TA-Lib指标(8/10) Statistic Functions 2018-09-26

Statistic Functions

BETA - Beta

real = BETA(high, low, timeperiod=5)

Learn more about the Beta at tadoc.org.

CORREL - Pearson's Correlation Coefficient (r)

real = CORREL(high, low, timeperiod=30)

Learn more about the Pearson's Correlation Coefficient (r) at tadoc.org.

LINEARREG - Linear Regression

real = LINEARREG(close, timeperiod=14)

Learn more about the Linear Regression at tadoc.org.

LINEARREG_ANGLE - Linear Regression Angle

real = LINEARREG_ANGLE(close, timeperiod=14)

Learn more about the Linear Regression Angle at tadoc.org.

LINEARREG_INTERCEPT - Linear Regression Intercept

real = LINEARREG_INTERCEPT(close, timeperiod=14)

Learn more about the Linear Regression Intercept at tadoc.org.

LINEARREG_SLOPE - Linear Regression Slope

real = LINEARREG_SLOPE(close, timeperiod=14)

Learn more about the Linear Regression Slope at tadoc.org.

STDDEV - Standard Deviation

real = STDDEV(close, timeperiod=5, nbdev=1)

Learn more about the Standard Deviation at tadoc.org.

TSF - Time Series Forecast

real = TSF(close, timeperiod=14)

Learn more about the Time Series Forecast at tadoc.org.

VAR - Variance

real = VAR(close, timeperiod=5, nbdev=1)

Learn more about the Variance at tadoc.org.

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