金融指标
Wolfram 语言提供了由一百个金融指标组成的内置库,用于分析股票、商品、基金、货币汇率及其它金融工具的价格变动情况. 指标用来平滑数据、确定市场趋势、评估市场价格的信心,以及确定未来价格走势的可能范围. Wolfram 语言中的金融指标极其灵活,所用的时间段和参数既可自动选择,也可以显式提供. Wolfram 语言的交互式金融图表为指标的添加、删除、样式化和重新定义提供了方便的界面.
基本指标
"Open" — 某一时间段上的开盘价格
"High" — 某一时间段上的最高价格
"Low" — 某一时间段上的最低价格
"Close" — 某一时间段上的收盘价格
"Volume" — 某一时间段上的总交易量
"HighestHigh" ▪ "LowestLow" ▪ "MedianPrice" ▪ "TypicalPrice" ▪ "AverageTrueRange"
移动平均数指标
"SimpleMovingAverage" — 某一时段上的均匀加权平均数
"ExponentialMovingAverage" — 根据时段长度加权的移动平均数
"DoubleExponentialMovingAverage" ▪ "MovingAverageEnvelopes" ▪ "TripleExponentialMovingAverage" ▪ "TriangularMovingAverage" ▪ "WeightedMovingAverage" ▪ "WildersMovingAverage" ▪ "VariableMovingAverage"
市场强度指标
"AccumulationDistributionLine" — 累计收盘价格与交易量之积
"OnBalanceVolume" — 累计涨跌交易量
"PriceVolumeTrend" — 累计交易量与涨跌幅之积
"ChaikinMoneyFlow" ▪ "ChaikinOscillator" ▪ "PercentageVolumeOscillator" ▪ "VolumeRateOfChange" ▪ "MoneyFlowIndex" ▪ "EaseOfMovement" ▪ "ForceIndex" ▪ "WilliamsAccumulationDistribution" ▪ "CloseLocationValueVolume" ▪ "NegativeVolumeIndex" ▪ "PositiveVolumeIndex" ▪ "KlingerOscillator" ▪ "DetrendedPriceOscillator"
动量指标
"MovingAverageConvergenceDivergence" — 指数移动平均数之差
"RelativeStrengthIndex" — 平滑的收益与亏损比
"CommodityChannelIndex" — 在某个时间段上标准价格与平均价格的比较
"RateOfChange" — 在某个时间段上的涨跌幅变化
"WilliamsPercentR" — 与历史最高与最低价格相对的价位
"AbsolutePriceOscillator" ▪ "AccumulativeSwingIndex" ▪ "ChandeMomentumOscillator" ▪ "CloseLocationValueVolume" ▪ "DemandIndex" ▪ "DynamicMomentumIndex" ▪ "FullStochastic" ▪ "FastStochastic" ▪ "SlowStochastic" ▪ "IntradayMomentumIndex" ▪ "Momentum" ▪ "Performance" ▪ "PercentagePriceOscillator" ▪ "PercentageVolumeOscillator" ▪ "PriceVolumeTrend" ▪ "RelativeMomentumIndex" ▪ "SwingIndex" ▪ "TRIX" ▪ "UltimateOscillator" ▪ "VerticalHorizontalFilter" ▪ "RandomWalkIndex" ▪ "StochasticMomentumIndex" ▪ "VolumeRateOfChange" ▪ "TimeSegmentedVolume"
趋势指标
"AverageDirectionalMovementIndex" — 平均定向移动指数
"AroonOscillator" — 某个时间段上所出现的极端价格距最近的度量
"LinearRegressionTrendlines" — 某个时间段上的线性回归趋势线
"MovingAverageConvergenceDivergence" — 指数移动平均数之差
"ParabolicStopAndReversal" — 基于趋势加速的逆转点
"Aroon" ▪ "AverageDirectionalMovementIndexRating" ▪ "DirectionalMovement" ▪ "Inertia" ▪ "LinearRegressionSlope" ▪ "PolarizedFractalEfficiency" ▪ "RangeIndicator" ▪ "RSquared" ▪ "CommoditySelectionIndex" ▪ "DoubleExponentialMovingAverage" ▪ "ForecastOscillator" ▪ "LinearRegressionIndicator" ▪ "TriangularMovingAverage" ▪ "TripleExponentialMovingAverage" ▪ "WeightedMovingAverage" ▪ "CloseLocationValue" ▪ "QStick" ▪ "TimeSeriesForecast" ▪ "RaffRegressionChannel" ▪ "MESAPhase" ▪ "MESASineWave"
波动指标
"AverageTrueRange" — 真实范围的指数移动平均数
"ChaikinVolatility" — 某一时间段上价格的相对变化
"StandardDeviation" — 某一时间段上价格的标准偏差
"AccelerationBands" ▪ "CommoditySelectionIndex" ▪ "KeltnerChannels" ▪ "TrueRange" ▪ "MarketFacilitation" ▪ "MassIndex" ▪ "PriceChannels" ▪ "RelativeVolatilityIndex" ▪ "StandardErrorBands" ▪ "VolatilitySystem" ▪ "VariableMovingAverage"
线宽指标
"BollingerBands" — 价格移动平均数 ± 两个标准偏差
"StandardErrorBands" — 平滑线性回归指标 ± 两个标准误差
"KeltnerChannels" — 价格移动平均数 ± 平均真实范围的两倍
"MovingAverageEnvelopes" — 移动平均数 ± 三个百分点
"AccelerationBands" ▪ "PriceChannels" ▪ "RaffRegressionChannel" ▪ "ProjectionBands" ▪ "StandardDeviationChannels"
统计指标
"SimpleMovingAverage" — 某一时段上的均匀加权平均数
"ExponentialMovingAverage" — 根据时段长度加权的移动平均数
"DoubleExponentialMovingAverage" ▪ "ForecastOscillator" ▪ "LinearRegressionIndicator" ▪ "MovingAverageEnvelopes" ▪ "ProjectionBands" ▪ "ProjectionOscillator" ▪ "QStick" ▪ "RaffRegressionChannel" ▪ "RSquared" ▪ "StandardDeviationChannels" ▪ "StandardError" ▪ "StochasticMomentumIndex" ▪ "TripleExponentialMovingAverage" ▪ "TimeSeriesForecast" ▪ "TriangularMovingAverage" ▪ "TypicalPrice" ▪ "WeightedClose" ▪ "WeightedMovingAverage" ▪ "WildersMovingAverage"