MATHEMATICA 指南

金融指标

Mathematica 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. Mathematica 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. Mathematica 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"

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