謝謝分享。剛剛統計了100天的數據,的確是有20次轉變 (由高於5天變低於,反之亦然)。
SPY | 2022/5/5 0:00 | 413.81 | 417.146 | 0.008062 | 1 | 0 | 20.00 | ||
SPY | 2022/5/6 0:00 | 411.34 | 417.014 | 0.013794 | 1 | 0 | |||
SPY | 2022/5/9 0:00 | 398.17 | 413.752 | 0.039134 | 1 | 0 | |||
SPY | 2022/5/10 0:00 | 399.09 | 410.294 | 0.028074 | 1 | 0 | |||
SPY | 2022/5/11 0:00 | 392.75 | 403.032 | 0.02618 | 1 | 0 | |||
SPY | 2022/5/12 0:00 | 392.34 | 398.738 | 0.016307 | 1 | 0 | |||
SPY | 2022/5/13 0:00 | 401.72 | 396.814 | -0.01221 | 0 | 1 | |||
SPY | 2022/5/16 0:00 | 400.09 | 397.198 | -0.00723 | 0 | 0 | |||
SPY | 2022/5/17 0:00 | 408.32 | 399.044 | -0.02272 | 0 | 0 | |||
SPY | 2022/5/18 0:00 | 391.86 | 398.866 | 0.017879 | 1 | 1 | |||
SPY | 2022/5/19 0:00 | 389.46 | 398.29 | 0.022672 | 1 | 0 | |||
SPY | 2022/5/20 0:00 | 389.63 | 395.872 | 0.01602 | 1 | 0 | |||
SPY | 2022/5/23 0:00 | 396.92 | 395.238 | -0.00424 | 0 | 1 | |||
SPY | 2022/5/24 0:00 | 393.89 | 392.352 | -0.0039 | 0 | 0 | |||
SPY | 2022/5/25 0:00 | 397.37 | 393.454 | -0.00985 | 0 | 0 | |||
SPY | 2022/5/26 0:00 | 405.31 | 396.624 | -0.02143 | 0 | 0 | |||
SPY | 2022/5/27 0:00 | 415.26 | 401.75 | -0.03253 | 0 | 0 | |||
SPY | 2022/5/31 0:00 | 412.93 | 404.952 | -0.01932 | 0 | 0 | |||
SPY | 2022/6/1 0:00 | 409.59 | 408.092 | -0.00366 | 0 | 0 | |||
SPY | 2022/6/2 0:00 | 417.39 | 412.096 | -0.01268 | 0 | 0 | |||
SPY | 2022/6/3 0:00 | 410.54 | 413.142 | 0.006338 | 1 | 1 | |||
SPY | 2022/6/6 0:00 | 411.79 | 412.448 | 0.001598 | 1 | 0 | |||
SPY | 2022/6/7 0:00 | 415.74 | 413.01 | -0.00657 | 0 | 1 | |||
SPY | 2022/6/8 0:00 | 411.22 | 413.336 | 0.005146 | 1 | 1 | |||
SPY | 2022/6/9 0:00 | 401.44 | 410.146 | 0.021687 | 1 | 0 | |||
SPY | 2022/6/10 0:00 | 389.8 | 405.998 | 0.041555 | 1 | 0 | |||
SPY | 2022/6/13 0:00 | 375 | 398.64 | 0.06304 | 1 | 0 | |||
SPY | 2022/6/14 0:00 | 373.87 | 390.266 | 0.043855 | 1 | 0 | |||
SPY | 2022/6/15 0:00 | 379.2 | 383.862 | 0.012294 | 1 | 0 | |||
SPY | 2022/6/16 0:00 | 366.65 | 376.904 | 0.027967 | 1 | 0 | |||
SPY | 2022/6/17 0:00 | 365.86 | 372.116 | 0.017099 | 1 | 0 | |||
SPY | 2022/6/21 0:00 | 375.07 | 372.13 | -0.00784 | 0 | 1 | |||
SPY | 2022/6/22 0:00 | 374.39 | 372.234 | -0.00576 | 0 | 0 | |||
SPY | 2022/6/23 0:00 | 378.06 | 372.006 | -0.01601 | 0 | 0 | |||
SPY | 2022/6/24 0:00 | 390.08 | 376.692 | -0.03432 | 0 | 0 | |||
SPY | 2022/6/27 0:00 | 388.59 | 381.238 | -0.01892 | 0 | 0 | |||
SPY | 2022/6/28 0:00 | 380.65 | 382.354 | 0.004477 | 1 | 1 | |||
SPY | 2022/6/29 0:00 | 380.34 | 383.544 | 0.008424 | 1 | 0 | |||
SPY | 2022/6/30 0:00 | 377.25 | 383.382 | 0.016254 | 1 | 0 | |||
SPY | 2022/7/1 0:00 | 381.24 | 381.614 | 0.000981 | 1 | 0 | |||
SPY | 2022/7/5 0:00 | 381.96 | 380.288 | -0.00438 | 0 | 1 | |||
SPY | 2022/7/6 0:00 | 383.25 | 380.808 | -0.00637 | 0 | 0 | |||
SPY | 2022/7/7 0:00 | 388.99 | 382.538 | -0.01659 | 0 | 0 | |||
SPY | 2022/7/8 0:00 | 388.67 | 384.822 | -0.0099 | 0 | 0 | |||
SPY | 2022/7/11 0:00 | 384.23 | 385.42 | 0.003097 | 1 | 1 | |||
SPY | 2022/7/12 0:00 | 380.83 | 385.194 | 0.011459 | 1 | 0 | |||
SPY | 2022/7/13 0:00 | 378.83 | 384.31 | 0.014466 | 1 | 0 | |||
SPY | 2022/7/14 0:00 | 377.91 | 382.094 | 0.011071 | 1 | 0 | |||
SPY | 2022/7/15 0:00 | 385.13 | 381.386 | -0.00972 | 0 | 1 | |||
SPY | 2022/7/18 0:00 | 381.95 | 380.93 | -0.00267 | 0 | 0 | |||
SPY | 2022/7/19 0:00 | 392.27 | 383.218 | -0.02308 | 0 | 0 | |||
SPY | 2022/7/20 0:00 | 394.77 | 386.406 | -0.02119 | 0 | 0 | |||
SPY | 2022/7/21 0:00 | 398.79 | 390.582 | -0.02058 | 0 | 0 | |||
SPY | 2022/7/22 0:00 | 395.09 | 392.574 | -0.00637 | 0 | 0 | |||
SPY | 2022/7/25 0:00 | 395.57 | 395.298 | -0.00069 | 0 | 0 | |||
SPY | 2022/7/26 0:00 | 390.89 | 395.022 | 0.010571 | 1 | 1 | |||
SPY | 2022/7/27 0:00 | 401.04 | 396.276 | -0.01188 | 0 | 1 | |||
SPY | 2022/7/28 0:00 | 406.07 | 397.732 | -0.02053 | 0 | 0 | |||
SPY | 2022/7/29 0:00 | 411.99 | 401.112 | -0.0264 | 0 | 0 | |||
SPY | 2022/8/1 0:00 | 410.77 | 404.152 | -0.01611 | 0 | 0 | |||
SPY | 2022/8/2 0:00 | 408.06 | 407.586 | -0.00116 | 0 | 0 | |||
SPY | 2022/8/3 0:00 | 414.45 | 410.268 | -0.01009 | 0 | 0 | |||
SPY | 2022/8/4 0:00 | 414.17 | 411.888 | -0.00551 | 0 | 0 | |||
SPY | 2022/8/5 0:00 | 413.47 | 412.184 | -0.00311 | 0 | 0 | |||
SPY | 2022/8/8 0:00 | 412.99 | 412.628 | -0.00088 | 0 | 0 | |||
SPY | 2022/8/9 0:00 | 411.35 | 413.286 | 0.004706 | 1 | 1 | |||
SPY | 2022/8/10 0:00 | 419.99 | 414.394 | -0.01332 | 0 | 1 | |||
SPY | 2022/8/11 0:00 | 419.99 | 415.558 | -0.01055 | 0 | 0 | |||
SPY | 2022/8/12 0:00 | 427.1 | 418.284 | -0.02064 | 0 | 0 | |||
SPY | 2022/8/15 0:00 | 428.86 | 421.458 | -0.01726 | 0 | 0 | |||
SPY | 2022/8/16 0:00 | 429.7 | 425.128 | -0.01064 | 0 | 0 | |||
SPY | 2022/8/17 0:00 | 426.65 | 426.46 | -0.00045 | 0 | 0 | |||
SPY | 2022/8/18 0:00 | 427.89 | 428.04 | 0.000351 | 1 | 1 | |||
SPY | 2022/8/19 0:00 | 422.14 | 427.048 | 0.011626 | 1 | 0 | |||
SPY | 2022/8/22 0:00 | 413.35 | 423.946 | 0.025634 | 1 | 0 | |||
SPY | 2022/8/23 0:00 | 412.35 | 420.476 | 0.019707 | 1 | 0 | |||
SPY | 2022/8/24 0:00 | 413.67 | 417.88 | 0.010177 | 1 | 0 | |||
SPY | 2022/8/25 0:00 | 419.51 | 416.204 | -0.00788 | 0 | 1 | |||
SPY | 2022/8/26 0:00 | 405.31 | 412.838 | 0.018573 | 1 | 1 | |||
SPY | 2022/8/29 0:00 | 402.63 | 410.694 | 0.020028 | 1 | 0 | |||
SPY | 2022/8/30 0:00 | 398.21 | 407.866 | 0.024249 | 1 | 0 | |||
SPY | 2022/8/31 0:00 | 395.18 | 404.168 | 0.022744 | 1 | 0 | |||
SPY | 2022/9/1 0:00 | 396.42 | 399.55 | 0.007896 | 1 | 0 | |||
SPY | 2022/9/2 0:00 | 392.24 | 396.936 | 0.011972 | 1 | 0 | |||
SPY | 2022/9/6 0:00 | 390.76 | 394.562 | 0.00973 | 1 | 0 | |||
SPY | 2022/9/7 0:00 | 397.78 | 394.476 | -0.00831 | 0 | 1 | |||
SPY | 2022/9/8 0:00 | 400.38 | 395.516 | -0.01215 | 0 | 0 | |||
SPY | 2022/9/9 0:00 | 406.6 | 397.552 | -0.02225 | 0 | 0 | |||
SPY | 2022/9/12 0:00 | 410.97 | 401.298 | -0.02353 | 0 | 0 | |||
SPY | 2022/9/13 0:00 | 393.1 | 401.766 | 0.022045 | 1 | 1 | |||
SPY | 2022/9/14 0:00 | 394.6 | 401.13 | 0.016548 | 1 | 0 | |||
SPY | 2022/9/15 0:00 | 390.12 | 399.078 | 0.022962 | 1 | 0 | |||
SPY | 2022/9/16 0:00 | 385.56 | 394.87 | 0.024147 | 1 | 0 | |||
SPY | 2022/9/19 0:00 | 388.55 | 390.386 | 0.004725 | 1 | 0 | |||
SPY | 2022/9/20 0:00 | 384.09 | 388.584 | 0.0117 | 1 | 0 | |||
SPY | 2022/9/21 0:00 | 377.39 | 385.142 | 0.020541 | 1 | 0 | |||
SPY | 2022/9/22 0:00 | 374.22 | 381.962 | 0.020688 | 1 | 0 | |||
SPY | 2022/9/23 0:00 | 367.95 | 378.44 | 0.028509 | 1 | 0 | |||
SPY | 2022/9/26 0:00 | 364.31 | 373.592 | 0.025478 | 1 | 0 | |||
SPY | 2022/9/27 0:00 | 363.38 | 369.45 | 0.016704 | 1 | 0 |