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使用 Donchian Channel 指标的优缺点

艾云指标—咏春语音版 ---期货苹果5分钟分析图

五种经典日内策略

唐奇安通道(Donchian channel)这个策略可以称得上是所有日内策略的鼻祖。其最早大名远扬是在1970年,美国有个公司对当时最流行的机械交易系统进行了模拟测试和比较研究,其研究结果表明,在所有测试对象中唐奇安通道(见 http:// bbs.使用 Donchian Channel 指标的优缺点 ihoms.com/bbs/cljs/ 5167.htm )规则最为成功。1983年,他被推举为首届“最佳获利奖”得主,并将此奖项改为唐奇安奖。后来美国又有个著名的“海龟法则”造就了不少千万富翁。当时海龟法则是保密的,过了十几年,海龟法则解密,人们才发现他们用的是修正版的唐奇安通道规则。

Dual Thrust与R-Breaker一样,曾长期排名 Future Trust杂志最赚钱的策略。该策略在形式上和开盘区间突破策略类似。不同点主要体现在两方面:Dual Thrust在Range(代码中的浮动区间)的设置上,引入前N日的四个价位,使得一定时期内的Range相对稳定,可以适用于日间的趋势跟踪;Dual Thrust对于多头和空头的触发条件,考虑了非对称的幅度,做多和做空参考的Range可以选择不同的周期数,也可以通过参数K1和K2来确定。

About

This is a Python wrapper for TA-LIB based on Cython instead of SWIG. From the homepage:

    使用 Donchian Channel 指标的优缺点
  • Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.
  • Candlestick pattern recognition
  • Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

The original Python bindings use SWIG which unfortunately are difficult to install and aren't as efficient as 使用 Donchian Channel 指标的优缺点 they could be. Therefore this project uses Cython and Numpy to efficiently and cleanly bind to TA-Lib -- producing results 2-4 times faster than the SWIG interface.

Install TA-Lib or Read the Docs

Examples

Similar to TA-Lib, the function interface provides a lightweight wrapper of the exposed TA-Lib indicators.

Each function returns an output array and have default values for their parameters, unless specified as keyword arguments. Typically, these functions will have an initial "lookback" period (a required number of observations before an output is generated) set to NaN .

All of the following examples use the function API:

Calculate a simple moving average of the close prices:

Calculating bollinger bands, with triple exponential moving average:

Calculating momentum of the close prices, with a time period of 5:

Abstract API Quick Start

If you're already familiar with using the function API, you should feel right at home using the abstract API. Every function takes the same input, passed as a dictionary of 使用 Donchian Channel 指标的优缺点 Numpy arrays:

Functions can either be imported directly or instantiated by name:

From there, calling functions is basically the same as the function API:

Learn about more advanced usage of TA-Lib here.

Supported Indicators

We can show all the TA functions supported by TA-Lib, either as a list or as a dict sorted by group (e.g. "Overlap Studies", "Momentum Indicators", etc):

CM_Donchian Channels Modified_V2 - Alert Capable

***This Indicator was created by user Request to Add Alerts Capabilities for Donchian Channels .

New Features:
***Alerts Work - Ability To Create Alerts From Main Indicator.
***Can 使用 Donchian Channel 指标的优缺点 Also Be Used In Conjunction with Lower Indicator - CM_Donchian Channels Modified_V2_Lower_Alert
***Added Ability To Turn On/Off Highlight Bars.
***Added Ability to Turn On/Off Donch Channel Midline
***Added Ability to Turn On/Off Triangles That Plot At Top and Bottom Of Chart When Breakout Condition is TRUE.

Special Indicator Features:
***Ability To Use Different LookBack Period on Upper and Lower Donch Channel Lines.

How To Create 使用 Donchian Channel 指标的优缺点 Alerts:
***Create Alert by 使用 Donchian Channel 指标的优缺点 selecting Indicator - Either the name of the Upper Or Lower Indicator.
***Then select either Alert Breakout Upside 使用 Donchian Channel 指标的优缺点 or Downside(To The Right Of Indicator Name)
***Select Greater Than
***Select Value
***For Value put .99

日内策略的鼻祖—唐奇安通道

艾云指标—咏春语音版 ---期货苹果5分钟分析图