TA.MACD

The TA.MACD() function is used to calculate the Moving Average Convergence Divergence indicator.

    
    
    
TA.MACD(inReal)

    
    
    
TA.MACD(inReal, optInFastPeriod, optInSlowPeriod, optInSignalPeriod)

Examples

    javascript
    
    
function main(){
    // 可以填入不同k线周期，比如PERIOD_M1,PERIOD_M30,PERIOD_H1......
    var records = exchange.GetRecords(PERIOD_M15)
    var macd = TA.MACD(records, 12, 26, 9)
    // 观看日志可得知返回三个数组，分别对应DIF，DEA，MACD
    Log("DIF:", macd[0], "DEA:", macd[1], "MACD:", macd[2])
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M15)
    macd = TA.MACD(r, 12, 26, 9)
    Log("DIF:", macd[0], "DEA:", macd[1], "MACD:", macd[2])

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M15);
    auto macd = TA.MACD(r, 12, 26, 9);
    Log("DIF:", macd[0], "DEA:", macd[1], "MACD:", macd[2]);
}

Returns

Arguments

See Also

Remarks

FMZ Quant's TA indicator library optimizes common technical indicator algorithms. It supports strategy calls in JavaScript, Python, and C++ languages, open source TA library code.

The default values for the optInFastPeriod, optInSlowPeriod, and optInSignalPeriod parameters of the TA.MACD() function are: 12, 26, and 9 respectively.

TA.KDJ

The TA.KDJ() function is used to calculate the Stochastic Oscillator.

    
    
    
TA.KDJ(inReal)

    
    
    
TA.KDJ(inReal, period, kPeriod, dPeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M15)
    var kdj = TA.KDJ(records, 9, 3, 3)
    Log("k:", kdj[0], "d:", kdj[1], "j:", kdj[2])
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M15)
    kdj = TA.KDJ(r, 9, 3, 3)
    Log("k:", kdj[0], "d:", kdj[1], "j:", kdj[2])

    c++
    
    
void main() {
    auto r = exchange.GetRecords();
    auto kdj = TA.KDJ(r, 9, 3, 3);
    Log("k:", kdj[0], "d:", kdj[1], "j:", kdj[2]);
}

Returns

Arguments

See Also

Remarks

The default values for the period, kPeriod, and dPeriod parameters of the TA.KDJ() function are: 9, 3, and 3 respectively.

TA.RSI

The TA.RSI() function is used to calculate the Relative Strength Index.

    
    
    
TA.RSI(inReal)

    
    
    
TA.RSI(inReal, optInTimePeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M30)
    var rsi = TA.RSI(records, 14)
    Log(rsi)
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M30)
    rsi = TA.RSI(r, 14)
    Log(rsi)

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M30);
    auto rsi = TA.RSI(r, 14);
    Log(rsi);
}

Returns

Arguments

See Also

Remarks

The default value of the optInTimePeriod parameter for the TA.RSI() function is: 14.

TA.ATR

The TA.ATR() function is used to calculate the Average True Range indicator.

    
    
    
TA.ATR(inPriceHLC)

    
    
    
TA.ATR(inPriceHLC, optInTimePeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M30)
    var atr = TA.ATR(records, 14)
    Log(atr)
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M30)
    atr = TA.ATR(r, 14)
    Log(atr)

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M30);
    auto atr = TA.ATR(r, 14);
    Log(atr);
}

Returns

Arguments

See Also

Remarks

The default value of the optInTimePeriod parameter for the TA.ATR() function is: 14.

TA.OBV

The TA.OBV() function is used to calculate the On-Balance Volume indicator.

    
    
    
TA.OBV(inReal)

    
    
    
TA.OBV(inReal, inPriceV)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M30)
    var obv = TA.OBV(records)
    Log(obv)
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M30)
    obv = TA.OBV(r)
    Log(obv)

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M30);
    auto obv = TA.OBV(r);
    Log(obv);
}

Returns

Arguments

See Also

TA.MA

The TA.MA() function is used to calculate the Moving Average indicator.

    
    
    
TA.MA(inReal)

    
    
    
TA.MA(inReal, optInTimePeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M30)
    var ma = TA.MA(records, 14)
    Log(ma)
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M30)
    ma = TA.MA(r, 14)
    Log(ma)

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M30);
    auto ma = TA.MA(r, 14);
    Log(ma);
}

Returns

Arguments

See Also

Remarks

The default value of the optInTimePeriod parameter for the TA.MA() function is: 9.

TA.EMA

The TA.EMA() function is used to calculate the Exponential Moving Average indicator.

    
    
    
TA.EMA(inReal)

    
    
    
TA.EMA(inReal, optInTimePeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords()
    // 判断K线bar数量是否满足指标计算周期
    if (records && records.length > 9) {
        var ema = TA.EMA(records, 9)
        Log(ema)
    }
}

    python
    
    
def main():
    r = exchange.GetRecords()
    if r and len(r) > 9:
        ema = TA.EMA(r, 9)
        Log(ema)

    c++
    
    
void main() {
    auto r = exchange.GetRecords();
    if(r.Valid && r.size() > 9) {
        auto ema = TA.EMA(r, 9);
        Log(ema);
    }
}

Returns

Arguments

See Also

Remarks

The default value of the optInTimePeriod parameter for the TA.EMA() function is: 9.

TA.BOLL

The TA.BOLL() function is used to calculate the Bollinger Bands indicator.

    
    
    
TA.BOLL(inReal)

    
    
    
TA.BOLL(inReal, period, multiplier)

Examples

    javascript
    
    
function main() {
    var records = exchange.GetRecords()
    if(records && records.length > 20) {
        var boll = TA.BOLL(records, 20, 2)
        var upLine = boll[0]
        var midLine = boll[1]
        var downLine = boll[2]
        Log(upLine)
        Log(midLine)
        Log(downLine)
    }
}

    python
    
    
def main():
    r = exchange.GetRecords()
    if r and len(r) > 20:
        boll = TA.BOLL(r, 20, 2)
        upLine = boll[0]
        midLine = boll[1]
        downLine = boll[2]
        Log(upLine)
        Log(midLine)
        Log(downLine)

    c++
    
    
void main() {
    auto r = exchange.GetRecords();
    if(r.Valid && r.size() > 20) {
        auto boll = TA.BOLL(r, 20, 2);
        auto upLine = boll[0];
        auto midLine = boll[1];
        auto downLine = boll[2];
        Log(upLine);
        Log(midLine);
        Log(downLine);
    }
}

Returns

Arguments

See Also

Remarks

The default values for the period and multiplier parameters of the TA.BOLL() function are: 20 and 2 respectively.

TA.Alligator

The TA.Alligator() function is used to calculate the Alligator Indicator.

    
    
    
TA.Alligator(inReal)

    
    
    
TA.Alligator(inReal, jawLength, teethLength, lipsLength)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords()
    var alligator = TA.Alligator(records)
    Log("jawLine:", alligator[0])
    Log("teethLine:", alligator[1])
    Log("lipsLine:", alligator[2])
}

    python
    
    
def main():
    records = exchange.GetRecords()
    alligator = TA.Alligator(records)
    Log("jawLine:", alligator[0])
    Log("teethLine:", alligator[1])
    Log("lipsLine:", alligator[2])

    c++
    
    
void main() {
    auto records = exchange.GetRecords();
    auto alligator = TA.Alligator(records);
    Log("jawLine:", alligator[0]);
    Log("teethLine:", alligator[1]);
    Log("lipsLine:", alligator[2]);
}

Returns

Arguments

See Also

Remarks

The default values for the jawLength, teethLength, and lipsLength parameters of the TA.Alligator() function are: 13, 8, and 5 respectively.

TA.CMF

The TA.CMF() function is used to calculate the Chaikin Money Flow indicator.

    
    
    
TA.CMF(inReal)

    
    
    
TA.CMF(inReal, inPriceV)

Examples

    javascript
    
    
function main() {
    var records = exchange.GetRecords()
    var cmf = TA.CMF(records)
    Log(cmf)
}

    python
    
    
def main():
    records = exchange.GetRecords()
    cmf = TA.CMF(records)
    Log(cmf)

    c++
    
    
void main() {
    auto records = exchange.GetRecords();
    auto cmf = TA.CMF(records);
    Log(cmf);
}

Returns

Arguments

See Also

TA.Highest

The TA.Highest() function is used to calculate the highest price within a specified period.

    
    
    
TA.Highest(inReal)

    
    
    
TA.Highest(inReal, period, attr)

Examples

    javascript
    
    
function main() {
    var records = exchange.GetRecords()
    var highestForOpen = TA.Highest(records, 10, "Open")
    Log(highestForOpen)
}

    python
    
    
def main():
    records = exchange.GetRecords()
    highestForOpen = TA.Highest(records, 10, "Open")
    Log(highestForOpen)

    c++
    
    
void main() {
    auto records = exchange.GetRecords();
    auto highestForOpen = TA.Highest(records.Open(), 10);
    Log(highestForOpen);
}

Returns

Arguments

See Also

Remarks

For example, when calling TA.Highest(records, 30, "High") function: If the period parameter period is set to 0, it calculates the highest value of all Bars in the K-line data passed by the inReal parameter; If the attribute parameter attr is not specified, the data passed by the inReal parameter is treated as a regular numeric array.

TA.Lowest

The TA.Lowest() function is used to calculate the period lowest price.

    
    
    
TA.Lowest(inReal)

    
    
    
TA.Lowest(inReal, period, attr)

Examples

    javascript
    
    
function main() {
    var records = exchange.GetRecords()
    var lowestForOpen = TA.Lowest(records, 10, "Open")
    Log(lowestForOpen)
}

    python
    
    
def main():
    records = exchange.GetRecords()
    lowestForOpen = TA.Lowest(records, 10, "Open")
    Log(lowestForOpen)

    c++
    
    
void main() {
    auto records = exchange.GetRecords();
    auto lowestForOpen = TA.Lowest(records.Open(), 10);
    Log(lowestForOpen);
}

Returns

Arguments

See Also

Remarks

For example, when calling TA.Lowest(records, 30, "Low") function, if the period parameter period is set to 0, it calculates all Bars of the K-line data passed in the inReal parameter; if the attribute parameter attr is not specified, the K-line data passed in the inReal parameter is treated as a regular array.

When using TA.Highest() and TA.Lowest() functions in C++ strategies, note that Highest() and Lowest() functions each have only 2 parameters, and the first parameter is not the K-line data r obtained by calling auto r = exchange.GetRecords() function. You need to call the method of r and pass in specific attribute data. For example, pass in r.Close() closing price data. Close, High, Low, Open, Volume all use the calling method like r.Close().

C++ language strategy test example:

            c++
            
            
void main() {
    Records r;
    r.Valid = true;
    for (auto i = 0; i < 10; i++) {
        Record ele;
        ele.Time = i * 100000;
        ele.High = i * 10000;
        ele.Low = i * 1000;
        ele.Close = i * 100;
        ele.Open = i * 10;
        ele.Volume = i * 1;
        r.push_back(ele);
    }

    for(int j = 0; j < r.size(); j++){
        Log(r[j]);
    }

    // Note: The first parameter is not r, need to call r.Close()
    auto highest = TA.Highest(r.Close(), 8);
    Log(highest);
}

TA.SMA

The TA.SMA() function is used to calculate the Simple Moving Average indicator.

    
    
    
TA.SMA(inReal)

    
    
    
TA.SMA(inReal, optInTimePeriod)

Examples

    javascript
    
    
function main(){
    var records = exchange.GetRecords(PERIOD_M30)
    var sma = TA.SMA(records, 14)
    Log(sma)
}

    python
    
    
def main():
    r = exchange.GetRecords(PERIOD_M30)
    sma = TA.SMA(r, 14)
    Log(sma)

    c++
    
    
void main() {
    auto r = exchange.GetRecords(PERIOD_M30);
    auto sma = TA.SMA(r, 14);
    Log(sma);
}

Returns

Arguments

See Also

Remarks

The default value of the optInTimePeriod parameter for the TA.SMA() function is: 9.