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TA

TA.MACD

The TA.MACD() function is used to calculate the exponential smoothed dissimilarity and similarity MACD indicator.

The return value of the TA.MACD() function is a two-dimensional array with the structure: [DIF, DEA, MACD]. array

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

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The optInFastPeriod parameter is used to set the fast period. optInFastPeriod false number The optInSlowPeriod parameter is used to set the slow period. optInSlowPeriod false number The optInSignalPeriod parameter is used to set the signal period. optInSignalPeriod false number

function main(){
    // You can fill in different k-line periods, such as PERIOD_M1,PERIOD_M30,PERIOD_H1...
    var records = exchange.GetRecords(PERIOD_M15)
    var macd = TA.MACD(records, 12, 26, 9)
    // Watching the logs, you can see that three arrays are returned, corresponding to DIF, DEA and MACD.
    Log("DIF:", macd[0], "DEA:", macd[1], "MACD:", macd[2])
}

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

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]);
}

The TA indicator library of FMZ Quant, optimized for common indicator algorithms. It supports JavaScript, Python, C++ language strategy calls, open source TA library code. The default values of the optInFastPeriod, optInSlowPeriod, and optInSignalPeriod parameters of the TA.MACD() function are: 12, 26, and 9.

{@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.KDJ

The TA.KDJ() function is used to calculate stochastic indicators.

The return value of the TA.KDJ() function is a two-dimensional array with the structure: [K, D, J]. array

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

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The period parameter is used to set period 1. period false number The kPeriod parameter is used to set period 2. kPeriod false number The dPeriod parameter is used to set period 3. dPeriod false number

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])
}

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.RSI

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

The return value of the TA.RSI() function is: a one-dimensional array. array

TA.RSI(inReal) TA.RSI(inReal, optInTimePeriod)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The optInTimePeriod parameter is used to set the period. optInTimePeriod false number

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

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.ATR

The TA.ATR() function is used to calculate the Average True Volatility Indicator.

The return value of the TA.ATR() function is: a one-dimensional array. array

TA.ATR(inPriceHLC) TA.ATR(inPriceHLC, optInTimePeriod)

The inPriceHLC parameter is used to specify the K-line data. inPriceHLC true {@struct/Record Record} structure array The optInTimePeriod parameter is used to set the period. optInTimePeriod false number

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

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.OBV

The TA.OBV() function is used to calculate the energy tide indicator.

The return value of the TA.OBV() function is: a one-dimensional array. array

TA.OBV(inReal) TA.OBV(inReal, inPriceV)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The inPriceV parameter is used to specify the transaction amount data. inPriceV false {@struct/Record Record} structure array

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.MA

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

The return value of the TA.MA() function is: a one-dimensional array. array

TA.MA(inReal) TA.MA(inReal, optInTimePeriod)

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

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.EMA

The TA.EMA() function is used to calculate the exponential average indicator.

The return value of the TA.EMA() function is: a one-dimensional array. array

TA.EMA(inReal) TA.EMA(inReal, optInTimePeriod)

function main(){
    var records = exchange.GetRecords()
    // Determine if the number of K-line bars meets the calculation period of the indicator
    if (records && records.length > 9) {
        var ema = TA.EMA(records, 9)          
        Log(ema)
    }
}

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.BOLL

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

The return value of the TA.BOLL() function is a two-dimensional array with the structure: [upLine, midLine, downLine]. array

TA.BOLL(inReal) TA.BOLL(inReal, period, multiplier)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The period parameter is used to set the period. period false number The multiplier parameter is used to set the multiplier. multiplier false number

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)
    }
}

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)

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);
    }
}

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.Alligator

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

The return value of the TA.Alligator() function is a two-dimensional array with the structure: [jawLine, teethLine, lipsLine]. array

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

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The jawLength parameter is used to set the jaw period. jawLength false number The teethLength parameter is used to set the teeth period. teethLength false number The lipsLength parameter is used to set the upper lip period. lipsLength false number

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

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.CMF

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

The return value of the TA.CMF() function is: a one-dimensional array. array

TA.CMF(inReal) TA.CMF(inReal, inPriceV)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The inPriceV parameter is used to specify the volume data. inPriceV false {@struct/Record Record} structure array

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

TA.Highest

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

The TA.Highest() function returns the maximum value of an attribute in the last certain period, excluding the current Bar. number

TA.Highest(inReal) TA.Highest(inReal, period, attr)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The period parameter is used to set the period. period false number The attr parameter is used to set the attributes, optionally: Open, Close, Low, High, Volume, OpenInterest. attr false string

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

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

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

For example, if the TA.Highest(records, 30, "High") function is called, if the period parameter period is set to 0, it means to calculate all Bars of the K-line data passed in by the inReal parameter; if the attribute parameter attr is not specified, the K-line data passed in by the inReal parameter is considered to be an ordinary array.

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Lowest TA.Lowest}

TA.Lowest

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

The TA.Lowest() function returns the minimum value of an attribute in the last certain period, excluding the current Bar. number

TA.Lowest(inReal) TA.Lowest(inReal, period, attr)

The inReal parameter is used to specify the K-line data. inReal true {@struct/Record Record} structure arrays, numeric arrays The period parameter is used to set the period. period false number The attr parameter is used to set the attributes, optionally: Open, Close, Low, High, Volume, OpenInterest. attr false string

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

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

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

For example, if the TA.Lowest(records, 30, "Low") function is called, if the period parameter period is set to 0, it means to calculate all Bars of the K-line data passed in by the inReal parameter; if the attribute parameter attr is not specified, the K-line data passed in by the inReal parameter is considered to be an ordinary array. The use of the TA.Highest() and TA.Lowest() functions in the C++ strategy needs to be noted that the Highest() and Lowest() functions each have only 2 parameters. And the first parameter passed in is not the K-line data r obtained when the function auto r = exchange.GetRecords() was called. You need to call the r method and pass in the specific attribute data. For example, pass in the r.Close() closing price data. Close, High, Low, Open, Volume as in the r.Close() call method.

Example test of C++ language strategy:

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 passed is not r, you need to call r.Close()
    auto highest = TA.Highest(r.Close(), 8);   
    Log(highest);                     
}

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}

TA.SMA

The TA.SMA() function is used to calculate the simple moving average indicator.

The return value of the TA.SMA() function is: a one-dimensional array. array

TA.SMA(inReal) TA.SMA(inReal, optInTimePeriod)

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

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

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

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

{@fun/TA/TA.MACD TA.MACD}, {@fun/TA/TA.KDJ TA.KDJ}, {@fun/TA/TA.RSI TA.RSI}, {@fun/TA/TA.ATR TA.ATR}, {@fun/TA/TA.OBV TA.OBV}, {@fun/TA/TA.MA TA.MA}, {@fun/TA/TA.EMA TA.EMA}, {@fun/TA/TA.BOLL TA.BOLL}, {@fun/TA/TA.Alligator TA.Alligator}, {@fun/TA/TA.CMF TA.CMF}, {@fun/TA/TA.Highest TA.Highest}, {@fun/TA/TA.Lowest TA.Lowest}

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