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3. Adding Indicators
Ruben edited this page Mar 3, 2018
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Technify uses the ta-lib library so the algorithms provided are the ones described in their repository documentation.
from technify import indicatorsThe indicators can be added by means of the append function, the signature is the same for all of them:
- the indicator function name
- list containing the input columns for the indicator
- map of parameters to overwrite (optional)
- saveas parameter with a list of column names that will overwrite the default generated columns.
Example:
msft = Stock.fromQuandl("EOD/MSFT")\
.append(ov.ema, "Open", timeperiod=40) # stores the result as 'ema'
msft = Stock.fromQuandl("EOD/MSFT")\
.append(ov.bbands,"Close", saveas=["low", "medium", "high"]) # custom Bollinger bandsThe following list contains the available functions in Indicators module:
from technify import indicators | Function Name | Description | Default output colums |
|---|---|---|
| bbands | Bollinger Bands | bbands_lb, bbands_mb, bbands_ub |
| dema | Double Exponential Moving Average | dema |
| ema | Exponential Moving Average | ema |
| trendline | Hilbert Transform - Instantaneous Trendline | trendline |
| kama | Kaufman Adaptive Moving Average | kama |
| ma | Moving average | ma |
| mama | MESA Adaptive Moving Average | mama, fama |
| mavp | Moving average with variable period | mavp |
| midpoint | MidPoint over period | midpoint |
| midprice | Midpoint Price over period | midprice |
| sar | Parabolic SAR | sar |
| sarext | Parabolic SAR - Extended | sarext |
| sma | Simple Moving Average | sma |
| t3 | Triple Exponential Moving Average (T3) | t3 |
| tema | Triple Exponential Moving Average | tema |
| trima | Triangular Moving Average | trima |
| wma | Weighted Moving Average | wma |
| ------ | Momentum Indicators | ------ |
| adx | Average Directional Movement Index | adx |
| adxr | Average Directional Movement Index Rating | adxr |
| apo | Absolute Price Oscillator | apo |
| aroon | Aroon | aroon |
| aroonosc | Aroon Oscillator | aroondown, aroonup |
| bop | Balance Of Power | bop |
| cci | Commodity Channel Index | cci |
| com | Chande Momentum Oscillator | cmo |
| dx | Directional Movement Index | dx |
| macd | Moving Average Convergence/Divergence | macd, macdsignal, macdhist |
| macdext | MACD with controllable MA type | macd, macdsignal, macdhist |
| macdfix | MACD Fix 12/26 | macdsignal, macdhist |
| mfi | Money Flow Index | mfi |
| minus_di | Minus Directional Indicator | minus_di |
| minus_dm | Minus Directional Movement | minus_dm |
| mom | Momentum | mom |
| plus_di | Plus Directional Indicator | plus_di |
| plus_dm | Plus Directional Movement | plus_dm |
| ppo | Percentage Price Oscillator | ppo |
| roc | Rate of change : ((price/prevPrice)-1)*100 | roc |
| rocp | Rate of change Percentage | rocp |
| rocr | Rate of change ratio: (price/prevPrice) | rocr |
| rocr100 | Rate of change ratio 100 scale | rocr100 |
| rsi | Relative Strength Index | rsi |
| stoch | Stochastic | slowk, slowd |
| stochf | Stochastic Fast | fastk, fastd |
| stochrsi | Stochastic Relative Strength Index | fastk, fastd |
| trix | 1-day Rate-Of-Change (ROC) | trix |
| ultosc | Ultimate Oscillator | ultosc |
| willr | Williams' %R | willr |
| ------ | Volume Indicators | ------ |
| ad | Chaikin A/D Line | ad |
| adosc | Chaikin A/D Oscillator adosc | |
| obv | On Balance Volume | obv |
| ------ | Volatility Indicators | ------ |
| atr | Average True Range | atr |
| natr | Normalized Average True Range | natr |
| trange | True Range | trange |
| ------ | Cycle Indicators | ------ |
| ht_dcperiod | Hilbert Transform - Dominant Cycle Period | ht_dcperiod |
| ht_dcphase | Hilbert Transform - Dominant Cycle Phase | ht_dcphase |
| ht_phasor | Hilbert Transform - Phasor Components | inphase, quadrature |
| ht_sine | Hilbert Transform - SineWave | sine, leadsine |
| ht_trendmode | Hilbert Transform - Trend vs Cycle Mode | ht_trendmode |