class BBand(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [12, 2]
self.displays = ["UP", "MA", "DN"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[0], None, ("NAverage", "MA"))
self.ind2 = StdDev(self, self.options[0], None,
("StdDev", "__BBand_StdDev"))
# The computation is executed each time data is added or changed.
def calculating(self):
factor = self.options[1]
self.ind1.calculate()
self.ind2.calculate()
ma = self.lines["MA"]
dev = self.lines["__BBand_StdDev"]
self.lines["UP"] = ma + dev * factor
self.lines["DN"] = ma - dev * factor
class RSI(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [12, 9]
self.inputs = ["C"]
self.displays = ["RSI", "RSI_MA"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[1], "RSI")
# The computation is executed each time data is added or changed.
def calculating(self):
length = self.options[0]
up_sum = 0
dn_sum = 0
for index in range(length):
old_value = self.lines[self.inputs[0], index+1]
new_value = self.lines[self.inputs[0], index+0]
amount = new_value - old_value
if amount >= 0:
up_sum += amount
else:
dn_sum += abs(amount)
self.lines["RSI"] = up_sum / (up_sum + dn_sum) * 100.0
self.ind1.calculate()
self.lines["RSI_MA"] = self.ind1.lines["NAverage"]
class ATR(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [14]
self.displays = ["ATR"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = TrueRange(self, None, None,("TrueRange", "__ATR_TR"))
self.ind2 = NAverage(self, self.options[0], "__ATR_TR", ("NAverage", "ATR"))
# The computation is executed each time data is added or changed.
def calculating(self):
self.ind1.calculate()
self.ind2.calculate()
class Envelope(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [12, 2]
self.displays = ["UP", "MA", "DN"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[0], None, ("NAverage", "MA"))
# The computation is executed each time data is added or changed.
def calculating(self):
factor = self.options[2]
self.ind1.calculate()
self.lines["UP"] = self.lines["MA"] + self.lines["MA"] * factor / 100.0
self.lines["DN"] = self.lines["MA"] - self.lines["MA"] * factor / 100.0
class CCI(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [12]
self.displays = ["CCI"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[0], "MID", ("NAverage", "AMID"))
self.ind2 = NAverage(self, self.options[0], "INTERVAL", ("NAverage", "AINTERVAL"))
# The computation is executed each time data is added or changed.
def calculating(self):
self.lines["MID"] = (self.lines["H"] + self.lines["L"] + self.lines["C"]) / 3.0
self.ind1.calculate()
self.lines["INTERVAL"] = self.lines["MID"] - self.lines["AMID"]
self.ind2.calculate()
self.lines["CCI"] = self.lines["INTERVAL"] / (0.015 * self.lines["AINTERVAL"])
class StdDev(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [10]
self.inputs = ["C"]
self.displays = ["StdDev"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[0], self.inputs[0])
# The computation is executed each time data is added or changed.
def calculating(self):
length = self.options[0]
linename = self.inputs[0]
self.ind1.calculate()
ma = self.ind1.lines["NAverage"]
sum = 0
for index in range(length):
sum += (ma - self.lines[linename, index])**2
self.lines["StdDev"] = sqrt(sum / length)
class MA3(Indicator):
# Set the default initialization. The first one is executed.
def initialize(self):
self.options = [10, 20, 60]
self.inputs = ["C"]
self.displays = ["MA1", "MA2", "MA3"]
# It generates indicators that is used internally. The first one is executed.
def declare_using(self):
self.ind1 = NAverage(self, self.options[0], self.inputs[0])
self.ind2 = NAverage(self, self.options[1], self.inputs[0])
self.ind3 = NAverage(self, self.options[2], self.inputs[0])
# The computation is executed each time data is added or changed.
def calculating(self):
self.ind1.calculate()
self.ind2.calculate()
self.ind3.calculate()
self.lines["MA1"] = self.ind1.lines["NAverage"]
self.lines["MA2"] = self.ind2.lines["NAverage"]
self.lines["MA3"] = self.ind3.lines["NAverage"]
