STRATEGY TEMPLATE · SANDBOX ONLY

MEAN_REVERSION_RSI_DEMO

使用历史调整收盘价计算RSI超卖的均值回归研究信号；不生成交易。

technicalRISK HIGHADAILY

ACTIVE

SANDBOXOPEN

FORMAL BACKTESTCLOSED

PAPER TRADINGCLOSED

LIVE TRADINGCLOSED

TEMPLATE VERSION

MEAN_REVERSION_RSI_DEMO_V1

ACTIVE

源文件app/backtest/strategy_sandbox.py默认参数{"rsi_window":14,"signal_delay_days":1,"oversold_threshold":30}数据要求{"timeframe":"DAILY","price_fields":["adjusted_close"],"minimum_history_days":15}执行规则{"mode":"research_signal_preview","orders_generated":false,"trades_generated":false,"explanation_rules":["RSI仅使用当前及此前调整收盘价","RSI不高于超卖阈值","信号只在收盘后形成"],"signal_delay_days":1}

查看参数 Schema

{
  "rsi_window": {
    "type": "integer",
    "default": 14,
    "maximum": 40,
    "minimum": 5
  },
  "signal_delay_days": {
    "type": "integer",
    "const": 1,
    "default": 1
  },
  "oversold_threshold": {
    "type": "number",
    "default": 30,
    "maximum": 45,
    "minimum": 5
  }
}

风险说明：超卖可持续很久，均值回归假设可能失效；不构成投资建议。

IMMUTABLE REGISTRY AUDIT

策略审计时间线

2 EVENTS

2026/7/18 22:31:59
TEMPLATE_REGISTERED
MEAN_REVERSION_RSI_DEMO_V1 · Phase 2.28 sandbox-only candidate registered
2026/7/18 22:31:59
VERSION_CREATED
MEAN_REVERSION_RSI_DEMO_V1 · Phase 2.28 immutable candidate version registered