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 |