📚 技術指標辞典 v0.1 — 42 entries + 12 canonical classes
v0.1 seed 辞書の全 42 entries を閲覧可能形式で。 category / canonical_class でフィルタ、 名前 (英・日・略称) で検索、 各 indicator の数式 + パラメータを確認。 canonical_class field は 数学的にアフィン変換 / カーネル形状を除いて同等の指標群を纏めるもので、 辞書の load-bearing observation。
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| 略称 | 正式名 (EN) | 正式名 (JA) | カテゴリ | 正準クラス | 数式 | パラメータ | Asset class |
|---|---|---|---|---|---|---|---|
SMA | Simple Moving Average | 単純移動平均 | Overlap Studies | moving_average_kernel | SMA(t) = (1/n) * Σ_{i=0..n-1} price[t-i] | timeperiod=30 | agnostic |
EMA | Exponential Moving Average | 指数移動平均 | Overlap Studies | moving_average_kernel | EMA(t) = α·price(t) + (1−α)·EMA(t−1), α = 2/(n+1) | timeperiod=30 | agnostic |
DEMA | Double Exponential Moving Average | 二重指数移動平均 | Overlap Studies | moving_average_kernel | DEMA = 2·EMA − EMA(EMA) | timeperiod=30 | agnostic |
TEMA | Triple Exponential Moving Average | 三重指数移動平均 | Overlap Studies | moving_average_kernel | TEMA = 3·EMA − 3·EMA(EMA) + EMA(EMA(EMA)) | timeperiod=30 | agnostic |
WMA | Weighted Moving Average | 加重移動平均 | Overlap Studies | moving_average_kernel | WMA(t) = Σ (n−i)·price[t−i] / Σ (n−i), i in [0, n−1] | timeperiod=30 | agnostic |
TRIMA | Triangular Moving Average | 三角移動平均 | Overlap Studies | moving_average_kernel | TRIMA = SMA(SMA(price, ⌈n/2⌉), ⌊n/2⌋+1) | timeperiod=30 | agnostic |
KAMA | Kaufman Adaptive Moving Average | カウフマン適応移動平均 | Overlap Studies | moving_average_kernel | KAMA(t) = KAMA(t−1) + SC·(price(t) − KAMA(t−1)), SC adapts to efficiency ratio | timeperiod=30 | agnostic |
T3 | Triple Exponential Moving Average (T3) | 三重指数移動平均 (T3) | Overlap Studies | moving_average_kernel | T3 = GD(GD(GD(price))), GD generalized DEMA with volume factor v | timeperiod=5 vfactor=0.7 | agnostic |
BBANDS | Bollinger Bands | ボリンジャーバンド | Overlap Studies | moving_average_envelope | Upper = SMA(n) + k·σ; Middle = SMA(n); Lower = SMA(n) − k·σ | timeperiod=5 nbdevup=2 nbdevdn=2 | agnostic |
RSI | Relative Strength Index | 相対力指数 | Momentum Indicators | bounded_oscillator | RSI = 100 − 100/(1+RS), RS = avgGain/avgLoss with Wilder smoothing α = 1/n | timeperiod=14 | agnostic |
MACD | Moving Average Convergence/Divergence | 移動平均収束拡散 | Momentum Indicators | ema_difference | MACD = EMA_fast − EMA_slow; Signal = EMA_signal(MACD); Hist = MACD − Signal | fastperiod=12 slowperiod=26 signalperiod=9 | agnostic |
MACDEXT | MACD with controllable MA type | MA タイプ指定 MACD | Momentum Indicators | ema_difference | Generalized MACD with MA_fast / MA_slow / MA_signal type parameters | fastperiod=12 fastmatype=0 slowperiod=26 slowmatype=0 signalperiod=9 signalmatype=0 | agnostic |
MACDFIX | Moving Average Convergence/Divergence Fix 12/26 | MACD (12/26 固定) | Momentum Indicators | ema_difference | MACD with fast=12, slow=26 hardcoded | signalperiod=9 | agnostic |
ROC | Rate of Change | 変化率 | Momentum Indicators | rate_of_change | ROC = (price / price[t−n] − 1) · 100 | timeperiod=10 | agnostic |
ROCP | Rate of Change Percentage | 変化率 (パーセント) | Momentum Indicators | rate_of_change | ROCP = (price / price[t−n]) − 1 | timeperiod=10 | agnostic |
ROCR | Rate of Change Ratio | 変化率 (比) | Momentum Indicators | rate_of_change | ROCR = price / price[t−n] | timeperiod=10 | agnostic |
ROCR100 | Rate of Change Ratio 100 scale | 変化率 (比) 100 スケール | Momentum Indicators | rate_of_change | ROCR100 = (price / price[t−n]) · 100 | timeperiod=10 | agnostic |
MOM | Momentum | モメンタム | Momentum Indicators | price_difference | MOM = price − price[t−n] | timeperiod=10 | agnostic |
CMO | Chande Momentum Oscillator | チャンデ・モメンタム・オシレーター | Momentum Indicators | bounded_oscillator | CMO = 100·(sumUp − sumDown)/(sumUp + sumDown) | timeperiod=14 | agnostic |
TRIX | 1-day Rate-Of-Change of a Triple Smooth EMA | TRIX (三重平滑 EMA の変化率) | Momentum Indicators | rate_of_change | TRIX = ROC(EMA(EMA(EMA(price)))) | timeperiod=30 | agnostic |
APO | Absolute Price Oscillator | 絶対値プライス・オシレーター | Momentum Indicators | ema_difference | APO = MA_fast(price) − MA_slow(price) | fastperiod=12 slowperiod=26 matype=0 | agnostic |
PPO | Percentage Price Oscillator | パーセンテージ・プライス・オシレーター | Momentum Indicators | ema_difference | PPO = 100·(MA_fast − MA_slow)/MA_slow | fastperiod=12 slowperiod=26 matype=0 | agnostic |
STOCH | Stochastic Oscillator | ストキャスティクス | Momentum Indicators | range_position | %K = 100·(C − L_n)/(H_n − L_n); %D = SMA(%K, m) | fastk_period=5 slowk_period=3 slowd_period=3 | agnostic |
ADX | Average Directional Movement Index | 平均方向性指数 | Momentum Indicators | directional_strength | ADX = Wilder-smoothed |+DI − −DI|/(+DI + −DI) | timeperiod=14 | agnostic |
CCI | Commodity Channel Index | 商品チャネル指数 | Momentum Indicators | z_score_deviation | CCI = (TP − SMA(TP, n))/(0.015·MeanDev), TP = (H+L+C)/3 | timeperiod=14 | agnostic |
WILLR / %R | Williams %R | ウィリアムズ %R | Momentum Indicators | range_position | %R = −100·(H_n − C)/(H_n − L_n) | timeperiod=14 | agnostic |
OBV | On Balance Volume | オンバランス・ボリューム | Volume Indicators | cumulative_volume | OBV(t) = OBV(t−1) ± volume(t) (sign by close direction) | — | agnostic |
AD | Chaikin A/D Line | チャイキン A/D ライン | Volume Indicators | cumulative_volume | AD(t) = AD(t−1) + ((C − L) − (H − C))/(H − L) · volume | — | agnostic |
MFI | Money Flow Index | マネー・フロー・インデックス | Volume Indicators | bounded_oscillator | MFI = 100 − 100/(1 + posMF/negMF), MF = TP·volume | timeperiod=14 | agnostic |
ATR | Average True Range | 平均真の値幅 | Volatility Indicators | volatility_range | ATR = Wilder-smoothed TR, TR = max(H−L, |H−C_prev|, |L−C_prev|) | timeperiod=14 | agnostic |
NATR | Normalized Average True Range | 正規化 ATR | Volatility Indicators | volatility_range | NATR = 100·ATR/close | timeperiod=14 | agnostic |
TRANGE | True Range | 真の値幅 | Volatility Indicators | volatility_range | TR = max(H−L, |H−C_prev|, |L−C_prev|) | — | agnostic |
STDDEV | Standard Deviation | 標準偏差 | Volatility Indicators | statistic | σ = sqrt((1/n)·Σ (x_i − μ)²) | timeperiod=5 nbdev=1 | agnostic |
AVGPRICE | Average Price | 平均価格 | Price Transform | ohlc_aggregation | AVGPRICE = (O + H + L + C) / 4 | — | agnostic |
MEDPRICE | Median Price | 中央値価格 | Price Transform | ohlc_aggregation | MEDPRICE = (H + L) / 2 | — | agnostic |
TYPPRICE | Typical Price | 典型価格 | Price Transform | ohlc_aggregation | TYPPRICE = (H + L + C) / 3 | — | agnostic |
WCLPRICE | Weighted Close Price | 加重終値 | Price Transform | ohlc_aggregation | WCLPRICE = (H + L + 2·C) / 4 | — | agnostic |
HT_TRENDLINE | Hilbert Transform — Instantaneous Trendline | ヒルベルト変換瞬間トレンドライン | Cycle Indicators | — | Hilbert-transform-based dominant cycle smoothed trendline | — | agnostic |
HT_SINE | Hilbert Transform — SineWave | ヒルベルト変換サインウェーブ | Cycle Indicators | — | sine, lead-sine pair extracted from dominant cycle phase | — | agnostic |
BETA | Beta | ベータ | Statistic Functions | statistic | β = Cov(r_x, r_y)/Var(r_y) | timeperiod=5 | equity |
CORREL | Pearson's Correlation Coefficient | ピアソン相関係数 | Statistic Functions | statistic | ρ = Cov(x, y)/(σ_x·σ_y) | timeperiod=30 | agnostic |
LINEARREG | Linear Regression | 線形回帰 | Statistic Functions | statistic | End-of-window linear regression value | timeperiod=14 | agnostic |
Honest scope
公開技術指標の documentation viewer です。 予測でも、 売買シグナルでも、 投資助言でもありません。 canonical_class の割当は curatorial judgment で形式定理ではなく、 counter-example は source repo への PR を歓迎します。
WIC deploy 時に本 page に build 込み。 最新版は GitHub source 参照。