{"id":574,"date":"2026-07-15T11:27:25","date_gmt":"2026-07-15T02:27:25","guid":{"rendered":"https:\/\/www.marchboy.xyz\/wordpress\/archives\/574"},"modified":"2026-07-15T11:27:25","modified_gmt":"2026-07-15T02:27:25","slug":"rsi%e3%81%a8%e3%81%af","status":"publish","type":"post","link":"https:\/\/www.marchboy.xyz\/wordpress\/archives\/574","title":{"rendered":"RSI\u3068\u306f"},"content":{"rendered":"<h2>RSI\uff08\u76f8\u5bfe\u529b\u6307\u6570\uff09\u3068\u306f<\/h2>\n<p>RSI\uff08Relative Strength Index\uff09\u306f\u3001\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3067\u5e83\u304f\u4f7f\u308f\u308c\u308b\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u7cfb\u6307\u6a19\u306e\u3072\u3068\u3064\u3067\u3059\u3002\u4e00\u5b9a\u671f\u9593\u306e\u5e73\u5747\u4e0a\u6607\u5e45\u3068\u5e73\u5747\u4e0b\u964d\u5e45\u3092\u6bd4\u8f03\u3057\u30010\u301c100\u306e\u7bc4\u56f2\u3067\u6570\u5024\u5316\u3057\u307e\u3059\u3002\u4e3b\u306b\u4fa1\u683c\u306e<strong>\u8cb7\u308f\u308c\u3059\u304e\u300d\u3084\u300c\u58f2\u3089\u308c\u3059\u304e\u300d\u3011\u3092\u5224\u5b9a\u3059\u308b\u305f\u3081\u306b\u7528\u3044\u3089\u308c\u307e\u3059\u3002<\/p>\n<h3>\u8a08\u7b97\u65b9\u6cd5\u306e\u6982\u8981<\/h3>\n<p>RSI\u306f\u4ee5\u4e0b\u306e\u624b\u9806\u3067\u7b97\u51fa\u3055\u308c\u307e\u3059\u3002<\/p>\n<ul>\n<li>\u6307\u5b9a\u671f\u9593\uff08\u4e00\u822c\u7684\u306b\u306f14\u65e5\uff09\u306e\u300c\u4e0a\u6607\u5e45\u300d\u306e\u5408\u8a08\u3068\u300c\u4e0b\u964d\u5e45\u300d\u306e\u5408\u8a08\u3092\u6c42\u3081\u308b\u3002<\/li>\n<li>\u4e0a\u6607\u5e45\u306e\u5e73\u5747\uff08U\uff09\u3068\u4e0b\u964d\u5e45\u306e\u5e73\u5747\uff08D\uff09\u3092\u7b97\u51fa\u3002<\/li>\n<li>RSI = 100 &#8211; (100 \/ (1 + U\/D)) \u3068\u8a08\u7b97\u3059\u308b\u3002<\/li>\n<\/ul>\n<h3>\u5178\u578b\u7684\u306a\u4f7f\u3044\u65b9<\/h3>\n<ul>\n<li><strong>70\u4ee5\u4e0a<\/strong>\uff1a\u8cb7\u308f\u308c\u3059\u304e\u3068\u307f\u306a\u3055\u308c\u3001\u4fa1\u683c\u304c\u4e0b\u843d\u306b\u8ee2\u3058\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u3002<\/li>\n<li><strong>30\u4ee5\u4e0b<\/strong>\uff1a\u58f2\u3089\u308c\u3059\u304e\u3068\u307f\u306a\u3055\u308c\u3001\u4fa1\u683c\u304c\u4e0a\u6607\u306b\u8ee2\u3058\u308b\u53ef\u80fd\u6027\u304c\u9ad8\u3044\u3002<\/li>\n<li>70\uff5e30\u306e\u7bc4\u56f2\u5185\u306f\u300c\u30cb\u30e5\u30fc\u30c8\u30e9\u30eb\u300d\u3068\u8003\u3048\u3089\u308c\u3001\u30c8\u30ec\u30f3\u30c9\u306e\u7d99\u7d9a\u6027\u3092\u78ba\u8a8d\u3059\u308b\u6750\u6599\u306b\u306a\u308b\u3002<\/li>\n<li>\u30c0\u30a4\u30d0\u30fc\u30b8\u30a7\u30f3\u30b9\uff08\u4fa1\u683c\u3068RSI\u304c\u7570\u306a\u308b\u65b9\u5411\u306b\u52d5\u304f\u73fe\u8c61\uff09\u3092\u898b\u3064\u3051\u308b\u3053\u3068\u3067\u3001\u8ee2\u63db\u70b9\u3092\u4e88\u6e2c\u3067\u304d\u308b\u3002<\/li>\n<\/ul>\n<h3>RSI\u306e\u6ce8\u610f\u70b9<\/h3>\n<ul>\n<li>\u6975\u7aef\u306a\u76f8\u5834\uff08\u9577\u671f\u7684\u306a\u4e0a\u6607\u30fb\u4e0b\u964d\u5c40\u9762\uff09\u3067\u306f\u3001RSI\u304c\u5e38\u306b\u9ad8\u6b62\u307e\u308a\u307e\u305f\u306f\u4f4e\u6b62\u307e\u308a\u3059\u308b\u3053\u3068\u304c\u3042\u308b\u3002<\/li>\n<li>\u5358\u72ec\u3067\u306e\u30b7\u30b0\u30ca\u30eb\u306f\u507d\u4fe1\u53f7\u306b\u306a\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u305f\u3081\u3001\u4ed6\u306e\u6307\u6a19\u3084\u30c1\u30e3\u30fc\u30c8\u30d1\u30bf\u30fc\u30f3\u3068\u4f75\u7528\u3059\u308b\u3053\u3068\u304c\u63a8\u5968\u3055\u308c\u308b\u3002<\/li>\n<li>\u671f\u9593\u8a2d\u5b9a\u3092\u5909\u3048\u308b\u3068\u611f\u5ea6\u304c\u5909\u308f\u308b\u3002\u77ed\u671f\uff085\u301c7\u65e5\uff09\u3067\u306f\u30ce\u30a4\u30ba\u304c\u5897\u3048\u3001\u9577\u671f\uff0820\u65e5\u4ee5\u4e0a\uff09\u3067\u306f\u9045\u308c\u304c\u751f\u3058\u3084\u3059\u3044\u3002<\/li>\n<\/ul>\n<h3>RSI\u3092\u5b9f\u969b\u306e\u53d6\u5f15\u306b\u6d3b\u304b\u3059\u4f8b<\/h3>\n<p>\u4ee5\u4e0b\u306f\u30b7\u30f3\u30d7\u30eb\u306aRSI\u6d3b\u7528\u4f8b\u3067\u3059\u3002<\/p>\n<pre><code># \u4f8b\uff1aPython\u3067RSI\u3092\u8a08\u7b97\u3057\u3001\u30b7\u30b0\u30ca\u30eb\u3092\u51fa\u3059\nimport pandas as pd\nimport numpy as np\n\ndef rsi(series, period=14):\n    delta = series.diff()\n    up = delta.clip(lower=0)\n    down = -delta.clip(upper=0)\n    ma_up = up.rolling(window=period).mean()\n    ma_down = down.rolling(window=period).mean()\n    rs = ma_up \/ ma_down\n    return 100 - (100 \/ (1 + rs))\n\n# data\u306f\u682a\u4fa1\u306e\u7d42\u5024Series\u3068\u3059\u308b\nrsi_series = rsi(data['Close'])\nsignal = (rsi_series < 30).astype(int) - (rsi_series > 70).astype(int)\nprint(signal.tail())\n<\/code><\/pre>\n<p>\u3053\u306e\u3088\u3046\u306bRSI\u304c30\u4ee5\u4e0b\u306b\u306a\u3063\u305f\u3068\u304d\u306b\u300c\u8cb7\u3044\u300d\u30b7\u30b0\u30ca\u30eb\u300170\u4ee5\u4e0a\u306b\u306a\u3063\u305f\u3068\u304d\u306b\u300c\u58f2\u308a\u300d\u30b7\u30b0\u30ca\u30eb\u3068\u3057\u3066\u5229\u7528\u3067\u304d\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u5fc5\u305a\u4ed6\u306e\u5206\u6790\u624b\u6cd5\u3068\u7d44\u307f\u5408\u308f\u305b\u3066\u30ea\u30b9\u30af\u7ba1\u7406\u3092\u5fb9\u5e95\u3057\u307e\u3057\u3087\u3046\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>RSI\uff08\u76f8\u5bfe\u529b\u6307\u6570\uff09\u3068\u306f RSI\uff08Relative Strength Index\uff09\u306f\u3001\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3067\u5e83\u304f\u4f7f\u308f\u308c\u308b\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u7cfb\u6307\u6a19\u306e\u3072\u3068\u3064\u3067\u3059\u3002\u4e00\u5b9a\u671f\u9593\u306e\u5e73\u5747\u4e0a\u6607\u5e45\u3068\u5e73\u5747\u4e0b\u964d\u5e45\u3092\u6bd4\u8f03\u3057\u30010\u301c100\u306e\u7bc4\u56f2\u3067\u6570\u5024\u5316\u3057\u307e\u3059\u3002 [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[14],"tags":[],"class_list":["post-574","post","type-post","status-publish","format-standard","hentry","category-technical-analysis"],"_links":{"self":[{"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/posts\/574","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/comments?post=574"}],"version-history":[{"count":0,"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/posts\/574\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/media?parent=574"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/categories?post=574"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.marchboy.xyz\/wordpress\/wp-json\/wp\/v2\/tags?post=574"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}