技术指标¶
价量因子¶
| 代码 | 解释 |
|---|---|
| OPEN | 开盘价 |
| HIGH | 最高价 |
| LOW | 最低价 |
| CLOSE | 收盘价 |
| VOLUME | 成交量 |
| TYPICAL_PRICE | typical价 |
| NEW | 最新价 |
| NEW_CHANGE_PERCENT | 涨跌幅百分比 |
| SHORT_TERM_HIGH | 短期(据配置参数决定,通常为25个Bar)最高价 |
| LONG_TERM_HIGH | 长期(据配置参数决定,通常为100个Bar)最高价 |
| SHORT_TERM_LOW | 短期(据配置参数决定,通常为25个Bar)最低价 |
| LONG_TERM_LOW | 长期(据配置参数决定,通常为100个Bar)最低价 |
技术指标类因子¶
| 代码 | 解释 |
|---|---|
| AD | |
| DX | |
| ADX | |
| ADXR | |
| APO | |
| AROON_UP | |
| AROON_DOWN | |
| ATR | |
| BOLL_UP | |
| BOLL_MID | |
| BOLL_DOWN | |
| CCI | |
| CMO | |
| MA_FAST | |
| MA_SLOW | |
| EMA_FAST | |
| EMA_SLOW | |
| DEMA_FAST | |
| DEMA_SLOW | |
| KAMA_FAST | |
| KAMA_SLOW | |
| MAMA_FAST | |
| MAMA_SLOW | |
| T3_FAST | |
| T3_SLOW | |
| TEMA_FAST | |
| TEMA_SLOW | |
| TRIMA_FAST | |
| TRIMA_SLOW | |
| TRIX_FAST | |
| TRIX_SLOW | |
| MACD | |
| MACD_DIFF | |
| MACD_DEA | |
| MFI | |
| MOM | |
| NATR | |
| OBV | |
| ROC | |
| RSI | |
| SAR | |
| TRANGE | |
| TSF | |
| ULTOSC | |
| WILLR | |
| KDJ_K | |
| KDJ_D |