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Mengenai ketepatan pengiraan ATR perpustakaan penunjuk TA Kuantitatif Pencipta?
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 Maklumat atr => 12.161116665558945, 12.042741024448038
2023-02-28 16:20:39 Maklumat ma => 23246.1, 23244.699999999997
Data binance pada masa yang sama:
ATR 14 => 17.78
MA 20 => 23247
Saya dapat melihat bahawa data ma adalah lebih tepat, tetapi mengapa data atr lebih buruk?
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