Momentum

polars_ta.ta.momentum

Functions:

Name	Description
APO
AROON	下轨:(N-LLVBARS(L,N))/N*100,COLORGREEN;
MACD	MACD
MOM	MOM = (price - prevPrice) [Momentum]
PPO
ROC	ROC = ((price/prevPrice)-1)*100 [Rate of change]
ROCP	ROCP = (price-prevPrice)/prevPrice [Rate of change Percentage]
ROCR	ROCR = (price/prevPrice) [Rate of change ratio]
ROCR100	ROCR100 = (price/prevPrice)*100 [Rate of change ratio 100 Scale]
RSI
RSV	RSV=STOCHF_FASTK
STOCHF
TRIX
WILLR	威廉指标

APO(close: Expr, fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> Expr

AROON(high: Expr, low: Expr, timeperiod: int = 14) -> Expr

下轨:(N-LLVBARS(L,N))/N100,COLORGREEN; 上轨:(N-HHVBARS(H,N))/N100,COLORRED;

Notes

You cannot use pd.Series.rolling().arg_max() with reverse order, which leads to a larger result when there are two or more high points so we don't use pandas pd.Series.rolling().arg_max()没有逆序，导致出现两个及以上最高点时，结果偏大

MACD(close: Expr, fastperiod: int = 12, slowperiod: int = 26, signalperiod: int = 9) -> Expr

MACD

Notes

When counting how many data we have we refer to slowperiod, while talib.MACD refers to fastperiod

talib.MACD有效数据按fastperiod，而本项目按slowperiod

MOM(close: Expr, timeperiod: int = 10) -> Expr

MOM = (price - prevPrice) [Momentum]

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_MOM.c#L200

PPO(close: Expr, fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> Expr

ROC(close: Expr, timeperiod: int = 10) -> Expr

ROC = ((price/prevPrice)-1)*100 [Rate of change]

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_ROC.c#L200

ROCP(close: Expr, timeperiod: int = 10) -> Expr

ROCP = (price-prevPrice)/prevPrice [Rate of change Percentage]

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_ROCP.c#L202

ROCR(close: Expr, timeperiod: int = 10) -> Expr

ROCR = (price/prevPrice) [Rate of change ratio]

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_ROCR.c#L203

ROCR100(close: Expr, timeperiod: int = 10) -> Expr

ROCR100 = (price/prevPrice)*100 [Rate of change ratio 100 Scale]

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_ROCR100.c#L203

RSI(close: Expr, timeperiod: int = 14) -> Expr

RSV(high: Expr, low: Expr, close: Expr, timeperiod: int = 5) -> Expr

RSV=STOCHF_FASTK

              (Today's Close - LowestLow)

FASTK(Kperiod) = --------------------------- * 100 (HighestHigh - LowestLow)

Notes

RSV = STOCHF_FASTK。没乘以100

References

https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_STOCHF.c#L279

STOCHF(high: Expr, low: Expr, close: Expr, fastk_period: int = 5, fastd_period: int = 3) -> Expr

TRIX(close: Expr, timeperiod: int = 30) -> Expr

WILLR(high: Expr, low: Expr, close: Expr, timeperiod: int = 14) -> Expr

威廉指标

Notes

WILLR=1-RSV

References

• https://github.com/TA-Lib/ta-lib/blob/main/src/ta_func/ta_WILLR.c#L294
• https://www.investopedia.com/terms/w/williamsr.asp
• https://school.stockcharts.com/doku.php?id=technical_indicators:williams_r