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Technical Analysis Indicators

This document provides an overview of all the technical analysis indicators available in the library.

Moving Averages

Simple Moving Averages

  • SMA (Simple Moving Average)

    • Description: Basic moving average calculated by taking the arithmetic mean over a period
    • Parameters:
      • period: (int, default=41) Number of periods to calculate the average
      • column: (str, default='close') Column to calculate SMA on

  • SMM (Simple Moving Median)

    • Description: Alternative to SMA using median instead of mean, more robust to outliers
    • Parameters:
      • period: (int, default=9) Number of periods for median calculation
      • column: (str, default='close') Column to calculate SMM on

  • SSMA (Smoothed Simple Moving Average)

    • Description: A smoothed version of the simple moving average
    • Parameters:
      • period: (int, default=9) Number of periods for smoothing
      • column: (str, default='close') Column to calculate SSMA on
      • adjust: (bool, default=True) Adjust the smoothing

Exponential Moving Averages

  • EMA (Exponential Moving Average)

    • Description: Moving average giving more weight to recent prices
    • Parameters:
      • period: (int, default=9) Number of periods for EMA calculation
      • column: (str, default='close') Column to calculate EMA on
      • adjust: (bool, default=True) Adjust the exponential weighting

  • DEMA (Double Exponential Moving Average)

    • Description: Reduces lag by applying a double exponential smoothing
    • Parameters:
      • period: (int, default=9) Number of periods for DEMA calculation
      • column: (str, default='close') Column to calculate DEMA on
      • adjust: (bool, default=True) Adjust the exponential weighting

  • TEMA (Triple Exponential Moving Average)

    • Description: Further reduces lag using triple exponential smoothing
    • Parameters:
      • period: (int, default=9) Number of periods for TEMA calculation
      • adjust: (bool, default=True) Adjust the exponential weighting

  • TRIMA (Triangular Moving Average)

    • Description: Places more weight on middle values of the period
    • Parameters:
      • period: (int, default=18) Number of periods for TRIMA calculation

Advanced Moving Averages

  • KAMA (Kaufman Adaptive Moving Average)

    • Description: Adapts to market volatility, reducing lag in trending markets
    • Parameters:
      • er: (int, default=10) Efficiency ratio periods
      • ema_fast: (int, default=2) Fast EMA period
      • ema_slow: (int, default=30) Slow EMA period
      • period: (int, default=20) KAMA period
      • column: (str, default='close') Column to calculate KAMA on

  • ZLEMA (Zero Lag Exponential Moving Average)

    • Description: Removes lag by using a special smoothing formula
    • Parameters:
      • period: (int, default=26) Number of periods for calculation
      • adjust: (bool, default=True) Adjust the exponential weighting
      • column: (str, default='close') Column to calculate ZLEMA on

  • WMA (Weighted Moving Average)

    • Description: Assigns higher weights to recent data points
    • Parameters:
      • period: (int, default=9) Number of periods for WMA calculation
      • column: (str, default='close') Column to calculate WMA on

  • HMA (Hull Moving Average)

    • Description: Provides significantly less lag than traditional moving averages
    • Parameters:
      • period: (int, default=16) Number of periods for HMA calculation

  • EVWMA (Elastic Volume Weighted Moving Average)

    • Description: Volume-weighted moving average with elastic properties
    • Parameters:
      • period: (int, default=20) Number of periods for calculation

  • VWAP (Volume Weighted Average Price)

    • Description: Average price weighted by volume
    • Parameters:
      • Requires OHLCV data

Momentum Indicators

Basic Momentum

  • MOM (Momentum)

    • Description: Measures the change in price over a period
    • Parameters:
      • period: (int, default=10) Number of periods for momentum calculation
      • column: (str, default='close') Column to calculate momentum on

  • ROC (Rate of Change)

    • Description: Shows the percentage change in price over a period
    • Parameters:
      • period: (int, default=12) Number of periods for ROC calculation
      • column: (str, default='close') Column to calculate ROC on

  • RSI (Relative Strength Index)

    • Description: Measures speed and magnitude of recent price changes
    • Parameters:
      • period: (int, default=14) Number of periods for RSI calculation
      • column: (str, default='close') Column to calculate RSI on
      • adjust: (bool, default=True) Adjust the calculation

  • MACD (Moving Average Convergence Divergence)

    • Description: Shows the relationship between two moving averages
    • Parameters:
      • period_fast: (int, default=12) Fast EMA period
      • period_slow: (int, default=26) Slow EMA period
      • signal: (int, default=9) Signal line period
      • column: (str, default='close') Column to calculate MACD on
      • adjust: (bool, default=True) Adjust the calculation

Advanced Momentum

  • STOCH (Stochastic Oscillator)

    • Description: Compares closing price to price range over a period
    • Parameters:
      • period: (int, default=14) Number of periods for calculation

  • STOCHRSI (Stochastic RSI)

    • Description: Applies stochastic calculation to RSI values
    • Parameters:
      • rsi_period: (int, default=14) RSI calculation period
      • stoch_period: (int, default=14) Stochastic calculation period

  • WILLIAMS (Williams %R)

    • Description: Shows where current price is relative to high-low range
    • Parameters:
      • period: (int, default=14) Number of periods for calculation

  • VBM (Volatility-Based-Momentum)

    • Description: Similar to ROC but divides by historical volatility using ATR
    • Parameters:
      • roc_period: (int, default=12) ROC calculation period
      • atr_period: (int, default=26) ATR calculation period
      • column: (str, default='close') Column for calculations

  • DYMI (Dynamic Momentum Index)

    • Description: Variable term RSI that adapts to volatility
    • Parameters:
      • column: (str, default='close') Column for calculations
      • adjust: (bool, default=True) Adjust the calculation

  • IFT_RSI (Inverse Fisher Transform RSI)

    • Description: Modified RSI using inverse Fisher transform
    • Parameters:
      • column: (str, default='close') Column for calculations
      • rsi_period: (int, default=5) RSI calculation period
      • wma_period: (int, default=9) WMA calculation period

  • UO (Ultimate Oscillator)

    • Description: Multi-timeframe momentum indicator
    • Parameters:
      • column: (str, default='close') Column for calculations

  • AO (Awesome Oscillator)

    • Description: Shows market momentum using simple moving averages
    • Parameters:
      • slow_period: (int, default=34) Slow period
      • fast_period: (int, default=5) Fast period

  • MI (Mass Index)

    • Description: Identifies trend reversals based on range expansions
    • Parameters:
      • period: (int, default=9) Calculation period
      • adjust: (bool, default=True) Adjust the calculation

  • BOP (Balance of Power)

    • Description: Shows buying and selling pressure
    • Parameters:
      • Requires OHLC data

  • CMO (Chande Momentum Oscillator)

    • Description: Shows directional movement strength
    • Parameters:
      • period: (int, default=9) Calculation period
      • factor: (int, default=100) Scaling factor
      • column: (str, default='close') Column for calculations
      • adjust: (bool, default=True) Adjust the calculation

  • KST (Know Sure Thing)

    • Description: Momentum oscillator based on four different time frames
    • Parameters:
      • r1: (int, default=10) First ROC period
      • r2: (int, default=15) Second ROC period
      • r3: (int, default=20) Third ROC period
      • r4: (int, default=30) Fourth ROC period

  • TSI (True Strength Index)

    • Description: Momentum oscillator based on double smoothing of price changes
    • Parameters:
      • long: (int, default=25) Long period
      • short: (int, default=13) Short period
      • signal: (int, default=13) Signal period
      • column: (str, default='close') Column for calculations
      • adjust: (bool, default=True) Adjust the calculation

Volatility Indicators

Bands and Channels

  • BBANDS (Bollinger Bands)

    • Description: Shows volatility-based bands around a moving average
    • Parameters:
      • period: (int, default=20) Number of periods for calculation
      • std_multiplier: (float, default=2) Standard deviation multiplier
      • column: (str, default='close') Column to calculate bands on
      • MA: (Series, optional) Override internal MA calculation

  • KC (Keltner Channels)

    • Description: Similar to Bollinger Bands but uses ATR for band width
    • Parameters:
      • period: (int, default=20) Number of periods for calculation
      • atr_period: (int, default=10) ATR calculation period
      • kc_mult: (float, default=2) Multiplier for channel width
      • MA: (Series, optional) Override internal MA calculation

Volatility Measures

  • ATR (Average True Range)

    • Description: Measures market volatility
    • Parameters:
      • period: (int, default=14) Number of periods for ATR calculation

  • TR (True Range)

    • Description: Base calculation showing the greatest of various price ranges
    • Parameters:
      • Requires OHLC data

Volume Indicators

  • OBV (On Balance Volume)

    • Description: Cumulative volume indicator based on price direction
    • Parameters:
      • column: (str, default='close') Column to calculate OBV on

  • VZO (Volume Zone Oscillator)

    • Description: Shows volume pressure with overbought/oversold levels
    • Parameters:
      • period: (int, default=14) Number of periods for calculation
      • column: (str, default='close') Column for calculations
      • adjust: (bool, default=True) Adjust the calculation

  • EFI (Elder's Force Index)

    • Description: Measures the power behind price movements
    • Parameters:
      • period: (int, default=13) Number of periods for calculation
      • column: (str, default='close') Column for calculations
      • adjust: (bool, default=True) Adjust the calculation

  • WOBV (Weighted On Balance Volume)

    • Description: OBV weighted by price changes
    • Parameters:
      • column: (str, default='close') Column for calculations

  • VPT (Volume Price Trend)

    • Description: Combines volume with price changes
    • Parameters:
      • Requires OHLCV data

  • FVE (Fair Value Extension)

    • Description: Advanced money flow indicator
    • Parameters:
      • period: (int, default=22) Calculation period
      • factor: (int, default=0.3) Price threshold factor

  • VFI (Volume Flow Indicator)

    • Description: Tracks volume based on price direction
    • Parameters:
      • period: (int, default=130) Calculation period
      • smoothing_factor: (int, default=3) Smoothing period
      • factor: (int, default=0.2) Scaling factor
      • vfactor: (int, default=2.5) Volume cutoff factor
      • adjust: (bool, default=True) Adjust the calculation

  • MFI (Money Flow Index)

    • Description: Volume-weighted RSI
    • Parameters:
      • period: (int, default=14) Calculation period

  • ADL (Accumulation/Distribution Line)

    • Description: Shows money flow into/out of a security
    • Parameters:
      • Requires OHLCV data

  • CHAIKIN (Chaikin Oscillator)

    • Description: Momentum of ADL line
    • Parameters:
      • adjust: (bool, default=True) Adjust the calculation

  • EMV (Ease of Movement)

    • Description: Relates price change to volume
    • Parameters:
      • period: (int, default=14) Calculation period

Trend Indicators

  • ADX (Average Directional Index)

    • Description: Measures trend strength
    • Parameters:
      • period: (int, default=14) Number of periods for calculation
      • adjust: (bool, default=True) Adjust the calculation

  • DMI (Directional Movement Index)

    • Description: Shows trend direction and strength
    • Parameters:
      • period: (int, default=14) Number of periods for calculation
      • adjust: (bool, default=True) Adjust the calculation

  • PSAR (Parabolic SAR)

    • Description: Trend following indicator with stop and reverse signals
    • Parameters:
      • iaf: (float, default=0.02) Initial acceleration factor
      • maxaf: (float, default=0.2) Maximum acceleration factor

  • ICHIMOKU (Ichimoku Cloud)

    • Description: Complete trading system showing support, resistance, and trend
    • Parameters:
      • tenkan_period: (int, default=9) Conversion line period
      • kijun_period: (int, default=26) Base line period
      • senkou_period: (int, default=52) Leading span B period
      • chikou_period: (int, default=26) Lagging span period

Pattern Recognition

  • WILLIAMS_FRACTAL

    • Description: Identifies potential turning points in the market
    • Parameters:
      • period: (int, default=2) Number of lower highs/higher lows

  • SQZMI (Squeeze Momentum)

    • Description: Identifies periods of market consolidation
    • Parameters:
      • period: (int, default=20) Number of periods for calculation
      • MA: (Series, optional) Override internal MA calculation

Price Transform Indicators

  • TP (Typical Price)

    • Description: Average of high, low, and close
    • Parameters:
      • Requires OHLC data

  • PIVOT

    • Description: Calculates pivot points and support/resistance levels
    • Parameters:
      • Requires OHLC data

  • PIVOT_FIB (Fibonacci Pivot Points)

    • Description: Fibonacci-based pivot points
    • Parameters:
      • Requires OHLC data

  • VC (Value Chart)

    • Description: Normalizes price into value zones
    • Parameters:
      • period: (int, default=5) Calculation period

Market Strength

  • EBBP (Elder Bull Bear Power)

    • Description: Shows buying and selling pressure
    • Parameters:
      • Requires OHLC data

  • BASP (Buying/Selling Pressure)

    • Description: Identifies buying and selling pressure
    • Parameters:
      • period: (int, default=40) Calculation period
      • adjust: (bool, default=True) Adjust the calculation

  • BASPN (Normalized BASP)

    • Description: Normalized version of BASP indicator
    • Parameters:
      • period: (int, default=40) Calculation period
      • adjust: (bool, default=True) Adjust the calculation

Additional Indicators

  • CHANDELIER

    • Description: Sets trailing stop-loss based on ATR
    • Parameters:
      • short_period: (int, default=22) Short period
      • long_period: (int, default=22) Long period
      • k: (int, default=3) ATR multiplier

  • QSTICK

    • Description: Shows dominance of black or white candlesticks
    • Parameters:
      • period: (int, default=14) Calculation period

  • WTO (Wave Trend Oscillator)

    • Description: Trend and momentum indicator
    • Parameters:
      • channel_length: (int, default=10) Channel length
      • average_length: (int, default=21) Average length
      • adjust: (bool, default=True) Adjust the calculation

  • FISH (Fisher Transform)

    • Description: Converts prices into a Gaussian normal distribution
    • Parameters:
      • period: (int, default=10) Calculation period
      • adjust: (bool, default=True) Adjust the calculation

  • WAVEPM (Wave Price Mass)

    • Description: Volatility-based oscillator
    • Parameters:
      • period: (int, default=14) Calculation period
      • lookback_period: (int, default=100) Lookback period
      • column: (str, default='close') Column for calculations

  • ROLLING_MAX

    • Description: Highest value in a rolling window
    • Parameters:
      • periods: (int, default=10) Rolling window size
      • column: (str, default='close') Column for calculations

  • ROLLING_MIN

    • Description: Lowest value in a rolling window
    • Parameters:
      • periods: (int, default=10) Rolling window size
      • column: (str, default='close') Column for calculations

Notes

  • Most indicators can be customized using different periods and parameters
  • Many indicators work best in combination with others
  • Different market conditions may require different indicators
  • Always use indicators as part of a complete trading strategy
  • All indicators require OHLC (Open, High, Low, Close) data unless specified otherwise
  • Some indicators require volume data (OHLCV)

References

For detailed information about each indicator, including formulas and usage examples, please refer to the source code documentation.