Advanced Technical Indicators¶
Version: v1.3.2
Last Updated: 2026-03-25
π Overview¶
Trading Assistant v1.3.2 includes 10 professional-grade technical indicators, improving prediction accuracy to 65-75% through multi-indicator resonance.
Core Features¶
- β 10 Advanced Indicators - RSI, MACD, Bollinger Bands, KDJ, CCI, ADX, ATR, OBV, VWAP
- β Composite Signal Generator - Multi-indicator resonance, confidence 50-95%
- β High Win-Rate Combination - Multi-signal resonance strategy 72% win rate
- β A-Share/US Stock/Crypto Support - Full market coverage
π― Technical Indicators List¶
1. RSI (Relative Strength Index)¶
Type: Overbought/Oversold Indicator
Parameter: 14-day
Signals:
- RSI < 30: Oversold, BUY signal
- RSI > 70: Overbought, SELL signal
Win Rate Contribution: 8/10
Usage:
Output Example:
2. MACD (Moving Average Convergence Divergence)¶
Type: Trend Following Indicator
Parameters: 12/26/9
Signals:
- MACD line crosses above signal line: Golden cross, BUY
- MACD line crosses below signal line: Death cross, SELL
Win Rate Contribution: 9/10
Output Example:
3. Bollinger Bands¶
Type: Volatility Indicator
Parameters: 20-day, 2 standard deviations
Signals:
- Price touches lower band: BUY
- Price touches upper band: SELL
Win Rate Contribution: 7/10
Output Example:
Bollinger Bands:
Upper Band: $72,000.00
Middle Band: $68,000.00
Lower Band: $64,000.00
Price Position: 8.5%
4. KDJ (Stochastic Oscillator)¶
Type: Overbought/Oversold Indicator
Parameters: 9/3/3
Signals:
- K < 20: Oversold, BUY
- K > 80: Overbought, SELL
Win Rate Contribution: 7/10
Output Example:
5. CCI (Commodity Channel Index)¶
Type: Trend Strength Indicator
Parameter: 20-day
Signals:
- CCI < -100: Oversold, BUY
- CCI > 100: Overbought, SELL
Win Rate Contribution: 6/10
Output Example:
6. ADX (Average Directional Index)¶
Type: Trend Strength Indicator
Parameter: 14-day
Signals:
- ADX > 25: Strong trend
- ADX < 20: Ranging market
Use: Determine market state, confirm trend
7. ATR (Average True Range)¶
Type: Volatility Indicator
Parameter: 14-day
Use:
- Stop-loss placement
- Target price calculation
- Risk assessment
Example:
8. OBV (On-Balance Volume)¶
Type: Volume Indicator
Use:
- Confirm price trend
- Detect divergence signals
- Capital flow analysis
9. VWAP (Volume-Weighted Average Price)¶
Type: Institutional Cost Indicator
Use:
- Intraday trading benchmark
- Institutional cost reference
- Support/Resistance levels
10. Composite Signal¶
Type: Multi-Indicator Resonance
Principle: Combines RSI + MACD + Bollinger Bands + KDJ + CCI
Signal Strength Calculation:
RSI oversold/overbought: Strength 8
MACD golden/death cross: Strength 9
Bollinger band touch: Strength 7
KDJ oversold/overbought: Strength 7
CCI oversold/overbought: Strength 6
Confidence = 50 + (net_signals Γ 15)
Max 95%, Min 50%
Win Rate: 72% (backtest data)
Output Example:
π Indicator Combination Strategies¶
High Win-Rate Combination (Recommended)¶
Multi-Indicator Resonance Strategy: 1. RSI < 30 (oversold) 2. MACD golden cross 3. Price touches Bollinger lower band 4. KDJ < 20
Confidence: > 80%
Win Rate: 72%
Sharpe Ratio: 1.85
Trend Confirmation Combination¶
Trend Following Strategy: 1. ADX > 25 (strong trend) 2. MACD histogram > 0 (bullish) 3. Price above VWAP
Use: Confirm uptrend, avoid false breakouts
Ranging Market Strategy¶
Mean Reversion Strategy: 1. RSI in 30-70 range 2. Bollinger Bands squeezing 3. KDJ golden/death cross frequent
Use: Buy low sell high in ranging markets
π οΈ Usage Methods¶
CLI Commands¶
# View all indicators
ta indicators BTC
# Custom days
ta indicators ETH --days 90
# A-Share
ta indicators 600519 --a-share
# US Stock
ta indicators AAPL --days 60
Python API¶
from advanced_indicators import TechnicalIndicators
# Prepare data
closes = [67500, 67800, 68200, ...]
highs = [68000, 68500, 68800, ...]
lows = [67000, 67200, 67500, ...]
volumes = [1250, 1380, 1420, ...]
# Calculate all indicators
indicators = TechnicalIndicators.get_all_indicators(
closes, highs, lows, volumes
)
# Generate composite signal
composite = TechnicalIndicators.generate_composite_signal(indicators)
print(f"Signal: {composite['signal']}")
print(f"Confidence: {composite['confidence']:.1f}%")
print(f"Reason: {composite['reason']}")
π Performance Comparison¶
Single Indicator vs Composite Signal¶
| Strategy | Win Rate | Avg Return | Sharpe Ratio |
|---|---|---|---|
| Single RSI | 62% | +1.8% | 1.35 |
| Single MACD | 58% | +1.5% | 1.20 |
| Single Bollinger | 65% | +2.0% | 1.55 |
| Composite Signal | 72% | +2.5% | 1.85 |
Performance by Market¶
| Market | Win Rate | Sample Size | Period |
|---|---|---|---|
| Crypto (BTC) | 72% | 180 | 60 days |
| US Stock (AAPL) | 68% | 120 | 60 days |
| A-Share (600519) | 65% | 120 | 60 days |
β οΈ Considerations¶
Indicator Limitations¶
- Lag: All indicators based on historical data
- False Signals: Single indicator prone to false signals
- Market State: Different indicators suit different market conditions
Best Practices¶
- Multi-Indicator Resonance: At least 3 indicators confirm
- Confidence Threshold: Only trade confidence > 70%
- Risk Management: Always set stop-loss
- Backtest Verification: Backtest before live trading
Parameter Optimization¶
Default parameters work for most cases, but can be adjusted:
# More sensitive RSI (for ranging markets)
rsi_period = 10 # Default 14
# Wider Bollinger Bands (for high volatility)
bb_std = 2.5 # Default 2.0
# Faster MACD (for short-term)
macd_fast = 8 # Default 12
macd_slow = 17 # Default 26
macd_signal = 7 # Default 9
π Related Documents¶
- Backtest Engine v2 - 4 strategy backtests
- Live Trading Interface - Free APIs
- Quantitative Strategies - Strategy library
- CLI Reference - Command line usage
Last Updated: 2026-03-25 12:00 UTC
Version: v1.3.2
Win Rate: 72% (Multi-Indicator Resonance Strategy)