Python AdjustedATR示例

示例#1

文件： johnfcarter.py 项目： olyoberdorf/indicators

class CarterSqueeze(MultiMetricMetric):
    def __init__(self):
        MultiMetricMetric.__init__(self)
        self.close = AdjustedClose()
        self.stdev = STDev(metric=self.close, period=20)
        self.atr = AdjustedATR(period=20)
        self._addMetrics(self.close, self.stdev, self.atr)

    def value(self):
        # Keltner minus bb width, <=0 means squeeze is on
        return (self.atr.value() * 1.5) - (self.stdev.value() * 2)

示例#2

文件： johnfcarter.py 项目： olyoberdorf/indicators

 def __init__(self):
     MultiMetricMetric.__init__(self)
     self.close = AdjustedClose()
     self.stdev = STDev(metric=self.close, period=20)
     self.atr = AdjustedATR(period=20)
     self._addMetrics(self.close, self.stdev, self.atr)