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Matype

talib matype

  • TA_MAType TA_MAType_SMA = 0

    Simple Moving Average

    等于看盘软件里的MA

  • TA_MAType TA_MAType_EMA = 1

    Exponential Moving Average 指数移动平均

    等于看盘软件的EMA

    EMA(n) = Price * 2/(n+1) + PreEMA * (n-1)/(n+1)

  • TA_MAType TA_MAType_WMA = 2

    Weighted Moving Aeverage 加权移动平均

    等于看盘软件的WMA

    WMA(3) = (x1*1)+(x2*2)+(x3*3) / 6

  • TA_MAType TA_MAType_DEMA = 3

    Double EMA

    EMA2 = EMA(EMA(t,period),period)
DEMA = 2*EMA(t,period)- EMA2

  • TA_MAType TA_MAType_TEMA = 4

    Triple EMA

    EMA1 = EMA(t,period)
EMA2 = EMA(EMA(t,period),period)
EMA3 = EMA(EMA(EMA(t,period),period))
TEMA = 3*EMA1 - 3*EMA2 + EMA3

  • TA_MAType TA_MAType_TRIMA = 5

    triangular MA

    类似WMA，WMA将更多权重放在最近，TRIMA将更多权重放在中间

    TRIMA(5) = ((1*a)+(2*b)+(3*c)+(2*d)+(1*e)) / 9

  • TA_MAType TA_MAType_KAMA = 6

    Kaufman Adaptive Moving Average

    KAMA(10,2,30):

Change = ABS(Close - Close (10 periods ago))
Volatility = Sum10(ABS(Close - Prior Close))
ER = Change/Volatility
SC = [ER x (2/(2+1) - 2/(30+1)) + 2/(30+1)]^2
Current KAMA = Prior KAMA + SC x (Price - Prior KAMA)

  • TA_MAType TA_MAType_MAMA = 7 MESA Adaptive Moving Average

    TODO:

  • TA_MAType TA_MAType_T3 = 8

    Triple Exponential Moving Average

    T3(Period, vFactor):

EMA1(x,Period) = EMA(x,Period)
EMA2(x,Period) = EMA(EMA1(x,Period),Period)
GD(x,Period,vFactor) = (EMA1(x,Period)*(1+vFactor)) - (EMA2(x,Period)*vFactor)
T3 = GD (GD ( GD(t, Period, vFactor), Period, vFactor), Period, vFactor);

看盘软件

看盘软件中特有的平均公式(全是围绕SMA做文章)

  • SMA(X,N,M)

    Y=(X*M+Y'*(N-M))/N

    当n=2*N-1时，可以和EMA(n)互换，所以talib中没有SMA

  • DMA(X,A)

    Y=A*X+(1-A)*Y'

    和 SMA一样，只是用小数表达参数而已

  • MEMA(X,N)

    Y=(X+Y'*(N-1))/N

    和 SMA(X,N,1)、MA(X,N)一样，毫无意义的公式

  • TMA(X,N,M)

    Y=(N*Y'+M*X)

    如果N+M==1, 那么和DMA一样