{"id":2394,"date":"2025-07-07T07:21:00","date_gmt":"2025-07-06T23:21:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=2394"},"modified":"2025-06-30T21:23:31","modified_gmt":"2025-06-30T13:23:31","slug":"%e4%b8%80%e6%96%87%e6%95%99%e4%bd%a0%e6%90%ad%e5%bb%bamfi%e9%80%89%e8%82%a1%e5%99%a8%ef%bc%8c%e8%87%aa%e5%8a%a8%e6%8a%93%e7%89%9b%e8%82%a1%ef%bc%8c%e8%ae%a9%e6%96%b0%e6%89%8b%e4%b9%9f%e8%83%bd","status":"publish","type":"post","link":"https:\/\/blog.laoyulaoyu.top\/index.php\/2025\/07\/07\/%e4%b8%80%e6%96%87%e6%95%99%e4%bd%a0%e6%90%ad%e5%bb%bamfi%e9%80%89%e8%82%a1%e5%99%a8%ef%bc%8c%e8%87%aa%e5%8a%a8%e6%8a%93%e7%89%9b%e8%82%a1%ef%bc%8c%e8%ae%a9%e6%96%b0%e6%89%8b%e4%b9%9f%e8%83%bd\/","title":{"rendered":"\u4e00\u6587\u6559\u4f60\u642d\u5efaMFI\u9009\u80a1\u5668\uff0c\u81ea\u52a8\u6293\u725b\u80a1\uff0c\u8ba9\u65b0\u624b\u4e5f\u80fd\u8dd1\u8d62\u5927\u76d8"},"content":{"rendered":"\n

\u4f5c \u8005\uff1a\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n

\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n

\"\"<\/figure>\n\n\n\n
\n
\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u6211\u662f\u8001\u4f59\u635e\u9c7c\uff0c\u4eca\u5929\u8fd9\u7bc7\u6587\u7ae0\u6211\u4f1a\u624b\u628a\u624b\u6559\u4f60\u642d\u5efa\u4e00\u4e2a\u57fa\u4e8e MFI\uff08\u8d44\u91d1\u6d41\u5411\u6307\u6807\uff09\u7684\u81ea\u52a8\u9009\u80a1\uff0b\u56de\u6d4b\u7cfb\u7edf<\/mark><\/strong>\uff0c\u672c\u6587\u4ee3\u7801\u53ef\u590d\u5236\u7c98\u8d34\uff0c\u4e00\u6b65\u6b65\u5b9e\u64cd\uff0c\u914d\u56fe\u3001\u8868\u683c\u6e05\u6670\u53ef\u89c1\u3002\u5373\u4f7f\u662f\u91cf\u5316\u5c0f\u767d\u4e5f\u80fd\u5feb\u901f\u4e0a\u624b\uff0c\u6316\u6398\u771f\u5b9e\u7b56\u7565\u6548\u679c\uff0c\u638c\u63e1\u201c\u81ea\u52a8\u8d5a\u94b1\u201d\u7684\u65b9\u6cd5\u3002<\/pre>\n<\/blockquote>\n\n\n\n
\u65e9\u4e0a\u4e5d\u70b9\u534a\uff0c\u4f60\u76ef\u7740\u6ee1\u5c4f\u7ea2\u7effK\u7ebf\uff0c\u624b\u6307\u5728\u952e\u76d8\u4e0a\u98de\u821e\u3002\u7a81\u7136\u7f51\u5361\u6216\u8005\u624b\u6162\u4e86\uff0c\u9519\u8fc7\u4e86\u4e70\u5356\u65f6\u673a\u3002\u800c\u51ed\u611f\u89c9\u4ea4\u6613\u5e38\u5e38\u8ffd\u6da8\u6740\u8dcc\uff0c\u770bK\u7ebf\u56fe\u5206\u6790\u53c8\u5bb9\u6613\u88ab”\u591a\u5934\u9677\u9631”\u9a97\u3002\u6240\u4ee5\uff0c\u522b\u518d\u505a\u4eba\u529b\u9009\u80a1\u5668\u4e86<\/strong>\uff01<\/p>\n\n\n\n
\u4eca\u5929\u8981\u5206\u4eab\u7684\u8fd9\u5957\u91cf\u5316\u7cfb\u7edf\u80fd\u81ea\u52a8\u5b8c\u6210\uff1a<\/p>\n\n\n\n
    \n
  • \u2705 \u81ea\u52a8\u4e0b\u8f7d\u80a1\u7968\u6570\u636e\uff1b<\/li>\n\n\n\n
  • \u2705 \u667a\u80fd\u8bc6\u522b\u4e70\u5356\u4fe1\u53f7\uff1b<\/li>\n\n\n\n
  • \u2705 \u56de\u6d4b\u5386\u53f2\u6536\u76ca\u8868\u73b0\uff1b<\/li>\n\n\n\n
  • \u2705 \u56fe\u5f62\u5316\u5c55\u793a\u4ea4\u6613\u8bb0\u5f55\u3002<\/li>\n<\/ul>\n\n\n\n
    \u4e00\u3001\u795e\u79d8\u6307\u6807\uff1a\u770b\u7a7f\u5e84\u5bb6\u5e95\u724c<\/strong><\/h2>\n\n\n\n
    \u591a\u6570\u4eba\u53ea\u770b\u4ef7\u683c\u6da8\u8dcc\uff0c\u8fd9\u5c31\u50cf\u5f00\u8f66\u4e0d\u770b\u6cb9\u8868\uff01\u8d44\u91d1\u6d41\u91cf\u6307\u6807\uff08MFI\uff09<\/strong> \u7ed3\u5408\u4ef7\u683c+\u6210\u4ea4\u91cf\uff0c\u582a\u79f0\u5e02\u573a\u900f\u89c6\u955c\uff1a<\/p>\n\n\n\n
      \n
    • MFI = \u4ef7\u683c + \u6210\u4ea4\u91cf\uff0c\u8bc6\u522b\u8d44\u91d1\u6d41\u5411\uff0c\u6bd4\u5149\u770b\u4ef7\u683c\u66f4\u9760\u8c31\u3002<\/li>\n\n\n\n
    • MFI < 20\uff1a\u8d85\u5356\u533a\uff0c\u53ef\u80fd\u662f\u4e70\u5165\u65f6\u673a\uff1b<\/li>\n\n\n\n
    • MFI > 80\uff1a\u8d85\u4e70\u533a\uff0c\u6216\u662f\u5356\u51fa\u4fe1\u53f7\u3002<\/li>\n<\/ul>\n\n\n\n
      # \u795e\u5947\u4ee3\u7801\u5728\u6b64\ndef \u8ba1\u7b97_MFI(\u6570\u636e, \u5468\u671f=14):\n    # \u6838\u5fc3\u4e09\u6b65\u8d70\n    \u5178\u578b\u4ef7 = (\u6700\u9ad8\u4ef7 + \u6700\u4f4e\u4ef7 + \u6536\u76d8\u4ef7)\/3\n    \u8d44\u91d1\u6d41 = \u5178\u578b\u4ef7 * \u6210\u4ea4\u91cf  \n    # \u540e\u7eed\u8ba1\u7b97\u6b63\u8d1f\u8d44\u91d1\u6d41\uff08\u4ee3\u7801\u8be6\u89c1\u6587\u672b\uff09<\/pre>\n\n\n\n
      \u5b9e\u6218\u4fe1\u53f7\u89e3\u8bfb<\/strong>\uff1a<\/p>\n\n\n\n
      MFI\u503c<\/th>\u5e02\u573a\u72b6\u6001<\/th>\u64cd\u4f5c\u5efa\u8bae<\/th><\/tr><\/thead>
      <20<\/strong><\/td>\u6050\u614c\u8d85\u5356<\/td>\u9ec4\u91d1\u6284\u5e95\u70b9<\/td><\/tr>
      >80<\/strong><\/td>\u72c2\u70ed\u8d85\u4e70<\/td>\u83b7\u5229\u9003\u8dd1\u4fe1\u53f7<\/td><\/tr>
      20-80<\/td>\u9707\u8361\u89c2\u671b<\/td>\u559d\u8336\u770b\u620f<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
      \u4e8c\u3001\u624b\u628a\u624b\u642d\u5efa\u5370\u949e\u7cfb\u7edf<\/strong><\/h2>\n\n\n\n
      \u8fd9\u5957\u81ea\u52a8\u5316\u7cfb\u7edf\u5c06\u590d\u6742\u4ea4\u6613\u7b80\u5316\u4e3a\u4e09\u6b65\uff1a\u6570\u636e\u2192\u4fe1\u53f7\u2192\u9a8c\u8bc1<\/strong>\u3002\u5b83\u4e0d\u80fd\u9884\u6d4b\u672a\u6765\uff0c\u4f46\u80fd\u8ba9\u4f60\u7528\u79d1\u5b66\u65b9\u6cd5\u8fdc\u79bb\u60c5\u7eea\u5316\u4ea4\u6613\u3002<\/p>\n\n\n\n
      \u6b65\u9aa4\u4e00\uff1a\u6570\u636e\u83b7\u53d6<\/strong><\/h3>\n\n\n\n
      from google.colab import auth\nauth.authenticate_user() # \u767b\u5f55\u8c37\u6b4c\u8d26\u53f7\n\nimport gspread\n\u5de5\u4f5c\u8868 = gspread.open(\"\u6211\u7684\u80a1\u7968\u6570\u636e\") # \u66ff\u6362\u4f60\u7684\u8868\u683c\u540d\n\u6570\u636e = \u5de5\u4f5c\u8868.sheet1.get_all_values() # \u79d2\u83b7\u6570\u636e<\/code><\/pre>\n\n\n\n
      \"\"<\/figure>\n\n\n\n
      \ud83d\udca1 \u6280\u5de7\uff1a\u7528\u7f51\u6613\u8d22\u7ecf\u5bfc\u51faCSV\uff0c\u62d6\u5165\u8c37\u6b4c\u8868\u683c\u5373\u53ef\u3002<\/p>\n\n\n\n
      \u6b65\u9aa4\u4e8c\uff1a\u7b56\u7565\u5f15\u64ce<\/strong><\/h3>\n\n\n\n
      def \u751f\u6210\u4fe1\u53f7(\u6570\u636e):\n    \u6570\u636e['\u4fe1\u53f7'] = 0  # \u521d\u59cb\u5316\n    for i in range(1, len(\u6570\u636e)):\n\n        # \u5f53MFI\u7a81\u7834\u8d85\u5356\u7ebf\uff08\u91d1\u53c9\uff09\n        if \u6570\u636e['MFI'][i-1]<20 and \u6570\u636e['MFI'][i]>=20:\n            \u6570\u636e.loc[i, '\u4fe1\u53f7'] = 1 # \u4e70\u5165\u6807\u8bb0\n\n        # \u5f53MFI\u8dcc\u7834\u8d85\u4e70\u7ebf\uff08\u6b7b\u53c9\uff09 \n        elif \u6570\u636e['MFI'][i-1]>80 and \u6570\u636e['MFI'][i]<=80:\n            \u6570\u636e.loc[i, '\u4fe1\u53f7'] = -1 # \u5356\u51fa\u6807\u8bb0<\/code><\/pre>\n\n\n\n
      \u6b65\u9aa4\u4e09\uff1a\u6536\u76ca\u9a8c\u8bc1<\/strong><\/h3>\n\n\n\n
      def backtest_strategy(df, initial_cap=10000, fee=0.001):\n    pos = 0; cash = initial_cap\n    for i,row in df.iterrows():\n        if row.Signal == 1:\n            cost = row.Close * (1+fee); pos = cash \/\/ cost; cash -= pos * cost\n        elif row.Signal == -1 and pos>0:\n            cash += pos * row.Close * (1-fee); pos = 0\n    return cash + pos * df.Close.iloc[-1]<\/code><\/pre>\n\n\n\n
      \u771f\u5b9e\u6a21\u62df\u624b\u7eed\u8d39\u3001\u6301\u4ed3\u903b\u8f91\uff0c\u9632\u6b62\u201c\u7a7a\u5934\u5356\u201d\u9519\u8bef\u3002\u56de\u6d4b\u4e09\u53ea\u80a1\u7968\u7ed3\u679c\uff1a<\/p>\n\n\n\n
      \"\"<\/figure>\n\n\n\n
      \u56fe\u4e2d\u7eff\u8272\u7bad\u5934\u662f\u4e70\u70b9\uff0c\u7ea2\u8272\u7bad\u5934\u662f\u5356\u70b9\uff0c\u76f4\u89c2\u53c8\u9192\u76ee\u3002<\/p>\n\n\n\n
      \u80a1\u7968<\/th>\u4ea4\u6613\u6b21\u6570<\/th>\u521d\u59cb\u672c\u91d1<\/th>\u6700\u7ec8\u6536\u76ca<\/th>\u6536\u76ca\u7387<\/th><\/tr><\/thead>
      APX<\/td>5\u6b21<\/td>1\u4e07\u5143<\/td>3.36\u4e07<\/strong><\/td>236%\u2191<\/td><\/tr>
      ORG<\/td>4\u6b21<\/td>1\u4e07\u5143<\/td>1.19\u4e07<\/td>19.6%\u2191<\/td><\/tr>
      NST<\/td>1\u6b21<\/td>1\u4e07\u5143<\/td>0.99\u4e07<\/td>-1%\u2193<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n
      \n
      \ud83d\udca5 \u6ce8\u610f\uff1a\u5305\u542b0.1%\u4ea4\u6613\u624b\u7eed\u8d39\uff08\u5b9e\u76d8\u5173\u952e\uff01\uff09<\/p>\n<\/blockquote>\n\n\n\n
      \u4e09\u3001\u5b9e\u76d8\u5c0f\u6280\u5de7<\/strong><\/h2>\n\n\n\n
      \u8840\u6cea\u6559\u8bad\uff0c\u8bfb\u5b8c\u4e0b\u97624\u6761\u5c11\u8d703\u5e74\u5f2f\u8def\uff1a<\/p>\n\n\n\n