Python Examples of talib.ATR | ATR Python

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


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