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TA-Lib 量化分析技术指标计算库

neo created at5 years ago view count: 2576

ta-lib 被量化交易开发者广泛用于金融市场数据的技术分析中。

包含了200多个技术指标。

指标名称 指标含义
AD Chaikin A/D Line
ADOSC Chaikin A/D Oscillator
ADX Average Directional Movement Index
ADXR Average Directional Movement Index Rating
APO Absolute Price Oscillator
AROON Aroon
AROONOSC Aroon Oscillator
ATR Average True Range
AVGPRICE Average Price
BBANDS Bollinger Bands
BETA Beta
BOP Balance Of Power
CCI Commodity Channel Index
CDL2CROWS Two Crows
CDL3BLACKCROWS Three Black Crows
CDL3INSIDE Three Inside Up/Down
CDL3LINESTRIKE Three-Line Strike
CDL3OUTSIDE Three Outside Up/Down
CDL3STARSINSOUTH Three Stars In The South
CDL3WHITESOLDIERS Three Advancing White Soldiers
CDLABANDONEDBABY Abandoned Baby
CDLADVANCEBLOCK Advance Block
CDLBELTHOLD Belt-hold
CDLBREAKAWAY Breakaway
CDLCLOSINGMARUBOZU Closing Marubozu
CDLCONCEALBABYSWALL Concealing Baby Swallow
CDLCOUNTERATTACK Counterattack
CDLDARKCLOUDCOVER Dark Cloud Cover
CDLDOJI Doji
CDLDOJISTAR Doji Star
CDLDRAGONFLYDOJI Dragonfly Doji
CDLENGULFING Engulfing Pattern
CDLEVENINGDOJISTAR Evening Doji Star
CDLEVENINGSTAR Evening Star
CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
CDLGRAVESTONEDOJI Gravestone Doji
CDLHAMMER Hammer
CDLHANGINGMAN Hanging Man
CDLHARAMI Harami Pattern
CDLHARAMICROSS Harami Cross Pattern
CDLHIGHWAVE High-Wave Candle
CDLHIKKAKE Hikkake Pattern
CDLHIKKAKEMOD Modified Hikkake Pattern
CDLHOMINGPIGEON Homing Pigeon
CDLIDENTICAL3CROWS Identical Three Crows
CDLINNECK In-Neck Pattern
CDLINVERTEDHAMMER Inverted Hammer
CDLKICKING Kicking
CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM Ladder Bottom
CDLLONGLEGGEDDOJI Long Legged Doji
CDLLONGLINE Long Line Candle
CDLMARUBOZU Marubozu
CDLMATCHINGLOW Matching Low
CDLMATHOLD Mat Hold
CDLMORNINGDOJISTAR Morning Doji Star
CDLMORNINGSTAR Morning Star
CDLONNECK On-Neck Pattern
CDLPIERCING Piercing Pattern
CDLRICKSHAWMAN Rickshaw Man
CDLRISEFALL3METHODS Rising/Falling Three Methods
CDLSEPARATINGLINES Separating Lines
CDLSHOOTINGSTAR Shooting Star
CDLSHORTLINE Short Line Candle
CDLSPINNINGTOP Spinning Top
CDLSTALLEDPATTERN Stalled Pattern
CDLSTICKSANDWICH Stick Sandwich
CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP Tasuki Gap
CDLTHRUSTING Thrusting Pattern
CDLTRISTAR Tristar Pattern
CDLUNIQUE3RIVER Unique 3 River
CDLUPSIDEGAP2CROWS Upside Gap Two Crows
CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
CMO Chande Momentum Oscillator
CORREL Pearson's Correlation Coefficient (r)
DEMA Double Exponential Moving Average
DX Directional Movement Index
EMA Exponential Moving Average
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
HT_PHASOR Hilbert Transform - Phasor Components
HT_SINE Hilbert Transform - SineWave
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
KAMA Kaufman Adaptive Moving Average
LINEARREG Linear Regression
LINEARREG_ANGLE Linear Regression Angle
LINEARREG_INTERCEPT Linear Regression Intercept
LINEARREG_SLOPE Linear Regression Slope
MA All Moving Average
MACD Moving Average Convergence/Divergence
MACDEXT MACD with controllable MA type
MACDFIX Moving Average Convergence/Divergence Fix 12/26
MAMA MESA Adaptive Moving Average
MAX Highest value over a specified period
MAXINDEX Index of highest value over a specified period
MEDPRICE Median Price
MFI Money Flow Index
MIDPOINT MidPoint over period
MIDPRICE Midpoint Price over period
MIN Lowest value over a specified period
MININDEX Index of lowest value over a specified period
MINMAX Lowest and highest values over a specified period
MINMAXINDEX Indexes of lowest and highest values over a specified period
MINUS_DI Minus Directional Indicator
MINUS_DM Minus Directional Movement
MOM Momentum
NATR Normalized Average True Range
OBV On Balance Volume
PLUS_DI Plus Directional Indicator
PLUS_DM Plus Directional Movement
PPO Percentage Price Oscillator
ROC Rate of change : ((price/prevPrice)-1)*100
ROCP Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR Rate of change ratio: (price/prevPrice)
ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100
RSI Relative Strength Index
SAR Parabolic SAR
SAREXT Parabolic SAR - Extended
SMA Simple Moving Average
STDDEV Standard Deviation
STOCH Stochastic
STOCHF Stochastic Fast
STOCHRSI Stochastic Relative Strength Index
SUM Summation
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRANGE True Range
TRIMA Triangular Moving Average
TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
TSF Time Series Forecast
TYPPRICE Typical Price
ULTOSC Ultimate Oscillator
VAR Variance
WCLPRICE Weighted Close Price
WILLR Williams' %R
WMA Weighted Moving Average

有各种开源的语言封装接口

report
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玩BTC或者其他虚拟电子货币自动化交易的可以试试。搬砖的可以忽略这种。

5 years ago 回复
0
neo #
when in doubt, use brute force

写过这个, 三只乌鸦。 CDL3BLACKCROWS Three Black Crows

5 years ago 回复

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