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Quantitative Life · Happy learning everyday.

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 波动性指标 Volatility Indicator ，目的是表现出价格的真实波动幅度，这一系列包含三个方法. Average True Range(ATR) 真实波动幅度均值. Normalized Average True Range(NATR) 真实波动幅度标准均值. 类似于 SMA Simple Moving Average 计算的是一段时间内价格的平均值，ATR(Average True Range)计算的是一段时间内TR的平均值，行业标准是14天。而NATR(Normalized Average True Range)是将波动性标准化，使之可以和其他股票的波动性进行比较。布林带 Bollinger Bands，BBands 也称为布林通道，它是投资者常用的一种指标，由John Bollinger在80年代发明的技术分析工具，并在2011年注册为商标。

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Quantitative Life · Happy learning everyday. | kidylee.com Reviews

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Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 波动性指标 Volatility Indicator ，目的是表现出价格的真实波动幅度，这一系列包含三个方法. Average True Range(ATR) 真实波动幅度均值. Normalized Average True Range(NATR) 真实波动幅度标准均值. 类似于 SMA Simple Moving Average 计算的是一段时间内价格的平均值，ATR(Average True Range)计算的是一段时间内TR的平均值，行业标准是14天。而NATR(Normalized Average True Range)是将波动性标准化，使之可以和其他股票的波动性进行比较。布林带 Bollinger Bands，BBands 也称为布林通道，它是投资者常用的一种指标，由John Bollinger在80年代发明的技术分析工具，并在2011年注册为商标。

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2 archives

3 airmessenger support

4 all articles

5 quantitative life

6 happy learning everyday

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9 中线为股票的平均成本，上线和下线分别可视为股价的压力线和支撑线

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Quantitative Life · Happy learning everyday. | kidylee.com Reviews

https://kidylee.com

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 波动性指标 Volatility Indicator ，目的是表现出价格的真实波动幅度，这一系列包含三个方法. Average True Range(ATR) 真实波动幅度均值. Normalized Average True Range(NATR) 真实波动幅度标准均值. 类似于 SMA Simple Moving Average 计算的是一段时间内价格的平均值，ATR(Average True Range)计算的是一段时间内TR的平均值，行业标准是14天。而NATR(Normalized Average True Range)是将波动性标准化，使之可以和其他股票的波动性进行比较。布林带 Bollinger Bands，BBands 也称为布林通道，它是投资者常用的一种指标，由John Bollinger在80年代发明的技术分析工具，并在2011年注册为商标。

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kidylee.com

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波动性指标系列 · Quantitative Life

https://kidylee.com/ta-lib/2016/01/16/volatility-indicator-functions

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 波动性指标 Volatility Indicator ，目的是表现出价格的真实波动幅度，这一系列包含三个方法. Average True Range(ATR) 真实波动幅度均值. Normalized Average True Range(NATR) 真实波动幅度标准均值. 类似于 SMA Simple Moving Average 计算的是一段时间内价格的平均值，ATR(Average True Range)计算的是一段时间内TR的平均值，行业标准是14天。而NATR(Normalized Average True Range)是将波动性标准化，使之可以和其他股票的波动性进行比较。 Normalized Average True Range. 布林带 04 Jan 2016. Technical Analysis Library Cookbook 04 Jan 2016.

2

About · Quantitative Life

https://kidylee.com/about

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. Hi there, Welcome to my blog, my name is Li An, a developer, at a finance institution in Boston. Here is the summary of my extra time track which start from 2016.

3

Technical Analysis Library Cookbook · Quantitative Life

https://kidylee.com/ta-lib/2016/01/04/technical-analysis-library-cookbook

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. Technical Analysis Library Cookbook. TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data. Includes 200 indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands etc. Open-source API for C/C , Java, Perl, Python and 100% Managed .NET. Double Exponential Moving Average. Hilbert Transform - Instantaneous Trendline. Parabolic SAR - Extended.

4

Back to Textmate2 · Quantitative Life

https://kidylee.com/2015/12/25/back-to-textmate2

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 使用Python编写的Sublime Text是一款很棒的编辑器，它把Textmate的bundle带到了windows的平台上，并且独创了Package Management System，使bundle的开发、分发和安装更加容易。 Tree -d /Users/Kidy/Developer/kidylee.com. Users/Kidy/Developer/kidylee.com includes layouts posts sass templates css 6 directories. 在File Browser中显示隐藏文件平时我会在github上维护自己的dotfile，主要是为了方便调教新机或新系统用鼠标选中任意文件，按. CVS, darcs, MTN,. Tm properties,.htaccess}". TM APP PATH =. TM SCM COMMIT WINDOW =.

5

布林带 · Quantitative Life

https://kidylee.com/ta-lib/2016/01/04/bollinger-bands

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 布林带 Bollinger Bands，BBands 也称为布林通道，它是投资者常用的一种指标，由John Bollinger在80年代发明的技术分析工具，并在2011年注册为商标。 Sharp price changes tend to occur after the bands tighten, as volatility lessens. When prices move outside the bands, a continuation of the current trend is implied. Bottoms and tops made outside the bands followed by bottoms and tops made inside the bands call for reversals in the trend. Period moving average (MA):.

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Programming Activities with Scratch. Is about teaching kids computational thinking concepts using the popular visual programming language Scratch. Scratch is a programming language designed and maintained by the Lifelong Kindergarten group at the MIT Media Lab. As stated in their web site, Scratch helps young people learn to think creatively, reason systematically, and work collaboratively which are essential skills for life in the 21st century! In order to :. Emphasize design and visual based learning.

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Quantitative Life · Happy learning everyday.

Li An's personal blog. Are licensed under a Creative Commons Attribution 4.0 International License. 波动性指标 Volatility Indicator ，目的是表现出价格的真实波动幅度，这一系列包含三个方法. Average True Range(ATR) 真实波动幅度均值. Normalized Average True Range(NATR) 真实波动幅度标准均值. 类似于 SMA Simple Moving Average 计算的是一段时间内价格的平均值，ATR(Average True Range)计算的是一段时间内TR的平均值，行业标准是14天。而NATR(Normalized Average True Range)是将波动性标准化，使之可以和其他股票的波动性进行比较。布林带 Bollinger Bands，BBands 也称为布林通道，它是投资者常用的一种指标，由John Bollinger在80年代发明的技术分析工具，并在2011年注册为商标。

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