二、策略原理：
受到我们在公开课PR02中分享的Abberation策略的启发，我们开发出利用RSI指标反向做突破策略的新思路。我们都知道，Bollinger是一个震荡的指标，帮助投资者进行震荡行情的抓取和判断，但是Abberation策略却创新的利用震荡指标的突破来进行趋势交易，并且过滤掉了震荡行情。
这一期的MTMcRSI交易策略正是利用了这样的震荡指标，来反向判断趋势行情，可以说是对Abberation创新策略稳定策略的一种继承。不过要做加强版策略，量化侠认为可以考虑加上一个动量指标进行过滤，当双指标同时都显示当前是一个强势的市场的时候再进入。因此量化侠加入了MTM动量指标作为一个辅助的判断。当MTM指标金叉自己的均线证明当前是一个强势的多头市场之后，RSI显示超买超卖区域形成了双共振，这样就会大大提高了策略的容错能能力和盈利能力。(This period of MTMcRSI trading strategy is the use of such shock index, to reverse the trend forecast, it can be said to be an inheritance of Abberation innovation strategy stability strategy. But to do the enhanced version of the strategy, quantitative thinking that you can consider adding a momentum indicator for filtering, when both indicators show that the current is a strong market, and then enter. Therefore, the quantification Knight joins the MTM momentum index as an auxiliary judgment. When the MTM indicator MACD their average current that is a strong bull market, RSI shows the overbought and oversold region formed a double resonance, this will greatly improve the strategy of fault-tolerant ability and profit ability.)