backtrader.indicators.oscillator module¶

Oscillator Indicator Module - Oscillating indicators.

This module provides oscillator indicators that show the deviation of one data series from another, typically price from a moving average.

Classes:: OscillatorMixIn: MixIn class to create oscillating indicators. Oscillator: Oscillation of data around another data.

示例

class MyStrategy(bt.Strategy):

def __init__(self):

# Oscillate price around SMA self.osc = bt.indicators.Oscillator(self.data, bt.indicators.SMA(self.data, period=20))

def next(self):

# When oscillator is positive, price is above SMA if self.osc[0] > 0:

self.buy()

elif self.osc[0] < 0:: self.sell()

class backtrader.indicators.oscillator.OscillatorMixIn[源代码]¶

基类：Indicator

MixIn class to create a subclass with another indicator. The main line of that indicator will be substracted from the other base class main line creating an oscillator

The usage is:

Class XXXOscillator(XXX, OscillatorMixIn)

Formula:

XXX calculates lines[0]
osc = self.data - XXX.lines[0]

plotlines = <backtrader.metabase.plotlines_obj object>¶

__init__(*args, **kwargs)¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.Oscillator[源代码]¶

基类：Indicator

Oscillation of given data around another data

Datas:

This indicator can accept one or two data for the calculation.

If one data is provided, it must be a complex "Lines" object (indicator) which also has "data".Example: A moving average

The calculated oscillation will be that of the Moving Average (in the example) around the data that was used for the average calculation
If two data are provided, the calculated oscillation will be that of the second data around the first data

Formula:

1 data -> osc = data.data - data
2 datas -> osc = data0 - data1

plotlines = <backtrader.metabase.plotlines_obj object>¶

__init__(*args, **kwargs)¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.AdaptiveMovingAverageOscillator¶

基类：AdaptiveMovingAverage, OscillatorMixIn

Oscillation of a AdaptiveMovingAverage around its data

alias = ['AdaptiveMovingAverageOsc', 'KAMAOscillator', 'KAMAOsc', 'MovingAverageAdaptiveOscillator', 'MovingAverageAdaptiveOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.DicksonMovingAverageOscillator¶

基类：DicksonMovingAverage, OscillatorMixIn

Oscillation of a DicksonMovingAverage around its data

alias = ['DicksonMovingAverageOsc', 'DMAOscillator', 'DMAOsc', 'DicksonMAOscillator', 'DicksonMAOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.DoubleExponentialMovingAverageOscillator¶

基类：DoubleExponentialMovingAverage, OscillatorMixIn

Oscillation of a DoubleExponentialMovingAverage around its data

alias = ['DoubleExponentialMovingAverageOsc', 'DEMAOscillator', 'DEMAOsc', 'MovingAverageDoubleExponentialOscillator', 'MovingAverageDoubleExponentialOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.ExponentialMovingAverageOscillator¶

基类：ExponentialMovingAverage, OscillatorMixIn

Oscillation of a ExponentialMovingAverage around its data

alias = ['ExponentialMovingAverageOsc', 'EMAOscillator', 'EMAOsc', 'MovingAverageExponentialOscillator', 'MovingAverageExponentialOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.HullMovingAverageOscillator¶

基类：HullMovingAverage, OscillatorMixIn

Oscillation of a HullMovingAverage around its data

alias = ['HullMovingAverageOsc', 'HMAOscillator', 'HMAOsc', 'HullMAOscillator', 'HullMAOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.MovingAverageSimpleOscillator¶

基类：MovingAverageSimple, OscillatorMixIn

Oscillation of a MovingAverageSimple around its data

alias = ['MovingAverageSimpleOsc', 'SMAOscillator', 'SMAOsc', 'SimpleMovingAverageOscillator', 'SimpleMovingAverageOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.SmoothedMovingAverageOscillator¶

基类：SmoothedMovingAverage, OscillatorMixIn

Oscillation of a SmoothedMovingAverage around its data

alias = ['SmoothedMovingAverageOsc', 'SMMAOscillator', 'SMMAOsc', 'WilderMAOscillator', 'WilderMAOsc', 'MovingAverageSmoothedOscillator', 'MovingAverageSmoothedOsc', 'MovingAverageWilderOscillator', 'MovingAverageWilderOsc', 'ModifiedMovingAverageOscillator', 'ModifiedMovingAverageOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.TripleExponentialMovingAverageOscillator¶

基类：TripleExponentialMovingAverage, OscillatorMixIn

Oscillation of a TripleExponentialMovingAverage around its data

alias = ['TripleExponentialMovingAverageOsc', 'TEMAOscillator', 'TEMAOsc', 'MovingAverageTripleExponentialOscillator', 'MovingAverageTripleExponentialOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.WeightedMovingAverageOscillator¶

基类：WeightedMovingAverage, OscillatorMixIn

Oscillation of a WeightedMovingAverage around its data

alias = ['WeightedMovingAverageOsc', 'WMAOscillator', 'WMAOsc', 'MovingAverageWeightedOscillator', 'MovingAverageWeightedOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.ZeroLagExponentialMovingAverageOscillator¶

基类：ZeroLagExponentialMovingAverage, OscillatorMixIn

Oscillation of a ZeroLagExponentialMovingAverage around its data

alias = ['ZeroLagExponentialMovingAverageOsc', 'ZLEMAOscillator', 'ZLEMAOsc', 'ZeroLagEmaOscillator', 'ZeroLagEmaOsc']¶

frompackages = ()¶

packages = ()¶

class backtrader.indicators.oscillator.ZeroLagIndicatorOscillator¶

基类：ZeroLagIndicator, OscillatorMixIn

Oscillation of a ZeroLagIndicator around its data

alias = ['ZeroLagIndicatorOsc', 'ZLIndicatorOscillator', 'ZLIndicatorOsc', 'ZLIndOscillator', 'ZLIndOsc', 'ECOscillator', 'ECOsc', 'ErrorCorrectingOscillator', 'ErrorCorrectingOsc']¶

frompackages = ()¶

packages = ()¶

backtrader.indicators.oscillator.newcls¶: DicksonMovingAverageOscillator 的别名