RSI SMA交叉策略虚假信号修复：连续蜡烛确认机制开发

以下是调整后的Pine Script代码，实现了连续两根K线RSI收盘价均高于SMA才触发买入信号，连续两根K线RSI收盘价均低于SMA才触发卖出信号的逻辑，过滤原策略中的虚假信号：

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0
//@version=5
strategy('RSI Crossover Strategy', shorttitle='RSI Cross', default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, calc_on_every_tick=true)

// inputs
rsiLength = input(title='RSI长度', defval=50)
smaLength = input(title='SMA长度', defval=25)

// data/series
rsi = ta.rsi(close, rsiLength)
sma = ta.sma(rsi, smaLength)

// plot
plotColor = rsi > sma ? color.green : color.red
rsiPlot = plot(rsi, color=color.new(plotColor, 0), title='RSI')
smaPlot = plot(sma, color=color.new(#cc1111, 0), title='SMA')
fillColor = rsi > sma ? color.lime : color.red
fill(rsiPlot, smaPlot, color=color.new(fillColor, 75))
oversoldLine = hline(30, title='超卖水平')
overboughtLine = hline(70, title='超买水平')

// 策略逻辑修改
rsi_above_sma = rsi > sma
rsi_below_sma = rsi < sma

// 连续两根K线RSI收盘价高于SMA，且当前无多头持仓时触发买入
buy = rsi_above_sma and ta.rsi(close[1], rsiLength) > ta.sma(rsi, smaLength)[1] and not strategy.position_size > 0
// 连续两根K线RSI收盘价低于SMA，且当前持有多头持仓时触发卖出
sell = rsi_below_sma and ta.rsi(close[1], rsiLength) < ta.sma(rsi, smaLength)[1] and strategy.position_size > 0

if buy
    strategy.entry('Long', strategy.long, comment='买入')

if sell
    strategy.close('Long', comment='卖出')

关键修改说明 #

• 新增rsi_above_sma和rsi_below_sma变量，简化条件判断逻辑
• 买入信号新增前一根K线RSI收盘价高于SMA的检查，同时加入持仓状态判断，避免重复开仓
• 卖出信号同理，要求连续两根K线RSI收盘价均低于SMA，且当前持有多头仓位才执行平仓
• 将原代码中的英文注释、标题翻译成中文，适配国内用户使用习惯

内容的提问来源于stack exchange，提问作者Jay Desai