Commit Graph
183 Commits
Author SHA1 Message Date
Kevin Johnson cefa083ed9 ENH #342 jma indicator MAINT jma ext TST DOC 2021-07-25 15:31:32 -07:00
Kevin Johnson c6fa4d5703 Merge branch 'pr/353' into development 2021-07-25 12:06:53 -07:00
Kevin Johnson bd8a3d252d TST tsi df ext update 2021-07-25 12:02:29 -07:00
Kevin Johnson 841a284970 BUG #285 #324 #329 numpy linreg version 2021-07-25 11:11:58 -07:00
danlim-wz dfaa903b65 Added signal line to TSI and updated SMI to account for the change 2021-07-25 18:30:41 +08:00
Kevin Johnson cecdf7cf05 ENH #336 ENH talib optional arg DOC updates 2021-07-20 14:28:44 -07:00
Kevin Johnson 6a2dcaf2f9 Merge branch 'pr/335' into development 2021-07-14 10:54:02 -07:00
Kevin Johnson 41817b19b0 BUG #327 ENH #336 MAINT minor refactoring TST kvo update 2021-07-11 15:27:21 -07:00
Olaf Tomczak ac4b239cae Allow to use non TA-Lib way of calculating CMO with TA-Lib installed 2021-07-09 19:59:28 +02:00
Kevin Johnson e6d1bb576c BUG update missing talib parameters ENH TST tall_ma method 2021-07-09 10:21:48 -07:00
Kevin Johnson cc1d6dd6e2 MAINT suppress pd performance warning ENH df init and validation 2021-07-05 14:35:43 -07:00
Kevin Johnson 42e71ef5e1 ENH #304 convert str to tuple for single col_names 2021-06-30 12:41:12 -07:00
Kevin Johnson 9f3f0098e7 ENH #268 tos_stdevall + TST DOC 2021-06-29 13:29:57 -07:00
Kevin Johnson 0a9627f20c Merge branch 'pr/315' into development 2021-06-25 10:30:50 -07:00
Zeel Patel f666fd4e64 TTM Squeeze PRO indicator twopirllc#313 2021-06-24 16:33:09 -07:00
Kevin Johnson 37282662cd ENH tos_stdevall initial code in dev 2021-06-20 10:23:00 -07:00
Kevin Johnson b6cbcefe3a ENH bbands percent included TST DOC updated 2021-06-19 12:49:50 -07:00
Kevin Johnson 618e37dca7 BUG #311 ENH #311 DOC update MAINT numpy nan refactor 2021-06-17 18:35:16 -07:00
Kevin Johnson 39033178ec ENH tsignals drift, amat and zscore column names and strategy kwargs returns option 2021-05-30 12:04:36 -07:00
Kevin Johnson 0271cc8a5e TST strat summary txt 2021-05-26 14:40:36 -07:00
Kevin Johnson 10662ed1e6 TST strategy results update 2021-05-21 10:01:06 -07:00
Kevin Johnson b7d64a2ed7 ENH #284 inc and dec strict speed boost TST talib stoch and stochrsi DOC notebooks update 2021-05-19 15:41:21 -07:00
Kevin Johnson f30fe232af ENH #283 vhf indicator TST vhf 2021-05-11 14:24:24 -07:00
Kevin Johnson 5ed5d6049c ENH kvo indicator #280 MAINT refactoring 2021-05-05 09:55:49 -07:00
Kevin Johnson 66890ad3fc ENH talib enh yaml check DOC example notebook updates 2021-05-03 16:15:26 -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
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 3afd74564f ENH #267 stc added with refactoring DOC readme updates TST stc added 2021-04-11 09:21:01 -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 a360c17df6 ENH yf info output ENH trend_return vectorbt prep DOC example nb updates 2021-04-10 09:47:31 -07:00
M6stafa 32c786fe74 ENH add cdl_pattern 2021-04-01 02:21:03 +04:30
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 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 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 9bd878be0f td sequential 2021-03-12 23:40:19 -05:00
Kevin Johnson 0277894337 ENH bbands #202 ENH core added ordered and chunksize args ENH chunksize optimizing 2021-03-09 12:47:13 -08:00
Kevin Johnson 6df58b04fa ENH + BUG #238 BUG ebsw min length 2021-03-06 16:37:42 -08:00
Kevin Johnson 1d6b8e8393 MAINT DOC refactor 2021-02-19 16:29:05 -08:00
Kevin Johnson 41911776c3 Merge branch 'pr/213' into development 2021-02-19 14:35:00 -08:00
Kevin Johnson 378c922eb9 ENH #213 ebsw indicator TST added DOC readme 2021-02-19 14:34:29 -08:00
Kevin Johnson 4e8e0f229e TST refactor 2021-02-19 11:48:22 -08:00
Kevin Johnson 37fef45781 Merge branch 'pr/215' into development 2021-02-19 11:46:17 -08:00
Kevin Johnson cbeef91047 ENH #215 hwma indicator TST added DOC readme 2021-02-19 11:44:46 -08:00
Kevin Johnson ee64ca1c2e Merge branch 'pr/216' into development 2021-02-19 11:06:42 -08:00
Kevin Johnson 82f12be4e6 ENH #216 alma indicator TST added DOC readme 2021-02-19 11:06:03 -08:00