添加通达信BOLL_M指标

wukan1986 · Dec 20, 2024 · ae7ff95 · ae7ff95
1 parent a6cc96d
commit ae7ff95
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Showing 2 changed files with 24 additions and 3 deletions.
diff --git a/polars_ta/prefix/tdx.py b/polars_ta/prefix/tdx.py
@@ -57,6 +57,7 @@
 from polars_ta.tdx.over_bought_over_sold import RSI as ts_RSI  # noqa
 from polars_ta.tdx.over_bought_over_sold import RSV as ts_RSV  # noqa
 from polars_ta.tdx.pressure_support import BOLL as ts_BOLL  # noqa
+from polars_ta.tdx.pressure_support import BOLL_M as ts_BOLL_M  # noqa
 from polars_ta.tdx.reference import BARSLAST as ts_BARSLAST  # noqa
 from polars_ta.tdx.reference import BARSLASTCOUNT as ts_BARSLASTCOUNT  # noqa
 from polars_ta.tdx.reference import BARSSINCE as ts_BARSSINCE  # noqa

diff --git a/polars_ta/tdx/pressure_support.py b/polars_ta/tdx/pressure_support.py
@@ -1,5 +1,6 @@
 from polars import Expr
 
+from polars_ta.tdx.arithmetic import SQRT
 from polars_ta.tdx.reference import MA
 from polars_ta.tdx.statistic import STDP
 
@@ -13,6 +14,25 @@ def BOLL(close: Expr, M: int = 20, N: int = 2) -> Expr:
     ma = MA(close, M)
     # it should be total standard deviation, the value is smaller than sample standard deviation.
     # 这里是总体标准差，值比样本标准差小。部分软件使用样本标准差是错误的，
-    _std = STDP(close, M)
-    UB = ma + _std * N
-    return UB
+    std = STDP(close, M)
+    return ma + std * N
+
+
+def BOLL_M(close: Expr, M: int = 20, N: int = 2) -> Expr:
+    """
+    {参数 N: 2  250  20 }
+    MID:=MA(C,N);
+    VART1:=POW((C-MID),2);
+    VART2:=MA(VART1,N);
+    VART3:=SQRT(VART2);
+    UPPER:=MID+2*VART3;
+    LOWER:=MID-2*VART3;
+    BOLL:REF(MID,1),COLORFFFFFF;
+    UB:REF(UPPER,1),COLOR00FFFF;
+    LB:REF(LOWER,1),COLORFF00FF;
+    """
+    ma = MA(close, M)
+    # 这里var不一样
+    # close-close.mean()与close-MA(close)的区别
+    std = SQRT(MA((close - ma) ** 2, M))
+    return ma + std * N