my_metatrader5_mcp/指标列表.md

mtdata 技术指标完整列表

基于 pandas-ta-classic 库，共 193 个指标，分属 9 大类别。
所有指标可通过 --indicators 参数嵌入 data_fetch_candles 调用。

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目录

1. 指标分类概览
2. 如何使用指标
3. Momentum 动量类 (53个)
4. Overlap 覆盖类 (46个)
5. Trend 趋势类 (26个)
6. Volume 成交量类 (20个)
7. Volatility 波动率类 (18个)
8. Statistics 统计类 (14个)
9. Cycles 周期类 (8个)
10. Candles K线形态类 (5个)
11. Performance 绩效类 (3个)
12. 精选指标交易上下文

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1. 指标分类概览

分类	数量	说明	适用风格
momentum	53	动量、反转、背离检测	日内/波段/持仓
overlap	46	趋势方向、动态支撑阻力、回调参考	日内/波段/持仓
trend	26	趋势强度、趋势跟踪过滤、状态确认	波段/持仓/日内
volume	20	参与度、累积/派发、走势确认	日内/波段
volatility	18	波动扩张、止损距离、突破压缩检测	日内/波段/持仓
statistics	14	归一化、均值回归、异常值检测	日内/波段/持仓
cycles	8	周期相位、转折点研究	波段/持仓
candles	5	K线形态识别	日内/波段
performance	3	收益与回撤分析	波段/持仓

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2. 如何使用指标

2.1 内嵌到 K 线数据中

# CLI
mtdata-cli data fetch-candles EURUSD H1 --indicators "rsi(14),macd(12,26,9),ema(50)"

# Python
data_fetch_candles(symbol="EURUSD", timeframe="H1", indicators="rsi(14),macd(12,26,9),ema(50)")

2.2 浏览和查询指标

# 列出所有指标
indicators_list()

# 按类别筛选
indicators_list(category="momentum")

# 按交易风格筛选
indicators_list(trading_style="swing")

# 搜索指标
indicators_list(search_term="rsi")

# 查看指标详情
indicators_describe(name="rsi")

2.3 指标语法说明

• 无参数: rsi → 使用库默认值
• 位置参数: rsi(14) → length=14
• 多参数: macd(12,26,9) → fast=12, slow=26, signal=9
• 命名参数: bbands(20,2) → length=20, std=2
• 逗号分隔多个: rsi(14),ema(50),atr(14)
• 带后缀简写: EMA50 自动解析为 ema(length=50)

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3. Momentum 动量类

用途: 动量、反转和背离检测
默认参数建议: 先用库默认值，日内交易可缩短周期，持仓交易可延长

指标列表

指标	参数	说明
ao	fast, slow, offset	Awesome Oscillator，度量动量
apo	fast, slow, mamode, talib, offset	Absolute Price Oscillator
bias	length, mamode, offset	乖离率
bop	length, scalar, talib, drift, offset	Balance of Power
brar	length, scalar, drift, offset	BRAR 情绪指标
cci	length, c, talib, offset	Commodity Channel Index
cfo	length, scalar, drift, offset	Chande Forecast Oscillator
cg	length, offset	Center of Gravity
cmo	length, scalar, talib, drift, offset	Chande Momentum Oscillator
coppock	length, fast, slow, offset	Coppock Curve (长线动量)
cti	length, offset	Correlation Trend Indicator
dm	length, mamode, talib, drift, offset	Directional Movement
er	length, drift, offset	Efficiency Ratio (Kaufman)
eri	length, offset	Elder Ray Index
fisher	length, signal, offset	Fisher Transform
fosc	length, offset	Forecast Oscillator
inertia	length, rvi_length, scalar, refined, thirds, mamode, drift, offset	Inertia 指标
kdj	length, signal, offset	KDJ 随机指标
kst	roc1roc4, sma1sma4, signal, drift, offset	Know Sure Thing
lrsi	length, gamma, offset	Laguerre RSI
macd	fast, slow, signal, talib, offset	MACD 经典动量
macdext	fast, slow, signal, fastmatype, slowmatype, signalmatype, talib, offset	MACD Extended
macdfix	signal, talib, offset	MACD Fix (12,26,9)
mom	length, talib, offset	Momentum
pgo	length, offset	Pretty Good Oscillator
po	length, offset	Price Oscillator
ppo	fast, slow, mamode, talib, offset	Percentage Price Oscillator
psl	length, scalar, drift, offset	Psychological Line
pvo	fast, slow, signal, mamode, talib, offset	Percentage Volume Oscillator
qqe	length, smooth, factor, mamode, drift, offset	QQE (Qualitative Quantitative Estimation)
roc	length, talib, offset	Rate of Change
rocp	length, talib, offset	Rate of Change Percentage
rocr	length, talib, offset	Rate of Change Ratio
rocr100	length, talib, offset	Rate of Change Ratio * 100
rsi	length, scalar, talib, drift, offset	Relative Strength Index ⭐
rsx	length, drift, offset	Jurik RSX (平滑RSI)
rvgi	length, swma_length, signal, offset	Relative Vigor Index
slope	length, offset	Slope
smc_sweep	length, offset	SMC Sweep 检测
smi	fast, slow, signal, scalar, offset	Stochastic Momentum Index
squeeze	bb_length, bb_std, kc_length, kc_scalar, mom_length, mom_smooth, offset	TTM Squeeze
squeeze_pro	bb_length, bb_std, kc_length, kc_scalar_wide, kc_scalar_normal, kc_scalar_narrow, offset	TTM Squeeze Pro
stc	fast, slow, length, drift, offset	Schaff Trend Cycle
stoch	k, d, smooth_k, mamode, talib, offset	Stochastic Oscillator
stochf	fast_k, fast_d, mamode, talib, offset	Stochastic Fast
stochrsi	length, rsi_length, k, d, mamode, offset	Stochastic RSI
td_seq	length, offset	TD Sequential
trix	length, signal, scalar, drift, offset	TRIX
trixh	length, signal, scalar, drift, offset	TRIX Histogram
tsi	fast, slow, signal, scalar, mamode, drift, offset	True Strength Index
uo	fast, medium, slow, fast_w, medium_w, slow_w, drift, offset	Ultimate Oscillator
vwmacd	fast, slow, signal, talib, offset	Volume-Weighted MACD
willr	length, talib, offset	Williams %R

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4. Overlap 覆盖类

用途: 趋势方向、动态支撑/阻力、回调参考
默认参数建议: 20/50 用于波段参考; 100/200 用于大周期趋势

指标列表

指标	参数	说明
alma	length, sigma, distribution_offset, mamode, offset	Arnaud Legoux MA
avgprice	-	平均价格 = (H+L)/2
dema	length, talib, offset	Double EMA
ema	length, talib, offset	Exponential Moving Average ⭐
fwma	length, offset	Fibonacci Weighted MA
hilo	high_length, low_length, mamode, offset	High-Low Bands
hl2	-	半价 = (H+L)/2
hlc3	-	典型价 = (H+L+C)/3
hma	length, offset	Hull Moving Average
ht_trendline	-	Hilbert Transform Trendline
hwma	length, offset	Holt-Winter MA
ichimoku	tenkan, kijun, senkou, offset	Ichimoku Cloud 一目均衡 ⭐
jma	length, phase, power, offset	Jurik MA
kama	length, fast, slow, mamode, drift, offset	Kaufman Adaptive MA
linreg	length, slope, intercept, r, offset	Linear Regression
linregangle	length, slope, intercept, r, offset	Linear Regression Angle
linregintercept	length, slope, intercept, r, offset	Linear Regression Intercept
linregslope	length, slope, intercept, r, offset	Linear Regression Slope
ma	length, mamode, offset	Generic Moving Average
mama	fast, slow, offset	MESA Adaptive MA
mavp	length, period, percent, offset	MA with Variable Period
mcgd	length, offset	McGinley Dynamic
medprice	-	中位价 = (H+L)/2
midpoint	length, talib, offset	Midpoint over period
midprice	length, talib, offset	Midprice over period
mmar	length, offset	Multiple MA Ratio
ohlc4	-	OHLC 均价 = (O+H+L+C)/4
pwma	length, offset	Pascal Weighted MA
rainbow	length, mean, offset	Rainbow MA
rma	length, talib, offset	Wilder's RMA (RSI基础)
sinwma	length, offset	Sine Weighted MA
sma	length, talib, offset	Simple Moving Average ⭐
ssf	length, poles, offset	Ehler's Super Smoother
supertrend	length, multiplier, mamode, offset	SuperTrend ⭐
swma	length, offset	Symmetric Weighted MA
t3	length, a, talib, offset	T3 Moving Average
tema	length, talib, offset	Triple EMA
trima	length, talib, offset	Triangular MA
tsf	length, offset	Time Series Forecast
typprice	-	Typical Price = (H+L+C)/3
vidya	length, mamode, drift, offset	Variable Index Dynamic Average
vwap	anchor, offset	Volume Weighted Average Price ⭐
vwma	volume, length, offset	Volume Weighted MA
wcp	-	Weighted Close = (H+L+2C)/4
wma	length, talib, offset	Weighted MA
zlma	length, offset	Zero-Lag MA

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5. Trend 趋势类

用途: 趋势强度、趋势跟踪过滤、状态确认
默认参数建议: 从默认值开始; 用价格结构和 ATR 交叉验证

指标列表

指标	参数	说明
adx	length, lensig, mamode, scalar, drift, offset	Average Directional Index ⭐
adxr	length, lensig, mamode, scalar, drift, offset	ADX Rating
amat	fast, slow, mamode, lookback, offset	Archer MA Trend
aroon	length, scalar, talib, offset	Aroon Indicator
chop	length, scalar, drift, offset	Choppiness Index
cksp	p, x, q, mamode, offset	Chande Kroll Stop
cpr	length, mamode, offset	Central Pivot Range
decay	length, mode, offset	Decay
decreasing	length, strict, asint, offset	Decreasing 检测
dpo	length, centered, mamode, offset	Detrended Price Oscillator
dx	length, lensig, mamode, scalar, drift, offset	Directional Movement Index
edecay	length, offset	Exponential Decay
increasing	length, strict, asint, offset	Increasing 检测
long_run	length, mamode, offset	Long Run 检测
minus_dm	length, mamode, scalar, drift, offset	Minus Directional Movement
plus_dm	length, mamode, scalar, drift, offset	Plus Directional Movement
pmax	length, multiplier, mamode, src, offset	PMAX (SuperTrend 变体)
psar	af0, af, max_af, talib, offset	Parabolic SAR
qstick	length, offset	QStick
sarext	start, acceleration_on, acceleration_max, acceleration_off, offset	Parabolic SAR Extended
short_run	length, mamode, offset	Short Run 检测
tsignals	asbool, trend, offset	Trend Signals
ttm_trend	length, offset	TTM Trend
vhf	length, drift, offset	Vertical Horizontal Filter
vortex	length, drift, offset	Vortex Indicator
xsignals	signal, offset	Cross Signals

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6. Volume 成交量类

用途: 参与度、累积/派发、走势确认
注意: 外汇成交量通常是 tick volume

指标列表

指标	参数	说明
ad	talib, offset	Accumulation/Distribution (Chaikin)
adosc	fast, slow, talib, offset	Chaikin A/D Oscillator
aobv	fast, slow, mamode, max_lookback, min_lookback, offset	Archer On-Balance Volume
cmf	length, offset	Chaikin Money Flow
efi	length, mamode, offset	Elder's Force Index
emv	length, offset	Ease of Movement
eom	length, divisor, drift, offset	Ease of Movement (variant)
kvo	fast, slow, signal, mamode, offset	Klinger Volume Oscillator
marketfi	length, offset	Market Facilitation Index
mfi	length, drift, talib, offset	Money Flow Index
nvi	length, initial, signed, offset	Negative Volume Index
obv	talib, offset	On-Balance Volume ⭐
pvi	length, initial, signed, offset	Positive Volume Index
pvol	talib, offset	Price-Volume
pvr	length, offset	Price Volume Rank
pvt	talib, offset	Price Volume Trend
vfi	length, cooldown, smooth, factor, vfactor, drift, offset	Volume Flow Indicator
vosc	fast, slow, offset	Volume Oscillator
vp	width, percent, offset	Volume Profile
wad	offset	Williams Accumulation/Distribution

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7. Volatility 波动率类

用途: 波动扩张、止损距离、突破压缩检测
默认参数建议: 14 或 20 周期是通用基准

指标列表

指标	参数	说明
aberration	length, atr_length, offset	Aberration (Kase)
accbands	length, c, dev Factor, mamode, offset	Acceleration Bands
atr	length, mamode, talib, offset	Average True Range ⭐
avolume	length, offset	Average Volume
bbands	length, std, mamode, talib, offset	Bollinger Bands ⭐
ce	length, offset	Chandelier Exit
cvi	length, offset	Chaikin Volatility
donchian	lower_length, upper_length, offset	Donchian Channels
hvol	length, offset	Historical Volatility
hwc	na, nb, nc, nd, scalar, channel_eval, offset	Holt-Winter Channel
kc	length, scalar, mamode, offset	Keltner Channels
massi	fast, slow, offset	Mass Index
natr	length, mamode, talib, offset	Normalized ATR
pdist	drift, offset	Price Distance
rvi	length, scalar, refined, thirds, mamode, offset	Relative Volatility Index
thermo	long, short, mamode, drift, offset	Thermo (Elder)
true_range	drift, offset	True Range
ui	length, offset	Ulcer Index

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8. Statistics 统计类

用途: 归一化、均值回归、异常值检测
默认参数建议: 20 周期窗口是通用基准

指标列表

指标	参数	说明
beta	length, talib, offset	Beta 系数
correl	length, talib, offset	Correlation
entropy	length, base, offset	Entropy (信息熵)
kurtosis	length, offset	Kurtosis (峰度)
mad	length, offset	Mean Absolute Deviation
md	length, offset	Mean Deviation
median	length, talib, offset	Median (滚动中位数)
quantile	length, q, offset	Quantile (分位数)
skew	length, offset	Skewness (偏度)
stderr	length, offset	Standard Error
stdev	length, talib, offset	Standard Deviation
tos_stdevall	length, offset	TOS Standard Deviation All
variance	length, talib, offset	Variance
zscore	length, std, offset	Z-Score

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9. Cycles 周期类

用途: 周期相位和转折点研究
默认参数建议: 作为探索性参考，不做独立触发

指标列表

指标	参数	说明
dsp	length, offset	Discrete Signal Processing
ebsw	length, offset	Even Better SineWave
ht_dcperiod	-	Hilbert Transform Dominant Cycle Period
ht_dcphase	-	Hilbert Transform Dominant Cycle Phase
ht_phasor	-	Hilbert Transform Phasor
ht_sine	-	Hilbert Transform Sine Wave
ht_trendmode	-	Hilbert Transform Trend vs Cycle Mode
msw	length, scalar, offset	Market Structure Wave

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10. Candles K线形态类

用途: K线形态识别
注意: 大量 K 线形态可通过 patterns_detect(mode='candlestick') 检测

指标列表

指标	参数	说明
cdl_doji	length, factor, scalar, asint, offset	Doji 检测
cdl_inside	asint, offset	Inside Bar 检测
cdl_pattern	name, offset	通用 K 线形态（按名称调用）
cdl_z	length, full, offset	CDL-Z 形态
ha	-	Heikin-Ashi 蜡烛图

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11. Performance 绩效类

用途: 收益与回撤分析，用于研究回测

指标列表

指标	参数	说明
drawdown	offset	回撤计算
log_return	length, cumulative, offset	对数收益率
percent_return	length, cumulative, offset	百分比收益率

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12. 精选指标交易上下文

以下 11 个核心指标有深度策展的交易上下文：

12.1 RSI — Relative Strength Index

属性	内容
计算	Wilder/RMA 对 length(默认14) 周期涨跌取平均; RSI = 100 - 100/(1 + avg_gain/avg_loss)
输出列	rsi_{length}
常见用法	超买/超卖、动量反转、背离检测
典型参数	rsi(14); 70/30 是通用区间, 80/20 更严格
搭配指标	macd, atr, support_resistance
适用风格	日内/波段/持仓
关联指标	stochrsi, tsi, mfi

12.2 MACD — Moving Average Convergence Divergence

属性	内容
计算	MACD = EMA(fast,默认12) - EMA(slow,默认26); signal = EMA(MACD,默认9); histogram = MACD - signal
输出列	macd_{fast}_{slow}_{signal}, macd_h_..., macd_s_...
常见用法	趋势动量转换、回调延续确认
典型参数	macd(12,26,9) 是标准基准
搭配指标	ema, rsi, volume
适用风格	日内/波段/持仓
关联指标	ppo, ema, adx

12.3 Bollinger Bands — 布林带

属性	内容
计算	中轨 = SMA(length,默认5); 上下轨 = 中轨 ± std(默认2) × 滚动标准差。注意：20,2 的常规设置不是省略参数的默认值
输出列	bbl_{length}_{std}, bbm_..., bbu_..., bbb_..., bbp_...
常见用法	波动率收缩/扩张、均值回归参考
典型参数	bbands(20,2); 更宽的带宽减少假突破
搭配指标	rsi, atr, volume
适用风格	日内/波段
关联指标	kc, donchian, atr

12.4 ATR — Average True Range

属性	内容
计算	True Range = max(H-L,
输出列	atr_{length}
常见用法	止损距离、波动扩张、波动率归一化仓位计算
典型参数	atr(14) 是标准基准
搭配指标	trend, support_resistance, barrier_tools
适用风格	日内/波段/持仓
关联指标	natr, bbands, kc

12.5 ADX — Average Directional Index

属性	内容
常见用法	趋势强度过滤器——在应用趋势跟随入场前确认趋势强度
典型参数	adx(14); ADX > 20-25 通常表示较强趋势
搭配指标	ema, macd, atr
适用风格	波段/持仓/日内
关联指标	aroon, chop, vortex

12.6 EMA — Exponential Moving Average

属性	内容
计算	指数移动平均，平滑系数 2/(length+1)，默认 length=10
输出列	ema_{length}
常见用法	趋势方向、回调区域、快慢线交叉
典型参数	ema(20), ema(50), ema(200)
搭配指标	macd, atr, rsi
适用风格	日内/波段/持仓
关联指标	sma, hma, macd

12.7 SMA — Simple Moving Average

属性	内容
计算	最近 length(默认10) 根 K 线收盘价的简单平均
输出列	sma_{length}
常见用法	大周期趋势、广泛关注的支撑/阻力
典型参数	sma(20), sma(50), sma(200)
搭配指标	rsi, atr, volume
适用风格	波段/持仓
关联指标	ema, wma, vwma

12.8 Stochastic — 随机指标

属性	内容
常见用法	震荡区间动量反转、短期衰竭信号
典型参数	stoch(14,3,3)
搭配指标	bbands, support_resistance, atr
适用风格	日内/波段
关联指标	stochrsi, rsi, willr

12.9 SuperTrend

属性	内容
常见用法	趋势跟踪方向偏好、移动止损参考
典型参数	supertrend(7,3)
搭配指标	atr, adx, ema
适用风格	日内/波段
关联指标	atr, adx, ema

12.10 VWAP — Volume Weighted Average Price

属性	内容
常见用法	日内公允价值参考、机构参与度参考
典型参数	日内 VWAP; 按券商服务器日界重置
搭配指标	volume, rsi, price_action
适用风格	仅日内
关联指标	vwma, obv, pvt

12.11 OBV — On-Balance Volume

属性	内容
常见用法	成交量确认、累积/派发背离
典型参数	使用默认 OBV，比较斜率/背离与价格
搭配指标	macd, support_resistance, trend
适用风格	波段/持仓/日内
关联指标	pvt, ad, mfi

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附录 A：类别交易上下文

类别	常见用法	搭配建议	适用风格
momentum	动量、反转和背离检测	trend, volume, support_resistance	日内/波段/持仓
overlap	趋势方向、动态支撑阻力	momentum, atr, volume	日内/波段/持仓
trend	趋势强度、趋势跟随过滤	moving_average, momentum, atr	波段/持仓/日内
volatility	波动扩张、止损、突破压缩	trend, support_resistance, volume	日内/波段/持仓
volume	参与度、累积/派发、确认	price_action, momentum, volatility	日内/波段
statistics	归一化、均值回归、异常值	volatility, trend	日内/波段/持仓
performance	收益和回撤研究	strategy_backtest, risk	波段/持仓
candles	价格行为形态	support_resistance, volume, trend	日内/波段
cycles	周期相位和转折点研究	momentum, trend	波段/持仓

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附录 B：常用指标组合速查

场景	推荐指标组合
趋势跟踪	ema(50),adx(14),atr(14),supertrend(7,3)
均值回归	bbands(20,2),rsi(14),stoch(14,3,3)
突破交易	donchian(20),atr(14),volume_profile
动量扫描	macd(12,26,9),rsi(14),mom(10)
多时间框架	sma(200),ema(50),ema(20)
成交量确认	obv,cmf(20),vwap
日内剥头皮	vwap,ema(9),atr(14),rsi(7)
波动率分析	bbands(20,2),kc(20,2),atr(14),hvol(20)
背离检测	rsi(14),macd(12,26,9),obv
支撑阻力	pivot_compute_points + sma(50) + sma(200) + vwap

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附录 C：指标引擎

属性	值
核心库	pandas-ta-classic
可选加速	TA-Lib (安装后自动启用)
总指标数	193
分类数	9