已转化
原始素材 #34
内容
来源类型量化博客聚合
中文翻译
RSI超买是卖出信号吗？我们测试了70/30【证伪】
简述：RSI 70/30规则（高于70=超买，卖出；低于30=超卖，买入）是交易中被重复引用最多的模式。我们测量了信号发出后价格的实际走势，覆盖六个时间周期和四种资产，并将可交易版本套用于六种市场机制进行回测。结果是：它没有任何优势——在样本真实充足的情况下，前瞻涨跌幅约为0.00%；在4小时图上，它甚至指向错误的方向；而且
查看原文
Is RSI Overbought a Sell Signal? We Tested 70/30 [The Refutation]
The short version The RSI 70/30 rule (above 70 = overbought, sell; below 30 = oversold, buy) is the most repeated pattern in trading. We measured what price actually does after the signal, across six timeframes and four assets, and ran the traded version through six market regimes. It has no edge: forward travel is ~0.00% where the sample is real, it points the wrong way on the 4-hour chart, and
已转化
已转化为模式：RSI 70/30超买超卖规则回测