TA-Lib指标(8/10) Statistic Functio
2018-09-26 本文已影响0人
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Statistic Functions
BETA - Beta
real = BETA(high, low, timeperiod=5)
Learn more about the Beta at tadoc.org.
CORREL - Pearson's Correlation Coefficient (r)
real = CORREL(high, low, timeperiod=30)
Learn more about the Pearson's Correlation Coefficient (r) at tadoc.org.
LINEARREG - Linear Regression
real = LINEARREG(close, timeperiod=14)
Learn more about the Linear Regression at tadoc.org.
LINEARREG_ANGLE - Linear Regression Angle
real = LINEARREG_ANGLE(close, timeperiod=14)
Learn more about the Linear Regression Angle at tadoc.org.
LINEARREG_INTERCEPT - Linear Regression Intercept
real = LINEARREG_INTERCEPT(close, timeperiod=14)
Learn more about the Linear Regression Intercept at tadoc.org.
LINEARREG_SLOPE - Linear Regression Slope
real = LINEARREG_SLOPE(close, timeperiod=14)
Learn more about the Linear Regression Slope at tadoc.org.
STDDEV - Standard Deviation
real = STDDEV(close, timeperiod=5, nbdev=1)
Learn more about the Standard Deviation at tadoc.org.
TSF - Time Series Forecast
real = TSF(close, timeperiod=14)
Learn more about the Time Series Forecast at tadoc.org.
VAR - Variance
real = VAR(close, timeperiod=5, nbdev=1)
Learn more about the Variance at tadoc.org.