一、函数索引

重叠研究

BBANDS               Bollinger BandsDEMA                 Double Exponential Moving AverageEMA                  Exponential Moving AverageHT_TRENDLINE         Hilbert Transform - Instantaneous TrendlineKAMA                 Kaufman Adaptive Moving AverageMA                   Moving averageMAMA                 MESA Adaptive Moving AverageMAVP                 Moving average with variable periodMIDPOINT             MidPoint over periodMIDPRICE             Midpoint Price over periodSAR                  Parabolic SARSAREXT               Parabolic SAR - ExtendedSMA                  Simple Moving AverageT3                   Triple Exponential Moving Average (T3)TEMA                 Triple Exponential Moving AverageTRIMA                Triangular Moving AverageWMA                  Weighted Moving Average

动能指标

ADX                  Average Directional Movement IndexADXR                 Average Directional Movement Index RatingAPO                  Absolute Price OscillatorAROON                AroonAROONOSC             Aroon OscillatorBOP                  Balance Of PowerCCI                  Commodity Channel IndexCMO                  Chande Momentum OscillatorDX                   Directional Movement IndexMACD                 Moving Average Convergence/DivergenceMACDEXT              MACD with controllable MA typeMACDFIX              Moving Average Convergence/Divergence Fix 12/26MFI                  Money Flow IndexMINUS_DI             Minus Directional IndicatorMINUS_DM             Minus Directional MovementMOM                  MomentumPLUS_DI              Plus Directional IndicatorPLUS_DM              Plus Directional MovementPPO                  Percentage Price OscillatorROC                  Rate of change : ((price/prevPrice)-1)*100ROCP                 Rate of change Percentage: (price-prevPrice)/prevPriceROCR                 Rate of change ratio: (price/prevPrice)ROCR100              Rate of change ratio 100 scale: (price/prevPrice)*100RSI                  Relative Strength IndexSTOCH                StochasticSTOCHF               Stochastic FastSTOCHRSI             Stochastic Relative Strength IndexTRIX                 1-day Rate-Of-Change (ROC) of a Triple Smooth EMAULTOSC               Ultimate OscillatorWILLR                Williams' %R

体积指标

AD                   Chaikin A/D LineADOSC                Chaikin A/D OscillatorOBV                  On Balance Volume

周期指标

HT_DCPERIOD          Hilbert Transform - Dominant Cycle PeriodHT_DCPHASE           Hilbert Transform - Dominant Cycle PhaseHT_PHASOR            Hilbert Transform - Phasor ComponentsHT_SINE              Hilbert Transform - SineWaveHT_TRENDMODE         Hilbert Transform - Trend vs Cycle Mode

价格︰ 变换

AVGPRICE             Average PriceMEDPRICE             Median PriceTYPPRICE             Typical PriceWCLPRICE             Weighted Close Price

波动性指标

ATR                  Average True RangeNATR                 Normalized Average True RangeTRANGE               True Range

模式识别

CDL2CROWS            Two CrowsCDL3BLACKCROWS       Three Black CrowsCDL3INSIDE           Three Inside Up/DownCDL3LINESTRIKE       Three-Line StrikeCDL3OUTSIDE          Three Outside Up/DownCDL3STARSINSOUTH     Three Stars In The SouthCDL3WHITESOLDIERS    Three Advancing White SoldiersCDLABANDONEDBABY     Abandoned BabyCDLADVANCEBLOCK      Advance BlockCDLBELTHOLD          Belt-holdCDLBREAKAWAY         BreakawayCDLCLOSINGMARUBOZU   Closing MarubozuCDLCONCEALBABYSWALL  Concealing Baby SwallowCDLCOUNTERATTACK     CounterattackCDLDARKCLOUDCOVER    Dark Cloud CoverCDLDOJI              DojiCDLDOJISTAR          Doji StarCDLDRAGONFLYDOJI     Dragonfly DojiCDLENGULFING         Engulfing PatternCDLEVENINGDOJISTAR   Evening Doji StarCDLEVENINGSTAR       Evening StarCDLGAPSIDESIDEWHITE  Up/Down-gap side-by-side white linesCDLGRAVESTONEDOJI    Gravestone DojiCDLHAMMER            HammerCDLHANGINGMAN        Hanging ManCDLHARAMI            Harami PatternCDLHARAMICROSS       Harami Cross PatternCDLHIGHWAVE          High-Wave CandleCDLHIKKAKE           Hikkake PatternCDLHIKKAKEMOD        Modified Hikkake PatternCDLHOMINGPIGEON      Homing PigeonCDLIDENTICAL3CROWS   Identical Three CrowsCDLINNECK            In-Neck PatternCDLINVERTEDHAMMER    Inverted HammerCDLKICKING           KickingCDLKICKINGBYLENGTH   Kicking - bull/bear determined by the longer marubozuCDLLADDERBOTTOM      Ladder BottomCDLLONGLEGGEDDOJI    Long Legged DojiCDLLONGLINE          Long Line CandleCDLMARUBOZU          MarubozuCDLMATCHINGLOW       Matching LowCDLMATHOLD           Mat HoldCDLMORNINGDOJISTAR   Morning Doji StarCDLMORNINGSTAR       Morning StarCDLONNECK            On-Neck PatternCDLPIERCING          Piercing PatternCDLRICKSHAWMAN       Rickshaw ManCDLRISEFALL3METHODS  Rising/Falling Three MethodsCDLSEPARATINGLINES   Separating LinesCDLSHOOTINGSTAR      Shooting StarCDLSHORTLINE         Short Line CandleCDLSPINNINGTOP       Spinning TopCDLSTALLEDPATTERN    Stalled PatternCDLSTICKSANDWICH     Stick SandwichCDLTAKURI            Takuri (Dragonfly Doji with very long lower shadow)CDLTASUKIGAP         Tasuki GapCDLTHRUSTING         Thrusting PatternCDLTRISTAR           Tristar PatternCDLUNIQUE3RIVER      Unique 3 RiverCDLUPSIDEGAP2CROWS   Upside Gap Two CrowsCDLXSIDEGAP3METHODS  Upside/Downside Gap Three Methods

统计函数

BETA                 BetaCORREL               Pearson's Correlation Coefficient (r)LINEARREG            Linear RegressionLINEARREG_ANGLE      Linear Regression AngleLINEARREG_INTERCEPT  Linear Regression InterceptLINEARREG_SLOPE      Linear Regression SlopeSTDDEV               Standard DeviationTSF                  Time Series ForecastVAR                  Variance

数学变换

ACOS                 Vector Trigonometric ACosASIN                 Vector Trigonometric ASinATAN                 Vector Trigonometric ATanCEIL                 Vector CeilCOS                  Vector Trigonometric CosCOSH                 Vector Trigonometric CoshEXP                  Vector Arithmetic ExpFLOOR                Vector FloorLN                   Vector Log NaturalLOG10                Vector Log10SIN                  Vector Trigonometric SinSINH                 Vector Trigonometric SinhSQRT                 Vector Square RootTAN                  Vector Trigonometric TanTANH                 Vector Trigonometric Tanh

数学运算符

ADD                  Vector Arithmetic AddDIV                  Vector Arithmetic DivMAX                  Highest value over a specified periodMAXINDEX             Index of highest value over a specified periodMIN                  Lowest value over a specified periodMININDEX             Index of lowest value over a specified periodMINMAX               Lowest and highest values over a specified periodMINMAXINDEX          Indexes of lowest and highest values over a specified periodMULT                 Vector Arithmetic MultSUB                  Vector Arithmetic SubstractionSUM                  Summation

 

 

二、函数用法

以下提供的用法仅作参考最好的方法是在程序内调用帮助程序。

# 导入TA-Libimport talibtalib.OBV?

重叠研究功能

BBANDS-布林

upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

德玛-双指数移动平均线

real = DEMA(close, timeperiod=30)

EMA-指数移动平均线

real = EMA(close, timeperiod=30)

HT_TRENDLINE-希尔伯特变换-瞬时趋势线

real = HT_TRENDLINE(close)

卡马-考夫曼自适应移动平均

real = KAMA(close, timeperiod=30)

马-移动平均线

real = MA(close, timeperiod=30, matype=0)

妈妈-斯塔梅萨自适应移动平均

mama, fama = MAMA(close, fastlimit=0, slowlimit=0)

MAVP-移动平均线与可变期间

real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)

中点-在期间中点

real = MIDPOINT(close, timeperiod=14)

MIDPRICE-中点价格同期

real = MIDPRICE(high, low, timeperiod=14)

SAR-抛物型特区

real = SAR(high, low, acceleration=0, maximum=0)

SAREXT-抛物型特区-扩展

real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)

SMA-简单移动平均

real = SMA(close, timeperiod=30)

T3-三重指数移动平均 (T3)

real = T3(close, timeperiod=5, vfactor=0)

特马-三重指数移动平均

real = TEMA(close, timeperiod=30)

当时只好-三角移动平均线

real = TRIMA(close, timeperiod=30)

WMA-加权移动平均

real = WMA(close, timeperiod=30)

 

动量指标函数

ADX-平均定向运动指数

real = ADX(high, low, close, timeperiod=14)

ADXR-平均定向运动指数评级

real = ADXR(high, low, close, timeperiod=14)

载脂蛋白-绝对价格振荡器

real = APO(close, fastperiod=12, slowperiod=26, matype=0)

阿隆-阿隆

aroondown, aroonup = AROON(high, low, timeperiod=14)

AROONOSC-阿隆振荡器

real = AROONOSC(high, low, timeperiod=14)

国际收支平衡 — — 平衡的力量

real = BOP(open, high, low, close)

CCI-商品通道索引

real = CCI(high, low, close, timeperiod=14)

CMO-尚德势头振荡器

real = CMO(close, timeperiod=14)

DX-定向运动指数

real = DX(high, low, close, timeperiod=14)

MACD-移动平均线

macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)

MACDEXT-MACD 与可控马类型

macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)

MACDFIX-移动平均线修复 12/26

macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)

MFI 资金流量指标

real = MFI(high, low, close, volume, timeperiod=14)

MINUS_DI-减去定向指标

real = MINUS_DI(high, low, close, timeperiod=14)

MINUS_DM-减去定向运动

real = MINUS_DM(high, low, timeperiod=14)

妈妈-势头

real = MOM(close, timeperiod=10)

PLUS_DI-再加上定向指标

real = PLUS_DI(high, low, close, timeperiod=14)

PLUS_DM-再加上定向运动

real = PLUS_DM(high, low, timeperiod=14)

多酚氧化酶-百分比价格振荡器

real = PPO(close, fastperiod=12, slowperiod=26, matype=0)

中华民国-变化率︰ ((price/prevPrice)-1) * 100

real = ROC(close, timeperiod=10)

ROCP-变化百分比率: (价格-prevPrice) / prevPrice

real = ROCP(close, timeperiod=10)

岩石-率的变化率: (价格/prevPrice)

real = ROCR(close, timeperiod=10)

ROCR100-率的变化比例 100: (价格/prevPrice) * 100

real = ROCR100(close, timeperiod=10)

相对强弱指标 RSI-

real = RSI(close, timeperiod=14)

托-随机

slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)

STOCHF-随机快速

fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)

STOCHRSI-随机相对强弱指数

fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)

TRIX-1 天的变化率 (ROC) 的三重的光滑 EMA

real = TRIX(close, timeperiod=30)

ULTOSC-终极振荡器

real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)

WILLR-威廉姆斯 %r

real = WILLR(high, low, close, timeperiod=14)

 

音量指示函数

AD-蔡金 A/D 线

real = AD(high, low, close, volume)

ADOSC-蔡金 A/D 振荡器

real = ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)

OBV-平衡卷上

real = OBV(close, volume)

 

波动性指标函数

ATR-真实波动幅度均值

real = ATR(high, low, close, timeperiod=14)

NATR-归一化真实波动幅度均值

real = NATR(high, low, close, timeperiod=14)

航天飞机-真实波动幅度

real = TRANGE(high, low, close)

 

价格转变职能

AVGPRICE-平均价格

real = AVGPRICE(open, high, low, close)

MEDPRICE-中位价

real = MEDPRICE(high, low)

TYPPRICE-典型价格

real = TYPPRICE(high, low, close)

WCLPRICE-加权收盘价

real = WCLPRICE(high, low, close)

 

循环指标函数

HT_DCPERIOD-希尔伯特变换-显性循环周期

real = HT_DCPERIOD(close)

HT_DCPHASE-希尔伯特变换-主导周期第一阶段

real = HT_DCPHASE(close)

HT_PHASOR-希尔伯特变换-相量组件

inphase, quadrature = HT_PHASOR(close)

HT_SINE-希尔伯特变换-正弦波

sine, leadsine = HT_SINE(close)

HT_TRENDMODE-希尔伯特变换-趋势 vs 周期模式

integer = HT_TRENDMODE(close)

 

模式识别功能

CDL2CROWS-两只乌鸦

integer = CDL2CROWS(open, high, low, close)

CDL3BLACKCROWS-三个黑色的乌鸦

integer = CDL3BLACKCROWS(open, high, low, close)

CDL3INSIDE-三个里面向上/向下

integer = CDL3INSIDE(open, high, low, close)

CDL3LINESTRIKE-三行罢工

integer = CDL3LINESTRIKE(open, high, low, close)

CDL3OUTSIDE-三个外部向上/向下

integer = CDL3OUTSIDE(open, high, low, close)

CDL3STARSINSOUTH-在南部的三颗星

integer = CDL3STARSINSOUTH(open, high, low, close)

CDL3WHITESOLDIERS-三推进白人士兵

integer = CDL3WHITESOLDIERS(open, high, low, close)

CDLABANDONEDBABY-被遗弃的男婴

integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)

CDLADVANCEBLOCK-提前块

integer = CDLADVANCEBLOCK(open, high, low, close)

CDLBELTHOLD-带举行

integer = CDLBELTHOLD(open, high, low, close)

CDLBREAKAWAY-分离

integer = CDLBREAKAWAY(open, high, low, close)

CDLCLOSINGMARUBOZU-关闭 Marubozu

integer = CDLCLOSINGMARUBOZU(open, high, low, close)

CDLCONCEALBABYSWALL-隐瞒婴儿燕子

integer = CDLCONCEALBABYSWALL(open, high, low, close)

CDLCOUNTERATTACK-反击

integer = CDLCOUNTERATTACK(open, high, low, close)

CDLDARKCLOUDCOVER-乌云盖

integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)

CDLDOJI-十字星

integer = CDLDOJI(open, high, low, close)

CDLDOJISTAR-十字星明星

integer = CDLDOJISTAR(open, high, low, close)

CDLDRAGONFLYDOJI-蜻蜓十字星

integer = CDLDRAGONFLYDOJI(open, high, low, close)

CDLENGULFING-吞噬模式

integer = CDLENGULFING(open, high, low, close)

CDLEVENINGDOJISTAR-十字星明星晚报

integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)

CDLEVENINGSTAR-晚星

integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)

CDLGAPSIDESIDEWHITE-向上/向下-差距肩并肩白线

integer = CDLGAPSIDESIDEWHITE(open, high, low, close)

CDLGRAVESTONEDOJI-墓碑十字星

integer = CDLGRAVESTONEDOJI(open, high, low, close)

CDLHAMMER-锤

integer = CDLHAMMER(open, high, low, close)

CDLHANGINGMAN-挂的人

integer = CDLHANGINGMAN(open, high, low, close)

CDLHARAMI-孕育形态

integer = CDLHARAMI(open, high, low, close)

CDLHARAMICROSS-哈拉米跨模式

integer = CDLHARAMICROSS(open, high, low, close)

CDLHIGHWAVE-高波蜡烛

integer = CDLHIGHWAVE(open, high, low, close)

CDLHIKKAKE-Hikkake 模式

integer = CDLHIKKAKE(open, high, low, close)

CDLHIKKAKEMOD-修改 Hikkake 模式

integer = CDLHIKKAKEMOD(open, high, low, close)

CDLHOMINGPIGEON-信鸽

integer = CDLHOMINGPIGEON(open, high, low, close)

CDLIDENTICAL3CROWS-相同的三个乌鸦

integer = CDLIDENTICAL3CROWS(open, high, low, close)

CDLINNECK-在颈部模式

integer = CDLINNECK(open, high, low, close)

CDLINVERTEDHAMMER-倒转锤头

integer = CDLINVERTEDHAMMER(open, high, low, close)

CDLKICKING-踢

integer = CDLKICKING(open, high, low, close)

CDLKICKINGBYLENGTH-踢-牛熊由长 marubozu

integer = CDLKICKINGBYLENGTH(open, high, low, close)

CDLLADDERBOTTOM-梯子底部

integer = CDLLADDERBOTTOM(open, high, low, close)

CDLLONGLEGGEDDOJI-长腿十字星

integer = CDLLONGLEGGEDDOJI(open, high, low, close)

CDLLONGLINE-长线蜡烛

integer = CDLLONGLINE(open, high, low, close)

CDLMARUBOZU-Marubozu

integer = CDLMARUBOZU(open, high, low, close)

CDLMATCHINGLOW-匹配低

integer = CDLMATCHINGLOW(open, high, low, close)

CDLMATHOLD-垫举行

integer = CDLMATHOLD(open, high, low, close, penetration=0)

CDLMORNINGDOJISTAR-十字星晨星

integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)

CDLMORNINGSTAR-晨星

integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)

CDLONNECK-脖子上模式

integer = CDLONNECK(open, high, low, close)

CDLPIERCING-穿孔模式

integer = CDLPIERCING(open, high, low, close)

CDLRICKSHAWMAN-车夫

integer = CDLRICKSHAWMAN(open, high, low, close)

CDLRISEFALL3METHODS-上升/下降的三种方法

integer = CDLRISEFALL3METHODS(open, high, low, close)

CDLSEPARATINGLINES-分隔线

integer = CDLSEPARATINGLINES(open, high, low, close)

CDLSHOOTINGSTAR-流星

integer = CDLSHOOTINGSTAR(open, high, low, close)

CDLSHORTLINE-短线蜡烛

integer = CDLSHORTLINE(open, high, low, close)

CDLSPINNINGTOP-陀螺

integer = CDLSPINNINGTOP(open, high, low, close)

CDLSTALLEDPATTERN-停滞模式

integer = CDLSTALLEDPATTERN(open, high, low, close)

CDLSTICKSANDWICH-棍子三明治

integer = CDLSTICKSANDWICH(open, high, low, close)

CDLTAKURI-田栗 （蜻蜓与很长下影线的十字星）

integer = CDLTAKURI(open, high, low, close)

CDLTASUKIGAP-Tasuki 差距

integer = CDLTASUKIGAP(open, high, low, close)

CDLTHRUSTING-逆冲模式

integer = CDLTHRUSTING(open, high, low, close)

CDLTRISTAR-三星模式

integer = CDLTRISTAR(open, high, low, close)

CDLUNIQUE3RIVER-独特 3 河

integer = CDLUNIQUE3RIVER(open, high, low, close)

CDLUPSIDEGAP2CROWS-颠倒差距两乌鸦

integer = CDLUPSIDEGAP2CROWS(open, high, low, close)

CDLXSIDEGAP3METHODS-上行 / 下行差距三种方法

integer = CDLXSIDEGAP3METHODS(open, high, low, close)

 

统计函数

Β-β

real = BETA(high, low, timeperiod=5)

CORREL-皮尔逊的 Correlation Coefficient (r)

real = CORREL(high, low, timeperiod=30)

LINEARREG-线性回归

real = LINEARREG(close, timeperiod=14)

LINEARREG_ANGLE-线性回归角

real = LINEARREG_ANGLE(close, timeperiod=14)

LINEARREG_INTERCEPT-线性回归截距

real = LINEARREG_INTERCEPT(close, timeperiod=14)

LINEARREG_SLOPE-线性回归斜率

real = LINEARREG_SLOPE(close, timeperiod=14)

标准偏差-标准偏差

real = STDDEV(close, timeperiod=5, nbdev=1)

TSF-时间系列预测

real = TSF(close, timeperiod=14)

VAR-方差

real = VAR(close, timeperiod=5, nbdev=1)

 

数学变换函数

ACOS-矢量三角 ACos

real = ACOS(close)

阿信-矢量三角阿信

real = ASIN(close)

很小的时辰-矢量三角小的时辰

real = ATAN(close)

细胞-细胞向量

real = CEIL(close)

COS-矢量三角 Cos

real = COS(close)

吸烟与健康委员会-矢量三角余弦

real = COSH(close)

EXP-矢量运算 Exp

real = EXP(close)

矢量楼

real = FLOOR(close)

LN-矢量登录自然

real = LN(close)

LOG10-矢量 Log10

real = LOG10(close)

罪 — — 矢量三角罪

real = SIN(close)

SINH-矢量三角 Sinh

real = SINH(close)

SQRT-矢量平方根

real = SQRT(close)

谭-矢量三角滩

real = TAN(close)

TANH-矢量三角 Tanh

real = TANH(close)

 

数学运算符函数

添加-矢量算法添加

real = ADD(high, low)

DIV-向量算术 Div

real = DIV(high, low)

最大-在指定的期间的最高值

real = MAX(close, timeperiod=30)

MAXINDEX-在指定的期间的最高值的索引

integer = MAXINDEX(close, timeperiod=30)

MIN - Lowest value over a specified period

real = MIN(close, timeperiod=30)

MININDEX - Index of lowest value over a specified period

integer = MININDEX(close, timeperiod=30)

MINMAX - Lowest and highest values over a specified period

min, max = MINMAX(close, timeperiod=30)

MINMAXINDEX - Indexes of lowest and highest values over a specified period

minidx, maxidx = MINMAXINDEX(close, timeperiod=30)

MULT - Vector Arithmetic Mult

real = MULT(high, low)

SUB - Vector Arithmetic Substraction

real = SUB(high, low)

SUM - Summation

real = SUM(close, timeperiod=30)