Momentum
Awesome Oscillator
This indicator attempts to identify momentum with the intention to affirm trends or anticipate possible reversals.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
fast | int | Fast period. Default: | None |
slow | int | Slow period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Absolute Price Oscillator
This indicator attempts to quantify momentum.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
fast | int | Fast period. Default: | None |
slow | int | Slow period. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Note
- Simply the difference of two different EMAs.
- APO and MACD lines are equivalent.
Bias
This indicator computes the Rate of Change between the source and a moving average.
Sources
- Few internet resources on definitive definition.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
mamode | str | See | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Balance of Power
This indicator attempts to quantify the market strength of buyers versus sellers.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
open_ | Series |
| required |
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
scalar | float | Scalar. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
NOTICE
Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated! 
However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.
Help keep this library and application the best in it's class!
BRAR
BR and AR
Sources
- No internet resources on definitive definition.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
open_ | Series |
| required |
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
scalar | float | Scalar. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Commodity Channel Index
This indicator attempts to identify "overbought" and "oversold" levels relative to a mean.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
c | float | Scaling Constant. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Chande Forcast Oscillator
This indicator attempts to calculate the percentage difference between the actual price and the Time Series Forecast (the endpoint of a linear regression line).
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
scalar | float | Scalar. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Center of Gravity
This indicator, by John Ehlers, attempts to identify turning points with minimal to zero lag and smoothing.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Chande Momentum Oscillator
This indicator attempts to capture momentum.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
scalar | float | Scalar. Default: | None |
talib | bool | If installed, use TA Lib. Uses EMA if | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Note
- Overbought around 50
- Oversold around -50.
Coppock Curve
This indicator, by Edwin Coppock 1962, was originally called the "Trendex Model", attempts to identify major upturns and downturns.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | WMA period. Default: | None |
fast | int | Fast ROC period. Default: | None |
slow | int | Slow ROC period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Note
Although designed for monthly use, a daily calculation over the same period length can be made, converting the periods to 294-day and 231-day rate of changes, and a 210-day WMA.
NOTICE
Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!
However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.
Help keep this library and application the best in it's class!
Connors Relative Strength Index
This indicator attempts to identify momentum and potential reversals at "overbought" or "oversold" conditions.
Sources
- alvarezquanttrading
- tradingview
- An Introduction to ConnorsRSI. Connors Research Trading Strategy Series. Connors, L., Alvarez, C., & Radtke, M. (2012). ISBN 978-0-9853072-9-5.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
rsi_length | int | The RSI period. Default: | None |
streak_length | int | Streak RSI period. Default: | None |
rank_length | int | Percent Rank length. Default: | None |
scalar | float | Scalar. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Correlation Trend Indicator
This oscillator, by John Ehlers' in 2020, attempts to identify the magnitude and direction of a trend using linear regession.
Note
This is a wrapper for ta.linreg(close, r=True).
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Directional Movement
This indicator, by J. Welles Wilder in 1978, attempts to determine direction.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Efficiency Ratio
This indicator, by Perry J. Kaufman, attempts to identify market noise or volatility.
Sources
- "New Trading Systems and Methods", Perry J. Kaufman
- tc2000
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Note
It is calculated by dividing the net change in price movement over n periods by the sum of the absolute net changes over the same n periods.
Elder Ray Index
This indicator, by Dr Alexander Elder, attempts to identify market strength.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Note
- Possible entry signals when used in combination with a trend,
- Bear Power attempts to quantify lower value appeal.
- Bull Power attempts the to quantify higher value appeal.
Exhaustion Count
This indicator attempts to identify rising/falling exhaustion.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series | Series of close's | required |
length | int | The period. Default: | None |
cap | int | Count cap. For no cap, set to | None |
show_all | bool | Counts 1 - 13. For 6 - 9, set to | None |
asint | bool | Returns as | None |
nozeros | bool | Replace zeros with | None |
offset | int | Post shift. Default: | None |
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Note
Similar to TD Sequential
Fisher Transform
This indicator attempts to identify significant reversals through normalization.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
length | int | The period. Default: | None |
signal | int | Signal period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Reversal Signal
When the two lines cross.
Inertia
This indicator, by Donald Dorsey, is the rvi smoothed by the Least Squares MA.
Sources
- Donald Dorsey, some article in September, 1995.
- sierrachart
- tradingview
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| None |
low | Series |
| None |
close | Series |
| required |
length | int | The period. Default: | None |
rvi_length | int | RVI period. Default: | None |
refined | bool | Use 'refined' calculation. Default: | None |
thirds | bool | Use 'thirds' calculation. Default: | None |
mamode | str | See | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Note
- Negative Inertia when less than 50.
- Positive Inertia when greater than 50.
NOTICE
Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!
However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.
Help keep this library and application the best in it's class!
KDJ
This indicator, derived from the Slow Stochastic, includes an extra signal named the J line. The J line represents the divergence of the %D value from the %K.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
signal | int | Signal period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Note
The J can go beyond [0, 100] for %K and %D lines when charted.
'Know Sure Thing'
This indicator, by Martin Pring, attempts to capture trends using a smoothed indicator of four different smoothed ROCs.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
roc1 | int | ROC 1 period. Default: | None |
roc2 | int | ROC 2 period. Default: | None |
roc3 | int | ROC 3 period. Default: | None |
roc4 | int | ROC 4 period. Default: | None |
sma1 | int | SMA 1 period. Default: | None |
sma2 | int | SMA 2 period. Default: | None |
sma3 | int | SMA 3 period. Default: | None |
sma4 | int | SMA 4 period. Default: | None |
signal | int | Signal period. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Moving Average Convergence Divergence
This indicator attempts to identify trends.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
fast | int | Fast MA period. Default: | None |
slow | int | Slow MA period. Default: | None |
signal | int | Signal period. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
asmode | value | Enable AS version of MACD. Default: |
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Momentum
This indicator attempts to quantify speed by using the differences over a bar length.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Pretty Good Oscillator
This indicator, by Mark Johnson, attempts to identify breakouts for longer time periods based on the distance of the current bar to its N-day SMA, expressed in terms of an ATR over a similar length.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Entry
- Long when greater than 3.
- Short when less than -3.
Percentage Price Oscillator
Similar to MACD.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
fast | int | Fast MA period. Default: | None |
slow | int | Slow MA period. Default: | None |
signal | int | Signal period. Default: | None |
scalar | float | Scalar. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Psychological Line
This indicator compares the number of the rising bars to the total number of bars. In other words, it is the percentage of bars that are above the previous bar over a given length.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
open_ | Series |
| None |
length | int | The period. Default: | None |
scalar | float | Scalar. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Quantitative Qualitative Estimation
This indicator is similar to SuperTrend but uses a Smoothed rsi with upper and lower bands.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | RSI period. Default: | None |
smooth | int | RSI smoothing period. Default: | None |
factor | float | QQE Factor. Default: | None |
mamode | str | See | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 4 columns |
Trend
- Long: When the Smoothed RSI crosses the previous upperband.
- Short: When the Smoothed RSI crosses the previous lowerband.
See also
- QQE.mq5 by EarnForex Copyright © 2010
- Tim Hyder (2008) version
- Roman Ignatov (2006) version
Rate of Change
This indicator, also (confusingly) known as Momentum, is a pure oscillator that quantifies the percent change.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
scalar | float | Scalar. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Relative Strength Index
This oscillator used to attempts to quantify "velocity" and "magnitude".
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
scalar | float | Scalar. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Warning
TA-Lib Correlation: np.float64(0.9289853267851295)
Tip
Corrective contributions welcome!
NOTICE
Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!
However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.
Help keep this library and application the best in it's class!
Relative Strength Xtra
This indicator, by Jurik Research, is an enhanced version of the RSI which attemps to reduce noise and provide a clearer, though slightly delayed, signal.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Relative Vigor Index
This indicator attempts to quantify the strength of a trend relative to its trading range.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
open_ | Series |
| required |
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
swma_length | int | SWMA period. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Slope
Calculates a rolling slope.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
as_angle | bool | Converts slope to an angle in radians per | None |
to_degrees | value | If | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
Smart Money Concept
This indicator combines several techniques in an attempt to identify significant movements that might indicate "smart money" actions. It uses candlestick patterns, moving averages, and imbalance calculations.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
abr_length | int | ABR length. Default: | None |
close_length | int | The | None |
vol_length | int | Volatility period. Default: | None |
percent | int | Percent of wick that exceeds the body. Default: | None |
vol_ratio | float | Volatility ratio (high) limit. Default: | None |
asint | bool | Returns as | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Returns:
| Type | Description |
|---|---|
DataFrame | 7 columns |
SMI Ergodic Indicator
This indicator, by William Blau, is the same as the TSI except the SMI includes a signal line. A trend is considered bullish when crossing above zero and bearish when crossing below zero. This implementation includes both the SMI Ergodic Indicator and SMI Ergodic Oscillator.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
fast | int | The short period. Default: | None |
slow | int | The long period. Default: | None |
signal | int | Signal period. Default: | None |
scalar | float | Scalar. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Squeeze
This indicator, based on John Carter's "TTM Squeeze" indicator, attempts identify momentum using volatility.
Sources
- "Mastering the Trade" (chapter 11), John Carter
- thinkorswim
- tradestation
- tradingview
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
bb_length | int | BB period. Default: | None |
bb_std | float | BB Std. Dev. Default: | None |
kc_length | int | KC period. Default: | None |
kc_scalar | float | KC scalar. Default: | None |
mom_length | int | Momentum Period. Default: | None |
mom_smooth | int | Momentum Smoothing period. Default: | None |
mamode | str | One of: "ema" or "sma". Default: | None |
prenan | bool | Apply prenans. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
tr | value | Use True Range for Keltner Channels. Default: |
asint | bool | Returns as |
lazybear | value | LazyBear's TradingView. Default: |
detailed | value | Extra detailed. Default: |
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame |
|
Volatility
- Increasing:
kcandbbandsdifference increases - Decreasing:
kcandbbandsdifference decreases
Squeeze Pro
This indicator, based on John Carter's "TTM Squeeze" indicator, attempts identify momentum using volatility with additional details.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
bb_length | int | BB period. Default: | None |
bb_std | float | BB Std. Dev. Default: | None |
kc_length | int | KC period. Default: | None |
kc_scalar_normal | float | Keltner Channel scalar for normal channel. Default: | None |
kc_scalar_narrow | float | Narrow channel KC scalar. Default: | None |
kc_scalar_wide | float | Wide channel KC scalar. Default: | None |
mom_length | int | Momentum Period. Default: | None |
mom_smooth | int | Momentum Smoothing period. Default: | None |
mamode | str | One of: "ema" or "sma". Default: | None |
prenan | bool | Apply prenans. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
tr | value | Use True Range for Keltner Channels. Default: |
asint | bool | Returns as |
mamode | value | Which MA to use. Default: |
detailed | value | Extra detailed. Default: |
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 6 columns (default) or 12 columns if |
Warning
May be depreciated in the future and combined with squeeze.
Schaff Trend Cycle
This indicator is an evolved MACD with additional smoothing.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
tc_length | int | TC period. (Adjust to the half of cycle) Default: | None |
fast | int | Fast MA period. Default: | None |
slow | int | Slow MA period. Default: | None |
factor | float | Smoothing factor for last stoch. calculation. Default: | None |
offset | int | How many bars to shift the results. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
ma1 | Series | User chosen MA. Default: |
ma2 | Series | User chosen MA. Default: |
osc | Series | User chosen oscillator. Default: |
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Note
Can also seed STC with two MAs, ma1 and ma2, or an oscillator osc.
ma1andma2are both required if this option is used.
Stochastic
This indicator, by George Lane in the 1950's, attempts to identify and quantify momentum; it assumes that momentum precedes value change.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
k | int | The Fast %K period. Default: | None |
d | int | The Slow %D period. Default: | None |
smooth_k | int | The Slow %K period. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 3 columns |
Fast Stochastic
This indicator, by George Lane in the 1950's, attempts to identify and quantify momentum like STOCH, but is more volatile.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
k | int | The Fast %K period. Default: | None |
d | int | The Slow %D period. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Stochastic RSI
This indicator attempts to quantify RSI relative to its High-Low range.
Sources
- "Stochastic RSI and Dynamic Momentum Index", Tushar Chande and Stanley Kroll, Stock & Commodities V.11:5 (189-199)
- tradingview
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
rsi_length | int | RSI period. Default: | None |
k | int | The Fast %K period. Default: | None |
d | int | The Slow %K period. Default: | None |
mamode | str | See | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Note
May be more sensitive to RSI and thus identify potential "overbought" or "oversold" signals.
True Momentum Oscillator
This indicator attempts to quantify momentum.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
open_ | Series |
| required |
close | Series |
| required |
tmo_length | int | TMO period. Default: | None |
calc_length | int | Initial MA period. Default: | None |
smooth_length | int | Main and smooth signal MA period. Default: | None |
mamode | str | See | None |
momentum | bool | Compute main and smooth momentum. Default: | None |
normalize | bool | Normalize. Default: | None |
exclusive | bool | Exclusive period over | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value | DataFrame.fillna(value) |
Returns:
| Type | Description |
|---|---|
DataFrame | 4 columns |
NOTICE
Thanks to all those that have sponsored and dontated to the library in the past! Your support has been greatly appreciated!
However, future releases are on definite hold until 100+ donations of $150+ have been received via Buy Me a Coffee.
Help keep this library and application the best in it's class!
Trix
This indicator attempts to identify divergences as an oscillator.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
length | int | The period. Default: | None |
signal | int | Signal period. Default: | None |
scalar | float | Scalar. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
True Strength Index
This indicator attempts to identify short-term swings in trend direction as well as identifying possible "overbought" and "oversold" signals.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
close | Series |
| required |
fast | int | Fast MA period. Default: | None |
slow | int | Slow MA period. Default: | None |
signal | int | Signal period. Default: | None |
scalar | float | Scalar. Default: | None |
mamode | str | Signal MA. See | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
DataFrame | 2 columns |
Ultimate Oscillator
This indicator, by Larry Williams, attempts to identify momentum.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
fast | int | The Fast %K period. Default: | None |
medium | int | The Slow %K period. Default: | None |
slow | int | The Slow %D period. Default: | None |
fast_w | float | The Fast %K period. Default: | None |
medium_w | float | The Slow %K period. Default: | None |
slow_w | float | The Slow %D period. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
drift | int | Difference amount. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
William's Percent R
This indicator attempts to identify "overbought" and "oversold" conditions similar to the RSI.
Sources
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
high | Series |
| required |
low | Series |
| required |
close | Series |
| required |
length | int | The period. Default: | None |
talib | bool | If installed, use TA Lib. Default: | None |
offset | int | Post shift. Default: | None |
Other Parameters:
| Name | Type | Description |
|---|---|---|
fillna | value |
|
Returns:
| Type | Description |
|---|---|
Series | 1 column |
