dot(x, weights), raw=True\n    ).reset_index(level=0, drop=True)\n    \n    return rvi_raw, rvi_signal\n<\/code><\/pre>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u4e25\u9632\u672a\u6765\u51fd\u6570\uff08Look-ahead bias\uff09\uff0c\u6240\u6709\u622a\u9762\u8ba1\u7b97\u4e0e\u6eda\u52a8\u6307\u6807\u53d8\u6362\u5728\u8fdb\u884c\u4fe1\u53f7\u8bc4\u4f30\u524d\uff0c\u5fc5\u987b\u4e25\u683c\u524d\u79fb\u4e00\u4e2a\u5468\u671f\uff08$t-1$\uff09<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u591a\u65f6\u95f4\u6846\u67b6\u5206\u6790 (MTF)<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u91d1\u878d\u65f6\u95f4\u5e8f\u5217\u6570\u636e\u5728\u4e0d\u540c\u65f6\u95f4\u5206\u8fa8\u7387\u4e0a\u5c55\u73b0\u51fa\u5206\u5f62\uff08Fractal\uff09\u7279\u5f81\uff0c\u6db5\u76d6\u4ece\u9ad8\u9891\u65e5\u5185\u7ea7\u522b\uff085m\/15m\uff09\u5230\u5b8f\u89c2\u7ed3\u6784\u7ea7\u522b\uff081H\/4H\/1D\uff09<sup><\/sup>[cite: 3]\u3002\u901a\u8fc7\u8de8\u591a\u4e2a\u65f6\u95f4\u6846\u67b6\u8bc4\u4f30\u80cc\u79bb\uff0c\u4ea4\u6613\u8005\u80fd\u591f\u5c06\u5fae\u89c2\u7684\u6267\u884c\u4fe1\u53f7\u4e0e\u5b8f\u89c2\u7684\u7ed3\u6784\u8d8b\u52bf\u8fdb\u884c\u7cbe\u51c6\u5bf9\u9f50<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u5206\u5f62\u5171\u632f\u673a\u5236<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u5c0f\u5468\u671f\uff08LTF\uff09\u4e0a\u51fa\u73b0\u7684\u9006\u5927\u5468\u671f\uff08HTF\uff09\u8d8b\u52bf\u5e38\u89c4\u80cc\u79bb\uff0c\u5f80\u5f80\u8574\u542b\u7740\u6781\u9ad8\u7684\u8bd5\u9519\u98ce\u9669[cite: 3]\u3002\u76f8\u53cd\uff0c\u5f53\u5c0f\u5468\u671f\u80cc\u79bb\u4e0e\u5927\u5468\u671f\u7ed3\u6784\u652f\u6491\u533a\u6216\u5927\u5468\u671f\u9690\u853d\u80cc\u79bb\u53d1\u751f\u5171\u632f\u65f6\uff0c\u4ea4\u6613\u80dc\u7387\u5c06\u663e\u8457\u63d0\u5347[cite: 3]\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5178\u578b\u7684\u591a\u5468\u671f\u91d1\u5b57\u5854\u5c42\u7ea7\u5efa\u7acb\u5982\u4e0b\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u5927\u5468\u671f\u7ea7\u522b (1D \/ 4H)<\/strong>\uff1a\u5229\u7528\u957f\u671f\u5747\u7ebf\u3001\u6210\u4ea4\u91cf\u4ef7\u503c\u533a\uff08Value Area\uff09\u4ee5\u53ca\u5b8f\u89c2\u9690\u853d\u80cc\u79bb Setup\uff0c\u786e\u5b9a\u5b8f\u89c2\u7ed3\u6784\u65b9\u5411[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u4e2d\u5468\u671f\u7ea7\u522b (1H)<\/strong>\uff1a\u786e\u5b9a\u6838\u5fc3\u4f9b\u9700\u5757\uff08Order Blocks\uff09\u3001\u7ed3\u6784\u6027\u4ef7\u683c\u901a\u9053\u4ee5\u53ca\u6d41\u52a8\u6027\u626b\u8361\u5c42[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5c0f\u5468\u671f\u7ea7\u522b (15m \/ 5m)<\/strong>\uff1a\u901a\u8fc7\u5e38\u89c4\u80cc\u79bb\u8bc6\u522b\u5c40\u90e8\u52a8\u91cf\u67af\u7aed\uff0c\u5e76\u901a\u8fc7\u5e02\u573a\u7ed3\u6784\u8f6c\u53d8\uff08MSS\uff09\u786e\u8ba4\u6700\u7ec8\u7684\u6267\u884c\u89e6\u53d1[cite: 3]\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\">\u53cd\u8f6c\u4e0e\u5ef6\u7eed Setup \u5b9e\u6218\u67b6\u6784<\/h3>\n\n\n\n<h4 class=\"wp-block-heading\">\u9ad8\u80dc\u7387\u53cd\u8f6c\u4ea4\u6613\u67b6\u6784\uff08Reversal Setup\uff09<\/h4>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\u5927\u5468\u671f\u80cc\u666f (1D\/4H)<\/strong>\uff1a\u4ef7\u683c\u56de\u8e29\u5927\u5468\u671f\u5173\u952e\u652f\u6491\u4f4d\u6216\u672a\u88ab\u6d88\u5316\uff08Unmitigated\uff09\u7684\u673a\u6784\u9700\u6c42\u5757[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u4e2d\u5468\u671f\u80cc\u666f (1H)<\/strong>\uff1a\u4ef7\u683c\u6e05\u626b\u524d\u4e00\u6ce2\u6bb5\u4f4e\u70b9\u4e0b\u65b9\u6d41\u52a8\u6027\uff0c\u8fdb\u5165\u9ad8\u6210\u4ea4\u91cf\u9700\u6c42\u8282\u70b9\uff08High-volume demand node\uff09[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5c0f\u5468\u671f\u6267\u884c (15m\/5m)<\/strong>\uff1aRSI \u6216 RVI \u51fa\u73b0\u5e38\u89c4\u770b\u6da8\u80cc\u79bb[cite: 3]\u3002\u5f53 15 \u5206\u949f\u7ea7\u522b\u51fa\u73b0\u5e02\u573a\u7ed3\u6784\u8f6c\u53d8\uff08MSS\uff0c\u7a81\u7834\u5c40\u90e8\u8f83\u4f4e\u7684\u9ad8\u70b9\uff09\u65f6\u89e6\u53d1\u8fdb\u573a\uff0c\u6b62\u635f\u6302\u4e8e\u6d41\u52a8\u6027\u626b\u8361\u70b9\u4e0b\u65b9\u5e76\u9884\u7559 ATR \u7f13\u51b2[cite: 3]\u3002<\/li>\n<\/ol>\n\n\n\n<h4 class=\"wp-block-heading\">\u9ad8\u80dc\u7387\u5ef6\u7eed\u4ea4\u6613\u67b6\u6784\uff08Continuation Setup\uff09<\/h4>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\u5927\u5468\u671f\u80cc\u666f (1D\/4H)<\/strong>\uff1a200 \u65e5\u5747\u7ebf\u786e\u8ba4\u4e3b\u4e0a\u884c\u8d8b\u52bf[cite: 3]\u30024H \u7ea7\u522b\u51fa\u73b0<strong>\u9690\u853d\u770b\u6da8\u80cc\u79bb<\/strong>\uff0c\u8868\u660e\u4ef7\u683c\u5728\u7ed3\u6784\u6027\u56de\u8c03\u4e2d\u5b8c\u6210\u4e86\u52a8\u91cf\u4fee\u590d[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u4e2d\u5468\u671f\u80cc\u666f (1H)<\/strong>\uff1a\u4ef7\u683c\u56de\u8c03\u81f3\u8fd1\u671f\u63a8\u8fdb\u6ce2\u6bb5\u7684 0.618 \u6590\u6ce2\u90a3\u5951\u56de\u64a4\u4f4d\uff0c\u5e76\u4e0e\u9ad8\u6210\u4ea4\u91cf\u8282\u70b9\u91cd\u5408[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5c0f\u5468\u671f\u6267\u884c (15m\/5m)<\/strong>\uff1a\u4ef7\u683c\u5728\u5c40\u90e8\u56de\u8c03\u672b\u7aef\u51fa\u73b0\u9488\u5bf9\u9006\u52bf\u6ce2\u6bb5\u7684<strong>\u5e38\u89c4\u770b\u6da8\u80cc\u79bb<\/strong>[cite: 3]\u3002\u5c0f\u5468\u671f\u5e38\u89c4\u80cc\u79bb\u5145\u5f53\u4e86\u7cbe\u7ec6\u5316\u7684\u5165\u573a\u89e6\u53d1\u5668\uff0c\u5bf9\u5927\u5468\u671f\u7684\u9690\u853d\u80cc\u79bb\u5ef6\u7eed Setup \u5b8c\u6210\u4e86\u6700\u7ec8\u786e\u8ba4[cite: 3]\u3002<\/li>\n<\/ol>\n\n\n\n<h2 class=\"wp-block-heading\">\u4ea4\u6613\u6267\u884c\u4e0e\u98ce\u9669\u7ba1\u7406\u6846\u67b6<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u7cfb\u7edf\u5316\u7684\u80cc\u79bb\u4ea4\u6613\u9700\u8981\u5bf9\u5165\u573a\u786e\u8ba4\u3001\u6b62\u635f\u8bbe\u7f6e\u548c\u4ed3\u4f4d\u7ba1\u7406\u5236\u5b9a\u660e\u786e\u65e0\u8bef\u7684\u89c4\u5219[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u660e\u786e\u7684\u5165\u573a\u89e6\u53d1\u89c4\u5219<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u675c\u7edd\u4e3b\u89c2\u731c\u6d4b\uff0c\u5165\u573a\u4fe1\u53f7\u5fc5\u987b\u6ee1\u8db3\u4ee5\u4e0b\u4e09\u6b65\u987a\u5e8f\u786e\u8ba4\u89c4\u5219[cite: 3]\uff1a<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\u6307\u6807\u4fe1\u53f7\u7ebf\u9a8c\u8bc1<\/strong>\uff1a\u632f\u8361\u6307\u6807\u5fc5\u987b\u7a7f\u8fc7\u5176\u81ea\u8eab\u7684\u4fe1\u53f7\u7ebf\uff0c\u6216\u7a81\u7834\u6307\u5b9a\u7684\u6307\u6807\u8d8b\u52bf\u7ebf[cite: 3]\u3002\u4f8b\u5982\uff0c\u4f7f\u7528 RVI \u65f6\uff0cRVI \u7ebf\u4e0a\u7a7f\u5176 4 \u671f\u4fe1\u53f7\u7ebf\u65b9\u53ef\u9a8c\u8bc1\u770b\u6da8\u80cc\u79bb[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u5e02\u573a\u7ed3\u6784\u7a81\u7834\uff08\u5b9e\u4f53\u6536\u76d8\u786e\u8ba4\uff09<\/strong>\uff1a\u89e6\u53d1 K \u7ebf\u5fc5\u987b\u4ee5\u5b9e\u4f53\u6536\u76d8\u4ef7\u7a81\u7834\u7ed3\u6784\u4f4d[cite: 3]\u3002\u5bf9\u4e8e\u591a\u5934\u5165\u573a\uff0cK \u7ebf\u6536\u76d8\u4ef7\u5fc5\u987b\u9ad8\u4e8e\u8bb0\u5f55\u6307\u6807\u5c40\u90e8\u6700\u4f4e\u503c\u7684\u90a3\u6839 K \u7ebf\u7684\u6700\u9ad8\u4ef7[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u6d41\u52a8\u6027\u4e0e\u4e70\u5356\u4ef7\u5dee\u8fc7\u6ee4<\/strong>\uff1a\u82e5\u4e70\u5356\u4ef7\u5dee\uff08Bid-Ask Spread\uff09\u62d3\u5c55\u8d85\u8fc7 14 \u671f ATR \u7684 15%\uff0c\u5219\u76f4\u63a5\u62d2\u7edd\u5165\u573a\uff0c\u9632\u6b62\u5728\u4f4e\u6d41\u52a8\u6027\u6ed1\u70b9\u523a\u7a7f\u65f6\u6267\u884c\u4ea4\u6613[cite: 3]\u3002<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\u6b62\u635f\u6446\u653e\u7b56\u7565<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u6b62\u635f\u4f4d\u7f6e\u5fc5\u987b\u517c\u987e\u7ed3\u6784\u5931\u6548\u70b9\u4e0e\u9632\u8303\u5e02\u573a\u65e0\u5e8f\u6ce2\u52a8<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7ed3\u6784\u6027\u62d0\u70b9\u6b62\u635f<\/strong>\uff1a\u6b62\u635f\u6302\u4e8e\u80cc\u79bb\u7ed3\u6784\u6240\u4ea7\u751f\u7684\u4ef7\u683c\u6781\u9650\u6ce2\u6bb5\u70b9\u4e4b\u5916\uff08$SL = Low_{swing} &#8211; \\text{Buffer}$\uff09[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u6ce2\u52a8\u7387\u7f13\u51b2\uff08ATR Offset\uff09<\/strong>\uff1a\u4e3a\u9632\u6b62\u88ab\u5e02\u573a\u5c40\u90e8\u566a\u97f3\u626b\u635f\uff0c\u9700\u5f15\u5165\u57fa\u4e8e\u5e73\u5747\u771f\u5b9e\u6ce2\u5e45\u7684\u52a8\u6001\u504f\u79fb\u91cf[cite: 3]\uff1a<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\">$$SL_{bullish} = Low_{swing} &#8211; (k \\times ATR_{14})$$<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5176\u4e2d\u53c2\u6570 $k$ \u901a\u5e38\u6839\u636e\u6807\u7684\u8d44\u4ea7\u7684\u6ce2\u52a8\u7387\u7279\u5f81\u8bbe\u5b9a\u5728 $1.0$ \u81f3 $1.5$ \u4e4b\u95f4[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u4ed3\u4f4d\u8ba1\u7b97\u4e0e\u98ce\u62a5\u6bd4\u7ba1\u7406<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u673a\u6784\u98ce\u63a7\u4e25\u683c\u901a\u8fc7\u56fa\u5b9a\u6bd4\u4f8b\u98ce\u9669\uff08Fixed-fractional\uff09\u6216\u6ce2\u52a8\u7387\u7b49\u6743\uff08Volatility-parity\uff09\u6a21\u578b\u63a7\u5236\u5355\u7b14\u4ea4\u6613\u7684\u8d26\u6237\u98ce\u9669\u989d\u5ea6<sup><\/sup>[cite: 3]\uff1a<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">$$Position\\_Size = \\frac{\\text{\u8d26\u6237\u8d44\u91d1} \\times \\text{\u5355\u7b14\u98ce\u9669\u6bd4\u4f8b}}{\\vert{} Entry\\_Price &#8211; Stop\\_Loss\\_Price \\vert{}}$$<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u7b56\u7565\u76ee\u6807\u5e94\u4fdd\u6301\u6700\u4f4e $1:2.5$ \u6216 $1:3.0$ \u7684\u98ce\u9669\u56de\u62a5\u6bd4\uff08RR\uff09[cite: 3]\u3002\u4e3a\u4e86\u5728\u5173\u952e\u4ef7\u683c\u8282\u70b9\u5e73\u6ed1\u98ce\u9669\uff0c\u4ea4\u6613\u7cfb\u7edf\u901a\u5e38\u91c7\u7528\u5206\u6279\u6b62\u76c8\u673a\u5236[cite: 3]\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u76ee\u6807 1 (1:1.5 RR)<\/strong>\uff1a\u5e73\u4ed3 50% \u4ed3\u4f4d\uff1b\u5c06\u6b62\u635f\u5e73\u79fb\u81f3\u4fdd\u672c\u4ef7\uff08$Entry\\_Price$\uff09[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u76ee\u6807 2 (1:3.0 RR)<\/strong>\uff1a\u5728\u6700\u8fd1\u7684\u5927\u5468\u671f\u5173\u952e\u7ed3\u6784\u9ad8\/\u4f4e\u70b9\u5e73\u4ed3 30% \u4ed3\u4f4d[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u76ee\u6807 3 (\u79fb\u52a8\u6b62\u635f)<\/strong>\uff1a\u5269\u4f59 20% \u4ed3\u4f4d\u91c7\u7528 2-ATR \u79fb\u52a8\u6b62\u635f\u6216\u5c0f\u5468\u671f\u7ed3\u6784\u8ffd\u8e2a\uff0c\u4ee5\u6355\u6349\u5b8f\u89c2\u8d8b\u52bf\u7684\u6301\u7eed\u884c\u60c5[cite: 3]\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\">\u8fb9\u7f18\u60c5\u51b5\u4e0e\u5931\u6548\u573a\u666f\u5206\u6790<\/h2>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u673a\u6784\u9ad8\u4e00\u81f4\u6027\u63a8\u52a8\u7684\u5f3a\u5355\u8fb9\u5355\u5411\u884c\u60c5\u4e2d\uff0c\u80cc\u79bb\u6307\u6807\u5931\u6548\u662f\u5e38\u6001[cite: 3]\u3002\u91cf\u5316\u67b6\u6784\u5fc5\u987b\u5efa\u7acb\u660e\u786e\u7684\u9632\u5fa1\u98ce\u63a7\uff0c\u4ee5\u5e94\u5bf9\u4fe1\u53f7\u8870\u9000\u3001\u5931\u6548\u53ca\u5e02\u573a\u73af\u5883\u5207\u6362<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u5355\u8fb9\u5f3a\u8d8b\u52bf\u4e0e\u6307\u6807\u949d\u5316\uff08Saturate\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u5728\u5f3a\u52a8\u80fd\u884c\u60c5\u4e0b\uff08\u5982\u8f67\u7a7a\u884c\u60c5\u6216\u5b8f\u89c2\u8d8b\u52bf\u7a81\u7834\uff09\uff0c\u52a8\u91cf\u6536\u76ca\u5448\u73b0\u660e\u663e\u7684\u6b63\u504f\u6001<sup><\/sup>[cite: 3]\u3002\u5728\u8fd9\u4e9b\u73af\u5883\u4e0b\uff0c\u7531\u4e8e\u632f\u8361\u6307\u6807\u5728\u8d85\u4e70\u6216\u8d85\u5356\u533a\u4e25\u91cd\u949d\u5316\uff0c\u800c\u4ef7\u683c\u5374\u5728\u6fc0\u8fdb\u62d3\u5c55\uff0c\u76f2\u76ee\u505a\u5747\u503c\u56de\u5f52\u7684\u9006\u52bf\u4ea4\u6613\u4f1a\u5bfc\u81f4\u4e25\u91cd\u4e8f\u635f<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<p class=\"wp-block-paragraph\">\u5f53 RSI \u6216 RVI \u7b49\u6307\u6807\u88ab\u201c\u951a\u5b9a\u201d\u5728 70 \u4ee5\u4e0a\u6216 30 \u4ee5\u4e0b\u65f6\uff0c\u968f\u7740\u4ef7\u683c\u63a8\u9ad8\uff0c\u5b83\u53ef\u80fd\u4f1a\u8fde\u7eed\u4ea7\u751f\u591a\u4e2a\u5e38\u89c4\u80cc\u79bb\u4fe1\u53f7\u2014\u2014\u8fd9\u79cd\u73b0\u8c61\u88ab\u79f0\u4e3a<strong>\u80cc\u79bb\u7011\u5e03\uff08Divergence Cascade\uff09<\/strong><sup><\/sup>[cite: 3]\u3002\u5728\u5b8f\u89c2\u725b\u5e02\u4e2d\u5c1d\u8bd5\u6478\u9876\u505a\u7a7a\u6307\u6807\u6253\u51fa\u7684\u6bcf\u4e00\u4e2a\u66f4\u4f4e\u7684\u9ad8\u70b9\uff0c\u5fc5\u7136\u5bfc\u81f4\u8fde\u7eed\u626b\u635f<sup><\/sup>[cite: 3]\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\">\u4fe1\u53f7\u5931\u6548\u903b\u8f91<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u7cfb\u7edf\u5e94\u5efa\u7acb\u5feb\u901f\u5931\u6548\u673a\u5236\uff0c\u4ee5\u4fbf\u5728\u89e6\u53ca\u6b62\u635f\u524d\u4e3b\u52a8\u5173\u505c\u5931\u6548\u7684\u80cc\u79bb\u4ea4\u6613[cite: 3]\uff1a<\/p>\n\n\n\n<ol start=\"1\" class=\"wp-block-list\">\n<li><strong>\u6307\u6807\u7ed3\u6784\u5931\u6548<\/strong>\uff1a\u82e5\u52a8\u91cf\u632f\u8361\u6307\u6807\u7a81\u7834\u4e86\u81ea\u8eab\u7684\u80cc\u79bb\u53c2\u8003\u70b9\uff08\u4f8b\u5982\u5728\u5e38\u89c4\u770b\u6da8\u80cc\u79bb\u4e2d\uff0c\u4ef7\u683c\u5c1a\u672a\u7834\u4f4d\u4f46\u6307\u6807\u5148\u521b\u51fa\u4e86\u65b0\u4f4e\uff09\uff0c\u8be5 Setup \u7acb\u5373\u5ba3\u544a\u5931\u6548\uff0c\u53d6\u6d88\u6240\u6709\u6302\u5355[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u65f6\u95f4\u8870\u51cf\uff08Time-Based Decay\uff09<\/strong>\uff1a\u82e5\u80cc\u79bb\u5f62\u6210\u540e\u4ef7\u683c\u5728 $M$ \u4e2a\u5468\u671f\u5185\uff08\u901a\u5e38 $M = 8 \\text{ \u81f3 } 12$ \u6839 K \u7ebf\uff09\u672a\u80fd\u4ea7\u751f\u5e02\u573a\u7ed3\u6784\u8f6c\u53d8\uff08MSS\uff09\uff0c\u8868\u660e\u52a8\u91cf\u5438\u6536\u5931\u8d25\uff0c\u4ea4\u6613\u4fe1\u53f7\u4f5c\u5e9f[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u4e8c\u6b21\u80cc\u79bb\u62d3\u5c55\uff08Double Divergence\uff09<\/strong>\uff1a\u82e5\u4ef7\u683c\u89e6\u53d1\u4e86\u4e8c\u6b21\u80cc\u79bb Setup\uff08\u4ef7\u683c\u6253\u51fa\u7b2c\u4e09\u4e2a\u66f4\u4f4e\u7684\u4f4e\u70b9\uff0c\u6307\u6807\u6253\u51fa\u7b2c\u4e09\u4e2a\u66f4\u9ad8\u7684\u4f4e\u70b9\uff09\uff0c\u8003\u8651\u5230\u6ce2\u52a8\u7387\u98ce\u9669\u4e0a\u5347\uff0c\u518d\u6b21\u5165\u573a\u65f6\u4ed3\u4f4d\u5fc5\u987b\u51cf\u534a[cite: 3]\u3002<\/li>\n<\/ol>\n\n\n\n<h3 class=\"wp-block-heading\">\u5e02\u573a\u73af\u5883\u5207\u6362\u673a\u5236\uff08Regime Switching\uff09<\/h3>\n\n\n\n<p class=\"wp-block-paragraph\">\u4e3a\u5728\u4e0d\u540c\u5e02\u573a\u73af\u5883\u4e0b\u4fdd\u62a4\u8d44\u672c\uff0c\u91cf\u5316\u4ea4\u6613\u67b6\u6784\u91c7\u7528\u7cfb\u7edf\u5316\u7684\u73af\u5883\u5207\u6362\u89c4\u5219[cite: 3]\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u8d8b\u52bf\u5f3a\u5ea6\u7981\u7528\u8fc7\u6ee4<\/strong>\uff1a\u5f53 ADX \u5904\u4e8e 30 \u4ee5\u4e0a\u65f6\uff0c\u7cfb\u7edf\u81ea\u52a8\u7981\u7528\u6240\u6709\u9006\u52bf\u7684\u5e38\u89c4\u80cc\u79bb\u4fe1\u53f7[cite: 3]\u3002\u7b56\u7565\u5c06\u5207\u6362\u4e3a\u4ec5\u6267\u884c<strong>\u9690\u853d\u80cc\u79bb<\/strong> Setup\uff0c\u987a\u52bf\u4ea4\u6613[cite: 3]\u3002<\/li>\n\n\n\n<li><strong>\u6ce2\u52a8\u7387\u73af\u5883\u5207\u6362<\/strong>\uff1a\u82e5\u4ef7\u683c\u504f\u79bb 200 \u65e5\u5747\u7ebf\u8d85\u8fc7 $2.5$ \u4e2a\u6807\u51c6\u5dee\uff08\u9ad8 Z-Score\uff09\uff0c\u6216 ATR \u62d3\u5c55\u81f3\u6700\u9ad8\u5206\u4f4d\u6570\u533a\uff0c\u53ea\u6709\u5728\u4f34\u968f\u660e\u786e\u7684\u6210\u4ea4\u91cf\u5438\u6536\u6307\u6807\u65f6\uff0c\u624d\u5141\u8bb8\u5f00\u542f\u5747\u503c\u56de\u5f52\u7c7b\u578b\u7684\u5e38\u89c4\u80cc\u79bb\u4ea4\u6613[cite: 3]\u3002<\/li>\n<\/ul>\n\n\n\n<p class=\"wp-block-paragraph\"><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u6838\u5fc3\u673a\u5236\u4e0e\u4fe1\u53f7\u5206\u7c7b \u5728\u6280\u672f\u5206\u6790\u4e2d\uff0c\u80cc\u79bb\uff08Divergence\uff09\u63cf\u8ff0\u7684\u662f\u4ef7\u683c\u4f4d\u79fb\uff08\u7a7a\u95f4\u5e45\u503c\uff09\u4e0e\u52a8\u91cf\u632f\u8361\u6307\u6807\u8f68\u8ff9\uff08 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