diff --git a/docs/_indicators/.unimplemented/FisherTransform.md b/docs/_indicators/.unimplemented/FisherTransform.md deleted file mode 100644 index 5fec4f7b..00000000 --- a/docs/_indicators/.unimplemented/FisherTransform.md +++ /dev/null @@ -1,76 +0,0 @@ ---- -title: Ehlers Fisher Transform -permalink: /indicators/FisherTransform/ -type: price-transform -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/FisherTransform.png) - -```csharp -// usage -IEnumerable results = - quotes.GetFisherTransform(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the lookback window. Must be greater than 0. Default is 10. - -### Historical quotes requirements - -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 -``` - -- 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. - -:hourglass: **Convergence Warning**: The first `N+15` warmup periods will have unusable decreasing magnitude, convergence-related precision errors that can be as high as ~25% deviation in earlier indicator values. - -### FisherTransformResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Fisher` | double | Fisher Transform -| `Trigger` | double | FT offset by one period - -### Utilities - -- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date) -- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods) - -For pruning of warmup periods, we recommend using the following guidelines: - -```csharp -quotes.GetFisherTransform(lookbackPeriods) - .RemoveWarmupPeriods(lookbackPeriods+15); -``` - -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 10-period FisherTransform -IEnumerable results - = quotes.GetFisherTransform(10); -``` diff --git a/docs/_indicators/.unimplemented/ForceIndex.md b/docs/_indicators/.unimplemented/ForceIndex.md deleted file mode 100644 index 6cb0eb81..00000000 --- a/docs/_indicators/.unimplemented/ForceIndex.md +++ /dev/null @@ -1,70 +0,0 @@ ---- -title: Force Index -permalink: /indicators/ForceIndex/ -type: volume-based -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/ForceIndex.png) - -```csharp -// usage -IEnumerable results = - quotes.GetForceIndex(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Lookback window (`N`) for the EMA of Force Index. Must be greater than 0 and is commonly 2 or 13 (shorter/longer view). - -### Historical quotes requirements - -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. - -## 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 for will be `null` since they cannot be calculated. - -: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. - -### ForceIndexResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `ForceIndex` | double | Force 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 ForceIndex(13) -IEnumerable results - = quotes.GetForceIndex(13); -``` diff --git a/docs/_indicators/.unimplemented/Gator.md b/docs/_indicators/.unimplemented/Gator.md index a3c3d0dc..ebf86f41 100644 --- a/docs/_indicators/.unimplemented/Gator.md +++ b/docs/_indicators/.unimplemented/Gator.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/385 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Gator.png) +![image]({{site.charturl}}/Gator.png) -```csharp +```python // usage IEnumerable results = quotes.GetGator(); @@ -27,18 +27,18 @@ IEnumerable results = quotes 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 10-20 periods will have `null` values since there's not enough data to calculate. +- The first 10-20 periods will have `None` values since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first 150 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. @@ -62,7 +62,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/Hma.md b/docs/_indicators/.unimplemented/Hma.md deleted file mode 100644 index c1cfe9ed..00000000 --- a/docs/_indicators/.unimplemented/Hma.md +++ /dev/null @@ -1,67 +0,0 @@ ---- -title: Hull Moving Average (HMA) -permalink: /indicators/Hma/ -type: moving-average -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Hma.png) - -```csharp -// usage -IEnumerable results = - quotes.GetHma(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the moving average. Must be greater than 1. - -### Historical quotes requirements - -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. - -## 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+(integer of SQRT(N))-1` periods will have `null` values since there's not enough data to calculate. - -### HmaResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Hma` | decimal | Hull moving average 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("MSFT"); - -// calculate 20-period HMA -IEnumerable results = quotes.GetHma(20); -``` diff --git a/docs/_indicators/.unimplemented/HtTrendline.md b/docs/_indicators/.unimplemented/HtTrendline.md deleted file mode 100644 index c8205ca1..00000000 --- a/docs/_indicators/.unimplemented/HtTrendline.md +++ /dev/null @@ -1,64 +0,0 @@ ---- -title: Hilbert Transform Instantaneous Trendline -permalink: /indicators/HtTrendline/ -type: moving-average -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/HtTrendline.png) - -```csharp -// usage -IEnumerable results = - quotes.GetHtTrendline(); -``` - -## Historical quotes requirements - -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. - -## 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 `6` periods will have `null` values for `SmoothPrice` since there's not enough data to calculate. - -:hourglass: **Convergence Warning**: The first `100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### HtlResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Trendline` | decimal | HT Trendline -| `SmoothPrice` | decimal | Weighted moving average of `(H+L)/2` price - -### 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 HT Trendline -IEnumerable results = quotes.GetHtTrendline(); -``` diff --git a/docs/_indicators/.unimplemented/Hurst.md b/docs/_indicators/.unimplemented/Hurst.md deleted file mode 100644 index f922bfdc..00000000 --- a/docs/_indicators/.unimplemented/Hurst.md +++ /dev/null @@ -1,69 +0,0 @@ ---- -title: Hurst Exponent -description: Hurst Exponent with Rescaled Range Analysis -permalink: /indicators/Hurst/ -type: price-characteristic -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Hurst.png) - -```csharp -// usage -IEnumerable results = - quotes.GetHurst(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the Hurst Analysis. Must be greater than 100. Default is 100. - -### Historical quotes requirements - -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. - -## 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. - -### HurstResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `HurstExponent` | double | Hurst Exponent (`H`) - -### Utilities - -- [.ConvertToQuotes()]({{site.baseurl}}/utilities#convert-to-quotes) -- [.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 Hurst -IEnumerable results = quotes.GetHurst(20); -``` diff --git a/docs/_indicators/.unimplemented/Kama.md b/docs/_indicators/.unimplemented/Kama.md deleted file mode 100644 index 783c052c..00000000 --- a/docs/_indicators/.unimplemented/Kama.md +++ /dev/null @@ -1,74 +0,0 @@ ---- -title: Kaufman's Adaptive Moving Average (KAMA) -permalink: /indicators/Kama/ -type: moving-average -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Kama.png) - -```csharp -// usage -IEnumerable results = - quotes.GetKama(erPeriods, fastPeriods, slowPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `erPeriods` | int | Number of Efficiency Ratio (volatility) periods (`E`). Must be greater than 0. Default is 10. -| `fastPeriods` | int | Number of Fast EMA periods. Must be greater than 0. Default is 2. -| `slowPeriods` | int | Number of Slow EMA periods. Must be greater than `fastPeriods`. Default is 30. - -### Historical quotes requirements - -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. - -## 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. - -:hourglass: **Convergence Warning**: The first `10×E` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### KamaResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `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. - -### 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 KAMA(10,2,30) -IEnumerable results = quotes.GetKama(10,2,30); -``` diff --git a/docs/_indicators/.unimplemented/Keltner.md b/docs/_indicators/.unimplemented/Keltner.md deleted file mode 100644 index 160a515a..00000000 --- a/docs/_indicators/.unimplemented/Keltner.md +++ /dev/null @@ -1,75 +0,0 @@ ---- -title: Keltner Channels -permalink: /indicators/Keltner/ -type: price-channel -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Keltner.png) - -```csharp -// usage -IEnumerable results = - quotes.GetKeltner(emaPeriods, multiplier, atrPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `emaPeriods` | int | Number of lookback periods (`E`) for the center line moving average. Must be greater than 1 to calculate. Default is 20. -| `multiplier` | decimal | ATR Multiplier. Must be greater than 0. Default is 2. -| `atrPeriods` | int | Number of lookback periods (`A`) for the Average True Range. Must be greater than 1 to calculate. Default is 10. - -### 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, 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. - -## 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. - -:hourglass: **Convergence Warning**: The first `N+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### KeltnerResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `UpperBand` | decimal | Upper band of Keltner Channel -| `Centerline` | decimal | EMA of Close price -| `LowerBand` | decimal | Lower band of Keltner Channel -| `Width` | decimal | Width as percent of Centerline price. `(UpperBand-LowerBand)/Centerline` - -### 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 Keltner(20) -IEnumerable results - = quotes.GetKeltner(20,2.0,10); -``` diff --git a/docs/_indicators/.unimplemented/Kvo.md b/docs/_indicators/.unimplemented/Kvo.md deleted file mode 100644 index d2c07ed0..00000000 --- a/docs/_indicators/.unimplemented/Kvo.md +++ /dev/null @@ -1,72 +0,0 @@ ---- -title: Klinger Volume Oscillator -permalink: /indicators/Kvo/ -type: volume-based -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Kvo.png) - -```csharp -// usage -IEnumerable results = - quotes.GetKvo(shortPeriods, longPeriods, signalPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `fastPeriods` | int | Number of lookback periods (`F`) for the short-term EMA. Must be greater than 2. Default is 34. -| `slowPeriods` | int | Number of lookback periods (`L`) for the long-term EMA. Must be greater than `F`. Default is 55. -| `signalPeriods` | int | Number of lookback periods for the signal line. Must be greater than 0. Default is 13. - -### Historical quotes requirements - -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. - -## 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 `L+1` periods will have `null` values since there's not enough data to calculate. - -:hourglass: **Convergence Warning**: The first `L+150` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### KvoResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Oscillator` | double | Klinger Oscillator -| `Signal` | double | EMA of Klinger Oscillator (signal line) - -### 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 Klinger(34,55,13) -IEnumerable results = quotes.GetKvo(34,55,13); -``` diff --git a/docs/_indicators/.unimplemented/MaEnvelopes.md b/docs/_indicators/.unimplemented/MaEnvelopes.md index 29d197d4..12d99b2c 100644 --- a/docs/_indicators/.unimplemented/MaEnvelopes.md +++ b/docs/_indicators/.unimplemented/MaEnvelopes.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/288 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/MaEnvelopes.png) +![image]({{site.charturl}}/MaEnvelopes.png) -```csharp +```python // usage IEnumerable results = quotes.GetSmaEnvelopes(lookbackPeriods, percentOffset, movingAverageType); @@ -30,7 +30,7 @@ IEnumerable results = See links in the supported [MaType options](#matype-options) section below for details on the inherited requirements for `quotes` and `lookbackPeriods`. -`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. +`quotes` is an `Iterable[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. ### MaType options @@ -50,16 +50,16 @@ These are the supported moving average types: :warning: For ALMA, default values are used for `offset` and `sigma`. -## Response +## Return -```csharp +```python 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 periods will have `null` values since there's not enough data to calculate; the quantity will vary based on the `movingAverageType` specified. +- The first periods will have `None` values since there's not enough data to calculate; the quantity will vary based on the `movingAverageType` specified. :hourglass: **Convergence Warning**: Some moving average variants have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. See links in the supported [MaType options](#matype-options) section above for more information. @@ -83,7 +83,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/Mama.md b/docs/_indicators/.unimplemented/Mama.md deleted file mode 100644 index 82216fd4..00000000 --- a/docs/_indicators/.unimplemented/Mama.md +++ /dev/null @@ -1,71 +0,0 @@ ---- -title: MESA Adaptive Moving Average (MAMA) -permalink: /indicators/Mama/ -type: moving-average -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Mama.png) - -```csharp -// usage -IEnumerable results = - quotes.GetMama(fastLimit, slowLimit); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `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 - -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. - -## 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 `5` periods will have `null` values for `Mama` since there's not enough data to calculate. - -:hourglass: **Convergence Warning**: The first `50` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### MamaResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Mama` | decimal | MESA adaptive moving average (MAMA) -| `Fama` | decimal | Following adaptive moving average (FAMA) - -### 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 Mama(0.5,0.05) -IEnumerable results = quotes.GetMama(0.5,0.05); -``` diff --git a/docs/_indicators/.unimplemented/Marubozu.md b/docs/_indicators/.unimplemented/Marubozu.md index e7762f64..11cc3bc6 100644 --- a/docs/_indicators/.unimplemented/Marubozu.md +++ b/docs/_indicators/.unimplemented/Marubozu.md @@ -8,11 +8,11 @@ type: candlestick-pattern # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/512 "Community discussion about this indicator") drawing -```csharp +```python // usage IEnumerable results = quotes.GetMarubozu(minBodyPercent); @@ -28,11 +28,11 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python IEnumerable ``` @@ -54,7 +54,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Mfi.md b/docs/_indicators/.unimplemented/Mfi.md deleted file mode 100644 index 54b777c7..00000000 --- a/docs/_indicators/.unimplemented/Mfi.md +++ /dev/null @@ -1,67 +0,0 @@ ---- -title: Money Flow Index (MFI) -permalink: /indicators/Mfi/ -type: volume-based -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/Mfi.png) - -```csharp -// usage -IEnumerable results = - quotes.GetMfi(lookbackPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `lookbackPeriods` | int | Number of periods (`N`) in the lookback period. Must be greater than 1. Default is 14. - -### Historical quotes requirements - -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. - -## 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` MFI values since they cannot be calculated. - -### MfiResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `Mfi` | decimal | Money Flow 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 -IEnumerable results = quotes.GetMfi(14); -``` diff --git a/docs/_indicators/.unimplemented/Obv.md b/docs/_indicators/.unimplemented/Obv.md index 44187164..07f4a03b 100644 --- a/docs/_indicators/.unimplemented/Obv.md +++ b/docs/_indicators/.unimplemented/Obv.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/246 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Obv.png) +![image]({{site.charturl}}/Obv.png) -```csharp +```python // usage IEnumerable results = quotes.GetObv(); @@ -32,11 +32,11 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python IEnumerable ``` @@ -65,7 +65,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/PivotPoints.md b/docs/_indicators/.unimplemented/PivotPoints.md index 71962f7e..90996bce 100644 --- a/docs/_indicators/.unimplemented/PivotPoints.md +++ b/docs/_indicators/.unimplemented/PivotPoints.md @@ -9,11 +9,11 @@ layout: indicator [Pivot Points](https://en.wikipedia.org/wiki/Pivot_point_(technical_analysis)) depict support and resistance levels, based on the prior lookback window. You can specify window size (e.g. month, week, day, etc). 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/274 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/PivotPoints.png) +![image]({{site.charturl}}/PivotPoints.png) -```csharp +```python // usage IEnumerable results = quotes.GetPivotPoints(windowSize, pointType); @@ -30,7 +30,7 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. ### PeriodSize options (for windowSize) @@ -51,16 +51,16 @@ You must have at least `2` windows of `quotes` to cover the warmup periods. For | `PivotPointType.Fibonacci` | Fibonacci | `PivotPointType.Woodie` | Woodie -## Response +## Return -```csharp +```python 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 window will have `null` values since there's not enough data to calculate. +- The first window will have `None` values since there's not enough data to calculate. :warning: **Warning**: The second window may be innaccurate if the first window contains incomplete data. For example, this can occur if you specify a `Month` window size and only provide 45 calendar days (1.5 months) of `quotes`. @@ -89,7 +89,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Pivots.md b/docs/_indicators/.unimplemented/Pivots.md index 05556271..a33496df 100644 --- a/docs/_indicators/.unimplemented/Pivots.md +++ b/docs/_indicators/.unimplemented/Pivots.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/436 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Pivots.png) +![image]({{site.charturl}}/Pivots.png) -```csharp +```python // usage IEnumerable results = quotes.GetPivots(leftSpan, rightSpan, maxTrendPeriods, endType); @@ -33,7 +33,7 @@ The total evaluation window size is `L+R+1`. 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. +`quotes` is an `Iterable[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. ### EndType options @@ -42,9 +42,9 @@ You must have at least `L+R+1` periods of `quotes` to cover the warmup periods; | `EndType.Close` | Chevron point identified from `Close` price | `EndType.HighLow` | Chevron point identified from `High` and `Low` price (default) -## Response +## Return -```csharp +```python IEnumerable ``` @@ -60,8 +60,8 @@ IEnumerable | name | type | notes | -- |-- |-- | `Date` | DateTime | Date -| `HighPoint` | decimal | Value indicates a **high** point; otherwise `null` is returned. -| `LowPoint` | decimal | Value indicates a **low** point; otherwise `null` is returned. +| `HighPoint` | decimal | Value indicates a **high** point; otherwise `None` is returned. +| `LowPoint` | decimal | Value indicates a **low** point; otherwise `None` is returned. | `HighLine` | decimal | Drawn line between two high points in the `maxTrendPeriods` | `LowLine` | decimal | Drawn line between two low points in the `maxTrendPeriods` | `HighTrend` | PivotTrend | Enum that represents higher high or lower high. See [PivotTrend values](#pivottrend-values) below. @@ -85,7 +85,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Pmo.md b/docs/_indicators/.unimplemented/Pmo.md index 39243d0d..70950d84 100644 --- a/docs/_indicators/.unimplemented/Pmo.md +++ b/docs/_indicators/.unimplemented/Pmo.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/244 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Pmo.png) +![image]({{site.charturl}}/Pmo.png) -```csharp +```python // usage IEnumerable results = quotes.GetPmo(timePeriods, smoothPeriods, signalPeriods); @@ -30,18 +30,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `T+S-1` periods will have `null` values for PMO since there's not enough data to calculate. +- The first `T+S-1` periods will have `None` values for PMO since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first `T+S+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. @@ -63,7 +63,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Prs.md b/docs/_indicators/.unimplemented/Prs.md index 9b2ecedd..4edcdb11 100644 --- a/docs/_indicators/.unimplemented/Prs.md +++ b/docs/_indicators/.unimplemented/Prs.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/243 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Prs.png) +![image]({{site.charturl}}/Prs.png) -```csharp +```python // usage IEnumerable results = historyBase.GetPrs(historyEval); @@ -27,25 +27,25 @@ IEnumerable results = | name | type | notes | -- |-- |-- | `historyEval` | IEnumerable\<[TQuote]({{site.baseurl}}/guide/#historical-quotes)\> | Historical quotes for evaluation. You must have the same number of periods as `historyBase`. -| `lookbackPeriods` | int | Optional. Number of periods (`N`) to lookback to compute % difference. Must be greater than 0 if specified or `null`. +| `lookbackPeriods` | int | Optional. Number of periods (`N`) to lookback to compute % difference. Must be greater than 0 if specified or `None`. | `smaPeriods` | int | Optional. Number of periods (`S`) in the SMA lookback period for `Prs`. Must be greater than 0. ### Historical quotes requirements You must have at least `N` periods of `historyBase` to calculate `PrsPercent` if `lookbackPeriods` is specified; otherwise, you must specify at least `S+1` periods. More than the minimum is typically specified. For this indicator, the elements must match (e.g. the `n`th elements must be the same date). An `Exception` will be thrown for mismatch dates. Historical price quotes should have a consistent frequency (day, hour, minute, etc). -`historyBase` 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. +`historyBase` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `N` periods will have `null` values for `PrsPercent` and the first `S-1` periods will have `null` values for `Sma` since there's not enough data to calculate. +- The `N` periods will have `None` values for `PrsPercent` and the first `S-1` periods will have `None` values for `Sma` since there's not enough data to calculate. ### PrResult @@ -65,7 +65,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable historySPX = GetHistoryFromFeed("SPX"); IEnumerable historyTSLA = GetHistoryFromFeed("TSLA"); diff --git a/docs/_indicators/.unimplemented/Pvo.md b/docs/_indicators/.unimplemented/Pvo.md index 6926f5b7..66f294dc 100644 --- a/docs/_indicators/.unimplemented/Pvo.md +++ b/docs/_indicators/.unimplemented/Pvo.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/305 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Pvo.png) +![image]({{site.charturl}}/Pvo.png) -```csharp +```python // usage IEnumerable results = quotes.GetPvo(fastPeriods, slowPeriods, signalPeriods); @@ -30,18 +30,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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` slow periods will have `null` values since there's not enough data to calculate. +- The first `S-1` slow periods will have `None` values since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first `S+P+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. @@ -64,7 +64,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Renko.md b/docs/_indicators/.unimplemented/Renko.md index 6beb4576..3c6171ec 100644 --- a/docs/_indicators/.unimplemented/Renko.md +++ b/docs/_indicators/.unimplemented/Renko.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/478 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Renko.png) +![image]({{site.charturl}}/Renko.png) -```csharp +```python // usage IEnumerable results = quotes.GetRenko(brickSize, endType); @@ -29,7 +29,7 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. ### EndType options @@ -38,9 +38,9 @@ You must have at least two periods of `quotes` to cover the warmup periods; howe | `EndType.Close` | Brick change threshold measured from `Close` price (default) | `EndType.HighLow` | Brick change threshold measured from `High` and `Low` price -## Response +## Return -```csharp +```python IEnumerable ``` @@ -75,7 +75,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); @@ -85,7 +85,7 @@ IEnumerable results = quotes.GetRenko(2.5); ## ATR Variant -```csharp +```python // usage IEnumerable results = quotes.GetRenkoAtr(atrPeriods, endType); @@ -102,11 +102,11 @@ IEnumerable results = You must have at least `A+100` 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. +`quotes` is an `Iterable[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. -## Response for ATR +## Return for ATR -```csharp +```python IEnumerable ``` diff --git a/docs/_indicators/.unimplemented/RollingPivots.md b/docs/_indicators/.unimplemented/RollingPivots.md index cabe4870..de59e0be 100644 --- a/docs/_indicators/.unimplemented/RollingPivots.md +++ b/docs/_indicators/.unimplemented/RollingPivots.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/274 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/RollingPivots.png) +![image]({{site.charturl}}/RollingPivots.png) -```csharp +```python // usage IEnumerable results = quotes.GetRollingPivots(lookbackPeriods, offsetPeriods, pointType); @@ -32,7 +32,7 @@ For example, a window of 8 with an offset of 4 would evaluate quotes like: `W W 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. +`quotes` is an `Iterable[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. ### PivotPointType options @@ -44,16 +44,16 @@ You must have at least `W+F` periods of `quotes` to cover the warmup periods. | `PivotPointType.Fibonacci` | Fibonacci | `PivotPointType.Woodie` | Woodie -## Response +## Return -```csharp +```python 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 `W+F-1` periods will have `null` values since there's not enough data to calculate. +- The first `W+F-1` periods will have `None` values since there's not enough data to calculate. ### RollingPivotsResult @@ -78,7 +78,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Smi.md b/docs/_indicators/.unimplemented/Smi.md index 0c896f92..d5d8f088 100644 --- a/docs/_indicators/.unimplemented/Smi.md +++ b/docs/_indicators/.unimplemented/Smi.md @@ -8,11 +8,11 @@ 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/625 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Smi.png) +![image]({{site.charturl}}/Smi.png) -```csharp +```python // usage (standard) IEnumerable results = quotes.GetSmi(lookbackPeriods, firstSmoothPeriods, @@ -32,18 +32,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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. +- The first `N-1` periods will have `None` 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. @@ -65,7 +65,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Smma.md b/docs/_indicators/.unimplemented/Smma.md index 4210ddfc..4195af0e 100644 --- a/docs/_indicators/.unimplemented/Smma.md +++ b/docs/_indicators/.unimplemented/Smma.md @@ -9,11 +9,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/375 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Smma.png) +![image]({{site.charturl}}/Smma.png) -```csharp +```python // usage IEnumerable results = quotes.GetSmma(lookbackPeriods); @@ -29,18 +29,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `None` 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. @@ -61,7 +61,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/StarcBands.md b/docs/_indicators/.unimplemented/StarcBands.md deleted file mode 100644 index 0acafe25..00000000 --- a/docs/_indicators/.unimplemented/StarcBands.md +++ /dev/null @@ -1,74 +0,0 @@ ---- -title: STARC Bands -permalink: /indicators/StarcBands/ -type: price-channel -layout: indicator ---- - -# {{ page.title }} - -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.baseurl}}/assets/charts/StarcBands.png) - -```csharp -// usage -IEnumerable results = - quotes.GetStarcBands(smaPeriods, multiplier, atrPeriods); -``` - -## Parameters - -| name | type | notes -| -- |-- |-- -| `smaPeriods` | int | Number of lookback periods (`S`) for the center line moving average. Must be greater than 1 to calculate and is typically between 5 and 10. -| `multiplier` | decimal | ATR Multiplier. Must be greater than 0. Default is 2. -| `atrPeriods` | int | Number of lookback periods (`A`) for the Average True Range. Must be greater than 1 to calculate and is typically the same value as `smaPeriods`. Default is 10. - -### Historical quotes requirements - -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. - -## 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, where `N` is the greater of `S` or `A`. - -:hourglass: **Convergence Warning**: The first `A+150` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. - -### StarcBandsResult - -| name | type | notes -| -- |-- |-- -| `Date` | DateTime | Date -| `UpperBand` | decimal | Upper STARC band -| `Centerline` | decimal | SMA of Close price -| `LowerBand` | decimal | Lower STARC 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 StarcBands(20) -IEnumerable results - = quotes.GetStarcBands(20,2.0,10); -``` diff --git a/docs/_indicators/.unimplemented/Stc.md b/docs/_indicators/.unimplemented/Stc.md index 52df6942..19c7a110 100644 --- a/docs/_indicators/.unimplemented/Stc.md +++ b/docs/_indicators/.unimplemented/Stc.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/570 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Stc.png) +![image]({{site.charturl}}/Stc.png) -```csharp +```python // usage IEnumerable results = quotes.GetStc(cyclePeriods, fastPeriods, slowPeriods); @@ -30,18 +30,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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+C` slow periods will have `null` values since there's not enough data to calculate. +- The first `S+C` slow periods will have `None` values since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first `S+C+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. @@ -62,7 +62,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/StdDev.md b/docs/_indicators/.unimplemented/StdDev.md index a3e4fae6..62da3581 100644 --- a/docs/_indicators/.unimplemented/StdDev.md +++ b/docs/_indicators/.unimplemented/StdDev.md @@ -9,11 +9,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/239 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/StdDev.png) +![image]({{site.charturl}}/StdDev.png) -```csharp +```python // usage IEnumerable results = quotes.GetStdDev(lookbackPeriods); @@ -34,18 +34,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `None` values since there's not enough data to calculate. ### StdDevResult @@ -67,7 +67,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPX"); diff --git a/docs/_indicators/.unimplemented/T3.md b/docs/_indicators/.unimplemented/T3.md index ca52f8d2..d9428f64 100644 --- a/docs/_indicators/.unimplemented/T3.md +++ b/docs/_indicators/.unimplemented/T3.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/332 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/T3.png) +![image]({{site.charturl}}/T3.png) -```csharp +```python // usage IEnumerable results = quotes.GetT3(lookbackPeriods, volumeFactor); @@ -29,18 +29,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `6×(N-1)` periods will have `null` values since there's not enough data to calculate. +- The first `6×(N-1)` periods will have `None` values since there's not enough data to calculate. :hourglass: **Convergence Warning**: The first `6×(N-1)+250` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. @@ -61,7 +61,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/Tsi.md b/docs/_indicators/.unimplemented/Tsi.md index 46fcd9b8..b8c7f98f 100644 --- a/docs/_indicators/.unimplemented/Tsi.md +++ b/docs/_indicators/.unimplemented/Tsi.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/300 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Tsi.png) +![image]({{site.charturl}}/Tsi.png) -```csharp +```python // usage IEnumerable results = quotes.GetTsi(lookbackPeriods, smoothPeriods, signalPeriods); @@ -30,19 +30,19 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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+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`. +- The first `N+M-1` periods will have `None` values since there's not enough data to calculate. +- `Signal` will be `None` for all periods if `signalPeriods=0`. :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. @@ -64,7 +64,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/UlcerIndex.md b/docs/_indicators/.unimplemented/UlcerIndex.md index 0dd55cc3..80282d5a 100644 --- a/docs/_indicators/.unimplemented/UlcerIndex.md +++ b/docs/_indicators/.unimplemented/UlcerIndex.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/232 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/UlcerIndex.png) +![image]({{site.charturl}}/UlcerIndex.png) -```csharp +```python // usage IEnumerable results = quotes.GetUlcerIndex(lookbackPeriods); @@ -28,18 +28,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `None` values since there's not enough data to calculate. ### UlcerIndexResult @@ -58,7 +58,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Ultimate.md b/docs/_indicators/.unimplemented/Ultimate.md index 88765600..5d328d27 100644 --- a/docs/_indicators/.unimplemented/Ultimate.md +++ b/docs/_indicators/.unimplemented/Ultimate.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/231 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Ultimate.png) +![image]({{site.charturl}}/Ultimate.png) -```csharp +```python // usage IEnumerable results = quotes.GetUltimate(shortPeriods, middlePeriods, longPeriods); @@ -30,18 +30,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `L-1` periods will have `null` Ultimate values since there's not enough data to calculate. +- The first `L-1` periods will have `None` Ultimate values since there's not enough data to calculate. ### UltimateResult @@ -60,7 +60,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/VolSma.md b/docs/_indicators/.unimplemented/VolSma.md index a2206b4d..afc8ffbf 100644 --- a/docs/_indicators/.unimplemented/VolSma.md +++ b/docs/_indicators/.unimplemented/VolSma.md @@ -8,13 +8,13 @@ layout: indicator # {{ page.title }} The Volume Simple Moving Average is the average volume over a lookback window. This is helpful when you are trying to assess whether volume is above or below normal. -[[Discuss] :speech_balloon:]({{site.github.repository_url}}/discussions/230 "Community discussion about this indicator") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/230 "Community discussion about this indicator") :warning: **Deprecation Warning!** `GetVolSma` is now redundant and will be removed from the library at the end of 2021. It is replaced by [GetSma()](../Sma/#content) with a `CandlePart.Volume` specification. ![image]({{site.charturl}}/VolSma.png) -```csharp +```python // legacy usage IEnumerable results = quotes.GetVolSma(lookbackPeriods); @@ -34,18 +34,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 for `VolSma` since there's not enough data to calculate. +- The first `N-1` periods will have `None` values for `VolSma` since there's not enough data to calculate. ### VolSmaResult @@ -65,7 +65,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/VolatilityStop.md b/docs/_indicators/.unimplemented/VolatilityStop.md index 7a92a924..5694106f 100644 --- a/docs/_indicators/.unimplemented/VolatilityStop.md +++ b/docs/_indicators/.unimplemented/VolatilityStop.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/564 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/VolatilityStop.png) +![image]({{site.charturl}}/VolatilityStop.png) -```csharp +```python // usage IEnumerable results = quotes.GetVolatilityStop(lookbackPeriods, multiplier); @@ -29,18 +29,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 trend will have `null` values since it is not accurate and based on an initial guess. +- The first trend will have `None` values since it is not accurate and based on an initial guess. :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. @@ -66,7 +66,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Vortex.md b/docs/_indicators/.unimplemented/Vortex.md index 913f062e..f775aed9 100644 --- a/docs/_indicators/.unimplemented/Vortex.md +++ b/docs/_indicators/.unimplemented/Vortex.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/339 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Vortex.png) +![image]({{site.charturl}}/Vortex.png) -```csharp +```python // usage IEnumerable results = quotes.GetVortex(lookbackPeriods); @@ -28,18 +28,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 for VI since there's not enough data to calculate. +- The first `N` periods will have `None` values for VI since there's not enough data to calculate. ### VortexResult @@ -59,7 +59,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Vwap.md b/docs/_indicators/.unimplemented/Vwap.md index ef973684..db61f39c 100644 --- a/docs/_indicators/.unimplemented/Vwap.md +++ b/docs/_indicators/.unimplemented/Vwap.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/310 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Vwap.png) +![image]({{site.charturl}}/Vwap.png) -```csharp +```python // usage IEnumerable results = quotes.GetVwap(); @@ -32,11 +32,11 @@ IEnumerable results = You must have at least one historical quote to calculate; however, more is often needed to be useful. Historical quotes are typically provided for a single day using minute-based intraday periods. Since this is an accumulated weighted average price, different start dates will produce different results. The accumulation starts at the first period in the provided `quotes`, unless it is specified in the optional `startDate` parameter. -`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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python IEnumerable ``` @@ -44,7 +44,7 @@ IEnumerable - 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 period or the `startDate` will have a `Vwap = Close` value since it is the initial starting point. -- `Vwap` values before `startDate`, if specified, will be `null`. +- `Vwap` values before `startDate`, if specified, will be `None`. ### VwapResult @@ -63,7 +63,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Vwma.md b/docs/_indicators/.unimplemented/Vwma.md index f8149d3a..de5094c5 100644 --- a/docs/_indicators/.unimplemented/Vwma.md +++ b/docs/_indicators/.unimplemented/Vwma.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/657 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Vwma.png) +![image]({{site.charturl}}/Vwma.png) -```csharp +```python // legacy usage IEnumerable results = quotes.GetVwma(lookbackPeriods); @@ -28,18 +28,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 for `Vwma` since there's not enough data to calculate. +- The first `N-1` periods will have `None` values for `Vwma` since there's not enough data to calculate. ### VwmaResult @@ -58,7 +58,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/WilliamsR.md b/docs/_indicators/.unimplemented/WilliamsR.md index f13632c9..6092b970 100644 --- a/docs/_indicators/.unimplemented/WilliamsR.md +++ b/docs/_indicators/.unimplemented/WilliamsR.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} 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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/229 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/WilliamsR.png) +![image]({{site.charturl}}/WilliamsR.png) -```csharp +```python // usage IEnumerable results = quotes.GetWilliamsR(lookbackPeriods); @@ -28,18 +28,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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` Oscillator values since there's not enough data to calculate. +- The first `N-1` periods will have `None` Oscillator values since there's not enough data to calculate. ### WilliamsResult @@ -58,7 +58,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/.unimplemented/Wma.md b/docs/_indicators/.unimplemented/Wma.md index 3a60c674..1384ade0 100644 --- a/docs/_indicators/.unimplemented/Wma.md +++ b/docs/_indicators/.unimplemented/Wma.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/227 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/Wma.png) +![image]({{site.charturl}}/Wma.png) -```csharp +```python // usage IEnumerable results = quotes.GetWma(lookbackPeriods); @@ -28,18 +28,18 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. -## Response +## Return -```csharp +```python 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 `None` values since there's not enough data to calculate. ### WmaResult @@ -58,7 +58,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("MSFT"); diff --git a/docs/_indicators/.unimplemented/ZigZag.md b/docs/_indicators/.unimplemented/ZigZag.md index 3c11a28a..3da7b923 100644 --- a/docs/_indicators/.unimplemented/ZigZag.md +++ b/docs/_indicators/.unimplemented/ZigZag.md @@ -8,11 +8,11 @@ layout: indicator # {{ page.title }} [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") +[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/226 "Community discussion about this indicator") -![image]({{site.baseurl}}/assets/charts/ZigZag.png) +![image]({{site.charturl}}/ZigZag.png) -```csharp +```python // usage IEnumerable results = quotes.GetZigZag(endType, percentChange); @@ -29,7 +29,7 @@ IEnumerable results = 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. +`quotes` is an `Iterable[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. ### EndType options @@ -38,9 +38,9 @@ You must have at least two periods of `quotes` to cover the warmup periods, but | `EndType.Close` | Percent change measured from `Close` price (default) | `EndType.HighLow` | Percent change measured from `High` and `Low` price -## Response +## Return -```csharp +```python IEnumerable ``` @@ -48,7 +48,7 @@ IEnumerable - It always returns the same number of elements as there are in the historical quotes. - It does not return a single incremental indicator value. - If you do not supply enough points to cover the percent change, there will be no Zig Zag points or lines. -- The first line segment starts after the first confirmed point; ZigZag values before the first confirmed point will be `null`. +- The first line segment starts after the first confirmed point; ZigZag values before the first confirmed point will be `None`. - The last line segment is an approximation as the direction is indeterminate. :warning: **Warning**: depending on the specified `endType`, the indicator cannot be initialized if the first `Quote` in `quotes` has a `High`,`Low`, or `Close` value of 0 (zero). @@ -74,7 +74,7 @@ See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-r ## Example -```csharp +```python // fetch historical quotes from your feed (your method) IEnumerable quotes = GetHistoryFromFeed("SPY"); diff --git a/docs/_indicators/Adl.md b/docs/_indicators/Adl.md index 1963078d..9e137234 100644 --- a/docs/_indicators/Adl.md +++ b/docs/_indicators/Adl.md @@ -14,14 +14,14 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `sma_periods` | int, Optional | Number of periods (`N`) in the moving average of ADL. Must be greater than 0, if specified. ### Historical quotes requirements 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. +`quotes` is an `Iterable[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. ## Returns diff --git a/docs/_indicators/Adx.md b/docs/_indicators/Adx.md index 9312521c..d1a92506 100644 --- a/docs/_indicators/Adx.md +++ b/docs/_indicators/Adx.md @@ -14,14 +14,14 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 14* | Number of periods (`N`) for the lookback evaluation. Must be greater than 0. ### Historical quotes requirements You must have at least `2×N+100` periods of `quotes` to allow for smoothing convergence. We generally recommend you use at least `2×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. +`quotes` is an `Iterable[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. ## Returns diff --git a/docs/_indicators/Alligator.md b/docs/_indicators/Alligator.md index 162b8d95..bf0b087d 100644 --- a/docs/_indicators/Alligator.md +++ b/docs/_indicators/Alligator.md @@ -14,13 +14,13 @@ layout: indicator | name | type | notes | -- | -- | -- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). ### 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. -`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. +`quotes` is an `Iterable[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. ### Internal parameters diff --git a/docs/_indicators/Alma.md b/docs/_indicators/Alma.md index 2d080f45..2da347af 100644 --- a/docs/_indicators/Alma.md +++ b/docs/_indicators/Alma.md @@ -14,7 +14,7 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 9* | Number of periods (`N`) in the moving average. Must be greater than 1, but is typically in the 5-20 range. | `offset` | float, *default 0.85* | Adjusts smoothness versus responsiveness on a scale from 0 to 1; where 1 is max responsiveness. | `sigma` | float, *default 6* | Defines the width of the Gaussian [normal distribution](https://en.wikipedia.org/wiki/Normal_distribution). Must be greater than 0. @@ -23,7 +23,7 @@ layout: indicator 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. +`quotes` is an `Iterable[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. ## Returns diff --git a/docs/_indicators/Aroon.md b/docs/_indicators/Aroon.md index bc094936..e26951a6 100644 --- a/docs/_indicators/Aroon.md +++ b/docs/_indicators/Aroon.md @@ -14,7 +14,7 @@ layout: indicator | name | type | notes | -- | -- | -- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 25* | Number of periods (`N`) for the lookback evaluation. Must be greater than 0. diff --git a/docs/_indicators/BollingerBands.md b/docs/_indicators/BollingerBands.md index f601c4a1..ac7fa4fb 100644 --- a/docs/_indicators/BollingerBands.md +++ b/docs/_indicators/BollingerBands.md @@ -14,7 +14,7 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 20* | Number of periods (`N`) for the center line moving average. Must be greater than 1 to calculate; however we suggest a larger period for statistically appropriate sample size. | `standard_deviations` | int, *default 2* | Width of bands. Standard deviations (`D`) from the moving average. Must be greater than 0. @@ -22,7 +22,7 @@ layout: indicator 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. +`quotes` is an `Iterable[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. ## Returns diff --git a/docs/_indicators/Bop.md b/docs/_indicators/Bop.md index a29fa4f0..d538acd3 100644 --- a/docs/_indicators/Bop.md +++ b/docs/_indicators/Bop.md @@ -15,14 +15,14 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `smooth_periods` | int, *default 14* | Number of periods (`N`) for smoothing. Must be greater than 0. ### Historical quotes requirements 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. +`quotes` is an `Iterable[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. ## Return diff --git a/docs/_indicators/Cci.md b/docs/_indicators/Cci.md index 649e59e9..f26f1802 100644 --- a/docs/_indicators/Cci.md +++ b/docs/_indicators/Cci.md @@ -14,14 +14,14 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 20* | Number of periods (`N`) in the moving average. Must be greater than 0. ### Historical quotes requirements You must have at least `N+1` 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. +`quotes` is an `Iterable[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. ## Return diff --git a/docs/_indicators/ChaikinOsc.md b/docs/_indicators/ChaikinOsc.md index c89e8109..abda35a7 100644 --- a/docs/_indicators/ChaikinOsc.md +++ b/docs/_indicators/ChaikinOsc.md @@ -14,7 +14,7 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `fast_periods` | int, *default 3* | Number of periods (`F`) in the ADL fast EMA. Must be greater than 0 and smaller than `S`. | `slow_periods` | int, *default 10* | Number of periods (`S`) in the ADL slow EMA. Must be greater `F`. @@ -22,7 +22,7 @@ layout: indicator You must have at least `2×S` or `S+100` periods of `quotes`, whichever is more, to cover the convergence periods. 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 `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. +`quotes` is an `Iterable[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. ## Return diff --git a/docs/_indicators/Chandelier.md b/docs/_indicators/Chandelier.md index b6e391d0..2b7b437a 100644 --- a/docs/_indicators/Chandelier.md +++ b/docs/_indicators/Chandelier.md @@ -14,7 +14,7 @@ layout: indicator | name | type | notes | -- |-- |-- -| `quotes` | Iterable[Type[Quote]] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). +| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, *default 22* | Number of periods (`N`) for the lookback evaluation. | `multiplier` | float, *default 3.0* | Multiplier number must be a positive value. @@ -24,7 +24,7 @@ layout: indicator You must have at least `N+1` 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. +`quotes` is an `Iterable[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. @@ -23,7 +23,7 @@ layout: indicator 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 `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. +`quotes` is an `Iterable[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. @@ -25,7 +25,7 @@ The total evaluation window size is `2×S+1`, representing `±S` from the evalut You must have at least `2×S+1` periods of `quotes` to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern. -`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. +`quotes` is an `Iterable[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. @@ -23,7 +23,7 @@ layout: indicator 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. +`quotes` is an `Iterable[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.