def __init__(self, prices):
indicator.__init__(self, 'Williams', 'trend', prices.index)
self.jaw, self.teeth, self.lips = self.Init(prices)
# Signals
fromBottom, fromTop = FindIntersections(self.lips, self.jaw)
self.sell = fromTop
fromBottom, fromTop = FindIntersections(self.lips, self.teeth)
self.buy = fromBottom
def __init__(self, close):
indicator.__init__(self, 'MACD', 'trend', close.index)
self.macd, self.signal = self.InitMACD(close)
self.buy, self.sell = FindIntersections(self.macd, self.signal)
# Create histogram
histogram = self.macd.subtract(self.signal)
self.hplus = CreateSubsetByValues(histogram, 0, 100)
self.hminus = CreateSubsetByValues(histogram, -100, 0)
def __init__(self, high, low, close, volume, info, n=21):
indicator.__init__(self, 'CMF%u' % n, 'trend', close.index)
self.n = n
self.info = info
self.cmf, self.cosc = self.Init(high, low, close, volume, n)
# Signals Chaikin Oscillator Bullish/Bearish. Crossings.
self.toRise, self.toFall = FindIntersections(self.cosc, 0)
def __init__(self, high, low, atr, n=14):
indicator.__init__(self, 'DMI%u' % n, 'trend', low.index)
self.n = n
self.dip, self.din, self.adx = self.InitDMI(high, low, atr)
# Signals
fromBottom, fromTop = FindIntersections(self.dip, self.din)
self.buy = fromBottom
self.sell = fromTop
def __init__(self, high, low, close, n=14, d_n=3):
indicator.__init__(self, 'Stoch%u' % n, 'momentum', close.index)
self.n = n
self.d_n = n
self.overBoughtLvl = 80
self.overSellLvl = 20
self.k, self.d = self.InitStoch(high, low, close)
# Signals for stoch
self.buy, self.sell = FindIntersections(self.k, self.d)
def __init__(self, high, low, close, n=14):
indicator.__init__(self, 'CCI%u' % n, 'momentum', close.index)
self.n = n
self.factor = 0.015
self.cci = self.InitCCI(high, low, close)
self.cciSignal = CreateMovingAverage(self.cci, self.n * 1.5)
# Signals
fromBottom, fromTop = FindIntersections(self.cci, -100)
self.buy = fromBottom
fromBottom, fromTop = FindIntersections(self.cci, 100)
self.sell = fromTop
def __init__(self, close, n=14):
indicator.__init__(self, 'RSI%u' % n, 'momentum', close.index)
self.n = n
self.overBoughtLvl = 70
self.overSellLvl = 30
self.hystersis = 5
self.rsi = self.InitRSI(close, self.n)
self.notSellSignal = CreateSubsetByValues(self.rsi, 0, 30)
self.notBuySignal = CreateSubsetByValues(self.rsi, 70, 100)
self.trendToFall = CreateSubsetByValues(self.rsi, 100 - self.hystersis,
100)
self.trendToRise = CreateSubsetByValues(self.rsi, 0, self.hystersis)
self.fromBottom50, self.fromTop50 = FindIntersections(self.rsi, 50)
def __init__(self, open, high, low, close):
indicator.__init__(self, 'Ichimoku', 'momentum',
close.index)
self.tenkanSen, self.kijunSen, self.chikouSpan, self.senkouSpanA, self.senkouSpanB = self.__initIchimoku(
open, high, low, close)
self.low = low
self.signals = pd.DataFrame(columns=['value', 'type', 'name'])
# Range
self.pmax = close.max()
self.pmin = close.min()
# Signals
self.buy = None
self.sell = None
# Tenkan sen and kijun sen
fromBottom, fromTop = FindIntersections(self.tenkanSen, self.kijunSen)
self.__filterAppendSignals('TenKij', 1, fromBottom, fromTop)
# ClosePrice and tenkans sen
fromBottom, fromTop = FindIntersections(close, self.tenkanSen)
self.__filterAppendSignals('CloseTen', 0, fromBottom, fromTop)
# ClosePrice and kijun sen
fromBottom, fromTop = FindIntersections(close, self.kijunSen)
self.__filterAppendSignals('CloseKij', 0, fromBottom, fromTop)
# Senkou Span cross
fromBottom, fromTop = FindIntersections(
self.senkouSpanA, self.senkouSpanB, dropna=False)
self.__filterAppendSignals(
'KumoChg', 4, fromBottom.shift(-26).dropna(), fromTop.shift(-26).dropna())
# Chikou Span cross
fromBottom, fromTop = FindIntersections(
self.chikouSpan, close, dropna=False)
self.__filterAppendSignals('ChiClose', 2, fromBottom.shift(
26).dropna(), fromTop.shift(26).dropna())
# Kumo Breakout
kumoTop = pd.concat([self.senkouSpanA, self.senkouSpanB]).max(level=0)
kumoBottom = pd.concat(
[self.senkouSpanA, self.senkouSpanB]).min(level=0)
fromBottom, fromTop = FindIntersections(close, kumoTop)
self.__appendSignals('KumoBr', 'buy', 3, fromBottom)
fromBottom, fromTop = FindIntersections(close, kumoBottom)
self.__appendSignals('KumoBr', 'sell', 3, fromTop)
def __init__(self, high, low, close, volume, info, n=14):
indicator.__init__(self, 'MFI%u' % n, 'momentum', close.index)
self.n = n
self.info = info
self.typicalPrice = (high + low + close) / 3
self.moneyFlow, self.posFlow, self.negFlow, self.mfi = self.InitMoneyFlow(
self.typicalPrice, volume, n)
# money on the market plot
self.moneyMarket = self.moneyFlow.cumsum()
# Signals
fromBottom, fromTop = FindIntersections(self.mfi, 20)
self.buy = fromBottom
fromBottom, fromTop = FindIntersections(self.mfi, 80)
self.sell = fromTop
# TrenToFall / TrendToRise
fromBottom, fromTop = FindIntersections(self.mfi, 10)
self.buyStrong = fromBottom
fromBottom, fromTop = FindIntersections(self.mfi, 90)
self.sellStrong = fromTop
def __init__(self, close, n=20, k=2):
indicator.__init__(self, 'Bollinger', 'momentum', close.index)
self.n = n
self.k = k
self.consolidationLvl = 15 # percent
self.variabilityLvl = 50 # percent
self.mavg, self.upperBand, self.lowerBand = self.InitBollinger(
close, self.n, self.k)
self.std = self.upperBand - self.lowerBand
self.absStd = (self.std * 100) / self.std.max()
# Signals
fromBottom, fromTop = FindIntersections(self.upperBand, close)
self.sell = fromBottom
fromBottom, fromTop = FindIntersections(self.lowerBand, close)
self.buy = fromTop
self.consolidation = CreateSubsetByValues(self.absStd, 0,
self.consolidationLvl)
self.variability = CreateSubsetByValues(self.absStd,
self.variabilityLvl, 100)
def __init__(self, data, type='rising'):
indicator.__init__(self, 'Trend', 'trend', data.index)
self.type = type
self.trends = self.Init(data)
def __init__(self, zigzag):
''' Constructor '''
indicator.__init__(self, 'IchimokuWaves', 'momentum')
self.zigzag = self.__initIchimokuWaves(open, zigzag)
def __init__(self, dataframe):
''' Constructor '''
indicator.__init__(self, 'CandlestickPatterns',
'momentum', dataframe['Close'].index)
self.patterns = []
self.__init(dataframe)
def __init__(self, high, low, close, n=14):
indicator.__init__(self, 'ATR%u' % n, 'trend', close.index)
self.n = n
self.tr, self.atr = self.InitATR(high, low, close)
def __init__(self, open, high, low, close):
''' Constructor '''
indicator.__init__(self, 'ZigZag', 'momentum', close.index)
self.zigzag = self.__initZigZag(open, high, low, close)
def __init__(self, ichimoku, close):
''' Constructor '''
indicator.__init__(self, 'IchimokuPhase', 'momentum', close.index)
self.phaseLine = self.__initIchimokuPhase(ichimoku)
