ankitpro / algo-trading-inputs

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Table of contents


Indicators (by Category)

Candles (64)

Patterns that are not bold, require TA-Lib to be installed: pip install TA-Lib

  • 2crows
  • 3blackcrows
  • 3inside
  • 3linestrike
  • 3outside
  • 3starsinsouth
  • 3whitesoldiers
  • abandonedbaby
  • advanceblock
  • belthold
  • breakaway
  • closingmarubozu
  • concealbabyswall
  • counterattack
  • darkcloudcover
  • doji
  • dojistar
  • dragonflydoji
  • engulfing
  • eveningdojistar
  • eveningstar
  • gapsidesidewhite
  • gravestonedoji
  • hammer
  • hangingman
  • harami
  • haramicross
  • highwave
  • hikkake
  • hikkakemod
  • homingpigeon
  • identical3crows
  • inneck
  • inside
  • invertedhammer
  • kicking
  • kickingbylength
  • ladderbottom
  • longleggeddoji
  • longline
  • marubozu
  • matchinglow
  • mathold
  • morningdojistar
  • morningstar
  • onneck
  • piercing
  • rickshawman
  • risefall3methods
  • separatinglines
  • shootingstar
  • shortline
  • spinningtop
  • stalledpattern
  • sticksandwich
  • takuri
  • tasukigap
  • thrusting
  • tristar
  • unique3river
  • upsidegap2crows
  • xsidegap3methods
  • Heikin-Ashi: ha
  • Z Score: cdl_z

Cycles (1)

  • Even Better Sinewave: ebsw

Momentum (41)

  • Awesome Oscillator: ao
  • Absolute Price Oscillator: apo
  • Bias: bias
  • Balance of Power: bop
  • BRAR: brar
  • Commodity Channel Index: cci
  • Chande Forecast Oscillator: cfo
  • Center of Gravity: cg
  • Chande Momentum Oscillator: cmo
  • Coppock Curve: coppock
  • Correlation Trend Indicator: cti
    • A wrapper for ta.linreg(series, r=True)
  • Directional Movement: dm
  • Efficiency Ratio: er
  • Elder Ray Index: eri
  • Fisher Transform: fisher
  • Inertia: inertia
  • KDJ: kdj
  • KST Oscillator: kst
  • Moving Average Convergence Divergence: macd
  • Momentum: mom
  • Pretty Good Oscillator: pgo
  • Percentage Price Oscillator: ppo
  • Psychological Line: psl
  • Percentage Volume Oscillator: pvo
  • Quantitative Qualitative Estimation: qqe
  • Rate of Change: roc
  • Relative Strength Index: rsi
  • Relative Strength Xtra: rsx
  • Relative Vigor Index: rvgi
  • Schaff Trend Cycle: stc
  • Slope: slope
  • SMI Ergodic smi
  • Squeeze: squeeze
    • Default is John Carter's. Enable Lazybear's with lazybear=True
  • Squeeze Pro: squeeze_pro
  • Stochastic Oscillator: stoch
  • Stochastic RSI: stochrsi
  • TD Sequential: td_seq
    • Excluded from df.ta.strategy().
  • Trix: trix
  • True strength index: tsi
  • Ultimate Oscillator: uo
  • Williams %R: willr

Overlap (33)

  • Arnaud Legoux Moving Average: alma
  • Double Exponential Moving Average: dema
  • Exponential Moving Average: ema
  • Fibonacci's Weighted Moving Average: fwma
  • Gann High-Low Activator: hilo
  • High-Low Average: hl2
  • High-Low-Close Average: hlc3
    • Commonly known as 'Typical Price' in Technical Analysis literature
  • Hull Exponential Moving Average: hma
  • Holt-Winter Moving Average: hwma
  • Ichimoku Kinkō Hyō: ichimoku
    • Returns two DataFrames. For more information: help(ta.ichimoku).
    • lookahead=False drops the Chikou Span Column to prevent potential data leak.
  • Jurik Moving Average: jma
  • Kaufman's Adaptive Moving Average: kama
  • Linear Regression: linreg
  • McGinley Dynamic: mcgd
  • Midpoint: midpoint
  • Midprice: midprice
  • Open-High-Low-Close Average: ohlc4
  • Pascal's Weighted Moving Average: pwma
  • WildeR's Moving Average: rma
  • Sine Weighted Moving Average: sinwma
  • Simple Moving Average: sma
  • Ehler's Super Smoother Filter: ssf
  • Supertrend: supertrend
  • Symmetric Weighted Moving Average: swma
  • T3 Moving Average: t3
  • Triple Exponential Moving Average: tema
  • Triangular Moving Average: trima
  • Variable Index Dynamic Average: vidya
  • Volume Weighted Average Price: vwap
    • Requires the DataFrame index to be a DatetimeIndex
  • Volume Weighted Moving Average: vwma
  • Weighted Closing Price: wcp
  • Weighted Moving Average: wma
  • Zero Lag Moving Average: zlma

Performance (3)

Use parameter: cumulative=True for cumulative results.

  • Draw Down: drawdown
  • Log Return: log_return
  • Percent Return: percent_return

Statistics (11)

  • Entropy: entropy
  • Kurtosis: kurtosis
  • Mean Absolute Deviation: mad
  • Median: median
  • Quantile: quantile
  • Skew: skew
  • Standard Deviation: stdev
  • Think or Swim Standard Deviation All: tos_stdevall
  • Variance: variance
  • Z Score: zscore

Trend (18)

  • Average Directional Movement Index: adx
    • Also includes dmp and dmn in the resultant DataFrame.
  • Archer Moving Averages Trends: amat
  • Aroon & Aroon Oscillator: aroon
  • Choppiness Index: chop
  • Chande Kroll Stop: cksp
  • Decay: decay
    • Formally: linear_decay
  • Decreasing: decreasing
  • Detrended Price Oscillator: dpo
    • Set lookahead=False to disable centering and remove potential data leak.
  • Increasing: increasing
  • Long Run: long_run
  • Parabolic Stop and Reverse: psar
  • Q Stick: qstick
  • Short Run: short_run
  • Trend Signals: tsignals
  • TTM Trend: ttm_trend
  • Vertical Horizontal Filter: vhf
  • Vortex: vortex
  • Cross Signals: xsignals

Utility (5)

  • Above: above
  • Above Value: above_value
  • Below: below
  • Below Value: below_value
  • Cross: cross

Volatility (14)

  • Aberration: aberration
  • Acceleration Bands: accbands
  • Average True Range: atr
  • Bollinger Bands: bbands
  • Donchian Channel: donchian
  • Holt-Winter Channel: hwc
  • Keltner Channel: kc
  • Mass Index: massi
  • Normalized Average True Range: natr
  • Price Distance: pdist
  • Relative Volatility Index: rvi
  • Elder's Thermometer: thermo
  • True Range: true_range
  • Ulcer Index: ui

Volume (15)

  • Accumulation/Distribution Index: ad
  • Accumulation/Distribution Oscillator: adosc
  • Archer On-Balance Volume: aobv
  • Chaikin Money Flow: cmf
  • Elder's Force Index: efi
  • Ease of Movement: eom
  • Klinger Volume Oscillator: kvo
  • Money Flow Index: mfi
  • Negative Volume Index: nvi
  • On-Balance Volume: obv
  • Positive Volume Index: pvi
  • Price-Volume: pvol
  • Price Volume Rank: pvr
  • Price Volume Trend: pvt
  • Volume Profile: vp

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