Commit Graph
463 Commits
Author SHA1 Message Date
GSL 00a94d3d5a Added ma() 2021-04-30 08:19:45 +01:00
GSL df555321c5 Add kvo
Klinger Volume Oscillator
2021-04-29 17:56:23 +01:00
Kevin Johnson 96555b8752 DOC contributor addition 2021-04-28 08:03:34 -07:00
Kevin Johnson 46836a972d ENH adx new lensig arg 2021-04-22 10:38:45 -07:00
Kevin Johnson 31622c206a Merge branch 'pr/274' into development 2021-04-22 10:21:31 -07:00
Kevin Johnson 294a1c5a00 ENH #254 BUG #271 thermo DEP trade_return ENH tsignals erf DOC updates 2021-04-22 10:19:48 -07:00
JoeSchrandGitHub c82914294b Fix missing , in parameters 2021-04-20 00:36:31 +02:00
JoeSchrandGitHub b5e69a3305 Update adx.py
Missed some `lensig` uses
2021-04-20 00:23:58 +02:00
JoeSchrandGitHub e2592fa28f Update adx to include lensig
There should be a additional parameter so ADX smoothing and DI Length can have different values. I compared it to TradingViews DMI calculation and they also offer this.
Thanks for this great lib!
2021-04-19 13:23:23 +02:00
Kevin Johnson 37e3aeb7fc ENH added missing fill options 2021-04-17 11:03:42 -07:00
Kevin Johnson df65f1b066 ENH added missing fill options in pct and trend return 2021-04-17 10:09:51 -07:00
Kevin Johnson 9b6217275c ENH #214 chop ln addition DOC and TST update 2021-04-17 10:04:36 -07:00
Kevin Johnson 4a5e72235d ENH #262 cdl_z and cti DOC update MAINT refactoring 2021-04-17 08:42:03 -07:00
Kevin Johnson 681234648a Merge branch 'pr/262' into development 2021-04-11 09:42:09 -07:00
Kevin Johnson a2b85165c4 DOC contribution badge number update 2021-04-11 09:31:40 -07:00
Kevin Johnson 3afd74564f ENH #267 stc added with refactoring DOC readme updates TST stc added 2021-04-11 09:21:01 -07:00
Kevin Johnson 5937576421 Merge branch 'pr/267' into development 2021-04-10 17:05:28 -07:00
Kevin Johnson d65bb5a7a0 ENH cdl and cdl_pattern with talib compat added DOC cdl_pattern info + notebooks BUG yf extra output removed 2021-04-10 16:51:52 -07:00
Kevin Johnson 6f94d58ce7 Merge branch 'pr/261' into development 2021-04-10 11:03:15 -07:00
Kevin Johnson 9a7dd6f816 ENH cksp tvmode option with book defaults 2021-04-10 10:52:19 -07:00
Kevin Johnson 0598e14e15 Merge branch 'pr/260' into development 2021-04-10 10:33:25 -07:00
Kevin Johnson 3222001ea7 BUG #265 fix 2021-04-10 09:53:13 -07:00
Kevin Johnson 1b0cb93e32 Merge branch 'pr/265' into development 2021-04-10 09:50:08 -07:00
Kevin Johnson a360c17df6 ENH yf info output ENH trend_return vectorbt prep DOC example nb updates 2021-04-10 09:47:31 -07:00
rengel8 9d8a55f242 [ENH] Added Schaff Trend Cycle (STC)
This request adds an extended version of STC, which has internally two EMAs, but can be feeded with any other two types of MAs and alternativly also with any oscillator type.
2021-04-08 20:23:51 +02:00
Mick Chanthaseth 0c4c95ebd1 modified /volatility/true_range.py with 'true_range = concat(ranges, axis=1)' instead of 'true_range = DataFrame(ranges).T' for it to work with intra day data. 2021-04-07 07:32:43 -07:00
rengel8andGitHub 84cefa9b22 Merge pull request #3 from twopirllc/master
Up to date
2021-04-03 22:20:27 +02:00
Will a2979a8bd4 Adding CTI indicator 2021-04-01 10:42:49 -04:00
M6stafa 32c786fe74 ENH add cdl_pattern 2021-04-01 02:21:03 +04:30
Luis Barrancos 6ccc4cd101 Add small CKSP test notebook with plot 2021-03-30 01:14:01 +01:00
Luis Barrancos 4865399770 Fix Chande-Kroll stop #256, and #257
Add an optional "tvmode" parameter that controls the behaviour of the
Chande-Kroll volatility stop. The default, True, retains the used
behaviour, compatibility with Trading View. When False however, the
moving average mode used is now a simple moving average instead of the
Welles Wilder moving average and the periods used are different as well,
(10/1/9 vs 10/3/20).

Update the unit tests to account for the optional parameter, though
sadly we have no TA-lib implementation to compare with, and the Japanese
Yen Futures 09/93 contract used in figure 7.4 page 95 of the book, has
no freely available OHLC data i could find.
2021-03-30 01:13:49 +01:00
Kevin Johnson 942ccb4f38 MAINT minor refactoring 2021-03-28 16:29:40 -07:00
Kevin Johnson 81298099fb ENH calls and puts kwargs for yf option chain call 2021-03-26 13:35:09 -07:00
Kevin Johnson 360a26d71c ENH #246 td_seq added DOC updates 2021-03-25 12:01:16 -07:00
Kevin Johnson 6b3bfe252c Merge branch 'pr/246' into development 2021-03-21 13:26:36 -07:00
Kevin Johnson cfb5653a2a ENH #252 adx mamode added 2021-03-21 13:13:57 -07:00
Kevin Johnson 516894d0cb DOC mortizgun contributions #247 #248 #249 #250 #251 #253 2021-03-21 11:39:47 -07:00
Kevin Johnson 2c029bd672 Merge branch 'pr/253' into development 2021-03-21 11:14:29 -07:00
Kevin Johnson cdba83e1fd Merge branch 'pr/251' into development 2021-03-21 11:09:30 -07:00
Kevin Johnson 2b8fe5f78c Merge branch 'pr/250' into development 2021-03-21 11:04:28 -07:00
Kevin Johnson 305e02801a Merge branch 'pr/249' into development 2021-03-21 10:55:15 -07:00
Kevin Johnson a0b9039282 Merge branch 'pr/248' into development 2021-03-21 10:50:03 -07:00
Kevin Johnson f05aa384fa Merge branch 'pr/247' into development 2021-03-21 10:46:51 -07:00
Kevin Johnson 6b9d37d5b2 BUG replace exits with returns - exits warns on exit in ipython 2021-03-21 10:41:47 -07:00
Kevin Johnson 4de41d0706 DOC readme typo 2021-03-20 17:27:52 -07:00
Kevin Johnson b86c1f5ad3 ENH ticker method using yfinance DOC refactor + readme and examples update 2021-03-20 17:25:42 -07:00
moritzgunandGitHub 0125249658 Update psar.py
Same issue as last PRs!
2021-03-16 14:21:26 +01:00
moritzgunandGitHub 519efafa7a Update kama.py
keyError when using sc[i] or close[i]
2021-03-15 17:28:15 +01:00
moritzgunandGitHub 01eac4c350 Update hwma.py
Close[i] raises KeyError
2021-03-15 17:16:44 +01:00
moritzgunandGitHub e773c676c5 Update alma.py
close[i - j] raises keyError
2021-03-15 16:27:04 +01:00