def chop(high,
low,
close,
length=None,
atr_length=None,
ln=None,
scalar=None,
drift=None,
offset=None,
**kwargs):
"""Indicator: Choppiness Index (CHOP)"""
# Validate Arguments
length = int(length) if length and length > 0 else 14
atr_length = int(
atr_length) if atr_length is not None and atr_length > 0 else 1
ln = bool(ln) if isinstance(ln, bool) else False
scalar = float(scalar) if scalar else 100
high = verify_series(high, length)
low = verify_series(low, length)
close = verify_series(close, length)
drift = get_drift(drift)
offset = get_offset(offset)
if high is None or low is None or close is None: return
# Calculate Result
diff = high.rolling(length).max() - low.rolling(length).min()
atr_ = atr(high=high, low=low, close=close, length=atr_length)
atr_sum = atr_.rolling(length).sum()
chop = scalar
if ln:
chop *= (npLn(atr_sum) - npLn(diff)) / npLn(length)
else:
chop *= (npLog10(atr_sum) - npLog10(diff)) / npLog10(length)
# Offset
if offset != 0:
chop = chop.shift(offset)
# Handle fills
if "fillna" in kwargs:
chop.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
chop.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
chop.name = f"CHOP{'ln' if ln else ''}_{length}_{atr_length}_{scalar}"
chop.category = "trend"
return chop
def chop(
high,
low,
close,
length=None,
atr_length=None,
scalar=None,
drift=None,
offset=None,
**kwargs,
):
"""Indicator: Choppiness Index (CHOP)"""
# Validate Arguments
high = verify_series(high)
low = verify_series(low)
close = verify_series(close)
length = int(length) if length and length > 0 else 14
atr_length = int(
atr_length) if atr_length is not None and atr_length > 0 else 1
scalar = float(scalar) if scalar else 100
drift = get_drift(drift)
offset = get_offset(offset)
# Calculate Result
diff = high.rolling(length).max() - low.rolling(length).min()
atr_ = atr(high=high, low=low, close=close, length=atr_length)
atr_sum = atr_.rolling(length).sum()
chop = scalar * (npLog10(atr_sum) - npLog10(diff))
chop /= npLog10(length)
# Offset
if offset != 0:
chop = chop.shift(offset)
# Handle fills
if "fillna" in kwargs:
chop.fillna(kwargs["fillna"], inplace=True)
if "fill_method" in kwargs:
chop.fillna(method=kwargs["fill_method"], inplace=True)
# Name and Categorize it
chop.name = f"CHOP_{length}_{atr_length}_{scalar}"
chop.category = "trend"
return chop