Skip to content

Latest commit

 

History

History
150 lines (144 loc) · 17.7 KB

talib_qa.md

File metadata and controls

150 lines (144 loc) · 17.7 KB

TALIB & QA

talib是一个c的指标库, qa在1.2.0+ 版本对此进行了支持, 融入QAIndicator中

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