WOLFRAM 语言指南

金融指标

Wolfram 语言提供了由一百个金融指标组成的内置库,用于分析股票、商品、基金、货币汇率及其它金融工具的价格变动情况. 指标用来平滑数据、确定市场趋势、评估市场价格的信心,以及确定未来价格走势的可能范围. Wolfram 语言中的金融指标极其灵活,所用的时间段和参数既可自动选择,也可以显式提供. Wolfram 语言的交互式金融图表为指标的添加、删除、样式化和重新定义提供了方便的界面.

参考资料参考资料

基本指标

"Open" 某一时间段上的开盘价格

"High" 某一时间段上的最高价格

"Low" 某一时间段上的最低价格

"Close" 某一时间段上的收盘价格

"Volume" 某一时间段上的总交易量

"HighestHigh"  ▪  "LowestLow"  ▪  "MedianPrice"  ▪  "TypicalPrice"  ▪  "AverageTrueRange"

移动平均数指标

"SimpleMovingAverage" 某一时段上的均匀加权平均数

"ExponentialMovingAverage" 根据时段长度加权的移动平均数

"DoubleExponentialMovingAverage"  ▪  "MovingAverageEnvelopes"  ▪  "TripleExponentialMovingAverage"  ▪  "TriangularMovingAverage"  ▪  "WeightedMovingAverage"  ▪  "WildersMovingAverage"  ▪  "VariableMovingAverage"

市场强度指标

"AccumulationDistributionLine" 累计收盘价格与交易量之积

"OnBalanceVolume" 累计涨跌交易量

"PriceVolumeTrend" 累计交易量与涨跌幅之积

"ChaikinMoneyFlow"  ▪  "ChaikinOscillator"  ▪  "PercentageVolumeOscillator"  ▪  "VolumeRateOfChange"  ▪  "MoneyFlowIndex"  ▪  "EaseOfMovement"  ▪  "ForceIndex"  ▪  "WilliamsAccumulationDistribution"  ▪  "CloseLocationValueVolume"  ▪  "NegativeVolumeIndex"  ▪  "PositiveVolumeIndex"  ▪  "KlingerOscillator"  ▪  "DetrendedPriceOscillator"

动量指标

"MovingAverageConvergenceDivergence" 指数移动平均数之差

"RelativeStrengthIndex" 平滑的收益与亏损比

"CommodityChannelIndex" 在某个时间段上标准价格与平均价格的比较

"RateOfChange" 在某个时间段上的涨跌幅变化

"WilliamsPercentR" 与历史最高与最低价格相对的价位

"AbsolutePriceOscillator"  ▪  "AccumulativeSwingIndex"  ▪  "ChandeMomentumOscillator"  ▪  "CloseLocationValueVolume"  ▪  "DemandIndex"  ▪  "DynamicMomentumIndex"  ▪  "FullStochastic"  ▪  "FastStochastic"  ▪  "SlowStochastic"  ▪  "IntradayMomentumIndex"  ▪  "Momentum"  ▪  "Performance"  ▪  "PercentagePriceOscillator"  ▪  "PercentageVolumeOscillator"  ▪  "PriceVolumeTrend"  ▪  "RelativeMomentumIndex"  ▪  "SwingIndex"  ▪  "TRIX"  ▪  "UltimateOscillator"  ▪  "VerticalHorizontalFilter"  ▪  "RandomWalkIndex"  ▪  "StochasticMomentumIndex"  ▪  "VolumeRateOfChange"  ▪  "TimeSegmentedVolume"

趋势指标

"AverageDirectionalMovementIndex" 平均定向移动指数

"AroonOscillator" 某个时间段上所出现的极端价格距最近的度量

"LinearRegressionTrendlines" 某个时间段上的线性回归趋势线

"MovingAverageConvergenceDivergence" 指数移动平均数之差

"ParabolicStopAndReversal" 基于趋势加速的逆转点

"Aroon"  ▪  "AverageDirectionalMovementIndexRating"  ▪  "DirectionalMovement"  ▪  "Inertia"  ▪  "LinearRegressionSlope"  ▪  "PolarizedFractalEfficiency"  ▪  "RangeIndicator"  ▪  "RSquared"  ▪  "CommoditySelectionIndex"  ▪  "DoubleExponentialMovingAverage"  ▪  "ForecastOscillator"  ▪  "LinearRegressionIndicator"  ▪  "TriangularMovingAverage"  ▪  "TripleExponentialMovingAverage"  ▪  "WeightedMovingAverage"  ▪  "CloseLocationValue"  ▪  "QStick"  ▪  "TimeSeriesForecast"  ▪  "RaffRegressionChannel"  ▪  "MESAPhase"  ▪  "MESASineWave"

波动指标

"AverageTrueRange" 真实范围的指数移动平均数

"ChaikinVolatility" 某一时间段上价格的相对变化

"StandardDeviation" 某一时间段上价格的标准偏差

"AccelerationBands"  ▪  "CommoditySelectionIndex"  ▪  "KeltnerChannels"  ▪  "TrueRange"  ▪  "MarketFacilitation"  ▪  "MassIndex"  ▪  "PriceChannels"  ▪  "RelativeVolatilityIndex"  ▪  "StandardErrorBands"  ▪  "VolatilitySystem"  ▪  "VariableMovingAverage"

线宽指标

"BollingerBands" 价格移动平均数 ± 两个标准偏差

"StandardErrorBands" 平滑线性回归指标 ± 两个标准误差

"KeltnerChannels" 价格移动平均数 ± 平均真实范围的两倍

"MovingAverageEnvelopes" 移动平均数 ± 三个百分点

"AccelerationBands"  ▪  "PriceChannels"  ▪  "RaffRegressionChannel"  ▪  "ProjectionBands"  ▪  "StandardDeviationChannels"

统计指标

"SimpleMovingAverage" 某一时段上的均匀加权平均数

"ExponentialMovingAverage" 根据时段长度加权的移动平均数

"DoubleExponentialMovingAverage"  ▪  "ForecastOscillator"  ▪  "LinearRegressionIndicator"  ▪  "MovingAverageEnvelopes"  ▪  "ProjectionBands"  ▪  "ProjectionOscillator"  ▪  "QStick"  ▪  "RaffRegressionChannel"  ▪  "RSquared"  ▪  "StandardDeviationChannels"  ▪  "StandardError"  ▪  "StochasticMomentumIndex"  ▪  "TripleExponentialMovingAverage"  ▪  "TimeSeriesForecast"  ▪  "TriangularMovingAverage"  ▪  "TypicalPrice"  ▪  "WeightedClose"  ▪  "WeightedMovingAverage"  ▪  "WildersMovingAverage"