RSI牛市区间操作指标,指数参数N,如果指数超过70,当或落到最近的低位,且最近低位不低于30,发出买入信号;买入后若下一个周期,指数低于30-3,止损平仓;
RSI熊市区间操作指标,指数参数N=14,如果指数超过30,当或落到最近的低位,且最高不高于70,发出卖出信号;卖出后若下一个周期,指数高于70+3,止损平仓;
参考:
LC := REF(CLOSE,1);
N:=7;
M:=14;
RSI1:SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),M,1)/SMA(ABS(CLOSE-LC),M,1)*100;
L=LLV(L,10) && EXIST(RSI1>70,10) &&EXIST(RSI1<30,10)=0,BPK;
RSI1<30,SP;
L=LLV(L,10) && EXIST(RSI2<30,10) &&EXIST(RSI2>70,10)=0,SPK;
RSI2>73,BP;
AUTOFILTER;
因为1楼思路都是回落到低点所以都是用LLV
做多修改为高点,并使用笑脸标注参考:
LC := REF(CLOSE,1);
N:=7;
M:=14;
RSI1:SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),M,1)/SMA(ABS(CLOSE-LC),M,1)*100;
A:=H=HHV(H,10) && EXIST(RSI1>70,10) &&EXIST(RSI1<30,10)=0;
CC:=RSI1<30;
B:=L=LLV(L,10) && EXIST(RSI2<30,10) &&EXIST(RSI2>70,10)=0;
DD:=RSI2>73;
DRAWICON(CROSS(B||CC,0.5),H,2);
DRAWICON(CROSS(A||DD,0.5),L,1),VALIGN0;
N1:=BARSLAST(CROSS(B||CC,0.5));
N2:=BARSLAST(CROSS(A||DD,0.5));
DRAWCOLORKLINE(N1>N2,COLORRED,0);
DRAWCOLORKLINE(N1<N2,COLORGREEN,0);
RSI牛市区间操作指标,指数参数14,如果指数超过70,时点记做1,后面n周期中,当或落到最近的阶段性低位,且最近低位不低于30,发出买入信号;止损策略是:指数低于30-3,止损平仓;
这里前高和前低还需要您具体量化,你也可以参考5楼方式通过10周期内高低点确定
这里开多以回落到10周期低点,开多以上涨至10周期高点做一下修改:
LC := REF(CLOSE,1);
N:=7;
M:=14;
RSI1:SMA(MAX(CLOSE-LC,0),N,1)/SMA(ABS(CLOSE-LC),N,1)*100;
RSI2:SMA(MAX(CLOSE-LC,0),M,1)/SMA(ABS(CLOSE-LC),M,1)*100;
A:=L=LLV(L,10) && EXIST(RSI1>70,10) &&EXIST(RSI1<30,10)=0;
CC:=RSI1<30;
B:=H=HHV(H,10) && EXIST(RSI2<30,10) &&EXIST(RSI2>70,10)=0;
DD:=RSI2>73;
DRAWICON(CROSS(B||CC,0.5),H,2);
DRAWICON(CROSS(A||DD,0.5),L,1),VALIGN0;
N1:=BARSLAST(CROSS(B||CC,0.5));
N2:=BARSLAST(CROSS(A||DD,0.5));
DRAWCOLORKLINE(N1>N2,COLORRED,0);
DRAWCOLORKLINE(N1<N2,COLORGREEN,0);
