clark-jhx

SMA_Cross + RSI

1. long
a. RSI does not open an order when it is overbought, until the RSI falls below a certain threshold, and then open a position
b. There are already many positions. If the RSI is overbought, it will be profitable. When the RSI falls below a certain threshold, open a long position again until the moving average crossover signal turns short.

2. Short
a. RSI does not open an order when it is oversold, and then opens a position after RSI rises to a certain threshold
b. There are already short positions. If the RSI is oversold, it will be profitable to close the short position. When the RSI rises above a certain threshold, open the short position again until there is a reversal of the moving average crossing signal.

1. 做多
a. RSI在超买区间时不开单,直到RSI回落到某个阈值之下,再开仓
b. 已经有多仓,如果RSI超买,则平多获利,当RSI回落到某个阈值之下后,再次开多,直到有均线交叉信号反转做空

2. 做空
a. RSI在超卖区间时不开单,直到RSI上升到某个阈值之后,再开仓
b. 已经有空仓,如果RSI超卖,则平空获利,当RSI上升到某个阈值之上后,再次开空,直到有均线交叉信号反转做多
版本注释: Separate thresholds and fix bugs

将阈值参数分开,并修复bug
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