指标详细参考手册

注意： 所有指标均同时支持 numpy.ndarray 和 pandas.Series 输入。当输入为 Series 时，会自动保留元数据（索引和名称）。

重叠研究 (Overlap Studies)

指标名称

参数签名

描述

ALMA

(inReal, timeperiod=9, offset=0.85, sigma=6.0)

Arnaud Legoux Moving Average.

BBANDS

(inReal, timeperiod=5, nbdevup=2.0, nbdevdn=2.0, matype=MAType.SMA)

Bollinger Bands. Returns: (upperband, middleband, lowerband)

DEMA

(inReal, timeperiod=30)

DEMA indicator.

EMA

(inReal, timeperiod=30)

EMA indicator.

EVWMA

(inReal, inVolume, timeperiod=30)

Elastic Volume Weighted Moving Average.

HMA

(inReal, timeperiod=20)

Hull Moving Average.

KAMA

(inReal, timeperiod=30)

KAMA indicator.

MA

(inReal, timeperiod=30, matype=0)

Moving Average (generic).

MAMA

(inReal, fastlimit=0.5, slowlimit=0.05)

MESA Adaptive Moving Average. Returns: (mama, fama)

MIDPOINT

(inReal, timeperiod=14)

MIDPOINT indicator.

MIDPRICE

(inHigh, inLow, timeperiod=14)

MIDPRICE indicator.

SAR

(inHigh, inLow, acceleration=0.02, maximum=0.2)

Parabolic SAR.

SMA

(inReal, timeperiod=30)

SMA indicator.

T3

(inReal, timeperiod=5, vfactor=0.7)

Triple Exponential Moving Average (T3).

TEMA

(inReal, timeperiod=30)

TEMA indicator.

TRIMA

(inReal, timeperiod=30)

TRIMA indicator.

WMA

(inReal, timeperiod=30)

WMA indicator.

ZLEMA

(inReal, timeperiod=30)

Zero Lag Exponential Moving Average.

动量指标 (Momentum Indicators)

指标名称

参数签名

描述

ADX

(inHigh, inLow, inClose, timeperiod=14)

ADX indicator.

ADXR

(inHigh, inLow, inClose, timeperiod=14)

ADXR indicator.

APO

(inReal, fastperiod=12, slowperiod=26, matype=0)

Absolute Price Oscillator.

AROON

(inHigh, inLow, timeperiod=14)

Aroon. Returns: (aroondown, aroonup)

AROONOSC

(inHigh, inLow, timeperiod=14)

AROONOSC indicator.

BOP

(inOpen, inHigh, inLow, inClose)

Balance Of Power.

CCI

(inHigh, inLow, inClose, timeperiod=14)

CCI indicator.

CMO

(inReal, timeperiod=14)

CMO indicator.

DX

(inHigh, inLow, inClose, timeperiod=14)

DX indicator.

KST

(inReal, nROC1=10, nROC2=15, nROC3=20, nROC4=30, nAvg1=10, nAvg2=10, nAvg3=10, nAvg4=15, nSig=9)

Know Sure Thing (KST). Returns: (kst, signal)

MACD

(inReal, fastperiod=12, slowperiod=26, signalperiod=9)

Moving Average Convergence/Divergence. Returns: (macd, signal, hist)

MACDEXT

(inReal, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)

MACD with controllable MA type.

MACDFIX

(inReal, signalperiod=9)

MACD Fix 12/26.

MFI

(inHigh, inLow, inClose, inVolume, timeperiod=14)

Money Flow Index.

MINUS_DI

(inHigh, inLow, inClose, timeperiod=14)

MINUS_DI indicator.

MINUS_DM

(inHigh, inLow, timeperiod=14)

MINUS_DM indicator.

MOM

(inReal, timeperiod=10)

MOM indicator.

PLUS_DI

(inHigh, inLow, inClose, timeperiod=14)

PLUS_DI indicator.

PLUS_DM

(inHigh, inLow, timeperiod=14)

PLUS_DM indicator.

PPO

(inReal, fastperiod=12, slowperiod=26, matype=0)

Percentage Price Oscillator.

ROC

(inReal, timeperiod=10)

ROC indicator.

ROCP

(inReal, timeperiod=10)

ROCP indicator.

ROCR

(inReal, timeperiod=10)

ROCR indicator.

ROCR100

(inReal, timeperiod=10)

ROCR100 indicator.

RSI

(inReal, timeperiod=14)

RSI indicator.

SMI

(inHigh, inLow, inClose, n=13, nFast=2, nSlow=25, nSig=9)

Stochastic Momentum Index. Returns: (smi, signal)

STOCH

(inHigh, inLow, inClose, fastk_period=5, slowk_period=3, slowk_matype=MAType.SMA, slowd_period=3, slowd_matype=MAType.SMA)

Stochastic. Returns: (slowk, slowd)

STOCHF

(inHigh, inLow, inClose, fastk_period=5, fastd_period=3, fastd_matype=0)

Stochastic Fast.

STOCHRSI

(inReal, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)

Stochastic RSI.

TRIX

(inReal, timeperiod=30)

TRIX indicator.

ULTOSC

(inHigh, inLow, inClose, timeperiod1=7, timeperiod2=14, timeperiod3=28)

Ultimate Oscillator.

WILLR

(inHigh, inLow, inClose, timeperiod=14)

WILLR indicator.

波动率指标 (Volatility Indicators)

指标名称

参数签名

描述

ATR

(inHigh, inLow, inClose, timeperiod=14)

ATR indicator.

DonchianChannel

(inHigh, inLow, timeperiod=10)

Donchian Channel. Returns: (upper, middle, lower)

NATR

(inHigh, inLow, inClose, timeperiod=14)

NATR indicator.

STDDEV

(inReal, timeperiod=5, nbdev=1.0)

Standard Deviation.

TRANGE

(inHigh, inLow, inClose)

True Range.

keltnerChannels

(inHigh, inLow, inClose, timeperiod=20, atr_mult=2.0)

Keltner Channels. Returns: (upper, middle, lower)

成交量指标 (Volume Indicators)

指标名称

参数签名

描述

AD

(inHigh, inLow, inClose, inVolume)

Chaikin A/D Line.

ADOSC

(inHigh, inLow, inClose, inVolume, fastperiod=3, slowperiod=10)

Chaikin A/D Oscillator.

CMF

(inHigh, inLow, inClose, inVolume, timeperiod=20)

Chaikin Money Flow.

EMV

(inHigh, inLow, inVolume, timeperiod=9, vol_divisor=10000.0)

Arms’ Ease of Movement Value. Returns: (emv, smoothed_emv)

OBV

(inReal0, inReal1)

OBV indicator.

价格转换 (Price Transform)

指标名称

参数签名

描述

AVGPRICE

(inOpen, inHigh, inLow, inClose)

Average Price.

MEDPRICE

(inReal0, inReal1)

MEDPRICE indicator.

TYPPRICE

(inHigh, inLow, inClose)

Typical Price.

WCLPRICE

(inHigh, inLow, inClose)

Weighted Close Price.

周期指标 (Cycle Indicators)

指标名称

参数签名

描述

HT_DCPERIOD

(inReal)

HT_DCPERIOD indicator.

HT_DCPHASE

(inReal)

HT_DCPHASE indicator.

HT_PHASOR

(inReal)

Hilbert Transform - Phasor Components.

HT_SINE

(inReal)

Hilbert Transform - SineWave.

HT_TRENDLINE

(inReal)

HT_TRENDLINE indicator.

HT_TRENDMODE

(inReal)

HT_TRENDMODE indicator.

统计函数 (Statistics Functions)

指标名称

参数签名

描述

AVGDEV

(inReal, timeperiod=14)

AVGDEV indicator.

BETA

(inReal0, inReal1, timeperiod=5)

BETA indicator.

CORREL

(inReal0, inReal1, timeperiod=30)

CORREL indicator.

LINEARREG

(inReal, timeperiod=14)

LINEARREG indicator.

LINEARREG_ANGLE

(inReal, timeperiod=14)

LINEARREG_ANGLE indicator.

LINEARREG_INTERCEPT

(inReal, timeperiod=14)

LINEARREG_INTERCEPT indicator.

LINEARREG_SLOPE

(inReal, timeperiod=14)

LINEARREG_SLOPE indicator.

MAX

(inReal, timeperiod=30)

MAX indicator.

MIN

(inReal, timeperiod=30)

MIN indicator.

MINMAX

(inReal, timeperiod=30)

Lowest and highest values over a specified period.

MINMAXINDEX

(inReal, timeperiod=30)

Indexes of lowest and highest values over a specified period.

SUM

(inReal, timeperiod=30)

SUM indicator.

TSF

(inReal, timeperiod=14)

TSF indicator.

VAR

(inReal, timeperiod=5, nbdev=1.0)

Variance.

数学算子与变换 (Math Operators & Transforms)

指标名称

参数签名

描述

ACOS

(inReal)

Vector ACOS.

ADD

(inReal0, inReal1)

ADD indicator.

ASIN

(inReal)

Vector ASIN.

ATAN

(inReal)

Vector ATAN.

CEIL

(inReal)

Vector CEIL.

COS

(inReal)

Vector COS.

COSH

(inReal)

Vector COSH.

DIV

(inReal0, inReal1)

DIV indicator.

EXP

(inReal)

Vector EXP.

FLOOR

(inReal)

Vector FLOOR.

LN

(inReal)

Vector LN.

LOG10

(inReal)

Vector LOG10.

MULT

(inReal0, inReal1)

MULT indicator.

SIN

(inReal)

Vector SIN.

SINH

(inReal)

Vector SINH.

SQRT

(inReal)

Vector SQRT.

SUB

(inReal0, inReal1)

SUB indicator.

TAN

(inReal)

Vector TAN.

TANH

(inReal)

Vector TANH.

自定义与 R 语言原生 (Custom & R-Native)

指标名称

参数签名

描述

DPO

(inReal, timeperiod=10)

Detrended Price Oscillator.

GMMA

(inReal)

Guppy Multiple Moving Average. Returns a tuple of 12 EMA series.

SNR

(inHigh, inLow, inClose, timeperiod=14)

Signal to Noise Ratio.

VHF

(inReal, timeperiod=28)

Vertical Horizontal Filter.

ZIGZAG

(inHigh, inLow, change=10.0, percent=True)

ZigZag indicator.

蜡烛图形态 (Candlestick Patterns)

指标名称

参数签名

描述

CDL2CROWS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL2CROWS

CDL3BLACKCROWS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3BLACKCROWS

CDL3INSIDE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3INSIDE

CDL3LINESTRIKE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3LINESTRIKE

CDL3OUTSIDE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3OUTSIDE

CDL3STARSINSOUTH

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3STARSINSOUTH

CDL3WHITESOLDIERS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDL3WHITESOLDIERS

CDLABANDONEDBABY

(inOpen, inHigh, inLow, inClose, penetration=0.3)

Candlestick Pattern: CDLABANDONEDBABY

CDLADVANCEBLOCK

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLADVANCEBLOCK

CDLBELTHOLD

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLBELTHOLD

CDLBREAKAWAY

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLBREAKAWAY

CDLCLOSINGMARUBOZU

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLCLOSINGMARUBOZU

CDLCONCEALBABYSWALL

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLCONCEALBABYSWALL

CDLCOUNTERATTACK

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLCOUNTERATTACK

CDLDARKCLOUDCOVER

(inOpen, inHigh, inLow, inClose, penetration=0.5)

Candlestick Pattern: CDLDARKCLOUDCOVER

CDLDOJI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLDOJI

CDLDOJISTAR

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLDOJISTAR

CDLDRAGONFLYDOJI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLDRAGONFLYDOJI

CDLENGULFING

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLENGULFING

CDLEVENINGDOJISTAR

(inOpen, inHigh, inLow, inClose, penetration=0.3)

Candlestick Pattern: CDLEVENINGDOJISTAR

CDLEVENINGSTAR

(inOpen, inHigh, inLow, inClose, penetration=0.3)

Candlestick Pattern: CDLEVENINGSTAR

CDLGAPSIDESIDEWHITE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLGAPSIDESIDEWHITE

CDLGRAVESTONEDOJI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLGRAVESTONEDOJI

CDLHAMMER

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHAMMER

CDLHANGINGMAN

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHANGINGMAN

CDLHARAMI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHARAMI

CDLHARAMICROSS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHARAMICROSS

CDLHIGHWAVE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHIGHWAVE

CDLHIKKAKE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHIKKAKE

CDLHIKKAKEMOD

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHIKKAKEMOD

CDLHOMINGPIGEON

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLHOMINGPIGEON

CDLIDENTICAL3CROWS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLIDENTICAL3CROWS

CDLINNECK

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLINNECK

CDLINVERTEDHAMMER

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLINVERTEDHAMMER

CDLKICKING

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLKICKING

CDLKICKINGBYLENGTH

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLKICKINGBYLENGTH

CDLLADDERBOTTOM

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLLADDERBOTTOM

CDLLONGLEGGEDDOJI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLLONGLEGGEDDOJI

CDLLONGLINE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLLONGLINE

CDLMARUBOZU

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLMARUBOZU

CDLMATCHINGLOW

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLMATCHINGLOW

CDLMATHOLD

(inOpen, inHigh, inLow, inClose, penetration=0.5)

Candlestick Pattern: CDLMATHOLD

CDLMORNINGDOJISTAR

(inOpen, inHigh, inLow, inClose, penetration=0.3)

Candlestick Pattern: CDLMORNINGDOJISTAR

CDLMORNINGSTAR

(inOpen, inHigh, inLow, inClose, penetration=0.3)

Candlestick Pattern: CDLMORNINGSTAR

CDLONNECK

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLONNECK

CDLPIERCING

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLPIERCING

CDLRICKSHAWMAN

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLRICKSHAWMAN

CDLRISEFALL3METHODS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLRISEFALL3METHODS

CDLSEPARATINGLINES

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSEPARATINGLINES

CDLSHOOTINGSTAR

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSHOOTINGSTAR

CDLSHORTLINE

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSHORTLINE

CDLSPINNINGTOP

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSPINNINGTOP

CDLSTALLEDPATTERN

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSTALLEDPATTERN

CDLSTICKSANDWICH

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLSTICKSANDWICH

CDLTAKURI

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLTAKURI

CDLTASUKIGAP

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLTASUKIGAP

CDLTHRUSTING

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLTHRUSTING

CDLTRISTAR

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLTRISTAR

CDLUNIQUE3RIVER

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLUNIQUE3RIVER

CDLUPSIDEGAP2CROWS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLUPSIDEGAP2CROWS

CDLXSIDEGAP3METHODS

(inOpen, inHigh, inLow, inClose)

Candlestick Pattern: CDLXSIDEGAP3METHODS