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{
  "@context": "https://schema.org",
  "@type": "Article",
  "author": [
    {
      "@type": "Person",
      "name": "ChaoZhang"
    }
  ],
  "comment": [],
  "dateModified": "2023-10-08T12:14:36Z",
  "datePublished": "2023-10-08T12:14:36Z",
  "headline": "基于SMA和RSI的短线双重过滤策略",
  "publisher": {
    "@type": "Organization",
    "logo": {
      "@type": "ImageObject",
      "url": "https://www.fmz.com/assets/logo192.png"
    },
    "name": "fmz quant",
    "url": "https://www.fmz.com"
  },
  "text": "概述 本策略基于简单移动平均线(SMA)和相对强弱指数(RSI)这两种指标设计。它在RSI值突破入场信号线,且收盘价低于SMA时做空;在止损或止盈信号出现时平仓。该策略结合双重过滤条件进行入场,可有效避免无效交易。 原理 该策略主要根据两种指标判断行情: SMA:计算最近200天的收盘价简单移动平均,代表中长线趋势方向。 RSI:计算最近14天收盘价的相对强弱,代表短期超买超卖情况。 当RSI上穿...",
  "url": "https://www.fmz.com/strategy/428682"
}