CandleReseach - ChannelCMT/OFO GitHub Wiki

蜡烛图形态

用TA_Lib寻找蜡烛图特征

目录

  1. 蜡烛图是什么？
  2. 蜡烛图的两大用途是什么？
  3. 6个常见蜡烛图是怎么计算的？
  4. 蜡烛图如何用图表显示
  5. 如何用TA_Lib寻找蜡烛图
  6. 多根蜡烛图组合（最常用的5种）

1、 蜡烛图是什么？

蜡烛图又称为K线图，主要包含四个数据，即开盘价、最高价、最低价、收盘价，所有的蜡烛图都是围绕这四个数据展开，反映大势的状况和价格信息。如果把每日的K线图放在一张图中，就能得到日K线图，同样也可画出周K线图、月K线图。

2、 蜡烛图的两大用途是什么？

  1. 判断反转信号
  2. 判断持续信号

3、 常见蜡烛图是怎么计算的？

1. 大阳线: 涨幅大于5%，上下影线小于1.8%

Close/Open>1.05

High/Low < Close/Open+0.018

2. 大阴线： 跌幅大于5%， 上下影线小于1.8%

Open/Close > 1.05

High/Low < Open/Close+0.018

3.下影线

(Min(Close,Open)-Low)/(High-Low)>0.667

4. 上影线

(High-Max(Close,Open))/(High-Low)>0.667

5.十字星

Close-Open<Abs(0.001)

High-Low>0.001

6. 缺口Gap

open[-1]-close[-2]>0.01

http://www.stockstowatch.com/candle-indicator/

import warnings

warnings.filterwarnings('ignore')

import talib as ta
import pandas as pd
import warnings
warnings.filterwarnings('ignore')

stock1 = pd.read_excel('sz50.xlsx', sheetname='600036.XSHG', index_col='datetime')[-200:]

4、 蜡烛图如何用图表显示

import matplotlib.pyplot as plt
from matplotlib.pylab import date2num

stock1['time'] = list(map(date2num, stock1.index))
candle = stock1.reindex_axis(["time", "open", "high", "low", "close"], 1).values

import matplotlib.finance as mpf

fig, (ax) = plt.subplots(1,1, figsize=(15,12))
fig.subplots_adjust(bottom=0.5)
ax.grid(True)
mpf.candlestick_ohlc(ax, candle, width=0.6, colorup='r', colordown='g',alpha=1.0)
ax.xaxis_date ()
plt.show()

5、 如何用TA_Lib寻找蜡烛图

CDLLONGLINE = ta.abstract.CDLLONGLINE(stock1)

axisX = CDLLONGLINE[CDLLONGLINE==100].index
axisY = stock1.loc[axisX].low-0.1

def draw_candle(candle, scatterX, scatterY):
    fig, (ax) = plt.subplots(1,1,sharex=True, figsize=(16,7))
    ax.grid(True)
    mpf.candlestick_ohlc(ax, candle, width=0.6, colorup='r', colordown='g',alpha=1.0)
    ax.scatter(scatterX, scatterY, color='b', s=100, marker='^')
    ax.xaxis_date ()
    plt.show()

draw_candle(candle, axisX, axisY)

6、 多根蜡烛图组合

  1. Engulfing, bearish: 79% ta.CDLENGULFING
  2. Morning star: 78% ta.CDLMORNINGSTAR
CDLENGULFING = ta.abstract.CDLENGULFING(stock1)

CDLENGULFING_X = CDLENGULFING[CDLENGULFING==100].index
CDLENGULFING_Y = stock1.loc[CDLENGULFING_X].low-1

draw_candle(candle, CDLENGULFING_X, CDLENGULFING_Y)


CDLMORNINGSTAR = ta.abstract.CDLMORNINGSTAR(stock1)
CDLMORNINGSTAR_X = CDLMORNINGSTAR[CDLMORNINGSTAR==100].index
CDLMORNINGSTAR_Y = stock1.loc[CDLMORNINGSTAR_X].low-1

draw_candle(candle, CDLMORNINGSTAR_X, CDLMORNINGSTAR_Y)