Python talib.ATR Examples. The following are 30 code examples for showing how to use talib.ATR(). These examples are extracted from open source projects.SearchbyModuleSearchbyWordProjectSearchTopPythonAPIsPopularProjectsJavaC++PythonScalaBlogreportthisadMorefromtalib.MAX.SMA.CCI.RSI.STOCH.WILLR.MIN.MA.ADX.STOCHF.MACDEXT.MACD.EMA.BBANDS.ATR.APO.CDL3BLACKCROWS.CDLMATCHINGLOW.CDLPIERCING.LINEARREG_INTERCEPTreportthisadRelatedMethodstime.time()datetime.datetime()time.sleep()os.makedirs()datetime.timedelta()threading.Thread()numpy.array()numpy.arange()requests.get()pandas.DataFrame()pandas.read_csv()pandas.Series()pandas.concat()talib.SMAtalib.RSItalib.MAtalib.ADXtalib.MACDtalib.EMAtalib.BBANDSRelatedModulesossysretimeloggingdatetimemaththreadingjsonnumpycollectionsrequestsdatetime.datetimematplotlib.pyplotpandasPythontalib.ATRExamplesThefollowingare30codeexamplesforshowinghowtousetalib.ATR().Theseexamplesareextractedfromopensourceprojects.Youcanvoteuptheonesyoulikeorvotedowntheonesyoudon'tlike,andgototheoriginalprojectorsourcefilebyfollowingthelinksaboveeachexample.YoumaycheckouttherelatedAPIusageonthesidebar.Youmayalsowanttocheckoutallavailablefunctions/classesofthemoduletalib,ortrythesearchfunction.Example1Project:DevilYuan  Author:moyuanz  File:DyST_IntraDayT.py  License:MITLicense8votesdef_getAtrExtreme(cls,highs,lows,closes,atrPeriod=14,slowPeriod=30,fastPeriod=3):"""获取TTIATRExterme通道,whichisbasedon《Volatility-BasedTechnicalAnalysis》TTIis'TradingTheInvisible'@return:fasts,slows"""#talib的源码，它的ATR不是N日简单平均，而是类似EMA的方法计算的指数平均atr=talib.ATR(highs,lows,closes,timeperiod=atrPeriod)highsMean=talib.EMA(highs,5)lowsMean=talib.EMA(lows,5)closesMean=talib.EMA(closes,5)atrExtremes=np.where(closes>closesMean,((highs-highsMean)/closes*100)*(atr/closes*100),((lows-lowsMean)/closes*100)*(atr/closes*100))fasts=talib.MA(atrExtremes,fastPeriod)slows=talib.EMA(atrExtremes,slowPeriod)returnfasts,slows,np.std(atrExtremes[-slowPeriod:])Example2Project:StarTrader  Author:jiewwantan  File:dat

ATR indicator: Average True Range moving average of the True Range. python installation talib is mounted in the main http://www.lfd.uci.edu/~gohlke/pythonlibs​ ...ProgrammerSoughtHomeContactUsPrivacyPolicy☰python:talibcomputingATRtags: python  talib  ATRATRindicator:AverageTrueRangemovingaverageoftheTrueRangepythoninstallationtalibismountedinthemainhttp://www.lfd.uci.edu/~gohlke/pythonlibs/thiswebsitetofindTA_Lib‑0.4.17‑cp37‑cp37m‑win32.whlTA_Lib‑0.4.17‑cp37‑cp37m‑win_amd64.whlcdD:\Anaconda3\Scriptspipinstall\Ta-lib\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whlget_atr.py#coding:utf-8importos,sysimportnumpyasnpimportpandasaspdimporttushareastsimporttalibiflen(sys.argv)==2:code=sys.argv[1]else:print('usage:pythonget_atr.pystockcode')sys.exit(1)iflen(code)!=6:print('stockcodelength:6')sys.exit(2)try:df=ts.get_k_data(code)iflen(df)<15:print("len(df)<15")sys.exit(2)#print(len(df))#Closingpriceclose=np.array(df['close'])#Highestpricehigh=np.array(df['high'])#Lowestpricelow=np.array(df['low'])#GetthelatestATRvalueatr=talib.ATR(high,low,close,timeperiod=14)print(atr[-5:])print(code,':',atr[-1])except:print("computeATRerror")Runpythonget_atr.py600030reference:https://www.programcreek.com/python/example/92324/talib.ATRIntelligentRecommendationToinstallTA-LibtalibinPythonstudynotes,usingpipinstallTA-Libmaytakeabreak.1.Installationmethod(windows):Soundernormalcircumstances,justgiveup;2.InstallthewhlfileFromhtt...Duetoametalworkingprojectinthenearfuture,weneedtousethetaliblibrarytobuildaseriesoftechnicalindicators.Installingthislibrarywillalsoencounteralittletrouble,butthestep...MACDindicatorexplanation:baike.baidu.com/item/MACDindicator/6271283?fr=aladdinMACDindicator[1]isbasedontwomovingaveragesofdifferentlengths,fastandslow(FastMAisashort-termmoving...Theoutputis:... pythoninstalltalibpackagepythoninstalltalibpackageInstalltalibpackageinpythonunderwindowsInstalltalibpackageinpythonunderubuntuCompileandinstalltaliblibraryCopyfiles...MoreRecommendationAboutthepitofTA-LIBinstallationAf

Thank you Rune! Getting up to speed w/ Python myself and was actually coding a strategy for trading when I found your code. Cool stuff that ...SkiptocontentWhatwillwecoverinthistutorial?InthistutorialwewillcoverthefollowingReadhistorictimeseriesdatafromYahoo!FinanceusingPandas-Datareader.CalculatetheAverageTrueRange(ATR).Visualizeitonachart.Step1:ReadhistoricstockpricesfromYahoo!FinanceAPIToreaddatafromYahoo!FinanceAPIweusePandas-Datareader,whichhasadirectmethod.Thisrequiresthatwegiveastartdateonhowolddatawewanttoretrieve.importpandas_datareaderaspdrimportdatetimeasdtstart=dt.datetime(2020,1,1)data=pdr.get_data_yahoo("NFLX",start)print(data.tail())Thisweresultinsimilaroutput.HighLowOpenCloseVolumeAdjCloseDate2021-02-12561.250000550.849976556.940002556.5200202195900556.5200202021-02-16563.630005552.729980557.289978557.2800292622400557.2800292021-02-17555.250000543.030029550.989990551.3400272069600551.3400272021-02-18550.000000538.229980549.000000548.2199712456200548.2199712021-02-19548.989990538.809998548.000000540.2199712838600540.219971CalculatetheAverageTrueRange(ATR)TheAverageTrueRange(ATR)iscalculatedasfollows,asinvestopedia.orgdefinesit.Thiscanbecalculatedasfollows.importnumpyasnpimportpandas_datareaderaspdrimportdatetimeasdtstart=dt.datetime(2020,1,1)data=pdr.get_data_yahoo("NFLX",start)high_low=data['High']-data['Low']high_close=np.abs(data['High']-data['Close'].shift())low_close=np.abs(data['Low']-data['Close'].shift())ranges=pd.concat([high_low,high_close,low_close],axis=1)true_range=np.max(ranges,axis=1)atr=true_range.rolling(14).sum()/14Whereweusethe14daysstandard.VisualizetheATRandthestockpriceWewilluseMatplotlibtovisualizeitasitintegrateswellwithDataFramesfromPandas.importmatplotlib.pyplotaspltfig,ax=plt.subplots()atr.plot(ax=ax)data['Close'].plot(ax=ax,secondary_y=True,alpha=0.3)plt.show()Thiswillresultinachartsimilartothisone.Likethis:LikeLoading...Related13Repliesto“CalculatetheAverageTrueRange(ATR)EasywithPandasDataFrames”HelloRune…whyareyoustilldiv

Calculating Average True Range (ATR) on OHLC data with Python ... However if a short period (or 'distance' in the example above) is required the ...JoinStackOverflowtolearn,shareknowledge,andbuildyourcareer.SignupwithemailSignupSignupwithGoogleSignupwithGitHubSignupwithFacebookHomePublicQuestionsTagsUsersCollectivesExploreCollectivesFindaJobJobsCompaniesTeamsStackOverflowforTeams–Collaborateandshareknowledgewithaprivategroup.CreateafreeTeamWhatisTeams?TeamsCreatefreeTeamCollectivesonStackOverflowFindcentralized,trustedcontentandcollaboratearoundthetechnologiesyouusemost.LearnmoreTeamsQ&AforworkConnectandshareknowledgewithinasinglelocationthatisstructuredandeasytosearch.LearnmoreCalculatingAverageTrueRange(ATR)onOHLCdatawithPythonAskQuestionAsked4years,8monthsagoActive15daysagoViewed16ktimes87TheATRistheaverageoftheTrueRangeforagivenperiod.TrueRangeis(High-Low)meaningIhavecomputedthiswiththefollowing:df['High'].subtract(df['Low']).rolling(distance).mean()Howeverifashortperiod(or'distance'intheexampleabove)isrequiredtheATRcanbeveryjumpy,i.e.withlargesporadicgapsappearingbetweensomenumbers.TherealATRequationrecognisesthisandsmoothsitoutbydoingthefollowing:CurrentATR=[(PriorATRx13)+CurrentTR]/14HoweverIamunsurehowtodothisinthesamemannerasIdidabove,i.e.acolumnwideoperation.SampledataincludingtheTRandATR(10)frommyoriginalmethod:DateTimeOpenHighLowCloseTRATR30/09/1614:45:00+00:001.12161.12211.12081.12090.00130.001330/09/1615:00:00+00:001.12091.12111.12031.12050.00080.001330/09/1615:15:00+00:001.12051.12161.12041.12160.00120.001330/09/1615:30:00+00:001.12171.12221.12131.12160.00080.001330/09/1615:45:00+00:001.12161.12401.12161.12400.00250.001530/09/1616:00:00+00:001.12391.12461.12281.12420.00190.001530/09/1616:15:00+00:001.12421.12511.12351.12400.00160.001630/09/1616:30:00+00:001.12401.12401.12341.12360.00070.001430/09/1616:45:00+00:001.12371.12451.12351.12380.00090.001230/09/1617:00:00+00:001.12381.12391.12311.12330.00080.001230/09/1617:15:00+00:001.12331.12451.12321.12400

ATR 計算Skiptocontent首頁»財經PYTHON教學»用Python超簡單計算：158種常見技術指標Tags:PYTHON,程式交易這篇接續著Python時間序列實做，先複習一下，上回合結束，我們有一個最重要的成果：close，它的columns是所有的股票代號，而index是日期。

close=pd.DataFrame({k:d['收盤價']fork,dindata.items()}).transpose()close.index=pd.to_datetime(close.index)close還記得嗎？上方式是上次的code，將data，把每個股票的收盤價拿出來。

因為很重要所以說三遍：open=pd.DataFrame({k:d['開盤價']fork,dindata.items()}).transpose()open.index=pd.to_datetime(open.index)high=pd.DataFrame({k:d['最高價']fork,dindata.items()}).transpose()high.index=pd.to_datetime(high.index)low=pd.DataFrame({k:d['最低價']fork,dindata.items()}).transpose()low.index=pd.to_datetime(low.index)volume=pd.DataFrame({k:d['成交股數']fork,dindata.items()}).transpose()volume.index=pd.to_datetime(volume.index)大家有沒有發現，相同的東西抄了五次，但我們拿出來的不是close，是open、high、low跟volume。

把所有的東西都統整好。

統整好後，再將我們想看的股票拿出來，我們以近年超紅的台積電。

把其中的股票拿出來，變成dict結構tsmc={'close':close['2330']['2017'].dropna().astype(float),'open':open['2330']['2017'].dropna().astype(float),'high':high['2330']['2017'].dropna().astype(float),'low':low['2330']['2017'].dropna().astype(float),'volume':volume['2330']['2017'].dropna().astype(float),}tsmc['close'].plot()花這麼久時間，tsmc這個結構有什麼用？來，接下來我們配合一個超厲害的pythonpackage：talib。

安裝talib不是直接pipinstall那麼簡單，請參考pythontalib的網頁 來安裝。

接下來任意找出105種指標！內容目錄隱藏1KD值計算2MACD計算3OBV計算4威廉指數計算5ATR計算6改變參數KD值計算fromtalibimportabstractdeftalib2df(talib_output):iftype(talib_output)==list:ret=pd.DataFrame(talib_output).transpose()else:ret=pd.Series(talib_output)ret.index=tsmc['close'].indexreturnret;talib2df(abstract.STOCH(tsmc)).plot()tsmc['close'].plot(secondary_y=True)其中，最重要的是第9行，我們利用 abstract.STOCH 這個函式，來計算KD值，計算好後，再由talib2df將格式轉換成dataframe方便我們畫圖。

第10行是說，我們想要同時顯示tsmc的收盤價，secondary_y 是說我們需要用第二個y軸，因為KD我們知道是在0～100之間，而台積電股價在200左右。

以下就是我們的成品，橘色、藍色代表的就是KD值。

而紫色的就是收盤價！收盤價對應到右邊的y軸，而左邊的y軸則是KD值。

MACD計算這還不夠酷炫，以上的鋪陳都是為了接下來的爽：talib2df(abstract.MACD(tsmc)).plot()tsmc['close'].plot(secondary_y=True)只要把STOCH改成MACD就好了，各種指標隨便用：OBV計算talib2df(abstract.OBV(tsmc))

ATR指标：Average True Range真实波动幅度的移动平均值python安装使用talib​安装主要在http://www.lfd.uci.edu/~gohlke/pythonlibs/这个网站 ...python：talib计算ATRbelldeep2019-06-3020:43:405043收藏6分类专栏：python文章标签：pythontalibATR原文链接：https://www.programcreek.com/python/example/92324/talib.ATR版权ATR指标：AverageTrueRange 真实波动幅度的移动平均值python安装使用talib 安装主要在http://www.lfd.uci.edu/~gohlke/pythonlibs/ 这个网站找到TA_Lib‑0.4.17‑cp37‑cp37m‑win32.whlTA_Lib‑0.4.17‑cp37‑cp37m‑win_amd64.whlcd\Anaconda3\Scriptspipinstall\Talib\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whlget_atr.py#coding:utf-8importos,sysimportnumpyasnpimportpandasaspdimporttushareastsimporttalibimportmathiflen(sys.argv)==2:code=sys.argv[1]else:print('usage:pythonget_atr.pystockcode')sys.exit(1)iflen(code)!=6:print('stockcodelength:6')sys.exit(2)df=ts.get_k_data(code)ifdf.empty==True:print("dfisempty")sys.exit(2)df=df[df['date']>'2019-01-01']iflen(df)<15:print("len(df)<15")sys.exit(2)#收盘价close=np.array(df['close'])#最高价high=np.array(df['high'])#最低价low=np.array(df['low'])#获取最新的ATR值atr=talib.ATR(high,low,close,timeperiod=14)print('len(atr)=',len(atr))print(atr[-5:])per=1000price=close[-1]print("price={0},rate:{1:.4f}%".format(price,atr[-1]*100/price))share=math.floor(per/atr[-1]/100)*100print('share=',share)print(code,':',price,'*',share,'=',price*share)运行pythonget_atr.py600030参考：https://www.programcreek.com/python/example/92324/talib.ATRbelldeep关注关注1点赞0评论6收藏一键三连扫一扫，分享海报基于python计算滚动方差(标准差)talib和pd.rolling函数差异详解09-16主要介绍了基于python计算滚动方差(标准差)talib和pd.rolling函数差异详解，具有很好的参考价值，希望对大家有所帮助。

一起跟随小编过来看看吧插入表情添加代码片HTML/XMLobjective-cRubyPHPCC++JavaScriptPythonJavaCSSSQL其它还能输入1000个字符相关推荐用python_Tkinter显示股票中K线图均线和16个常用指标.zip09-25显示股票中的16个常用指标一个python的类库stockstats已经帮忙把这些数据都计算出来了。

具体的计算代码可以直接查看stockstats。

现在需要做的就是把这些数据用图形展示出。

主要指标有KLINE,MA,CR指标KDJ指标SMA指标MACD指标BOLL指标RSI指标WR指标CCI指标TR、ATR指标DMA指标DMI，+DI，-DI，DX，ADX，ADXR指标TRIX，MATRIX指标VR，MAVR指标等。

[量化学院]借助talib使用技术分析指标来炒股bigquant的博客01-103954什么是技术分析所谓股票的技术分析，是相对于基本面分析而言的。

基本分析法着重于对一般经济情况以及各个公司的经营管理状况、行业动态等

需要導入模塊: import talib [as 別名] # 或者: from talib import ATR [as 別名] def getAtrRatio(df, period=14): """ 平均波動率：ATR(14)/MA(14) """ highs = df['high'] ...當前位置:首頁>>代碼示例>>Python>>正文本文整理匯總了Python中talib.ATR屬性的典型用法代碼示例。

如果您正苦於以下問題：Pythontalib.ATR屬性的具體用法？Pythontalib.ATR怎麽用？Pythontalib.ATR使用的例子？那麽恭喜您,這裏精選的屬性代碼示例或許可以為您提供幫助。

您也可以進一步了解該屬性所在類talib的用法示例。

在下文中一共展示了talib.ATR屬性的27個代碼示例，這些例子默認根據受歡迎程度排序。

您可以為喜歡或者感覺有用的代碼點讚，您的評價將有助於我們的係統推薦出更棒的Python代碼示例。

示例1:getAtrRatio​點讚6​#需要導入模塊:importtalib[as別名]#或者:fromtalibimportATR[as別名]defgetAtrRatio(df,period=14):"""平均波動率：ATR(14)/MA(14)"""highs=df['high']lows=df['low']closes=df['close']atr=talib.ATR(highs,lows,closes,timeperiod=period)ma=talib.MA(closes,timeperiod=period)volatility=atr/mas=pd.Series(volatility,index=df.index,name='volatility').dropna()returns開發者ID:moyuanz，項目名稱:DevilYuan，代碼行數:18，代碼來源:DyStockDataUtility.py示例2:_getAtrExtreme​點讚6​#需要導入模塊:importtalib[as別名]#或者:fromtalibimportATR[as別名]def_getAtrExtreme(cls,highs,lows,closes,atrPeriod=14,slowPeriod=30,fastPeriod=3):"""獲取TTIATRExterme通道,whichisbasedon《Volatility-BasedTechnicalAnalysis》TTIis'TradingTheInvisible'@return:fasts,slows"""#talib的源碼，它的ATR不是N日簡單平均，而是類似EMA的方法計算的指數平均atr=talib.ATR(highs,lows,closes,timeperiod=atrPeriod)highsMean=talib.EMA(highs,5)lowsMean=talib.EMA(lows,5)closesMean=talib.EMA(closes,5)atrExtremes=np.where(closes>closesMean,((highs-highsMean)/closes*100)*(atr/closes*100),((lows-lowsMean)/closes*100)*(atr/closes*100))fasts=talib.MA(atrExtremes,fastPeriod)slows=talib.EMA(atrExtremes,slowPeriod)returnfasts,slows,np.std(atrExtremes[-slowPeriod:])開發者ID:moyuanz，項目名稱:DevilYuan，代碼行數:25，代碼來源:DyST_IntraDayT.py示例3:atr​點讚6​#需要導入模塊:importtalib[as別名]#或者:fromtalibimportATR[as別名]defatr(candles:np.ndarray,period=14,sequential=False)->Union[float,np.ndarray]:"""ATR-AverageTrueRange:paramcandles:np.ndarray:paramperiod:int-default=14:paramsequential:bool-default=False:return:float|np.ndarray"""ifnotsequentialandlen(candles)>240:candles=candles[-240:]res=ta