Function ATR

MyTT.py:126–128

(CLOSE,HIGH,LOW, N=20)

    return (TP-MA(TP,N))/(0.015*AVEDEV(TP,N))
        
def ATR(CLOSE,HIGH,LOW, N=20):                    #真实波动N日平均值
    TR = MAX(MAX((HIGH - LOW), ABS(REF(CLOSE, 1) - HIGH)), ABS(REF(CLOSE, 1) - LOW))
    return MA(TR, N)

def BBI(CLOSE,M1=3,M2=6,M3=12,M4=20):             #BBI多空指标   
    return (MA(CLOSE,M1)+MA(CLOSE,M2)+MA(CLOSE,M3)+MA(CLOSE,M4))/4