df['returns'] =df['Adj Close'].pct_change() ## Calculate the strategy returns df['strategy_returns'] =df['signal_shifted'] *df['returns'] ## Calculate the cumulative returns df1=df.dropna() df1['cumulative_returns'] = (1+df1['strategy_returns']).cumprod() #PLOT figsize=(12,8) ...
赫尔移动平均线(Hull Moving Average,简称HMA)是一种技术指标,于2005年由Alan Hull开发。它是一种移动平均线,利用加权计算来减少滞后并提高准确性。 HMA对价格变动非常敏感,同时最大程度地减少短期波动可能产生的噪音。它通过使用加权计算来强调更近期的价格,同时平滑数据。 计算HMA的公式涉及三个步骤。首先,使用价格...
df['signal'] =np.where(df['hma_short'] >df['hma_long'],1,-1)#RETURNdf['signal_shifted']=df['signal'].shift()## Calculate the returns on the days we trigger a signaldf['returns'] =df['Adj Close'].pct_change()## Calculate the strategy returnsdf['strategy_returns'] =df['sig...
df['hma_short']=hma(14)df['hma_long']=hma(30)figsize = (12,6)df[['Adj Close','hma_short','hma_long']].plot(figsize=figsize)plt.title('Hull Moving Average')plt.show() 方法2,使用体量计算加权平均值: def hma_volume(period):wma_1 = df['nominal'].rolling(period//2).sum()/df...
使用Python实现Hull Moving Average (HMA) 赫尔移动平均线(Hull Moving Average,简称HMA)是一种技术指标,于2005年由Alan Hull开发。它是一种移动平均线,利用加权计算来减少滞后并提高准确性。 HMA对价格变动非常敏感,同时最大程度地减少短期波动可能产生的噪音。它通过使用加权计算来强调更近期的价格,同时平滑数据。
简介:赫尔移动平均线(Hull Moving Average,简称HMA)是一种技术指标,于2005年由Alan Hull开发。它是一种移动平均线,利用加权计算来减少滞后并提高准确性。 HMA对价格变动非常敏感,同时最大程度地减少短期波动可能产生的噪音。它通过使用加权计算来强调更近期的价格,同时平滑数据。
to backrest a Weighted Moving Average in Python. In the first part, there will be a brief introduction and explanation of this indicator. Subsequently, we will implement a Python example to calculate the result of the trading strategy. Finally, we will implement a for-loop with our strategy....
Simple-Moving-Average-coding-in-PythonThis notebook aims to: read stock data using pandas datareader visualize stock data application of SMA as an indicatorThe strategy used in this example notebook is Simple Moving Average abbreviated as SMASMA...
本文搜集整理了关于python中blowmodelCarMovingStrategy CarMovingStrategy类的使用示例。 Namespace/Package:blowmodelCarMovingStrategy Class/Type:CarMovingStrategy 导入包:blowmodelCarMovingStrategy 每个示例代码都附有代码来源和完整的源代码,希望对您的程序开发有帮助。
javascript indicator indicators sma rsi simple-moving-average macd relative-strength-index tradinview macd-indicator rsi-strategy moving-average-convergence-divergence stopatr squeeze-momentum-indicator stop-atr Updated Jul 6, 2024 JavaScript Improve this page Add a description, image, and links to th...