ta-lib指标使用 – 顶峰相见

文章目录 隐藏

均线

类型	代码	计算方法
N日简单移动平均线	ta.SMA(close,timeperiod=N)	N日移动平均线 = N日收盘价之和/N
N日指数移动均线	ta.EMA(close,timeperiod=N)	N日指数移动均线
N日加权移动均线	ta.WMA(close,timeperiod=N)	N日加权移动均线

类型	中文释义	代码
Double Exponential Moving Average	双指数移动平均线	ta.DEMA(close, timeperiod=30)
Hilbert Transform – Instantaneous Trendline	希尔伯特变换——瞬时趋势线	ta.HT_TRENDLINE(close)
Kaufman Adaptive Moving Average	考夫曼自适应移动平均线	ta.KAMA(close, timeperiod=30)
MESA Adaptive Moving Average	MESA自适应移动平均	ta.MAMA(close, fastlimit=0, slowlimit=0)
Moving average with variable period	变周期移动平均线	ta.MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
MidPoint over period	一段时间收盘价的最大值和最小值的均值构成的线	ta.MIDPOINT(close, timeperiod=14)
Midpoint Price over period	一段时间高价的最大值和低价的最小值的均值构成的线	ta.MIDPRICE(high, low, timeperiod=14)
Parabolic SAR	抛物线指标	ta.SAR(high, low, acceleration=0, maximum=0)
Triple Exponential Moving Average (T3)	三指数移动平均线(T3)	ta.T3(close, timeperiod=5, vfactor=0)
Triple Exponential Moving Average	三指数移动平均线	ta.TEMA(close, timeperiod=30)
Triangular Moving Average	三角形加权法	ta.TRIMA(close, timeperiod=30)
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布林线

类型	计算方法	代码
中间线	过去20交易日收盘价均线	ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
Upper线	中间线+2*过去20交易日收盘价的标准差	ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
Down线	中间线-2*过去20交易日收盘价的标准差	ta.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

其他

类型	中文释义	代码
Average Directional Movement Index	平均方向移动指数	ta.ADX(high, low, close, timeperiod=14)
Average Directional Movement Index Rating	平均方向移动指标排名	ta.ADXR(high, low, close, timeperiod=14)
Absolute Price Oscillator	绝对价格振荡器	ta.APO(close, fastperiod=12, slowperiod=26, matype=0)
Aroon	阿隆指标	ta.AROON(high, low, timeperiod=14)
Aroon Oscillator	阿隆振荡器	ta.AROONOSC(high, low, timeperiod=14)
Balance Of Power	均势指标	ta.BOP(open, high, low, close)
Commodity Channel Index	商品通道指数	ta.CCI(high, low, close, timeperiod=14)
Chande Momentum Oscillator	钱德动量摆动指标	ta.CMO(close, timeperiod=14)
Directional Movement Index	方向性移动指标	ta.DX(high, low, close, timeperiod=14)
MACD with controllable MA type	带可控MA类型的MACD	ta.MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
Moving Average Convergence/Divergence Fix 12/26	移动平均收敛/散度固定 12/26	ta.MACDFIX(close, signalperiod=9)
Money Flow Index	资金流量指标	ta.MFI(high, low, close, volume, timeperiod=14)
Minus Directional Indicator	负向指标	ta.MINUS_DI(high, low, close, timeperiod=14)
Minus Directional Movement	负向运行指标	ta.MINUS_DM(high, low, timeperiod=14)
Momentum	动量	ta.MOM(close, timeperiod=10)
Plus Directional Indicator	正向指标	ta.PLUS_DI(high, low, close, timeperiod=14)
Plus Directional Movement	正向移动指标	ta.PLUS_DM(high, low, timeperiod=14)
Percentage Price Oscillator	比例价格振荡器	ta.PPO(close, fastperiod=12, slowperiod=26, matype=0)
Rate of change	变化率 ((price/prevPrice)-1)*100	ta.ROC(close, timeperiod=10)
Rate of change Percentage	变化率百分比 (price-prevPrice)/prevPrice	ta.ROCP(close, timeperiod=10)
Rate of change ratio	变化率的比率 (price/prevPrice)	ta.ROCR(close, timeperiod=10)
Rate of change ratio 100 scale	变化率的比率100倍 (price/prevPrice)*100	ta.ROCR100(close, timeperiod=10)
Relative Strength Index	相对强弱指数	ta.RSI(close, timeperiod=14)
Stochastic Fast	随机指标快速线	ta.STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
Stochastic Relative Strength Index	随机相对强弱指标	ta.STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
1-day Rate-Of-Change (ROC) of a Triple Smooth EMA	三重光滑EMA的日变化率	ta.TRIX(close, timeperiod=30)
Ultimate Oscillator	终极指标	ta.ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
Williams’ %R	威廉指标	ta.WILLR(high, low, close, timeperiod=14)