ta.* 함수 레퍼런스¶
ta 네임스페이스는 TSeries 기반 기술 지표/유틸리티를 제공합니다.
시그니처 요약¶
| 함수 | 시그니처 | 반환 |
|---|---|---|
ta.sma |
(source, length) |
TSeries |
ta.ema |
(source, length) |
TSeries |
ta.wma |
(source, length) |
TSeries |
ta.rma |
(source, length) |
TSeries |
ta.rsi |
(source, length=14) |
TSeries |
ta.macd |
(source, fast=12, slow=26, signal=9) |
(TSeries, TSeries, TSeries) |
ta.stoch |
(high, low, close, k_period=14, d_period=3, smooth_k=3) |
(TSeries, TSeries) |
ta.cci |
(high, low, close, length=20) |
TSeries |
ta.bbands |
(source, length=20, mult=2.0) |
(TSeries, TSeries, TSeries) |
ta.atr |
(high, low, close, length=14) |
TSeries |
ta.stdev |
(source, length) |
TSeries |
ta.mom |
(source, length=10) |
TSeries |
ta.roc |
(source, length=10) |
TSeries |
ta.adx |
(high, low, close, length=14) |
TSeries |
ta.obv |
(close, volume) |
TSeries |
ta.vwap |
(high, low, close, volume) |
TSeries |
ta.highest |
(source, length) |
TSeries |
ta.lowest |
(source, length) |
TSeries |
ta.change |
(source, length=1) |
TSeries |
ta.crossover |
(s1, s2) |
bool |
ta.crossunder |
(s1, s2) |
bool |
ta.sum |
(source, length) |
TSeries |
ta.valuewhen |
(condition, source) |
TSeries |
ta.barssince |
(condition) |
TSeries |
자주 쓰는 예제¶
이동평균 + RSI¶
c = chart("1D")
fast = ta.ema(c.close, 12)
slow = ta.ema(c.close, 26)
rsi = ta.rsi(c.close, 14)
if fast.cross_up(slow) and rsi[0] < 60:
buy(tag="EMA 상향 + RSI 확인")
elif fast.cross_down(slow):
sell(tag="EMA 하향")
else:
hold()
CCI (주의: high/low/close 3개 입력)¶
c = chart("1D")
cci = ta.cci(c.high, c.low, c.close, 20)
if cci[0] < -100:
buy(tag="CCI 과매도")
elif cci[0] > 100:
sell(tag="CCI 과매수")
crossover/crossunder¶
c = chart("1D")
sma5 = ta.sma(c.close, 5)
sma20 = ta.sma(c.close, 20)
if ta.crossover(sma5, sma20):
buy(tag="골든크로스")
elif ta.crossunder(sma5, sma20):
sell(tag="데드크로스")
valuewhen/barssince¶
c = chart("1D")
rsi = ta.rsi(c.close, 14)
cond = rsi < 30
last_price_when_oversold = ta.valuewhen(cond, c.close)
bars_after_oversold = ta.barssince(cond)
log("last oversold price:", last_price_when_oversold[0])
log("bars since oversold:", bars_after_oversold[0])
입력/출력 규칙¶
- 대부분 입력은
TSeries지만 내부적으로list,tuple, 숫자도 허용됩니다. - 반환은 대부분
TSeries이며, 다중 반환 함수는 튜플입니다. TSeries비교는 최신값([0]) 기준으로 평가됩니다.