Ta

一、函数索引

Overlap Studies

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

Momentum Indicators

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

Volume Indicators

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

Cycle Indicators

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

Price Transform

AVGPRICE             Average PriceMEDPRICE             Median PriceTYPPRICE             Typical PriceWCLPRICE             Weighted Close Price

Volatility Indicators

ATR                  Average True RangeNATR                 Normalized Average True RangeTRANGE               True Range

Pattern Recognition

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

Statistic Functions

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

Math Transform

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

Math Operators

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?

Overlap Studies Functions

BBANDS - Bollinger Bands

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

DEMA - Double Exponential Moving Average

real = DEMA(close, timeperiod=30)

EMA - Exponential Moving Average

real = EMA(close, timeperiod=30)

HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline

real = HT_TRENDLINE(close)

KAMA - Kaufman Adaptive Moving Average

real = KAMA(close, timeperiod=30)

MA - Moving average

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

MAMA - MESA Adaptive Moving Average

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

MAVP - Moving average with variable period

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

MIDPOINT - MidPoint over period

real = MIDPOINT(close, timeperiod=14)

MIDPRICE - Midpoint Price over period

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

SAR - Parabolic SAR

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

SAREXT - Parabolic SAR - Extended

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

SMA - Simple Moving Average

real = SMA(close, timeperiod=30)

T3 - Triple Exponential Moving Average (T3)

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

TEMA - Triple Exponential Moving Average

real = TEMA(close, timeperiod=30)

TRIMA - Triangular Moving Average

real = TRIMA(close, timeperiod=30)

WMA - Weighted Moving Average

real = WMA(close, timeperiod=30)

 

Momentum Indicator Functions

ADX - Average Directional Movement Index

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

ADXR - Average Directional Movement Index Rating

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

APO - Absolute Price Oscillator

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

AROON - Aroon

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

AROONOSC - Aroon Oscillator

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

BOP - Balance Of Power

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

CCI - Commodity Channel Index

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

CMO - Chande Momentum Oscillator

real = CMO(close, timeperiod=14)

DX - Directional Movement Index

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

MACD - Moving Average Convergence/Divergence

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

MACDEXT - MACD with controllable MA type

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

MACDFIX - Moving Average Convergence/Divergence Fix 12/26

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

MFI - Money Flow Index

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

MINUS_DI - Minus Directional Indicator

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

MINUS_DM - Minus Directional Movement

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

MOM - Momentum

real = MOM(close, timeperiod=10)

PLUS_DI - Plus Directional Indicator

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

PLUS_DM - Plus Directional Movement

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

PPO - Percentage Price Oscillator

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

ROC - Rate of change : ((price/prevPrice)-1)*100

real = ROC(close, timeperiod=10)

ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice

real = ROCP(close, timeperiod=10)

ROCR - Rate of change ratio: (price/prevPrice)

real = ROCR(close, timeperiod=10)

ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100

real = ROCR100(close, timeperiod=10)

RSI - Relative Strength Index

real = RSI(close, timeperiod=14)

STOCH - Stochastic

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

STOCHF - Stochastic Fast

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

STOCHRSI - Stochastic Relative Strength Index

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

TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

real = TRIX(close, timeperiod=30)

ULTOSC - Ultimate Oscillator

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

WILLR - Williams' %R

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

 

Volume Indicator Functions

AD - Chaikin A/D Line

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

ADOSC - Chaikin A/D Oscillator

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

OBV - On Balance Volume

real = OBV(close, volume)

 

Volatility Indicator Functions

ATR - Average True Range

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

NATR - Normalized Average True Range

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

TRANGE - True Range

real = TRANGE(high, low, close)

 

Price Transform Functions

AVGPRICE - Average Price

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

MEDPRICE - Median Price

real = MEDPRICE(high, low)

TYPPRICE - Typical Price

real = TYPPRICE(high, low, close)

WCLPRICE - Weighted Close Price

real = WCLPRICE(high, low, close)

 

Cycle Indicator Functions

HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period

real = HT_DCPERIOD(close)

HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase

real = HT_DCPHASE(close)

HT_PHASOR - Hilbert Transform - Phasor Components

inphase, quadrature = HT_PHASOR(close)

HT_SINE - Hilbert Transform - SineWave

sine, leadsine = HT_SINE(close)

HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode

integer = HT_TRENDMODE(close)

 

Pattern Recognition Functions

CDL2CROWS - Two Crows

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

CDL3BLACKCROWS - Three Black Crows

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

CDL3INSIDE - Three Inside Up/Down

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

CDL3LINESTRIKE - Three-Line Strike

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

CDL3OUTSIDE - Three Outside Up/Down

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

CDL3STARSINSOUTH - Three Stars In The South

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

CDL3WHITESOLDIERS - Three Advancing White Soldiers

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

CDLABANDONEDBABY - Abandoned Baby

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

CDLADVANCEBLOCK - Advance Block

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

CDLBELTHOLD - Belt-hold

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

CDLBREAKAWAY - Breakaway

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

CDLCLOSINGMARUBOZU - Closing Marubozu

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

CDLCONCEALBABYSWALL - Concealing Baby Swallow

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

CDLCOUNTERATTACK - Counterattack

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

CDLDARKCLOUDCOVER - Dark Cloud Cover

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

CDLDOJI - Doji

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

CDLDOJISTAR - Doji Star

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

CDLDRAGONFLYDOJI - Dragonfly Doji

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

CDLENGULFING - Engulfing Pattern

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

CDLEVENINGDOJISTAR - Evening Doji Star

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

CDLEVENINGSTAR - Evening Star

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

CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines

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

CDLGRAVESTONEDOJI - Gravestone Doji

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

CDLHAMMER - Hammer

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

CDLHANGINGMAN - Hanging Man

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

CDLHARAMI - Harami Pattern

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

CDLHARAMICROSS - Harami Cross Pattern

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

CDLHIGHWAVE - High-Wave Candle

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

CDLHIKKAKE - Hikkake Pattern

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

CDLHIKKAKEMOD - Modified Hikkake Pattern

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

CDLHOMINGPIGEON - Homing Pigeon

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

CDLIDENTICAL3CROWS - Identical Three Crows

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

CDLINNECK - In-Neck Pattern

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

CDLINVERTEDHAMMER - Inverted Hammer

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

CDLKICKING - Kicking

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

CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu

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

CDLLADDERBOTTOM - Ladder Bottom

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

CDLLONGLEGGEDDOJI - Long Legged Doji

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

CDLLONGLINE - Long Line Candle

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

CDLMARUBOZU - Marubozu

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

CDLMATCHINGLOW - Matching Low

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

CDLMATHOLD - Mat Hold

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

CDLMORNINGDOJISTAR - Morning Doji Star

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

CDLMORNINGSTAR - Morning Star

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

CDLONNECK - On-Neck Pattern

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

CDLPIERCING - Piercing Pattern

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

CDLRICKSHAWMAN - Rickshaw Man

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

CDLRISEFALL3METHODS - Rising/Falling Three Methods

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

CDLSEPARATINGLINES - Separating Lines

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

CDLSHOOTINGSTAR - Shooting Star

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

CDLSHORTLINE - Short Line Candle

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

CDLSPINNINGTOP - Spinning Top

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

CDLSTALLEDPATTERN - Stalled Pattern

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

CDLSTICKSANDWICH - Stick Sandwich

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

CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)

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

CDLTASUKIGAP - Tasuki Gap

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

CDLTHRUSTING - Thrusting Pattern

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

CDLTRISTAR - Tristar Pattern

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

CDLUNIQUE3RIVER - Unique 3 River

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

CDLUPSIDEGAP2CROWS - Upside Gap Two Crows

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

CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods

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

 

Statistic Functions

BETA - Beta

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

CORREL - Pearson's Correlation Coefficient (r)

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

LINEARREG - Linear Regression

real = LINEARREG(close, timeperiod=14)

LINEARREG_ANGLE - Linear Regression Angle

real = LINEARREG_ANGLE(close, timeperiod=14)

LINEARREG_INTERCEPT - Linear Regression Intercept

real = LINEARREG_INTERCEPT(close, timeperiod=14)

LINEARREG_SLOPE - Linear Regression Slope

real = LINEARREG_SLOPE(close, timeperiod=14)

STDDEV - Standard Deviation

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

TSF - Time Series Forecast

real = TSF(close, timeperiod=14)

VAR - Variance

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

 

Math Transform Functions

ACOS - Vector Trigonometric ACos

real = ACOS(close)

ASIN - Vector Trigonometric ASin

real = ASIN(close)

ATAN - Vector Trigonometric ATan

real = ATAN(close)

CEIL - Vector Ceil

real = CEIL(close)

COS - Vector Trigonometric Cos

real = COS(close)

COSH - Vector Trigonometric Cosh

real = COSH(close)

EXP - Vector Arithmetic Exp

real = EXP(close)

FLOOR - Vector Floor

real = FLOOR(close)

LN - Vector Log Natural

real = LN(close)

LOG10 - Vector Log10

real = LOG10(close)

SIN - Vector Trigonometric Sin

real = SIN(close)

SINH - Vector Trigonometric Sinh

real = SINH(close)

SQRT - Vector Square Root

real = SQRT(close)

TAN - Vector Trigonometric Tan

real = TAN(close)

TANH - Vector Trigonometric Tanh

real = TANH(close)

 

Math Operator Functions

ADD - Vector Arithmetic Add

real = ADD(high, low)

DIV - Vector Arithmetic Div

real = DIV(high, low)

MAX - Highest value over a specified period

real = MAX(close, timeperiod=30)

MAXINDEX - Index of highest value over a specified period

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)