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Inventor의 양적 TA 지표 라이브러리의 ATR 계산 정확도는 어떻습니까?
Created 2023-02-28 16:22:30 Updated 2023-02-28 16:28:27
2
1271
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 정보 atr => 12.161116665558945, 12.042741024448038
2023-02-28 16:20:39 정보 ma => 23246.1, 23244.699999999997
같은 시간에 binance의 데이터:
ATR 14 => 17.78
MA 20 => 23247
그래서 우리는 ma의 데이터가 정확하다는 것을 알 수 있지만, 왜atr의 데이터가 더 잘못되었을까요?
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