def keltnerChannel(df, kc_len):
df_kc = df.ta.kc(length=kc_len)
kc_low = df_kc.iloc[:, 0]
kc_upp = df_kc.iloc[:, 2]
kc_ul = ta.above(df.close, kc_upp)
kc_ll = ta.below(df.close, kc_low)
kc_ul.iloc[:kc_len] = np.nan
kc_ll.iloc[:kc_len] = np.nan
return kc_ll, kc_ul
def donchianChannel(df, dc_llen, dc_ulen):
df_dc = ta.donchian(df.close, uper_lenght=dc_ulen, lower_length=dc_llen)
dc_low = df_dc.iloc[:, 0]
dc_upp = df_dc.iloc[:, 2]
dc_ul = ta.above(df.close, dc_upp)
dc_ll = ta.below(df.close, dc_low)
dc_ul.iloc[:max([dc_llen, dc_ulen])] = np.nan
dc_ll.iloc[:max([dc_llen, dc_ulen])] = np.nan
return dc_ll, dc_ul
def bollingerBands(df, bb_per):
df_bb = df.ta.bbands(length=bb_per)
bol_low = df_bb.iloc[:, 0]
bol_upp = df_bb.iloc[:, 2]
bb_ll = ta.below(df.close, bol_low)
bb_ul = ta.above(df.close, bol_upp)
bb_ll.iloc[:bb_per] = np.nan
bb_ul.iloc[:bb_per] = np.nan
return bb_ll, bb_ul
def movingAverage(df, fast_p, slow_p):
smas = df.ta.sma(length=fast_p)
smal = df.ta.sma(length=slow_p)
ma_buy = ta.cross(smas, smal, above=True)
ma_sell = ta.cross(smas, smal, above=False)
ma_upw = ta.above(smas, smal)
ma_buy.iloc[:fast_p] = np.nan
ma_sell.iloc[:fast_p] = np.nan
ma_upw.iloc[:fast_p] = np.nan
return ma_buy, ma_sell, ma_upw
def adx(df, adx_len, adx_ul):
df_adx = df.ta.adx(length=adx_len)
adx, dmp, dmm = df_adx.iloc[:, 0], df_adx.iloc[:, 1], df_adx.iloc[:, 2]
adx_force = ta.above_value(adx, adx_ul)
adx_buy = ta.cross(dmp, dmm, above=True)
adx_sell = ta.cross(dmp, dmm, above=False)
adx_upw = ta.above(dmp, dmm)
adx_force.iloc[:adx_len] = np.nan
adx_buy.iloc[:adx_len] = np.nan
adx_sell.iloc[:adx_len] = np.nan
adx_upw.iloc[:adx_len] = np.nan
return adx_force, adx_buy, adx_sell, adx_upw
def macd(df, macd_fast_p, macd_slow_p, macd_sign_p):
df_macd = df.ta.macd(fast=macd_fast_p,
slow=macd_slow_p,
signal=macd_sign_p)
macd_macd = df_macd.iloc[:, 0]
macd_sign = df_macd.iloc[:, 2]
macd_buy = ta.cross(macd_sign, macd_macd, above=True)
macd_sell = ta.cross(macd_sign, macd_macd, above=False)
macd_upw = ta.above(macd_sign, macd_macd)
macd_buy.iloc[:macd_slow_p] = np.nan
macd_sell.iloc[:macd_slow_p] = np.nan
macd_upw.iloc[:macd_slow_p] = np.nan
return macd_buy, macd_sell, macd_upw