{"id":148408,"date":"2026-02-25T21:50:11","date_gmt":"2026-02-25T13:50:11","guid":{"rendered":"https:\/\/zbxq.top\/?p=148408"},"modified":"2026-02-25T22:10:19","modified_gmt":"2026-02-25T14:10:19","slug":"%e3%80%90%e9%87%8f%e5%8c%96rsrs%e6%95%b0%e7%90%86%e6%88%98%e6%b3%95%e3%80%91%e4%b8%bb%e5%89%af%e9%80%89-%e9%a3%8e%e6%8e%a7%e4%b9%8b%e7%8e%8b%ef%bd%9c%e5%8d%81%e5%b9%b4%e5%9b%9e%e6%b5%8b%e8%b7%91","status":"publish","type":"post","link":"https:\/\/zbxq.top\/?p=148408","title":{"rendered":"\u3010\u91cf\u5316RSRS\u6570\u7406\u6218\u6cd5\u3011\u4e3b\u526f\u9009 \u98ce\u63a7\u4e4b\u738b\uff5c\u5341\u5e74\u56de\u6d4b\u8dd1\u8d62\u6caa\u6df1300\u00b7\u767e\u4ebf\u79c1\u52df\u62e9\u65f6\u6838\u6b66\u5668"},"content":{"rendered":"

\u3010\u6307\u6807\u4ecb\u7ecd\u3011
\n1. \u6838\u5fc3\u903b\u8f91\uff08\u76f4\u767d\u62c6\u89e3\uff0c\u65e0\u590d\u6742\u672f\u8bed\uff09
\n\u659c\u7387\uff08Beta\u503c\uff09\u5c31\u662fRSRS\u7684\u201c\u6838\u5fc3\u6807\u5c3a\u201d\uff0c\u770b\u61c2\u659c\u7387\uff0c\u5c31\u770b\u61c2\u4e86\u8d8b\u52bf\uff1a
\n- \u659c\u7387\u504f\u9ad8\uff1a\u8bf4\u660e\u652f\u6491\u529b\u5ea6\u8fdc\u8d85\u538b\u529b\uff0c\u8d70\u52bf\u5904\u4e8e\u5f3a\u52bf\u533a\u95f4\uff0c\u9002\u5408\u91cd\u70b9\u5173\u6ce8\uff1b
\n- \u659c\u7387\u504f\u4f4e\uff1a\u8bf4\u660e\u538b\u529b\u529b\u5ea6\u76d6\u8fc7\u652f\u6491\uff0c\u8d70\u52bf\u5904\u4e8e\u5f31\u52bf\u533a\u95f4\uff0c\u9700\u53ca\u65f6\u89c4\u907f\uff1b
\n- \u901a\u8fc7\u6807\u51c6\u5316\u5904\u7406\uff0cRSRS\u4f1a\u5c06\u659c\u7387\u8f6c\u5316\u4e3a\u53ef\u76f4\u89c2\u67e5\u770b\u7684\u201c\u5206\u6570\u201d\uff0c\u53d6\u503c\u8303\u56f4\u8986\u76d6\u6b63\u8d1f\u533a\u95f4\uff0c\u65e0\u9700\u624b\u52a8\u8ba1\u7b97\uff0c\u6307\u6807\u76f4\u63a5\u5448\u73b0\u3002
\n\u8fd9\u91cc\u5fc5\u987b\u5f3a\u8c03\u4e00\u4e2a\u5173\u952e\uff1aRSRS\u4e0d\u662f\u7528\u6765\u6355\u6349\u77ed\u671f\u53cd\u5f39\u7684\uff0c\u5b83\u7684\u6838\u5fc3\u4ef7\u503c\u7684\u662f\u6355\u6349\u201c\u8d8b\u52bf\u4e3b\u7ebf\u201d\u2014\u2014\u4e5f\u5c31\u662f\u4e00\u6bb5\u6301\u7eed\u3001\u7a33\u5b9a\u7684\u8d70\u52bf\uff0c\u8fd9\u4e5f\u662f\u5b83\u80fd\u5728\u5341\u5e74\u56de\u6d4b\u4e2d\u8131\u9896\u800c\u51fa\uff0c\u6210\u4e3a\u201c\u98ce\u63a7\u4e4b\u738b\u201d\u7684\u6838\u5fc3\u539f\u56e0\u3002\u8fc7\u53bb\u4e94\u5e74\uff0c\u591a\u6b21\u8d70\u52bf\u5927\u5e45\u6ce2\u52a8\u65f6\uff0cRSRS\u90fd\u80fd\u63d0\u524d\u53d1\u51fa\u9884\u8b66\uff0c\u5e2e\u5927\u5bb6\u907f\u5f00\u4e0d\u5fc5\u8981\u7684\u98ce\u9669\uff0c\u8fd9\u662f\u666e\u901a\u6307\u6807\uff08\u5982MACD\u3001KDJ\uff09\u96be\u4ee5\u4f01\u53ca\u7684\u3002
\n2. \u4fe1\u53f7\u89e3\u8bfb\uff08\u50bb\u74dc\u5f0f\u64cd\u4f5c\uff0c\u8bb03\u70b9\u5c31\u591f\uff09
\n\u6211\u590d\u523b\u7684\u8fd9\u5957RSRS\u6307\u6807\uff0c\u5206\u4e3a\u4e3b\u56fe\u548c\u526f\u56fe\uff0c\u4e24\u8005\u914d\u5408\u4f7f\u7528\uff0c\u4fe1\u53f7\u66f4\u7cbe\u51c6\uff0c\u64cd\u4f5c\u66f4\u7b80\u5355\uff0c\u65b0\u624b\u4e0d\u7528\u8bb0\u590d\u6742\u53c2\u6570\uff0c\u76ef\u7740\u989c\u8272\u548c\u56fe\u6807\u5c31\u80fd\u5224\u65ad\uff0c\u5177\u4f53\u62c6\u89e3\u5982\u4e0b\uff08\u5efa\u8bae\u6536\u85cf\uff0c\u5b9e\u64cd\u65f6\u76f4\u63a5\u5bf9\u7167\uff09\uff1a
\n\uff081\uff09\u4e3b\u56fe\u4fe1\u53f7\uff1a\u770bK\u7ebf\u989c\u8272\uff0c\u79d2\u5224\u72b6\u6001
\n\u4e3b\u56fe\u6838\u5fc3\u529f\u80fd\u662f\u201cK\u7ebf\u67d3\u8272\u201d\uff0c\u4e0d\u540c\u989c\u8272\u5bf9\u5e94\u4e0d\u540c\u8d70\u52bf\u72b6\u6001\uff0c\u65e0\u9700\u590d\u6742\u5206\u6790\uff0c\u4e00\u773c\u5c31\u80fd\u770b\u61c2\uff1a
\n- \u7ea2\u8272K\u7ebf\uff1a\u5f3a\u52bf\u72b6\u6001\uff0c\u8bf4\u660e\u5f53\u524d\u652f\u6491\u5145\u8db3\uff0c\u8d70\u52bf\u5904\u4e8e\u5f3a\u52bf\u533a\u95f4\uff0c\u53ef\u91cd\u70b9\u5173\u6ce8\uff0c\u65e0\u9700\u9891\u7e41\u64cd\u4f5c\uff1b
\n- \u7eff\u8272K\u7ebf\uff1a\u5f31\u52bf\u72b6\u6001\uff0c\u8bf4\u660e\u5f53\u524d\u538b\u529b\u8fc7\u5927\uff0c\u8d70\u52bf\u5904\u4e8e\u5f31\u52bf\u533a\u95f4\uff0c\u5efa\u8bae\u4fdd\u6301\u89c2\u671b\uff0c\u89c4\u907f\u6ce2\u52a8\uff1b
\n- \u7070\u8272K\u7ebf\uff1a\u9707\u8361\u72b6\u6001\uff0c\u8bf4\u660e\u652f\u6491\u4e0e\u538b\u529b\u5904\u4e8e\u5e73\u8861\uff0c\u8d70\u52bf\u6ce2\u52a8\u4e0d\u5927\uff0c\u5efa\u8bae\u89c2\u671b\u4e3a\u4e3b\uff0c\u4e0d\u76f2\u76ee\u4ecb\u5165\u3002
\n\u8865\u5145\u6280\u5de7\uff1a\u4e3b\u56fe\u51fa\u73b0\u201c\u2605RSRS\u201d\u7ea2\u94bb\u56fe\u6807\u65f6\uff0c\u662f\u5f3a\u52bf\u542f\u52a8\u7684\u4fe1\u53f7\uff0c\u6b64\u65f6\u7ed3\u5408\u526f\u56fe\u4fe1\u53f7\uff0c\u53ef\u91cd\u70b9\u5173\u6ce8\uff0c\u5927\u6982\u7387\u662f\u8d8b\u52bf\u542f\u52a8\u7684\u524d\u5146\u3002
\n\uff082\uff09\u526f\u56fe\u4fe1\u53f7\uff1a\u770b\u6570\u503c+\u7ebf\u6761\uff0c\u7cbe\u51c6\u6355\u6349\u8f6c\u5411
\n\u526f\u56fe\u662fRSRS\u7684\u201c\u6838\u5fc3\u4fe1\u53f7\u533a\u201d\uff0c\u5305\u542b3\u6761\u5173\u952e\u7ebf\u548c1\u4e2a\u6570\u503c\uff0c\u89e3\u8bfb\u8d77\u6765\u5f88\u7b80\u5355\uff0c\u8bb0\u4f4f2\u4e2a\u5173\u952e\u9608\u503c\uff080.7\u548c-0.7\uff09\u5373\u53ef\uff1a
\n- \u5f3a\u52bf\u7ebf\uff080.7\uff0c\u7ea2\u8272\u865a\u7ebf\uff09\uff1a\u6570\u503c\u4e0a\u7a7f\u8fd9\u6761\u7ebf\uff0c\u8bf4\u660e\u8d70\u52bf\u8fdb\u5165\u5f3a\u52bf\u533a\u95f4\uff0c\u542f\u52a8\u4fe1\u53f7\u660e\u786e\uff1b
\n- \u5f31\u52bf\u7ebf\uff08-0.7\uff0c\u7eff\u8272\u865a\u7ebf\uff09\uff1a\u6570\u503c\u8dcc\u7834\u8fd9\u6761\u7ebf\uff0c\u8bf4\u660e\u8d70\u52bf\u8fdb\u5165\u5f31\u52bf\u533a\u95f4\uff0c\u9700\u53ca\u65f6\u89c4\u907f\uff1b
\n- \u96f6\u8f74\u7ebf\uff080\uff0c\u7070\u8272\u70b9\u7ebf\uff09\uff1a\u6570\u503c\u5728\u96f6\u8f74\u4e0a\u65b9\uff0c\u6574\u4f53\u504f\u5f3a\u52bf\uff1b\u5728\u96f6\u8f74\u4e0b\u65b9\uff0c\u6574\u4f53\u504f\u5f31\u52bf\u3002
\n\u526f\u56fe\u6570\u503c\uff08\u9ec4\u8272\u7ebf\u6761\uff09\u89e3\u8bfb\uff1a
\n- \u6570\u503c\uff1e0.7\uff08\u7ea2\u8272\u52a0\u7c97\u663e\u793a\uff09\uff1a\u5f3a\u52bf\u8fdb\u653b\u533a\uff0c\u5bf9\u5e94\u4e3b\u56fe\u7ea2\u8272K\u7ebf\uff0c\u53ef\u91cd\u70b9\u5173\u6ce8\uff0c\u4fdd\u6301\u89c2\u671b\u5373\u53ef\uff0c\u4e0d\u7528\u9891\u7e41\u64cd\u4f5c\uff1b
\n- \u6570\u503c\uff1c-0.7\uff08\u7eff\u8272\u52a0\u7c97\u663e\u793a\uff09\uff1a\u5f31\u52bf\u4e0b\u8dcc\u533a\uff0c\u5bf9\u5e94\u4e3b\u56fe\u7eff\u8272K\u7ebf\uff0c\u5efa\u8bae\u4fdd\u6301\u7a7a\u4ed3\u89c2\u671b\uff0c\u907f\u514d\u88ab\u52a8\uff1b
\n- -0.7\u2264\u6570\u503c\u22640.7\uff08\u9ec4\u8272\u7ebf\u6761\uff09\uff1a\u9707\u8361\u89c2\u5bdf\u533a\uff0c\u5bf9\u5e94\u4e3b\u56fe\u7070\u8272K\u7ebf\uff0c\u5efa\u8bae\u8010\u5fc3\u7b49\u5f85\uff0c\u4e0d\u76f2\u76ee\u4ecb\u5165\u3002
\n\u3010\u6307\u6807\u56fe\u793a\u3011<\/p>\n

\"\"<\/p>\n

\"\"<\/p>\n

\"\"
\n\u3010\u6307\u6807\u6e90\u7801\u3011
\n{\u91cf\u5316RSRS\u6218\u6cd5\u526fTU}
\nN:=18;
\nM:=300;
\nSUM_L := SUM(L, N);
\nSUM_H := SUM(H, N);
\nSUM_L2 := SUM(L*L, N);
\nSUM_LH := SUM(L*H, N);
\nDENOM := N*SUM_L2 - SUM_L*SUM_L;
\nBETA1 := IF(DENOM!=0, (N*SUM_LH - SUM_L*SUM_H) \/ DENOM, 0);
\nRSRS_MEAN := MA(BETA1, M);
\nRSRS_STDDEV := STD(BETA1, M);
\nRSRS_SCORE := IF(RSRS_STDDEV!=0, (BETA1 - RSRS_MEAN) \/ RSRS_STDDEV, 0);
\nDRAWBAND(RSRS_SCORE, RGB(150,0,0), 0.7, RGB(60,60,60));
\nDRAWBAND(RSRS_SCORE, RGB(0,100,0), -0.7, RGB(60,60,60));
\n\u5f3a\u52bf\u7ebf: 0.7, COLORLIRED, DOTLINE;
\n\u5f31\u52bf\u7ebf: -0.7, COLORLIGREEN, DOTLINE;
\n\u96f6\u8f74\u7ebf: 0, COLORGRAY, POINTDOT;
\nRSRS\u6570\u503c: RSRS_SCORE, COLORYELLOW, LINETHICK1;
\nIF(RSRS_SCORE > 0.7, RSRS_SCORE, DRAWNULL), COLORRED, LINETHICK3;
\nIF(RSRS_SCORE < -0.7, RSRS_SCORE, DRAWNULL), COLORGREEN, LINETHICK2;
\n\u8d77\u7206 := CROSS(RSRS_SCORE, 0.7);
\nSTICKLINE(\u8d77\u7206, -1.5, 2, 0.1, 0), COLORYELLOW;
\nDRAWICON(\u8d77\u7206, 0.7, 26);
\nDRAWTEXT(\u8d77\u7206, 1.2, ' \u2605RSRS\u8d77\u7206'), COLORYELLOW;
\n\u6b62\u76c8 := CROSS(0.7, RSRS_SCORE);
\nDRAWICON(\u6b62\u76c8, 0.75, 2);
\nDRAWTEXT(\u6b62\u76c8, 0.9, ' \u79bb\u573a'), COLORGREEN;
\nDRAWTEXT_FIX(1,0.01,0.01,0,'\u3010RSRS\u72b6\u6001\u5224\u65ad\u3011'), COLORWHITE;
\nDRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE>0.7, 0.12,0.01,0,'\u2605 \u5f3a\u52bf\u8fdb\u653b\u533a (\u6301\u80a1)'), COLORRED;
\nDRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE<-0.7, 0.12,0.01,0,'\u25cf \u5f31\u52bf\u4e0b\u8dcc\u533a (\u7a7a\u4ed3)'), COLORGREEN;
\nDRAWTEXT_FIX(ISLASTBAR AND RSRS_SCORE>= -0.7 AND RSRS_SCORE<=0.7, 0.12,0.01,0,'\u25c6 \u9707\u8361\u89c2\u5bdf\u533a (\u89c2\u671b)'), COLORYELLOW;<\/p>\n

{\u91cf\u5316RSRS\u6570\u7406\u6218\u6cd5\u4e3bTU}
\n{\u6838\u5fc3\uff1aK\u7ebf\u67d3\u8272 + RSRS\u72b6\u6001\u63d0\u793a}
\nN:=18; M:=300;
\n{RSRS\u6838\u5fc3\u7b97\u6cd5}
\nSUM_L := SUM(L, N);
\nSUM_H := SUM(H, N);
\nSUM_L2 := SUM(L*L, N);
\nSUM_LH := SUM(L*H, N);
\nDENOM := N*SUM_L2 - SUM_L*SUM_L;
\nBETA1 := IF(DENOM!=0, (N*SUM_LH - SUM_L*SUM_H) \/ DENOM, 0);
\nRSRS_SCORE := (BETA1 - MA(BETA1, M)) \/ STD(BETA1, M);
\n{\u7ed8\u5236K\u7ebf}
\nDRAWKLINE(H,O,L,C);
\n{\u72b6\u6001\u5b9a\u4e49}
\n\u5f3a\u52bf\u72b6\u6001 := RSRS_SCORE > 0.7;
\n\u5f31\u52bf\u72b6\u6001 := RSRS_SCORE < -0.7;
\n\u9707\u8361\u72b6\u6001 := RSRS_SCORE >= -0.7 AND RSRS_SCORE <= 0.7;
\n{K\u7ebf\u67d3\u8272}
\n{\u7ea2K\uff1aRSRS\u5f3a\u52bf\uff0c\u6301\u80a1}
\nSTICKLINE(\u5f3a\u52bf\u72b6\u6001, H, L, 0, 0), COLORRED;
\nSTICKLINE(\u5f3a\u52bf\u72b6\u6001, C, O, 3, 0), COLORRED;
\n{\u7effK\uff1aRSRS\u5f31\u52bf\uff0c\u7a7a\u4ed3}
\nSTICKLINE(\u5f31\u52bf\u72b6\u6001, H, L, 0, 0), COLORGREEN;
\nSTICKLINE(\u5f31\u52bf\u72b6\u6001, C, O, 3, 0), COLORGREEN;
\n{\u7070K\uff1a\u9707\u8361\u671f\uff0c\u89c2\u671b\u6216\u505aT}
\nSTICKLINE(\u9707\u8361\u72b6\u6001, H, L, 0, 0), COLORGRAY;
\nSTICKLINE(\u9707\u8361\u72b6\u6001, C, O, 3, 0), COLORGRAY;
\n{\u4fe1\u53f7\u56fe\u6807}
\n\u8d77\u7206 := CROSS(RSRS_SCORE, 0.7);
\nDRAWICON(\u8d77\u7206, L*0.98, 25); {\u7ea2\u94bb\u56fe\u6807}
\nDRAWTEXT(\u8d77\u7206, L*0.96, '\u2605RSRS'), COLORYELLOW;
\n{\u9762\u677f\u663e\u793a}
\nDRAWTEXT_FIX(1,0.00,0.05,0,'\u5f53\u524d\u72b6\u6001\uff1a'), COLORWHITE;
\nDRAWTEXT_FIX(1,0.08,0.05,0,IF(\u5f3a\u52bf\u72b6\u6001,'\u3010\u5f3a\u52bf\u8fdb\u653b\u3011',IF(\u5f31\u52bf\u72b6\u6001,'\u3010\u5f31\u52bf\u7a7a\u4ed3\u3011','\u3010\u9707\u8361\u89c2\u5bdf\u3011'))), COLORYELLOW;<\/p>\n

{\u91cf\u5316RSRS\u6570\u7406\u6218\u6cd5\u9009GU}
\nN:=18;
\nM:=300;
\nSUM_L := SUM(L, N);
\nSUM_H := SUM(H, N);
\nSUM_L2 := SUM(L*L, N);
\nSUM_LH := SUM(L*H, N);
\nDENOM := N*SUM_L2 - SUM_L*SUM_L;
\nBETA1 := IF(DENOM!=0, (N*SUM_LH - SUM_L*SUM_H) \/ DENOM, 0);
\nRSRS_SCORE := (BETA1 - MA(BETA1, M)) \/ STD(BETA1, M);
\nXG: CROSS(RSRS_SCORE, 0.7);<\/p>\n","protected":false},"excerpt":{"rendered":"

\u3010\u6307\u6807\u4ecb\u7ecd\u3011 1. \u6838\u5fc3\u903b\u8f91\uff08\u76f4\u767d\u62c6\u89e3\uff0c\u65e0\u590d\u6742\u672f\u8bed\uff09 \u659c\u7387\uff08Beta\u503c\uff09\u5c31\u662fRSRS\u7684\u201c\u6838\u5fc3\u6807\u5c3a\u201d\uff0c\u770b\u61c2\u659c\u7387\uff0c […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[5,6,1,8],"tags":[15,27,24],"topic":[],"_links":{"self":[{"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/posts\/148408"}],"collection":[{"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/zbxq.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=148408"}],"version-history":[{"count":1,"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/posts\/148408\/revisions"}],"predecessor-version":[{"id":148412,"href":"https:\/\/zbxq.top\/index.php?rest_route=\/wp\/v2\/posts\/148408\/revisions\/148412"}],"wp:attachment":[{"href":"https:\/\/zbxq.top\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=148408"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/zbxq.top\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=148408"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/zbxq.top\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=148408"},{"taxonomy":"topic","embeddable":true,"href":"https:\/\/zbxq.top\/index.php?rest_route=%2Fwp%2Fv2%2Ftopic&post=148408"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}