Trend

Average Directional Movement

This indicator attempts to quantify trend strength by measuring the amount of movement in a single direction.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `14`	`None`
`signal_length`	`int`	Signal period. Default: `length`	`None`
`adxr_length`	`int`	ADXR period. Default: `2`	`None`
`scalar`	`float`	Scalar. Default: `100`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`tvmode`	`bool`	Trading View. Default: `False`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"rma"`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	4 columns

Note

signal_length is like TradingView's default ADX.

Alpha Trend

This indicator attempts to filter sideways movement for accurate signals.

Sources

Parameters:

Name	Type	Description	Default
`open_`	`Series`	`open` Series	required
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`volume`	`Series`	`volume` Series. Default: `None`	`None`
`src`	`str`	One of: "open", "high", "low" or "close". Default: `"close"`	`None`
`length`	`int`	ATR, MFI, or RSI period. Default: `14`	`None`
`multiplier`	`float`	Trailing ATR multiple. Default: `1`	`None`
`threshold`	`float`	Momentum threshold. Default: `50`	`None`
`lag`	`int`	Lag period of main trend. Default: `2`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Archer Moving Averages Trends

This indicator, by Kevin Johnson, attempts to identify both long run and short run trends.

Sources

Kevin Johnson
tradingview

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`fast`	`int`	Fast MA period. Default: `8`	`None`
`slow`	`int`	Slow MA period. Default: `21`	`None`
`lookback`	`int`	Lookback period for `long_run` and `short_run`. Default: `2`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"ema"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`run_length`	`int`	OBV trend period. Default: `2`
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Note

Both the long run and short run values are integers, where 1 is a trend and 0 is not a trend.

Aroon & Aroon Oscillator

This indicator attempts to identify trends and their magnitude.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`length`	`int`	The period. Default: `14`	`None`
`scalar`	`float`	Scalar. Default: `100`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	3 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!

Choppiness Index

This indicator, by E.W. Dreiss, attempts to determine choppiness.

Sources

E.W. Dreiss an Australian Commodity Trader
motivewave
tradingview

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `14`	`None`
`atr_length`	`int`	ATR period. Default: `1`	`None`
`ln`	`bool`	Use `ln` instead of `log10`. Default: `False`	`None`
`scalar`	`float`	Scalar. Default: `100`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

Choppy: ~ 100
Trending: ~ 0

Chande Kroll Stop

This indicator, by Tushar Chande and Stanley Kroll, attempts to identify trends with long and short stops.

Sources

"The New Technical Trader", Wiley 1^st ed. ISBN 9780471597803, page 95
multicharts

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`p`	`int`	ATR and first stop period; see Note. Default: `10` for both modes	`None`
`x`	`float`	ATR scalar; see Note. Default: `1` or `3`	`None`
`q`	`int`	Second stop period; see Note. Default: `9` or `20`	`None`
`tvmode`	`bool`	Trading View mode. Default: `True`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `None`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Book vs TradingView Defaults

Book: p=10, x=3, q=20, ma="sma"
Trading View: p=10, x=1, q=9, ma="rma"

Decay

This function creates a decay moving forward from prior signals.

Sources

tulipindicators

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `1`	`None`
`mode`	`str`	Either `"linear"` or `"exp"` (exponetional) Default: `"linear"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Decreasing

This indicator, by Kevin Johnson, attempts to identify decreasing periods.

Sources

Kevin Johnson

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `1`	`None`
`strict`	`bool`	Check if continuously increasing. Default: `False`	`None`
`percent`	`float`	Percent, i.e. `5.0`. Default: `None`	`None`
`asint`	`bool`	Returns as `Int`. Default: `True`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Detrend Price Oscillator

This indicator attempts to detrend (remove the trend) and identify cycles.

Sources

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `20`	`None`
`centered`	`bool`	Shift the dpo back by `int(0.5 * length) + 1`. Set to `False` to remove data leakage. Default: `True`	`True`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Possible Data Leak

Set centered=False to remove data leakage. See Issue #60.

Hilbert Transform TrendLine

This indicator uses the Hilbert Transform to smooth values.

Sources

John F Ehlers's "Rocket Science for Traders" Book
mql5
TA-Lib ta_HT_TRENDLINE

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series.	required
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`prenan`	`int`	Prenans to apply. Ehlers's `6` or `12`, TALib `63` Default: `63`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Warning

TA-Lib Correlation: np.float64(0.9979308363057683)

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!

Increasing

This indicator, by Kevin Johnson, attempts to identify increasing periods.

Sources

Kevin Johnson

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `1`	`None`
`strict`	`bool`	Check if continuously increasing. Default: `False`	`None`
`percent`	`float`	Percent, i.e. `5.0`. Default: `None`	`None`
`asint`	`bool`	Returns as `Int`. Default: `True`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Long Run

This indicator, by Kevin Johnson, attempts to identify long runs.

Sources

Kevin Johnson
tradingview

Parameters:

Name	Type	Description	Default
`fast`	`Series`	`fast` Series.	required
`slow`	`Series`	`slow` Series.	required
`length`	`int`	The `decreasing` and `increasing` period. Default: `2`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Parabolic Stop and Reverse

This indicator, by J. Wells Wilder, attempts to identify trend direction and potential reversals.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	Optional `close` Series	`None`
`af0`	`float`	Initial Acceleration Factor. Default: `0.02`	`None`
`af`	`float`	Acceleration Factor. Default: `0.02`	`None`
`max_af`	`float`	Maximum Acceleration Factor. Default: `0.2`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	4 columns

Warning

TA-Lib Correlation: np.float64(0.9837617513753181)

Tip

Corrective contributions welcome!

Q Stick

This indicator, by Tushar Chande, attempts to quantify and identify trends.

Sources

tradingtechnologies

Parameters:

Name	Type	Description	Default
`open_`	`Series`	`open` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `10`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"sma"`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Random Walk Index

This indicator attempts to identify the difference between a trend and a random walk.

Sources

technicalindicators

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `14`	`None`
`mamode`	`str`	See `help(ta.ma)`. Default: `"rma"`	`None`
`talib`	`bool`	If installed, use TA Lib. Default: `True`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Short Run

This indicator, by Kevin Johnson, attempts to identify short runs.

Sources

Kevin Johnson
tradingview

Parameters:

Name	Type	Description	Default
`fast`	`Series`	`fast` Series.	required
`slow`	`Series`	`slow` Series.	required
`length`	`int`	The `decreasing` and `increasing` period. Default: `2`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Trendflex

This trend indicator, by John F. Ehlers, complements the "reflex" indicator.

Sources

rengel8 (2021-08-11) based on the implementation from "ProRealCode" (2021-08-11)
prorealcode
traders

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `20`	`None`
`smooth`	`int`	Super Smoother period. Default: ```20````	`None`
`alpha`	`float`	Alpha weight. Default: `0.04`	`None`
`pi`	`float`	Ehlers's truncated value: `3.14159`. Default: `3.14159`	`None`
`sqrt2`	`float`	Ehlers's truncated value: `1.414`. Default: `1.414`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Note

John F. Ehlers introduced two indicators within the article "Reflex: A New Zero-Lag Indicator” in February 2020, TASC magazine. One of which is Reflex, a lag reduced cycle indicator. Both indicators (Reflex/Trendflex) are oscillators that complement each other with the focus for cycle and trend.

TTM Trend

This indicator, by John Carter, labels bars green, 1, or red -1, when above or below the average value.

Sources

John Carter, book “Mastering the Trade”
prorealcode

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `6`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	1 column

Tip

Two bars of the opposite color is the signal to get in or out.
Recommended to stay in trade if colors do not change.

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!

Vertical Horizontal Filter

This indicator, by Adam White, attempts to identify trending and ranging markets.

Sources

incrediblecharts

Parameters:

Name	Type	Description	Default
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `28`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`Series`	1 column

Vortex

This indicator attempts to capture positive and negative trend movement using two oscillators.

Sources

stockcharts

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series	required
`length`	`int`	The period. Default: `14`	`None`
`drift`	`int`	Difference amount. Default: `1`	`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Zigzag

This indicator attempts to filter out smaller movements while identifying trend direction. It does not predict future trends, but it does identify swing highs and lows.

Sources

Parameters:

Name	Type	Description	Default
`high`	`Series`	`high` Series	required
`low`	`Series`	`low` Series	required
`close`	`Series`	`close` Series. Default: `None`	`None`
`legs`	`int`	Number of legs (> 2). Default: `10`	`None`
`deviation`	`float`	Reversal deviation percentage. Default: `5`	`None`
`backtest`	`bool`		`None`
`offset`	`int`	Post shift. Default: `0`	`None`

Other Parameters:

Name	Type	Description
`fillna`	`value`	`pd.DataFrame.fillna(value)`

Returns:

Type	Description
`DataFrame`	2 columns

Deviation

When deviation=10, it shows movements greater than 10%.

Backtest Mode

Ensures the DataFrame is safe for backtesting. By default, swing points are returned on the pivot index. Intermediate swings are not returned at all. This mode swing detection is placed on the bar that would have been detected. Furthermore, changes in swing levels are also included instead of only the final value.

Use the following formula to get the true index of a pivot: p_i = i - int(floor(legs / 2))

Warning

A Series reversal will create a new line.