All Supported Indicators and Functions 所有支持的指标和函数

Overlap Studies

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
BBANDS               Bollinger Bands #布林带
DEMA                 Double Exponential Moving Average #双指数移动平均线
EMA                  Exponential Moving Average #指数移动平均线
HT_TRENDLINE         Hilbert Transform - Instantaneous Trendline #希尔伯特变换瞬时趋势
KAMA                 Kaufman Adaptive Moving Average #卡玛考夫曼自适应移动平均线
MA                   Moving average #移动平均线
MAMA                 MESA Adaptive Moving Average #MESA自适应移动平均 
MAVP                 Moving average with variable period #变周期移动平均线
MIDPOINT             MidPoint over period #周期中点
MIDPRICE             Midpoint Price over period #周期中点价格
SAR                  Parabolic SAR #抛物线转向指标
SAREXT               Parabolic SAR - Extended #抛物线转向指标 - 扩展
SMA                  Simple Moving Average #简单移动平均线
T3                   Triple Exponential Moving Average (T3) #双指数移动均线改进指标
TEMA                 Triple Exponential Moving Average #三重指数移动均线指标
TRIMA                Triangular Moving Average #三指数移动平均
WMA                  Weighted Moving Average #加权移动平均线

Momentum Indicators

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
ADX                  Average Directional Movement Index #平均趋向指数
ADXR                 Average Directional Movement Index Rating #平均趋向指数评估指标
APO                  Absolute Price Oscillator 绝对价格震荡指标
AROON                Aroon #阿隆指标
AROONOSC             Aroon Oscillator #阿隆震荡指标
BOP                  Balance Of Power #力量均衡指标
CCI                  Commodity Channel Index #顺势指标
CMO                  Chande Momentum Oscillator #钱德动量摆动指标
DX                   Directional Movement Index #动向指数
MACD                 Moving Average Convergence/Divergence #平滑异同移动平均线
MACDEXT              MACD with controllable MA type
MACDFIX              Moving Average Convergence/Divergence Fix 12/26
MFI                  Money Flow Index #资金流量指标
MINUS_DI             Minus Directional Indicator #负向指标
MINUS_DM             Minus Directional Movement #负向运动指标
MOM                  Momentum #动量指标
PLUS_DI              Plus Directional Indicator #正向指标
PLUS_DM              Plus Directional Movement #正向运动指标
PPO                  Percentage Price Oscillator #价格震荡百分比指标
ROC                  Rate of change : ((price/prevPrice)-1)*100 #变动速率指标
ROCP                 Rate of change Percentage: (price-prevPrice)/prevPrice #变动率百分比指标
ROCR                 Rate of change ratio: (price/prevPrice) #变动比率指标
ROCR100              Rate of change ratio 100 scale: (price/prevPrice)*100 #百倍变动比率指标
RSI                  Relative Strength Index #百倍变动比率指标
STOCH                Stochastic #KDJ指标中的KD指标
STOCHF               Stochastic Fast #快速STOCH指标
STOCHRSI             Stochastic Relative Strength Index #随机强弱指数
TRIX                 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA #三重指数平滑移动均线
ULTOSC               Ultimate Oscillator #终极震荡指标
WILLR                Williams' %R #%R 威廉指标

Volume Indicators

1
2
3
AD                   Chaikin A/D Line #线随机指标
ADOSC                Chaikin A/D Oscillator #佳庆指数
OBV                  On Balance Volume #能量潮指标

Cycle Indicators

1
2
3
4
5
HT_DCPERIOD          Hilbert Transform - Dominant Cycle Period #希尔伯特变换 - 主周期
HT_DCPHASE           Hilbert Transform - Dominant Cycle Phase #希尔伯特变换 - 主阶段
HT_PHASOR            Hilbert Transform - Phasor Components #希尔伯特变换 - 相成分
HT_SINE              Hilbert Transform - SineWave #希尔伯特变换 - 正弦波
HT_TRENDMODE         Hilbert Transform - Trend vs Cycle Mode #希尔伯特变换 - 趋势与周期

Price Transform

1
2
3
4
AVGPRICE             Average Price #平均价格指标
MEDPRICE             Median Price #价格中间值指标
TYPPRICE             Typical Price #典型价格指标
WCLPRICE             Weighted Close Price #加权收盘价指标

Volatility Indicators

1
2
3
ATR                  Average True Range #平均真实波幅指标
NATR                 Normalized Average True Range #归一化平均真实波幅
TRANGE               True Range #真实范围指标

Pattern Recognition

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
CDL2CROWS            Two Crows  #两只乌鸦
CDL3BLACKCROWS       Three Black Crows  #三只乌鸦
CDL3INSIDE           Three Inside Up/Down  #三内部上涨和下跌
CDL3LINESTRIKE       Three-Line Strike  #三线打击
CDL3OUTSIDE          Three Outside Up/Down  #三外部上涨和下跌
CDL3STARSINSOUTH     Three Stars In The South  #南方三星
CDL3WHITESOLDIERS    Three Advancing White Soldiers  #三个白兵
CDLABANDONEDBABY     Abandoned Baby  #舍子线
CDLADVANCEBLOCK      Advance Block  #大敌当前
CDLBELTHOLD          Belt-hold  #捉腰带线
CDLBREAKAWAY         Breakaway  #脱离
CDLCLOSINGMARUBOZU   Closing Marubozu  #收盘缺影线
CDLCONCEALBABYSWALL  Concealing Baby Swallow  #藏婴吞没
CDLCOUNTERATTACK     Counterattack  #反击线
CDLDARKCLOUDCOVER    Dark Cloud Cover  #乌云压顶
CDLDOJI              Doji  #十字
CDLDOJISTAR          Doji Star  #十字星
CDLDRAGONFLYDOJI     Dragonfly Doji  #蜻蜓十字/T形十字
CDLENGULFING         Engulfing Pattern  #吞噬模式
CDLEVENINGDOJISTAR   Evening Doji Star  #十字暮星
CDLEVENINGSTAR       Evening Star  #暮星
CDLGAPSIDESIDEWHITE  Up/Down-gap side-by-side white lines  #向上/下跳空并列阳线
CDLGRAVESTONEDOJI    Gravestone Doji  #墓碑十字/倒T十字
CDLHAMMER            Hammer  #锤头
CDLHANGINGMAN        Hanging Man  #上吊线
CDLHARAMI            Harami Pattern  #母子线
CDLHARAMICROSS       Harami Cross Pattern  #十字孕线
CDLHIGHWAVE          High-Wave Candle  #风高浪大线
CDLHIKKAKE           Hikkake Pattern  #陷阱
CDLHIKKAKEMOD        Modified Hikkake Pattern  #修正陷阱
CDLHOMINGPIGEON      Homing Pigeon  #家鸽
CDLIDENTICAL3CROWS   Identical Three Crows  #三胞胎乌鸦
CDLINNECK            In-Neck Pattern  #颈内线
CDLINVERTEDHAMMER    Inverted Hammer  #倒锤头
CDLKICKING           Kicking  #反冲形态
CDLKICKINGBYLENGTH   Kicking - bull/bear determined by the longer marubozu  #较长缺影线反冲形态
CDLLADDERBOTTOM      Ladder Bottom  #梯底
CDLLONGLEGGEDDOJI    Long Legged Doji  #长脚十字
CDLLONGLINE          Long Line Candle  #长蜡烛
CDLMARUBOZU          Marubozu  #光头光脚/缺影线
CDLMATCHINGLOW       Matching Low  #相同低价
CDLMATHOLD           Mat Hold  #铺垫
CDLMORNINGDOJISTAR   Morning Doji Star  #十字晨星
CDLMORNINGSTAR       Morning Star  #晨星
CDLONNECK            On-Neck Pattern  #颈上线
CDLPIERCING          Piercing Pattern  #刺透形态
CDLRICKSHAWMAN       Rickshaw Man  #黄包车夫
CDLRISEFALL3METHODS  Rising/Falling Three Methods  #上升/下降三法
CDLSEPARATINGLINES   Separating Lines  #分离线
CDLSHOOTINGSTAR      Shooting Star  #射击之星
CDLSHORTLINE         Short Line Candle  #短蜡烛
CDLSPINNINGTOP       Spinning Top  #纺锤
CDLSTALLEDPATTERN    Stalled Pattern  #停顿形态
CDLSTICKSANDWICH     Stick Sandwich  #条形三明治
CDLTAKURI            Takuri (Dragonfly Doji with very long lower shadow)  #探水竿
CDLTASUKIGAP         Tasuki Gap  #跳空并列阴阳线
CDLTHRUSTING         Thrusting Pattern  #插入
CDLTRISTAR           Tristar Pattern  #三星
CDLUNIQUE3RIVER      Unique 3 River  #奇特三河床
CDLUPSIDEGAP2CROWS   Upside Gap Two Crows  #向上跳空的两只乌鸦
CDLXSIDEGAP3METHODS  Upside/Downside Gap Three Methods  #上升/下降跳空三法

Statistic Functions

1
2
3
4
5
6
7
8
9
BETA                 Beta
CORREL               Pearson's Correlation Coefficient (r)
LINEARREG            Linear Regression
LINEARREG_ANGLE      Linear Regression Angle
LINEARREG_INTERCEPT  Linear Regression Intercept
LINEARREG_SLOPE      Linear Regression Slope
STDDEV               Standard Deviation
TSF                  Time Series Forecast
VAR                  Variance

Math Transform

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
ACOS                 Vector Trigonometric ACos
ASIN                 Vector Trigonometric ASin
ATAN                 Vector Trigonometric ATan
CEIL                 Vector Ceil
COS                  Vector Trigonometric Cos
COSH                 Vector Trigonometric Cosh
EXP                  Vector Arithmetic Exp
FLOOR                Vector Floor
LN                   Vector Log Natural
LOG10                Vector Log10
SIN                  Vector Trigonometric Sin
SINH                 Vector Trigonometric Sinh
SQRT                 Vector Square Root
TAN                  Vector Trigonometric Tan
TANH                 Vector Trigonometric Tanh

Math Operators

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
ADD                  Vector Arithmetic Add
DIV                  Vector Arithmetic Div
MAX                  Highest value over a specified period
MAXINDEX             Index of highest value over a specified 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
MULT                 Vector Arithmetic Mult
SUB                  Vector Arithmetic Substraction
SUM                  Summation

文档