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Author SHA1 Message Date
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 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
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
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
moritzgunandGitHub d7448074d4 Update rsx.py 
close[i] raises a keyError
 2021-03-15 10:26:27 +01:00
moritzgunandGitHub c08a51174b Update fisher.py 
position[i] is raising a keyError
 2021-03-15 10:24:37 +01:00
Kevin Johnson 2376f7a267 ENH DataFrame exchange property added for last_run property ENH notebooks updated 2021-03-13 16:24:31 -08:00
Kevin Johnson 44f7ca5dff DEP removed mp property ENH new last_run, time_range and to_utc properties 2021-03-13 15:18:44 -08:00
Dorren Chen adb4ae3421 add show_all param to wrapper method 2021-03-13 17:16:01 -05:00
Kevin Johnson 2773f17d25 ENH #125 @244 returns None instead and runs relevant indicators in strategy MAINT refactor 2021-03-13 10:19:40 -08:00
Dorren Chen d51eeada34 add show_all flag (default True) 2021-03-13 11:07:12 -05:00
Dorren Chen 9bd878be0f td sequential 2021-03-12 23:40:19 -05:00
Kevin Johnson 11978449e5 DOC add contributor 2021-03-12 15:40:18 -08:00
Kevin Johnson a31489af18 DEP remove alias kwarg option MAINT remove core spacing 2021-03-12 07:11:18 -08:00
Kevin Johnson 0d7489b915 ENH #242 #243 trade_return trade_offset 2021-03-09 13:06:55 -08:00
Kevin Johnson eec333e8b2 Merge branch 'pr/243' into development 2021-03-09 13:02:25 -08:00
Kevin Johnson e0bf562af9 ENH #237 #240 true_range fix ENH #238 ENH #241 2021-03-09 13:01:56 -08:00
Kevin Johnson 00b19522d1 Merge branch 'pr/240' into development 2021-03-09 12:57:27 -08:00
Kevin Johnson 0277894337 ENH bbands #202 ENH core added ordered and chunksize args ENH chunksize optimizing 2021-03-09 12:47:13 -08:00
edwardwang1andGitHub ea96258cb7 Allow trade_offset to be 0 in trend_return 2021-03-09 10:25:57 -05:00
ffhirataandGitHub 6ba009e7c4 Fix drift argument in the true range calculation 
true_range() function are not propagating drift parameter in the inputs - NaN values. 
More info:
https://github.com/twopirllc/pandas-ta/issues/237
 2021-03-08 11:40:15 -03:00
Kevin Johnson 6df58b04fa ENH + BUG #238 BUG ebsw min length 2021-03-06 16:37:42 -08:00
Kevin Johnson a4a5d5de30 DOC #236 bbands default doc update 2021-03-02 09:18:17 -08:00
Javier DelgadoandGitHub 7aa488cc8d Realigned docs regarding default length and ma 
After https://github.com/twopirllc/pandas-ta/commit/fcaf5e90e1af9a05221eb8e0628a99eee256ed9c and https://github.com/twopirllc/pandas-ta/commit/18aacc8eab2ad28962c506e242e3d719c005fe2d, the method documentation regarding the default length and moving average mode parameters became misaligned
 2021-03-02 13:38:14 +01:00