8
Follow
0
Followers
python
def ma_case(self):
exchange.SetContractType("swap")
r = exchange.GetRecords(PERIOD_M1)
ma = TA.MA(r, 20)
Log(f'ma => {ma[-1]}, {ma[-2]}')
def atr_case(self):
exchange.SetContractType("swap")
r = exchange.GetRecords(PERIOD_M1)
atr = TA.ATR(r, 14)
Log(f'atr => {atr[-1]}, {atr[-2]}')
2023-02-28 16:20:39 信息 atr => 12.161116665558945, 12.042741024448038
2023-02-28 16:20:39 信息 ma => 23246.1, 23244.699999999997
同时间的binance的数据:
ATR 14 => 17.78
MA 20 => 23247
可以看出ma的数据比较准,但是为什么atr的数据差了比较多呢?
Related Recommendations
Inventor Quant Workflow FAQ (Continuously Updated)Financial Magic Zone Global KOL RecruitmentFAQ Summary (Updating...)PINE Language Introductory Tutorial of FMZ QuantPrimary Tutorial of Strategy Writing with FMZ Quant Trading Platform (Must Read)Getting Started with FMZ Quant Trading Platform (Must Read)MyLanguage DocFMZ PINE Script DocNotes & Explanation of Futures Reverse Doubling Algorithm StrategySolutions to Obtaining Docker Http Request Message

