backtrader.indicators.heikinashi module

Heikin Ashi Indicator Module - Heikin Ashi candlesticks.

This module provides the Heikin Ashi candlestick indicator which creates alternative candlestick charts for trend identification.

Classes:

HeikinAshi: Heikin Ashi candlestick lines.

示例

class MyStrategy(bt.Strategy):

def __init__(self):

self.ha = bt.indicators.HeikinAshi(self.data)

def next(self):

# Use Heikin Ashi close for trend analysis if self.data.close[0] > self.ha.ha_close[0]:

self.buy()

class backtrader.indicators.heikinashi.HeikinAshi

基类：Indicator

Heikin Ashi candlesticks in the forms of lines

Formula:

ha_open = (ha_open(-1) + ha_close(-1)) / 2 ha_high = max (hi, ha_open, ha_close) ha_low = min (lo, ha_open, ha_close) ha_close = (open + high + low + close) / 4

参见

https://en.wikipedia.org/wiki/Candlestick_chart#Heikin_Ashi_candlesticks http://stockcharts.com/school/doku.php?id=chart_school:chart_analysis:heikin_ashi

linealias = (('ha_open', 'open'), ('ha_high', 'high'), ('ha_low', 'low'), ('ha_close', 'close'))

plotinfo = <backtrader.metabase.plotinfo_obj object>

__init__(*args, **kwargs)

next()

Calculate Heikin Ashi values for the current bar.

Calculates ha_close, ha_open, ha_high, and ha_low using: - ha_close = (open + high + low + close) / 4 - ha_open = (prev_ha_open + prev_ha_close) / 2 - ha_high = max(high, ha_open, ha_close) - ha_low = min(low, ha_open, ha_close)

prenext()

Calculate Heikin Ashi values before minimum period is reached.

Uses the same calculation as next() to show values from the start.

once(start, end)

Batch calculation for runonce mode - matches next() logic exactly

frompackages = ()

packages = ()