我正在使用python的Metatrader5模块,这是我的代码
‘#python
from datetime import datetime
import MetaTrader5 as mt5
# display data on the MetaTrader 5 package
print("MetaTrader5 package author: ", mt5.__author__)
print("MetaTrader5 package version: ", mt5.__version__)
# import the 'pandas' module for displaying data obtained in the tabular form
import pandas as pd
pd.set_option('display.max_columns', 500) # number of columns to be displayed
pd.set_option('display.width', 1500) # max table width to display
# import pytz module for working with time zone
import pytz
# establish connection to MetaTrader 5 terminal
if not mt5.initialize():
print("initialize() failed")
mt5.shutdown()
# set time zone to UTC
timezone = pytz.timezone("Etc/UTC")
# create 'datetime' object in UTC time zone to avoid the implementation of a local time zone offset
utc_from = datetime(2020, 1, 10, tzinfo=timezone)
# get 10 EURUSD H4 bars starting from 01.10.2020 in UTC time zone
rates = mt5.copy_rates_from("EURUSD", mt5.TIMEFRAME_H4, utc_from, 10)
# shut down connection to the MetaTrader 5 terminal
mt5.shutdown()
# display each element of obtained data in a new line
print("Display obtained data 'as is'")
for rate in rates:
print(rate)
# create DataFrame out of the obtained data
rates_frame = pd.DataFrame(rates)
# convert time in seconds into the datetime format
rates_frame['time'] = pd.to_datetime(rates_frame['time'], unit='s')
# display data
print("\nDisplay dataframe with data")
print(rates_frame) “”“
我的问题是,是否有任何简单的方法来计算股票指标,如RSI和MFI以及使用此模块的其他指标?
发布于 2020-03-26 22:05:34
不是的。不过,如果使用其他模块也是可能的。
下面是一个使用另一个可以实现它的方法:https://www.mql5.com/en/articles/5691
或者,您可以从MT5中提取数据并将其放入TA-lib中进行分析。TA-lib使用数据并为MT5之外的指示器提供值。
查看TA-lib:https://mrjbq7.github.io/ta-lib/
https://stackoverflow.com/questions/60404229
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