From 27ff3305f40f323c39491ede46bfb535a26ad30d Mon Sep 17 00:00:00 2001 From: DongGeon Lee Date: Tue, 25 Jan 2022 10:23:37 +0900 Subject: [PATCH] docs: General updates for v0.3.0 (#122) +semver: minor --- docs/_indicators/.unimplemented/Bop.md | 68 --------------- docs/_indicators/.unimplemented/Cci.md | 67 --------------- docs/_indicators/.unimplemented/ChaikinOsc.md | 75 ----------------- docs/_indicators/.unimplemented/Chop.md | 66 --------------- docs/_indicators/.unimplemented/Cmf.md | 71 ---------------- docs/_indicators/.unimplemented/ConnorsRsi.md | 75 ----------------- .../_indicators/.unimplemented/Correlation.md | 75 ----------------- docs/_indicators/.unimplemented/Dpo.md | 68 --------------- docs/_indicators/.unimplemented/Fcb.md | 70 ---------------- .../.unimplemented/FisherTransform.md | 10 +-- docs/_indicators/.unimplemented/ForceIndex.md | 8 +- docs/_indicators/.unimplemented/Gator.md | 13 ++- docs/_indicators/.unimplemented/Hma.md | 6 +- 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docs/_indicators/.unimplemented/Stc.md | 6 +- docs/_indicators/.unimplemented/StdDev.md | 16 ++-- docs/_indicators/.unimplemented/T3.md | 8 +- docs/_indicators/.unimplemented/Tsi.md | 14 ++-- docs/_indicators/.unimplemented/UlcerIndex.md | 8 +- docs/_indicators/.unimplemented/Ultimate.md | 6 +- .../.unimplemented/VolatilityStop.md | 8 +- docs/_indicators/.unimplemented/Vortex.md | 10 +-- docs/_indicators/.unimplemented/Vwap.md | 2 +- .../.unimplemented/{Epma.md => Vwma.md} | 31 ++++--- docs/_indicators/.unimplemented/WilliamsR.md | 6 +- docs/_indicators/.unimplemented/Wma.md | 6 +- docs/_indicators/.unimplemented/ZigZag.md | 4 +- docs/_indicators/Adl.md | 2 +- docs/_indicators/Alma.md | 2 +- docs/_indicators/Aroon.md | 2 +- docs/_indicators/Atr.md | 2 +- docs/_indicators/Awesome.md | 2 +- docs/_indicators/Beta.md | 3 +- docs/_indicators/BollingerBands.md | 2 +- docs/_indicators/Bop.md | 76 +++++++++++++++++ docs/_indicators/Cci.md | 75 +++++++++++++++++ docs/_indicators/ChaikinOsc.md | 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2 +- docs/_indicators/TripleEma.md | 2 +- docs/_indicators/Trix.md | 2 +- 83 files changed, 1036 insertions(+), 817 deletions(-) delete mode 100644 docs/_indicators/.unimplemented/Bop.md delete mode 100644 docs/_indicators/.unimplemented/Cci.md delete mode 100644 docs/_indicators/.unimplemented/ChaikinOsc.md delete mode 100644 docs/_indicators/.unimplemented/Chop.md delete mode 100644 docs/_indicators/.unimplemented/Cmf.md delete mode 100644 docs/_indicators/.unimplemented/ConnorsRsi.md delete mode 100644 docs/_indicators/.unimplemented/Correlation.md delete mode 100644 docs/_indicators/.unimplemented/Dpo.md delete mode 100644 docs/_indicators/.unimplemented/Fcb.md create mode 100644 docs/_indicators/.unimplemented/Smi.md rename docs/_indicators/.unimplemented/{Epma.md => Vwma.md} (64%) create mode 100644 docs/_indicators/Bop.md create mode 100644 docs/_indicators/Cci.md create mode 100644 docs/_indicators/ChaikinOsc.md create mode 100644 docs/_indicators/Chop.md create mode 100644 docs/_indicators/Cmf.md create mode 100644 docs/_indicators/ConnorsRsi.md create mode 100644 docs/_indicators/Correlation.md create mode 100644 docs/_indicators/Dpo.md create mode 100644 docs/_indicators/Epma.md create mode 100644 docs/_indicators/Fcb.md diff --git a/docs/_indicators/.unimplemented/Bop.md b/docs/_indicators/.unimplemented/Bop.md deleted file mode 100644 index b7e4921b..00000000 --- a/docs/_indicators/.unimplemented/Bop.md +++ /dev/null @@ -1,68 +0,0 @@ ---- -title: Balance of Power (BOP) -description: Balance of Power (BOP) / Balance of Market Power -permalink: /indicators/Bop/ -type: price-characteristic -layout: indicator ---- - -# {{ page.title }} - -Created by Igor Levshin, the [Balance of Power](https://school.stockcharts.com/doku.php?id=technical_indicators:balance_of_power) (aka Balance of Market Power) is a momentum oscillator that depicts the strength of buying and selling pressure. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/302 "Community discussion about this indicator") - -![image]({{site.charturl}}/Bop.png) - -```csharp -// usage -IEnumerable results = - quotes.GetBop(smoothPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `smoothPeriods` | int | Number of periods (`N`) for smoothing. Must be greater than 0. Default is 14. - -### Historical quotes requirements - -You must have at least `N` periods of `quotes`. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N-1` periods will have `null` values since there's not enough data to calculate. - -### BopResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Bop` | decimal | Balance of Power - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("MSFT"); - -// calculate 14-period BOP -IEnumerable results = quotes.GetBop(14); -``` diff --git a/docs/_indicators/.unimplemented/Cci.md b/docs/_indicators/.unimplemented/Cci.md deleted file mode 100644 index b298ec5e..00000000 --- a/docs/_indicators/.unimplemented/Cci.md +++ /dev/null @@ -1,67 +0,0 @@ ---- -title: Commodity Channel Index (CCI) -permalink: /indicators/Cci/ -type: oscillator -layout: indicator ---- - -# {{ page.title }} - -Created by Donald Lambert, the [Commodity Channel Index](https://en.wikipedia.org/wiki/Commodity_channel_index) is an oscillator depicting deviation from typical price range, often used to identify cyclical trends. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/265 "Community discussion about this indicator") - -![image]({{site.charturl}}/Cci.png) - -```csharp -// usage -IEnumerable results = - quotes.GetCci(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 0. Default is 20. - -### Historical quotes requirements - -You must have at least `N+1` periods of `quotes`. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N-1` periods will have `null` values since there's not enough data to calculate. - -### CciResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Cci` | decimal | CCI value for `N` lookback periods - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate 20-period CCI -IEnumerable results = quotes.GetCci(20); -``` diff --git a/docs/_indicators/.unimplemented/ChaikinOsc.md b/docs/_indicators/.unimplemented/ChaikinOsc.md deleted file mode 100644 index 0fa9efba..00000000 --- a/docs/_indicators/.unimplemented/ChaikinOsc.md +++ /dev/null @@ -1,75 +0,0 @@ ---- -title: Chaikin Oscillator -permalink: /indicators/ChaikinOsc/ -type: volume-based -layout: indicator ---- - -# {{ page.title }} - -Created by Marc Chaikin, the [Chaikin Oscillator](https://en.wikipedia.org/wiki/Chaikin_Analytics#Chaikin_Oscillator) is the difference between fast and slow Exponential Moving Averages (EMA) of the [Accumulation/Distribution Line](../Adl#content) (ADL). -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/264 "Community discussion about this indicator") - -![image]({{site.charturl}}/ChaikinOsc.png) - -```csharp -// usage -IEnumerable results = - quotes.GetChaikinOsc(fastPeriods, slowPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `fastPeriods` | int | Number of periods (`F`) in the ADL fast EMA. Must be greater than 0 and smaller than `S`. Default is 3. -| `slowPeriods` | int | Number of periods (`S`) in the ADL slow EMA. Must be greater `F`. Default is 10. - -### Historical quotes requirements - -You must have at least `2×S` or `S+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `S+250` data points prior to the intended usage date for better precision. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `S-1` periods will have `null` values for `Oscillator` since there's not enough data to calculate. - -:hourglass: **Convergence Warning**: The first `S+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### ChaikinOscResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `MoneyFlowMultiplier` | decimal | Money Flow Multiplier -| `MoneyFlowVolume` | decimal | Money Flow Volume -| `Adl` | decimal | Accumulation Distribution Line (ADL) -| `Oscillator` | decimal | Chaikin Oscillator - -:warning: **Warning**: absolute values in MFV, ADL, and Oscillator are somewhat meaningless, so use with caution. - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate 20-period Chaikin Oscillator -IEnumerable results = quotes.GetChaikinOsc(20); -``` diff --git a/docs/_indicators/.unimplemented/Chop.md b/docs/_indicators/.unimplemented/Chop.md deleted file mode 100644 index 63643714..00000000 --- a/docs/_indicators/.unimplemented/Chop.md +++ /dev/null @@ -1,66 +0,0 @@ ---- -title: Choppiness Index -permalink: /indicators/Chop/ -type: price-characteristic -layout: indicator ---- - -# {{ page.title }} - -Created by E.W. Dreiss, the Choppiness Index measures the trendiness or choppiness on a scale of 0 to 100, to depict steady trends versus conditions of choppiness. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/357 "Community discussion about this indicator") - -![image]({{site.charturl}}/Chop.png) - -```csharp -// usage -IEnumerable results = - quotes.GetChop(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) for the lookback evaluation. Must be greater than 1. Default is 14. - -### Historical quotes requirements - -You must have at least `N+1` periods of `quotes`. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N` periods will have `null` values since there's not enough data to calculate. - -### ChopResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Chop` | decimal | Choppiness Index - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate CHOP(14) -IEnumerable results = quotes.GetChop(14); -``` diff --git a/docs/_indicators/.unimplemented/Cmf.md b/docs/_indicators/.unimplemented/Cmf.md deleted file mode 100644 index a4b26332..00000000 --- a/docs/_indicators/.unimplemented/Cmf.md +++ /dev/null @@ -1,71 +0,0 @@ ---- -title: Chaikin Money Flow (CMF) -permalink: /indicators/Cmf/ -type: volume-based -layout: indicator ---- - -# {{ page.title }} - -Created by Marc Chaikin, [Chaikin Money Flow](https://en.wikipedia.org/wiki/Chaikin_Analytics#Chaikin_Money_Flow) is the simple moving average of the Money Flow Volume. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/261 "Community discussion about this indicator") - -![image]({{site.charturl}}/Cmf.png) - -```csharp -// usage -IEnumerable results = - quotes.GetCmf(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 0. Default is 20. - -### Historical quotes requirements - -You must have at least `N+1` periods of `quotes`. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N-1` periods will have `null` values since there's not enough data to calculate. - -### CmfResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `MoneyFlowMultiplier` | decimal | Money Flow Multiplier -| `MoneyFlowVolume` | decimal | Money Flow Volume -| `Cmf` | decimal | Chaikin Money Flow = SMA of MFV for `N` lookback periods - -:warning: **Warning**: absolute values in MFV and CMF are somewhat meaningless, so use with caution. - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate 20-period CMF -IEnumerable results = quotes.GetCmf(20); -``` diff --git a/docs/_indicators/.unimplemented/ConnorsRsi.md b/docs/_indicators/.unimplemented/ConnorsRsi.md deleted file mode 100644 index ad699e32..00000000 --- a/docs/_indicators/.unimplemented/ConnorsRsi.md +++ /dev/null @@ -1,75 +0,0 @@ ---- -title: ConnorsRSI -permalink: /indicators/ConnorsRsi/ -type: oscillator -layout: indicator ---- - -# {{ page.title }} - -Created by Laurence Connors, the [ConnorsRSI](https://alvarezquanttrading.com/wp-content/uploads/2016/05/ConnorsRSIGuidebook.pdf) is a composite oscillator that incorporates RSI, winning/losing streaks, and percentile gain metrics on scale of 0 to 100. See [analysis](https://alvarezquanttrading.com/blog/connorsrsi-analysis). -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/260 "Community discussion about this indicator") - -![image]({{site.charturl}}/ConnorsRsi.png) - -```csharp -// usage -IEnumerable results = - quotes.GetConnorsRsi(rsiPeriods, streakPeriods, rankPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `rsiPeriods` | int | Lookback period (`R`) for the close price RSI. Must be greater than 1. Default is 3. -| `streakPeriods` | int | Lookback period (`S`) for the streak RSI. Must be greater than 1. Default is 2. -| `rankPeriods` | int | Lookback period (`P`) for the Percentile Rank. Must be greater than 1. Default is 100. - -### Historical quotes requirements - -`N` is the greater of `R+100`, `S`, and `P+2`. You must have at least `N` periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least `N+150` data points prior to the intended usage date for better precision. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `MAX(R,S,P)-1` periods will have `null` values since there's not enough data to calculate. - -:hourglass: **Convergence Warning**: The first `N` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### ConnorsRsiResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `RsiClose` | decimal | RSI(`R`) of the Close price. -| `RsiStreak` | decimal | RSI(`S`) of the Streak. -| `PercentRank` | decimal | Percentile rank of the period gain value. -| `ConnorsRsi` | decimal | ConnorsRSI - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate ConnorsRsi(3,2.100) -IEnumerable results - = quotes.GetConnorsRsi(3,2,100); -``` diff --git a/docs/_indicators/.unimplemented/Correlation.md b/docs/_indicators/.unimplemented/Correlation.md deleted file mode 100644 index fdb82905..00000000 --- a/docs/_indicators/.unimplemented/Correlation.md +++ /dev/null @@ -1,75 +0,0 @@ ---- -title: Correlation Coefficient -description: Correlation Coefficient and R-Squared (Coefficient of Determination) -permalink: /indicators/Correlation/ -type: numerical-analysis -layout: indicator ---- - -# {{ page.title }} - -[Correlation Coefficient](https://en.wikipedia.org/wiki/Correlation_coefficient) between two quote histories, based on Close price. R-Squared (R²), Variance, and Covariance are also output. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/259 "Community discussion about this indicator") - -![image]({{site.charturl}}/Correlation.png) - -```csharp -// usage -IEnumerable results = - quotesA.GetCorr(quotesB, lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `quotesB` | IEnumerable\<[TQuote]({{site.baseurl}}/guide/#historical-quotes)\> | Historical quotes (B) must have at least the same matching date elements of `quotesA`. -| `lookbackPeriods` | int | Number of periods (`N`) in the lookback period. Must be greater than 0 to calculate; however we suggest a larger period for statistically appropriate sample size. - -### Historical quotes requirements - -You must have at least `N` periods for both versions of `quotes`. Mismatch histories will produce a `BadQuotesException`. Historical price quotes should have a consistent frequency (day, hour, minute, etc). - -`quotesA` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N-1` periods will have `null` values since there's not enough data to calculate. - -### CorrResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `VarianceA` | decimal | Variance of A based on `N` lookback periods -| `VarianceB` | decimal | Variance of B based on `N` lookback periods -| `Covariance` | decimal | Covariance of A+B based on `N` lookback periods -| `Correlation` | decimal | Correlation `R` based on `N` lookback periods -| `RSquared` | decimal | R-Squared (R²), aka Coefficient of Determination. Simple linear regression models is used (square of Correlation). - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable historySPX = GetHistoryFromFeed("SPX"); -IEnumerable historyTSLA = GetHistoryFromFeed("TSLA"); - -// calculate 20-period Correlation -IEnumerable results - = historySPX.GetCorr(historyTSLA,20); -``` diff --git a/docs/_indicators/.unimplemented/Dpo.md b/docs/_indicators/.unimplemented/Dpo.md deleted file mode 100644 index 1057d217..00000000 --- a/docs/_indicators/.unimplemented/Dpo.md +++ /dev/null @@ -1,68 +0,0 @@ ---- -title: Detrended Price Oscillator (DPO) -permalink: /indicators/Dpo/ -type: oscillator -layout: indicator ---- - -# {{ page.title }} - -[Detrended Price Oscillator](https://en.wikipedia.org/wiki/Detrended_price_oscillator) depicts the difference between price and an offset simple moving average. It is used to identify trend cycles and duration. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/551 "Community discussion about this indicator") - -![image]({{site.charturl}}/Dpo.png) - -```csharp -// usage -IEnumerable results = - quotes.GetDpo(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 0. - -### Historical quotes requirements - -You must have at least `N` historical quotes. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The first `N/2-2` and last `N/2+1` periods will be `null` since they cannot be calculated. - -### DpoResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Sma` | decimal | Simple moving average offset by `N/2+1` periods -| `Dpo` | decimal | Detrended Price Oscillator (DPO) - -### Utilities - -- [.ConvertToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes) -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate -IEnumerable results = quotes.GetDpo(14); -``` diff --git a/docs/_indicators/.unimplemented/Fcb.md b/docs/_indicators/.unimplemented/Fcb.md deleted file mode 100644 index b52a49fd..00000000 --- a/docs/_indicators/.unimplemented/Fcb.md +++ /dev/null @@ -1,70 +0,0 @@ ---- -title: Fractal Chaos Bands (FCB) -permalink: /indicators/Fcb/ -type: price-channel -layout: indicator ---- - -# {{ page.title }} - -Created by Edward William Dreiss, Fractal Chaos Bands outline high and low price channels to depict broad less-chaotic price movements. FCB is a channelized depiction of [Williams Fractal](../Fractal#content). -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/347 "Community discussion about this indicator") - -![image]({{site.charturl}}/Fcb.png) - -```csharp -// usage -IEnumerable results = - quotes.GetFcb(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `windowSpan` | int | Fractal evaluation window span width (`S`). Must be at least 2. Default is 2. - -The total evaluation window size is `2×S+1`, representing `±S` from the evalution date. See [Williams Fractal](../Fractal#content) for more information about Fractals and `windowSpan`. - -### Historical quotes requirements - -You must have at least `2×S+1` periods of `quotes`; however, more is typically provided since this is a chartable candlestick pattern. - -`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - -## Response - -```csharp -IEnumerable -``` - -- This method returns a time series of all available indicator values for the `quotes` provided. -- It always returns the same number of elements as there are in the historical quotes. -- It does not return a single incremental indicator value. -- The periods before the first fractal are `null` since they cannot be calculated. - -### FcbResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `UpperBand` | decimal | FCB upper band -| `LowerBand` | decimal | FCB lower band - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. - -## Example - -```csharp -// fetch historical quotes from your feed (your method) -IEnumerable quotes = GetHistoryFromFeed("SPY"); - -// calculate Fcb(14) -IEnumerable results = quotes.GetFcb(14); -``` diff --git a/docs/_indicators/.unimplemented/FisherTransform.md b/docs/_indicators/.unimplemented/FisherTransform.md index bb538593..5fec4f7b 100644 --- a/docs/_indicators/.unimplemented/FisherTransform.md +++ b/docs/_indicators/.unimplemented/FisherTransform.md @@ -10,12 +10,12 @@ layout: indicator Created by John Ehlers, the [Fisher Transform](https://www.investopedia.com/terms/f/fisher-transform.asp) converts prices into a Gaussian normal distribution. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/409 "Community discussion about this indicator") -![image]({{site.charturl}}/FisherTransform.png) +![image]({{site.baseurl}}/assets/charts/FisherTransform.png) ```csharp // usage IEnumerable results = - quotes.GetFisherTransform(lookbackPeriods); + quotes.GetFisherTransform(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -47,8 +47,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Fisher` | decimal | Fisher Transform -| `Trigger` | decimal | FT offset by one period +| `Fisher` | double | Fisher Transform +| `Trigger` | double | FT offset by one period ### Utilities diff --git a/docs/_indicators/.unimplemented/ForceIndex.md b/docs/_indicators/.unimplemented/ForceIndex.md index 34a0cc0c..6cb0eb81 100644 --- a/docs/_indicators/.unimplemented/ForceIndex.md +++ b/docs/_indicators/.unimplemented/ForceIndex.md @@ -10,12 +10,12 @@ layout: indicator Created by Alexander Elder, the [Force Index](https://en.wikipedia.org/wiki/Force_index) depicts volume-based buying and selling pressure. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/382 "Community discussion about this indicator") -![image]({{site.charturl}}/ForceIndex.png) +![image]({{site.baseurl}}/assets/charts/ForceIndex.png) ```csharp // usage IEnumerable results = - quotes.GetForceIndex(lookbackPeriods); + quotes.GetForceIndex(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+100` for `2×N` periods of `quotes`, whichever is more. Since this uses a smoothing technique for EMA, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. +You must have at least `N+100` for `2×N` periods of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique for EMA, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -48,7 +48,7 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `ForceIndex` | decimal | Force Index +| `ForceIndex` | double | Force Index ### Utilities diff --git a/docs/_indicators/.unimplemented/Gator.md b/docs/_indicators/.unimplemented/Gator.md index c9121bcb..a3c3d0dc 100644 --- a/docs/_indicators/.unimplemented/Gator.md +++ b/docs/_indicators/.unimplemented/Gator.md @@ -10,17 +10,22 @@ layout: indicator Created by Bill Williams, the Gator Oscillator is an expanded view of [Williams Alligator](../Alligator#content). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/385 "Community discussion about this indicator") -![image]({{site.charturl}}/Gator.png) +![image]({{site.baseurl}}/assets/charts/Gator.png) ```csharp // usage IEnumerable results = quotes.GetGator(); + +// with custom Alligator configuration +IEnumerable results = quotes + .GetAlligator([see Alligator docs]) + .GetGator(); ``` ## Historical quotes requirements -You must have at least 115 periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least 265 data points prior to the intended usage date for better precision. +If using default settings, you must have at least 121 periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least 271 data points prior to the intended usage date for better precision. If using a custom Alligator configuration, see [Alligator documentation](../Alligator#historical-quotes-requirements) for historical quotes requirements. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -42,8 +47,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Upper` | decimal | Absolute value of Alligator `Jaw-Teeth` -| `Lower` | decimal | Absolute value of Alligator `Lips-Teeth` +| `Upper` | double | Absolute value of Alligator `Jaw-Teeth` +| `Lower` | double | Absolute value of Alligator `Lips-Teeth` | `UpperIsExpanding` | boolean | Upper value is growing | `LowerIsExpanding` | boolean | Lower value is growing diff --git a/docs/_indicators/.unimplemented/Hma.md b/docs/_indicators/.unimplemented/Hma.md index 16413dbe..c1cfe9ed 100644 --- a/docs/_indicators/.unimplemented/Hma.md +++ b/docs/_indicators/.unimplemented/Hma.md @@ -10,12 +10,12 @@ layout: indicator Created by Alan Hull, the [Hull Moving Average](https://alanhull.com/hull-moving-average) is a modified weighted average of `Close` price over `N` lookback periods that reduces lag. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/252 "Community discussion about this indicator") -![image]({{site.charturl}}/Hma.png) +![image]({{site.baseurl}}/assets/charts/Hma.png) ```csharp // usage IEnumerable results = - quotes.GetHma(lookbackPeriods); + quotes.GetHma(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+(integer of SQRT(N))-1` periods of `quotes`. +You must have at least `N+(integer of SQRT(N))-1` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/HtTrendline.md b/docs/_indicators/.unimplemented/HtTrendline.md index a3a610b8..c8205ca1 100644 --- a/docs/_indicators/.unimplemented/HtTrendline.md +++ b/docs/_indicators/.unimplemented/HtTrendline.md @@ -10,7 +10,7 @@ layout: indicator Created by John Ehlers, the Hilbert Transform Instantaneous Trendline is a 5-period trendline of high/low price that uses signal processing to reduce noise. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/363 "Community discussion about this indicator") -![image]({{site.charturl}}/HtTrendline.png) +![image]({{site.baseurl}}/assets/charts/HtTrendline.png) ```csharp // usage @@ -20,7 +20,7 @@ IEnumerable results = ## Historical quotes requirements -Since this indicator has a warmup period, you must have at least `100` periods of `quotes`. +You must have at least `100` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Hurst.md b/docs/_indicators/.unimplemented/Hurst.md index 421dd410..f922bfdc 100644 --- a/docs/_indicators/.unimplemented/Hurst.md +++ b/docs/_indicators/.unimplemented/Hurst.md @@ -11,12 +11,12 @@ layout: indicator The [Hurst Exponent](https://en.wikipedia.org/wiki/Hurst_exponent) is a [random-walk](https://en.wikipedia.org/wiki/Random_walk) path analysis that measures trending and mean-reverting tendencies of incremental return values. When `H` is greater than 0.5 it depicts trending. When `H` is less than 0.5 it is is more likely to revert to the mean. When `H` is around 0.5 it represents a random walk. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/477 "Community discussion about this indicator") -![image]({{site.charturl}}/Hurst.png) +![image]({{site.baseurl}}/assets/charts/Hurst.png) ```csharp // usage IEnumerable results = - quotes.GetHurst(lookbackPeriods); + quotes.GetHurst(lookbackPeriods); ``` ## Parameters @@ -27,7 +27,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+1` periods of `quotes`. +You must have at least `N+1` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Kama.md b/docs/_indicators/.unimplemented/Kama.md index 51098e40..783c052c 100644 --- a/docs/_indicators/.unimplemented/Kama.md +++ b/docs/_indicators/.unimplemented/Kama.md @@ -10,12 +10,12 @@ layout: indicator Created by Perry Kaufman, [KAMA](https://school.stockcharts.com/doku.php?id=technical_indicators:kaufman_s_adaptive_moving_average) is an volatility adaptive moving average of Close price over configurable lookback periods. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/210 "Community discussion about this indicator") -![image]({{site.charturl}}/Kama.png) +![image]({{site.baseurl}}/assets/charts/Kama.png) ```csharp // usage IEnumerable results = - quotes.GetKama(erPeriods, fastPeriods, slowPeriods); + quotes.GetKama(erPeriods, fastPeriods, slowPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `6×E` or `E+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `10×E` data points prior to the intended usage date for better precision. +You must have at least `6×E` or `E+100` periods of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `10×E` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -50,7 +50,7 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `ER` | decimal | Efficiency Ratio is the fractal efficiency of price changes +| `ER` | double | Efficiency Ratio is the fractal efficiency of price changes | `Kama` | decimal | Kaufman's adaptive moving average More about Efficiency Ratio: ER fluctuates between 0 and 1, but these extremes are the exception, not the norm. ER would be 1 if prices moved up or down consistently over the `erPeriods` periods. ER would be zero if prices are unchanged over the `erPeriods` periods. diff --git a/docs/_indicators/.unimplemented/Keltner.md b/docs/_indicators/.unimplemented/Keltner.md index ff2c0aa8..160a515a 100644 --- a/docs/_indicators/.unimplemented/Keltner.md +++ b/docs/_indicators/.unimplemented/Keltner.md @@ -10,12 +10,12 @@ layout: indicator Created by Chester W. Keltner, [Keltner Channels](https://en.wikipedia.org/wiki/Keltner_channel) are based on an EMA centerline and ATR band widths. See also [STARC Bands](../StarcBands#content) for an SMA centerline equivalent. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/249 "Community discussion about this indicator") -![image]({{site.charturl}}/Keltner.png) +![image]({{site.baseurl}}/assets/charts/Keltner.png) ```csharp // usage IEnumerable results = - quotes.GetKeltner(emaPeriods, multiplier, atrPeriods); + quotes.GetKeltner(emaPeriods, multiplier, atrPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more, where `N` is the greater of `E` or `A` periods. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. +You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more, where `N` is the greater of `E` or `A` periods, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Kvo.md b/docs/_indicators/.unimplemented/Kvo.md index fcd9580d..d2c07ed0 100644 --- a/docs/_indicators/.unimplemented/Kvo.md +++ b/docs/_indicators/.unimplemented/Kvo.md @@ -10,12 +10,12 @@ layout: indicator Created by Stephen Klinger, the [Klinger Volume Oscillator](https://www.investopedia.com/terms/k/klingeroscillator.asp) depicts volume-based trend reversal and divergence between short and long-term money flow. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/446 "Community discussion about this indicator") -![image]({{site.charturl}}/Kvo.png) +![image]({{site.baseurl}}/assets/charts/Kvo.png) ```csharp // usage -IEnumerable results = - quotes.GetKvo(shortPeriods, longPeriods, signalPeriods); +IEnumerable results = + quotes.GetKvo(shortPeriods, longPeriods, signalPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `L+100` periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least `L+150` data points prior to the intended usage date for better precision. +You must have at least `L+100` periods of `quotes` to cover the warmup periods. Since this uses a smoothing technique, we recommend you use at least `L+150` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -50,8 +50,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Oscillator` | decimal | Klinger Oscillator -| `Signal` | decimal | EMA of Klinger Oscillator (signal line) +| `Oscillator` | double | Klinger Oscillator +| `Signal` | double | EMA of Klinger Oscillator (signal line) ### Utilities diff --git a/docs/_indicators/.unimplemented/MaEnvelopes.md b/docs/_indicators/.unimplemented/MaEnvelopes.md index 99cc56d1..29d197d4 100644 --- a/docs/_indicators/.unimplemented/MaEnvelopes.md +++ b/docs/_indicators/.unimplemented/MaEnvelopes.md @@ -10,7 +10,7 @@ layout: indicator [Moving Average Envelopes](https://en.wikipedia.org/wiki/Moving_average_envelope) is a price band overlay that is offset from the moving average of Close price over a lookback window. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/288 "Community discussion about this indicator") -![image]({{site.charturl}}/MaEnvelopes.png) +![image]({{site.baseurl}}/assets/charts/MaEnvelopes.png) ```csharp // usage diff --git a/docs/_indicators/.unimplemented/Mama.md b/docs/_indicators/.unimplemented/Mama.md index 328f531a..82216fd4 100644 --- a/docs/_indicators/.unimplemented/Mama.md +++ b/docs/_indicators/.unimplemented/Mama.md @@ -10,24 +10,24 @@ layout: indicator Created by John Ehlers, the [MAMA](http://mesasoftware.com/papers/MAMA.pdf) indicator is a 5-period adaptive moving average of high/low price. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/211 "Community discussion about this indicator") -![image]({{site.charturl}}/Mama.png) +![image]({{site.baseurl}}/assets/charts/Mama.png) ```csharp // usage IEnumerable results = - quotes.GetMama(fastLimit, slowLimit); + quotes.GetMama(fastLimit, slowLimit); ``` ## Parameters | name | type | notes | -- |-- |-- -| `fastLimit` | decimal | Fast limit threshold. Must be greater than `slowLimit` and less than 1. Default is 0.5. -| `slowLimit` | decimal | Slow limit threshold. Must be greater than 0. Default is 0.05. +| `fastLimit` | double | Fast limit threshold. Must be greater than `slowLimit` and less than 1. Default is 0.5. +| `slowLimit` | double | Slow limit threshold. Must be greater than 0. Default is 0.05. ### Historical quotes requirements -Since this indicator has a warmup period, you must have at least `50` periods of `quotes`. +You must have at least `50` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Marubozu.md b/docs/_indicators/.unimplemented/Marubozu.md index 8fbe36c0..e7762f64 100644 --- a/docs/_indicators/.unimplemented/Marubozu.md +++ b/docs/_indicators/.unimplemented/Marubozu.md @@ -10,11 +10,11 @@ type: candlestick-pattern [Marubozu](https://en.wikipedia.org/wiki/Marubozu) is a candlestick pattern that has no wicks, representing consistent directional movement. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/512 "Community discussion about this indicator") - drawing + drawing ```csharp // usage -IEnumerable results = +IEnumerable results = quotes.GetMarubozu(minBodyPercent); ``` @@ -26,31 +26,27 @@ IEnumerable results = ### Historical quotes requirements -You must have at least one historical quote. +You must have at least one historical quote; however, more is typically provided since this is a chartable candlestick pattern. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. ## Response ```csharp -IEnumerable +IEnumerable ``` - This method returns a time series of all available indicator values for the `quotes` provided. - It always returns the same number of elements as there are in the historical quotes. - It does not return a single incremental indicator value. -- The candlestick pattern is indicated on dates when `Marubozu` has a non-null value. +- The candlestick pattern is indicated on dates where `Signal` is `Signal.BullSignal` or `Signal.BearSignal`. +- There is no intrinsic basis or confirmation signal information provided for this pattern. -### MarubozuResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Marubozu` | decimal | Indicates a Marubozu candle `Close` price; otherwise `null` -| `IsBullish` | bool | Direction of the candle +{% include candle-result.md %} ### Utilities +- [.Condense()]({{site.baseurl}}/utilities#condense) - [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) - [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) @@ -63,5 +59,5 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r IEnumerable quotes = GetHistoryFromFeed("SPY"); // calculate -IEnumerable results = quotes.GetMarubozu(); +IEnumerable results = quotes.GetMarubozu(); ``` diff --git a/docs/_indicators/.unimplemented/Mfi.md b/docs/_indicators/.unimplemented/Mfi.md index f0f9b709..54b777c7 100644 --- a/docs/_indicators/.unimplemented/Mfi.md +++ b/docs/_indicators/.unimplemented/Mfi.md @@ -10,7 +10,7 @@ layout: indicator Created by Quong and Soudack, the [Money Flow Index](https://en.wikipedia.org/wiki/Money_flow_index) is a price-volume oscillator that shows buying and selling momentum. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/247 "Community discussion about this indicator") -![image]({{site.charturl}}/Mfi.png) +![image]({{site.baseurl}}/assets/charts/Mfi.png) ```csharp // usage @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+1` historical quotes. +You must have at least `N+1` historical quotes to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Obv.md b/docs/_indicators/.unimplemented/Obv.md index 109cac79..44187164 100644 --- a/docs/_indicators/.unimplemented/Obv.md +++ b/docs/_indicators/.unimplemented/Obv.md @@ -10,7 +10,7 @@ layout: indicator Popularized by Joseph Granville, [On-balance Volume](https://en.wikipedia.org/wiki/On-balance_volume) is a rolling accumulation of volume based on Close price direction. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/246 "Community discussion about this indicator") -![image]({{site.charturl}}/Obv.png) +![image]({{site.baseurl}}/assets/charts/Obv.png) ```csharp // usage @@ -19,7 +19,7 @@ IEnumerable results = // usage with optional overlay SMA of OBV (shown above) IEnumerable results = - quotes.GetObv(smaPeriods); + quotes.GetObv(smaPeriods); ``` ## Parameters @@ -30,7 +30,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least two historical quotes; however, since this is a trendline, more is recommended. +You must have at least two historical quotes to cover the warmup periods; however, since this is a trendline, more is recommended. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -50,8 +50,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Obv` | decimal | On-balance Volume -| `ObvSma` | decimal | Moving average (SMA) of OBV based on `smaPeriods` periods, if specified +| `Obv` | double | On-balance Volume +| `ObvSma` | double | Moving average (SMA) of OBV based on `smaPeriods` periods, if specified :warning: **Warning**: absolute values in OBV are somewhat meaningless, so use with caution. diff --git a/docs/_indicators/.unimplemented/PivotPoints.md b/docs/_indicators/.unimplemented/PivotPoints.md index ac55ab4f..71962f7e 100644 --- a/docs/_indicators/.unimplemented/PivotPoints.md +++ b/docs/_indicators/.unimplemented/PivotPoints.md @@ -11,12 +11,12 @@ layout: indicator See also the alternative [Rolling Pivot Points](../RollingPivots#content) variant for a modern update that uses a rolling window. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/274 "Community discussion about this indicator") -![image]({{site.charturl}}/PivotPoints.png) +![image]({{site.baseurl}}/assets/charts/PivotPoints.png) ```csharp // usage IEnumerable results = - quotes.GetPivotPoints(windowSize, pointType); + quotes.GetPivotPoints(windowSize, pointType); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `2` windows of `quotes`. For example, if you specify a `Week` window size, you need at least 14 calendar days of `quotes`. +You must have at least `2` windows of `quotes` to cover the warmup periods. For example, if you specify a `Week` window size, you need at least 14 calendar days of `quotes`. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Pivots.md b/docs/_indicators/.unimplemented/Pivots.md index 7c380b39..05556271 100644 --- a/docs/_indicators/.unimplemented/Pivots.md +++ b/docs/_indicators/.unimplemented/Pivots.md @@ -10,12 +10,12 @@ layout: indicator Pivots is an extended version of [Williams Fractal](../Fractal#content) that includes identification of Higher High, Lower Low, Higher Low, and Lower Low trends between pivots in a lookback window. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/436 "Community discussion about this indicator") -![image]({{site.charturl}}/Pivots.png) +![image]({{site.baseurl}}/assets/charts/Pivots.png) ```csharp // usage IEnumerable results = - quotes.GetPivots(leftSpan, rightSpan, maxTrendPeriods, endType); + quotes.GetPivots(leftSpan, rightSpan, maxTrendPeriods, endType); ``` ## Parameters @@ -31,7 +31,7 @@ The total evaluation window size is `L+R+1`. ### Historical quotes requirements -You must have at least `L+R+1` periods of `quotes`; however, more is typically provided since this is a chartable candlestick pattern. +You must have at least `L+R+1` periods of `quotes` to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Pmo.md b/docs/_indicators/.unimplemented/Pmo.md index 1f474b03..39243d0d 100644 --- a/docs/_indicators/.unimplemented/Pmo.md +++ b/docs/_indicators/.unimplemented/Pmo.md @@ -10,7 +10,7 @@ layout: indicator Created by Carl Swenlin, the DecisionPoint [Price Momentum Oscillator](https://school.stockcharts.com/doku.php?id=technical_indicators:dppmo) is double-smoothed ROC based momentum indicator. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/244 "Community discussion about this indicator") -![image]({{site.charturl}}/Pmo.png) +![image]({{site.baseurl}}/assets/charts/Pmo.png) ```csharp // usage @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`, where `N` is the greater of `T+S`,`2×T`, or `T+100`. Since this uses multiple smoothing operations, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. +You must have at least `N` periods of `quotes`, where `N` is the greater of `T+S`,`2×T`, or `T+100` to cover the convergence periods. Since this uses multiple smoothing operations, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -50,8 +50,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Pmo` | decimal | Price Momentum Oscillator -| `Signal` | decimal | Signal line is EMA of PMO +| `Pmo` | double | Price Momentum Oscillator +| `Signal` | double | Signal line is EMA of PMO ### Utilities diff --git a/docs/_indicators/.unimplemented/Prs.md b/docs/_indicators/.unimplemented/Prs.md index 5a38fa4e..9b2ecedd 100644 --- a/docs/_indicators/.unimplemented/Prs.md +++ b/docs/_indicators/.unimplemented/Prs.md @@ -10,7 +10,7 @@ layout: indicator [Price Relative Strength (PRS)](https://en.wikipedia.org/wiki/Relative_strength), also called Comparative Relative Strength, shows the ratio of two quote histories, based on Close price. It is often used to compare against a market index or sector ETF. When using the optional `lookbackPeriods`, this also returns relative percent change over the specified periods. This is not the same as the more prevalent [Relative Strength Index (RSI)](../Rsi#content). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/243 "Community discussion about this indicator") -![image]({{site.charturl}}/Prs.png) +![image]({{site.baseurl}}/assets/charts/Prs.png) ```csharp // usage @@ -52,9 +52,9 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Prs` | decimal | Price Relative Strength compares `Eval` to `Base` histories -| `PrsSma` | decimal | Moving Average (SMA) of PRS over `S` periods -| `PrsPercent` | decimal | Percent change difference between `Eval` and `Base` over `N` periods +| `Prs` | double | Price Relative Strength compares `Eval` to `Base` histories +| `PrsSma` | double | Moving Average (SMA) of PRS over `S` periods +| `PrsPercent` | double | Percent change difference between `Eval` and `Base` over `N` periods ### Utilities diff --git a/docs/_indicators/.unimplemented/Pvo.md b/docs/_indicators/.unimplemented/Pvo.md index cd159d90..6926f5b7 100644 --- a/docs/_indicators/.unimplemented/Pvo.md +++ b/docs/_indicators/.unimplemented/Pvo.md @@ -10,12 +10,12 @@ layout: indicator The [Percentage Volume Oscillator](https://school.stockcharts.com/doku.php?id=technical_indicators:percentage_volume_oscillator_pvo) is a simple oscillator view of two converging/diverging exponential moving averages of Volume. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/305 "Community discussion about this indicator") -![image]({{site.charturl}}/Pvo.png) +![image]({{site.baseurl}}/assets/charts/Pvo.png) ```csharp // usage IEnumerable results = - quotes.GetPvo(fastPeriods, slowPeriods, signalPeriods); + quotes.GetPvo(fastPeriods, slowPeriods, signalPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `2×(S+P)` or `S+P+100` worth of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `S+P+250` data points prior to the intended usage date for better precision. +You must have at least `2×(S+P)` or `S+P+100` worth of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `S+P+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Renko.md b/docs/_indicators/.unimplemented/Renko.md index 4df379e3..6beb4576 100644 --- a/docs/_indicators/.unimplemented/Renko.md +++ b/docs/_indicators/.unimplemented/Renko.md @@ -10,7 +10,7 @@ layout: indicator The [Renko Chart](https://en.m.wikipedia.org/wiki/Renko_chart) is a Japanese price transformed candlestick pattern that uses "bricks" to show a defined increment of change over a non-linear time series. Transitions can use either `Close` or `High/Low` price values. An [ATR variant](#atr-variant) is also provided where brick size is determined by Average True Range values. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/478 "Community discussion about this indicator") -![image]({{site.charturl}}/Renko.png) +![image]({{site.baseurl}}/assets/charts/Renko.png) ```csharp // usage @@ -27,7 +27,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least two periods of `quotes`; however, more is typically provided since this is a chartable candlestick pattern. +You must have at least two periods of `quotes` to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/RollingPivots.md b/docs/_indicators/.unimplemented/RollingPivots.md index 07cb532d..cabe4870 100644 --- a/docs/_indicators/.unimplemented/RollingPivots.md +++ b/docs/_indicators/.unimplemented/RollingPivots.md @@ -10,12 +10,12 @@ layout: indicator Created by Dave Skender, Rolling Pivot Points is a modern update to traditional fixed calendar window [Pivot Points](../PivotPoints#content). It depicts support and resistance levels, based on a defined _rolling_ window and offset. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/274 "Community discussion about this indicator") -![image]({{site.charturl}}/RollingPivots.png) +![image]({{site.baseurl}}/assets/charts/RollingPivots.png) ```csharp // usage -IEnumerable results = - quotes.GetRollingPivots(lookbackPeriods, offsetPeriods, pointType); +IEnumerable results = + quotes.GetRollingPivots(lookbackPeriods, offsetPeriods, pointType); ``` ## Parameters @@ -30,7 +30,7 @@ For example, a window of 8 with an offset of 4 would evaluate quotes like: `W W ### Historical quotes requirements -You must have at least `W+F` periods of `quotes`. +You must have at least `W+F` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Smi.md b/docs/_indicators/.unimplemented/Smi.md new file mode 100644 index 00000000..0c896f92 --- /dev/null +++ b/docs/_indicators/.unimplemented/Smi.md @@ -0,0 +1,74 @@ +--- +title: Stochastic Momentum Index (SMI) +permalink: /indicators/Smi/ +type: oscillator +layout: indicator +--- + +# {{ page.title }} + +Created by William Blau, the Stochastic Momentum Index (SMI) is a double-smoothed variant of the [Stochastic Oscillator](../Stoch/#content) on a scale from -100 to 100. +[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/625 "Community discussion about this indicator") + +![image]({{site.baseurl}}/assets/charts/Smi.png) + +```csharp +// usage (standard) +IEnumerable results = + quotes.GetSmi(lookbackPeriods, firstSmoothPeriods, + secondSmoothPeriods, signalPeriods); +``` + +## Parameters + +| name | type | notes +| -- |-- |-- +| `lookbackPeriods` | int | Lookback period (`N`) for the stochastic. Must be greater than 0. +| `firstSmoothPeriods` | int | First smoothing factor lookback. Must be greater than 0. +| `secondSmoothPeriods` | int | Second smoothing factor lookback. Must be greater than 0. +| `signalPeriods` | int | EMA of SMI lookback periods. Must be greater than 0. Default is 3. + +### Historical quotes requirements + +You must have at least `N+100` periods of `quotes` to cover the convergence periods. + +`quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. + +## Response + +```csharp +IEnumerable +``` + +- This method returns a time series of all available indicator values for the `quotes` provided. +- It always returns the same number of elements as there are in the historical quotes. +- It does not return a single incremental indicator value. +- The first `N-1` periods will have `null` SMI values since there's not enough data to calculate. + +:hourglass: **Convergence Warning**: The first `N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. + +### SmiResult + +| name | type | notes +| -- |-- |-- +| `Date` | DateTime | Date +| `Smi` | decimal | Stochastic Momentum Index (SMI) +| `Signal` | decimal | Signal line: an Exponential Moving Average (EMA) of SMI + +### Utilities + +- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) +- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods) +- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) + +See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information. + +## Example + +```csharp +// fetch historical quotes from your feed (your method) +IEnumerable quotes = GetHistoryFromFeed("SPY"); + +// calculate SMI(14,20,5,3) +IEnumerable results = quotes.GetSmi(14,20,5,3); +``` diff --git a/docs/_indicators/.unimplemented/Smma.md b/docs/_indicators/.unimplemented/Smma.md index 48bcb30e..4210ddfc 100644 --- a/docs/_indicators/.unimplemented/Smma.md +++ b/docs/_indicators/.unimplemented/Smma.md @@ -11,12 +11,12 @@ layout: indicator [Smoothed Moving Average](https://en.wikipedia.org/wiki/Moving_average#Modified_moving_average) is the average of Close price over a lookback window using a smoothing method. SMMA is also known as modified moving average (MMA) and running moving average (RMA). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/375 "Community discussion about this indicator") -![image]({{site.charturl}}/Smma.png) +![image]({{site.baseurl}}/assets/charts/Smma.png) ```csharp // usage IEnumerable results = - quotes.GetSmma(lookbackPeriods); + quotes.GetSmma(lookbackPeriods); ``` ## Parameters @@ -27,7 +27,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. +You must have at least `2×N` or `N+100` periods of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/StarcBands.md b/docs/_indicators/.unimplemented/StarcBands.md index 326f0ff8..0acafe25 100644 --- a/docs/_indicators/.unimplemented/StarcBands.md +++ b/docs/_indicators/.unimplemented/StarcBands.md @@ -7,15 +7,15 @@ layout: indicator # {{ page.title }} -Created by Manning Stoller, [Stoller Average Range Channel (STARC) Bands](https://en.wikipedia.org/wiki/StarcBands_channel), are based on an SMA centerline and ATR band widths. See also [Keltner Channels](../Keltner#content) for an EMA centerline equivalent. +Created by Manning Stoller, [Stoller Average Range Channel (STARC) Bands](https://www.investopedia.com/terms/s/starc.asp), are based on an SMA centerline and ATR band widths. See also [Keltner Channels](../Keltner#content) for an EMA centerline equivalent. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/292 "Community discussion about this indicator") -![image]({{site.charturl}}/StarcBands.png) +![image]({{site.baseurl}}/assets/charts/StarcBands.png) ```csharp // usage -IEnumerable results = - quotes.GetStarcBands(smaPeriods, multiplier, atrPeriods); +IEnumerable results = + quotes.GetStarcBands(smaPeriods, multiplier, atrPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `S` or `A+100` periods of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `A+150` data points prior to the intended usage date for better precision. +You must have at least `S` or `A+100` periods of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `A+150` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Stc.md b/docs/_indicators/.unimplemented/Stc.md index 7a2f60ba..52df6942 100644 --- a/docs/_indicators/.unimplemented/Stc.md +++ b/docs/_indicators/.unimplemented/Stc.md @@ -10,12 +10,12 @@ layout: indicator Created by Doug Schaff, [Schaff Trend Cycle](https://www.investopedia.com/articles/forex/10/schaff-trend-cycle-indicator.asp) is a stochastic oscillator view of two converging/diverging exponential moving averages (a.k.a MACD). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/570 "Community discussion about this indicator") -![image]({{site.charturl}}/Stc.png) +![image]({{site.baseurl}}/assets/charts/Stc.png) ```csharp // usage IEnumerable results = - quotes.GetStc(cyclePeriods, fastPeriods, slowPeriods); + quotes.GetStc(cyclePeriods, fastPeriods, slowPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `2×(S+C)` or `S+C+100` worth of `quotes`, whichever is more. Since this uses a smoothing technique, we recommend you use at least `S+C+250` data points prior to the intended usage date for better precision. +You must have at least `2×(S+C)` or `S+C+100` worth of `quotes`, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `S+C+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/StdDev.md b/docs/_indicators/.unimplemented/StdDev.md index 95504fc5..a3e4fae6 100644 --- a/docs/_indicators/.unimplemented/StdDev.md +++ b/docs/_indicators/.unimplemented/StdDev.md @@ -11,16 +11,16 @@ layout: indicator [Standard Deviation](https://en.wikipedia.org/wiki/Standard_deviation) of Close price over a rolling lookback window. Also known as Historical Volatility (HV). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/239 "Community discussion about this indicator") -![image]({{site.charturl}}/StdDev.png) +![image]({{site.baseurl}}/assets/charts/StdDev.png) ```csharp // usage IEnumerable results = - quotes.GetStdDev(lookbackPeriods); + quotes.GetStdDev(lookbackPeriods); // usage with optional SMA of STDEV (shown above) IEnumerable results = - quotes.GetStdDev(lookbackPeriods, smaPeriods); + quotes.GetStdDev(lookbackPeriods, smaPeriods); ``` ## Parameters @@ -32,7 +32,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -52,10 +52,10 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `StdDev` | decimal | Standard Deviation of Close price over `N` lookback periods -| `Mean` | decimal | Mean value of Close price over `N` lookback periods -| `ZScore` | decimal | Z-Score of current Close price (number of standard deviations from mean) -| `StdDevSma` | decimal | Moving average (SMA) of STDDEV based on `smaPeriods` periods, if specified +| `StdDev` | double | Standard Deviation of Close price over `N` lookback periods +| `Mean` | double | Mean value of Close price over `N` lookback periods +| `ZScore` | double | Z-Score of current Close price (number of standard deviations from mean) +| `StdDevSma` | double | Moving average (SMA) of STDDEV based on `smaPeriods` periods, if specified ### Utilities diff --git a/docs/_indicators/.unimplemented/T3.md b/docs/_indicators/.unimplemented/T3.md index 2b0931a1..ca52f8d2 100644 --- a/docs/_indicators/.unimplemented/T3.md +++ b/docs/_indicators/.unimplemented/T3.md @@ -10,12 +10,12 @@ layout: indicator Created by Tim Tillson, the [T3](https://www.forexfactory.com/attachment.php/845855?attachmentid=845855&d=1322724313) indicator is a smooth moving average that reduces both lag and overshooting. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/332 "Community discussion about this indicator") -![image]({{site.charturl}}/T3.png) +![image]({{site.baseurl}}/assets/charts/T3.png) ```csharp // usage -IEnumerable results = - quotes.GetT3(lookbackPeriods, volumeFactor); +IEnumerable results = + quotes.GetT3(lookbackPeriods, volumeFactor); ``` ## Parameters @@ -27,7 +27,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `6×(N-1)+100` periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least `6×(N-1)+250` data points prior to the intended usage date for better precision. +You must have at least `6×(N-1)+100` periods of `quotes` to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `6×(N-1)+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Tsi.md b/docs/_indicators/.unimplemented/Tsi.md index 2912f894..46fcd9b8 100644 --- a/docs/_indicators/.unimplemented/Tsi.md +++ b/docs/_indicators/.unimplemented/Tsi.md @@ -10,12 +10,12 @@ layout: indicator Created by William Blau, the [True Strength Index](https://en.wikipedia.org/wiki/True_strength_index) is a momentum oscillator that depicts trends in price changes. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/300 "Community discussion about this indicator") -![image]({{site.charturl}}/Tsi.png) +![image]({{site.baseurl}}/assets/charts/Tsi.png) ```csharp // usage -IEnumerable results = - quotes.GetTsi(lookbackPeriods, smoothPeriods, signalPeriods); +IEnumerable results = + quotes.GetTsi(lookbackPeriods, smoothPeriods, signalPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+M+100` periods of `quotes`. Since this uses a two EMA smoothing techniques, we recommend you use at least `N+M+250` data points prior to the intended usage date for better precision. +You must have at least `N+M+100` periods of `quotes` to cover the convergence periods. Since this uses a two EMA smoothing techniques, we recommend you use at least `N+M+250` data points prior to the intended usage date for better precision. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -44,15 +44,15 @@ IEnumerable - The first `N+M-1` periods will have `null` values since there's not enough data to calculate. - `Signal` will be `null` for all periods if `signalPeriods=0`. -:warning: **Warning**: The first `N+M+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. +:hourglass: **Convergence Warning**: The first `N+M+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. ### TsiResult | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Tsi` | decimal | True Strength Index -| `Signal` | decimal | Signal line (EMA of TSI) +| `Tsi` | double | True Strength Index +| `Signal` | double | Signal line (EMA of TSI) ### Utilities diff --git a/docs/_indicators/.unimplemented/UlcerIndex.md b/docs/_indicators/.unimplemented/UlcerIndex.md index 0709b52d..0dd55cc3 100644 --- a/docs/_indicators/.unimplemented/UlcerIndex.md +++ b/docs/_indicators/.unimplemented/UlcerIndex.md @@ -10,12 +10,12 @@ layout: indicator Created by Peter Martin, the [Ulcer Index](https://en.wikipedia.org/wiki/Ulcer_index) is a measure of downside Close price volatility over a lookback window. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/232 "Community discussion about this indicator") -![image]({{site.charturl}}/UlcerIndex.png) +![image]({{site.baseurl}}/assets/charts/UlcerIndex.png) ```csharp // usage IEnumerable results = - quotes.GetUlcerIndex(lookbackPeriods); + quotes.GetUlcerIndex(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -46,7 +46,7 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `UI` | decimal | Ulcer Index +| `UI` | double | Ulcer Index ### Utilities diff --git a/docs/_indicators/.unimplemented/Ultimate.md b/docs/_indicators/.unimplemented/Ultimate.md index 03c75f8e..88765600 100644 --- a/docs/_indicators/.unimplemented/Ultimate.md +++ b/docs/_indicators/.unimplemented/Ultimate.md @@ -10,12 +10,12 @@ layout: indicator Created by Larry Williams, the [Ultimate Oscillator](https://en.wikipedia.org/wiki/Ultimate_oscillator) uses several lookback periods to weigh buying power against true range price to produce on oversold / overbought oscillator. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/231 "Community discussion about this indicator") -![image]({{site.charturl}}/Ultimate.png) +![image]({{site.baseurl}}/assets/charts/Ultimate.png) ```csharp // usage IEnumerable results = - quotes.GetUltimate(shortPeriods, middlePeriods, longPeriods); + quotes.GetUltimate(shortPeriods, middlePeriods, longPeriods); ``` ## Parameters @@ -28,7 +28,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `L+1` periods of `quotes`. +You must have at least `L+1` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/VolatilityStop.md b/docs/_indicators/.unimplemented/VolatilityStop.md index 5bf3ab42..7a92a924 100644 --- a/docs/_indicators/.unimplemented/VolatilityStop.md +++ b/docs/_indicators/.unimplemented/VolatilityStop.md @@ -10,12 +10,12 @@ layout: indicator Created by J. Welles Wilder, [Volatility Stop](https://archive.org/details/newconceptsintec00wild), also known his Volatility System, is an [ATR](../Atr/) based indicator used to determine trend direction, stops, and reversals. It is similar to Wilder's [Parabolic SAR](../ParabolicSar/#content) and [SuperTrend](../SuperTrend/#content). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/564 "Community discussion about this indicator") -![image]({{site.charturl}}/VolatilityStop.png) +![image]({{site.baseurl}}/assets/charts/VolatilityStop.png) ```csharp // usage IEnumerable results = - quotes.GetVolatilityStop(lookbackPeriods, multiplier); + quotes.GetVolatilityStop(lookbackPeriods, multiplier); ``` ## Parameters @@ -23,11 +23,11 @@ IEnumerable results = | name | type | notes | -- |-- |-- | `lookbackPeriods` | int | Number of periods (`N`) ATR lookback window. Must be greater than 1. Default is 7. -| `multiplier` | decimal | ATR multiplier for the offset. Must be greater than 0. Default is 3.0. +| `multiplier` | double | ATR multiplier for the offset. Must be greater than 0. Default is 3.0. ### Historical quotes requirements -You must have at least `N+100` periods of `quotes`. Since the underlying ATR uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. Initial values prior to the first reversal are not accurate and are excluded from the results. Therefore, provide sufficient quotes to capture prior trend reversals. +You must have at least `N+100` periods of `quotes` to cover the convergence periods. Since the underlying ATR uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. Initial values prior to the first reversal are not accurate and are excluded from the results. Therefore, provide sufficient quotes to capture prior trend reversals. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Vortex.md b/docs/_indicators/.unimplemented/Vortex.md index 522aed81..913f062e 100644 --- a/docs/_indicators/.unimplemented/Vortex.md +++ b/docs/_indicators/.unimplemented/Vortex.md @@ -10,12 +10,12 @@ layout: indicator Created by Etienne Botes and Douglas Siepman, the [Vortex Indicator](https://en.wikipedia.org/wiki/Vortex_indicator) is a measure of price directional movement. It includes positive and negative indicators, and is often used to identify trends and reversals. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/339 "Community discussion about this indicator") -![image]({{site.charturl}}/Vortex.png) +![image]({{site.baseurl}}/assets/charts/Vortex.png) ```csharp // usage IEnumerable results = - quotes.GetVortex(lookbackPeriods); + quotes.GetVortex(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N+1` periods of `quotes`. +You must have at least `N+1` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. @@ -46,8 +46,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Pvi` | decimal | Positive Vortex Indicator (VI+) -| `Nvi` | decimal | Negative Vortex Indicator (VI-) +| `Pvi` | double | Positive Vortex Indicator (VI+) +| `Nvi` | double | Negative Vortex Indicator (VI-) ### Utilities diff --git a/docs/_indicators/.unimplemented/Vwap.md b/docs/_indicators/.unimplemented/Vwap.md index d9e36ec0..ef973684 100644 --- a/docs/_indicators/.unimplemented/Vwap.md +++ b/docs/_indicators/.unimplemented/Vwap.md @@ -10,7 +10,7 @@ layout: indicator The [Volume Weighted Average Price](https://en.wikipedia.org/wiki/Volume-weighted_average_price) is a Volume weighted average of Close price, typically used on intraday data. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/310 "Community discussion about this indicator") -![image]({{site.charturl}}/Vwap.png) +![image]({{site.baseurl}}/assets/charts/Vwap.png) ```csharp // usage diff --git a/docs/_indicators/.unimplemented/Epma.md b/docs/_indicators/.unimplemented/Vwma.md similarity index 64% rename from docs/_indicators/.unimplemented/Epma.md rename to docs/_indicators/.unimplemented/Vwma.md index ee2608b7..f8149d3a 100644 --- a/docs/_indicators/.unimplemented/Epma.md +++ b/docs/_indicators/.unimplemented/Vwma.md @@ -1,22 +1,21 @@ --- -title: Endpoint Moving Average (EPMA) -description: Endpoint Moving Average (EPMA) and Least Squares Moving Average (LSMA) -permalink: /indicators/Epma/ +title: Volume Weighted Moving Average (VWMA) +permalink: /indicators/Vwma/ type: moving-average layout: indicator --- # {{ page.title }} -Endpoint Moving Average (EPMA), also known as Least Squares Moving Average (LSMA), plots the projected last point of a linear regression lookback window. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/371 "Community discussion about this indicator") +Volume Weighted Moving Average is the volume adjusted average price over a lookback window. +[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/657 "Community discussion about this indicator") -![image]({{site.charturl}}/Epma.png) +![image]({{site.baseurl}}/assets/charts/Vwma.png) ```csharp -// usage -IEnumerable results = - quotes.GetEpma(lookbackPeriods); +// legacy usage +IEnumerable results = + quotes.GetVwma(lookbackPeriods); ``` ## Parameters @@ -27,27 +26,27 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. ## Response ```csharp -IEnumerable +IEnumerable ``` - This method returns a time series of all available indicator values for the `quotes` provided. - It always returns the same number of elements as there are in the historical quotes. - It does not return a single incremental indicator value. -- The first `N-1` periods will have `null` values since there's not enough data to calculate. +- The first `N-1` periods will have `null` values for `Vwma` since there's not enough data to calculate. -### EpmaResult +### VwmaResult | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `Epma` | decimal | Endpoint moving average +| `Vwma` | decimal | Volume Weighted Moving Average for `N` lookback periods ### Utilities @@ -63,6 +62,6 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); -// calculate 20-period EPMA -IEnumerable results = quotes.GetEpma(20); +// calculate 10-period VWMA +IEnumerable results = quotes.GetVwma(10); ``` diff --git a/docs/_indicators/.unimplemented/WilliamsR.md b/docs/_indicators/.unimplemented/WilliamsR.md index f7904525..f13632c9 100644 --- a/docs/_indicators/.unimplemented/WilliamsR.md +++ b/docs/_indicators/.unimplemented/WilliamsR.md @@ -10,12 +10,12 @@ layout: indicator Created by Larry Williams, the [Williams %R](https://en.wikipedia.org/wiki/Williams_%25R) momentum indicator is a stochastic oscillator with scale of -100 to 0. It is exactly the same as the Fast variant of [Stochastic Oscillator](../Stoch#content), but with a different scaling. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/229 "Community discussion about this indicator") -![image]({{site.charturl}}/WilliamsR.png) +![image]({{site.baseurl}}/assets/charts/WilliamsR.png) ```csharp // usage IEnumerable results = - quotes.GetWilliamsR(lookbackPeriods); + quotes.GetWilliamsR(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/Wma.md b/docs/_indicators/.unimplemented/Wma.md index 4bf135a6..3a60c674 100644 --- a/docs/_indicators/.unimplemented/Wma.md +++ b/docs/_indicators/.unimplemented/Wma.md @@ -10,12 +10,12 @@ layout: indicator [Weighted Moving Average](https://en.wikipedia.org/wiki/Moving_average#Weighted_moving_average) is the linear weighted average of `Close` price over `N` lookback periods. This also called Linear Weighted Moving Average (LWMA). [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/227 "Community discussion about this indicator") -![image]({{site.charturl}}/Wma.png) +![image]({{site.baseurl}}/assets/charts/Wma.png) ```csharp // usage IEnumerable results = - quotes.GetWma(lookbackPeriods); + quotes.GetWma(lookbackPeriods); ``` ## Parameters @@ -26,7 +26,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/.unimplemented/ZigZag.md b/docs/_indicators/.unimplemented/ZigZag.md index 52b2b463..3c11a28a 100644 --- a/docs/_indicators/.unimplemented/ZigZag.md +++ b/docs/_indicators/.unimplemented/ZigZag.md @@ -10,7 +10,7 @@ layout: indicator [Zig Zag](https://school.stockcharts.com/doku.php?id=technical_indicators:zigzag) is a price chart overlay that simplifies the up and down movements and transitions based on a percent change smoothing threshold. [[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/226 "Community discussion about this indicator") -![image]({{site.charturl}}/ZigZag.png) +![image]({{site.baseurl}}/assets/charts/ZigZag.png) ```csharp // usage @@ -27,7 +27,7 @@ IEnumerable results = ### Historical quotes requirements -You must have at least two periods of `quotes` to calculate, but notably more is needed to be useful. +You must have at least two periods of `quotes` to cover the warmup periods, but notably more is needed to be useful. `quotes` is an `IEnumerable` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Adl.md b/docs/_indicators/Adl.md index 26f146d0..1963078d 100644 --- a/docs/_indicators/Adl.md +++ b/docs/_indicators/Adl.md @@ -19,7 +19,7 @@ layout: indicator ### Historical quotes requirements -You must have at least two historical quotes; however, since this is a trendline, more is recommended. +You must have at least two historical quotes to cover the warmup periods; however, since this is a trendline, more is recommended. `quotes` is an `Iterable[Type[Quote]]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Alma.md b/docs/_indicators/Alma.md index a27407f2..2d080f45 100644 --- a/docs/_indicators/Alma.md +++ b/docs/_indicators/Alma.md @@ -21,7 +21,7 @@ layout: indicator ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `Iterable[Type[Quote]]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Aroon.md b/docs/_indicators/Aroon.md index d792ae32..bc094936 100644 --- a/docs/_indicators/Aroon.md +++ b/docs/_indicators/Aroon.md @@ -28,7 +28,7 @@ results = indicators.get_aroon(quotes, lookback_periods) ### Historical quotes requirements -You must have at least `N` periods of `quotes`. +You must have at least `N` periods of `quotes` to cover the warmup periods. `quotes` is an `Iterable[Type[Quote]]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Atr.md b/docs/_indicators/Atr.md index a01a3799..e0dc823f 100644 --- a/docs/_indicators/Atr.md +++ b/docs/_indicators/Atr.md @@ -19,7 +19,7 @@ layout: indicator ### Historical quotes requirements -You must have at least `N+100` periods of `quotes`. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. +You must have at least `N+100` periods of `quotes` to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least `N+250` data points prior to the intended usage date for better precision. `quotes` is an `Iterable[Type[Quote]]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Awesome.md b/docs/_indicators/Awesome.md index e9f33636..60bd826d 100644 --- a/docs/_indicators/Awesome.md +++ b/docs/_indicators/Awesome.md @@ -21,7 +21,7 @@ layout: indicator ### Historical quotes requirements -You must have at least `S` periods of `quotes`. +You must have at least `S` periods of `quotes` to cover the warmup periods. `quotes` is an `Iterable[Type[Quote]]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. diff --git a/docs/_indicators/Beta.md b/docs/_indicators/Beta.md index 8f7c7a3e..5d375dd8 100644 --- a/docs/_indicators/Beta.md +++ b/docs/_indicators/Beta.md @@ -22,8 +22,7 @@ layout: indicator ### Historical quotes requirements - -You must have at least `N` periods of quotes. You must have at least the same matching date elements of `market_history`. Exception will be thrown if not matched. Historical price quotes should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. +You must have at least `N` periods of quotes to cover the warmup periods. You must have at least the same matching date elements of `market_history`. Exception will be thrown if not matched. Historical price quotes should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information.