mirror of
https://github.com/wassname/pandas-ta.git
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James Sawyer
82 lines
2.5 KiB
Python
82 lines
2.5 KiB
Python
# -*- coding: utf-8 -*-
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from pandas import DataFrame
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from pandas_ta.overlap import hl2
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from pandas_ta.utils import get_offset, verify_series
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def ttm_trend(high, low, close, length=None, offset=None, **kwargs):
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"""Indicator: TTM Trend (TTM_TRND)"""
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# Validate arguments
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high = verify_series(high)
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low = verify_series(low)
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close = verify_series(close)
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length = int(length) if length and length > 0 else 6
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offset = get_offset(offset)
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# Calculate Result
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trend_avg = hl2(high, low)
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for i in range(1, length):
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trend_avg = trend_avg + hl2(high.shift(i), low.shift(i))
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trend_avg = trend_avg / length
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tm_trend = (close > trend_avg).astype(int)
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tm_trend.replace(0, -1, inplace=True)
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# Offset
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if offset != 0:
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tm_trend = tm_trend.shift(offset)
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# Handle fills
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if "fillna" in kwargs:
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tm_trend.fillna(kwargs["fillna"], inplace=True)
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if "fill_method" in kwargs:
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tm_trend.fillna(method=kwargs["fill_method"], inplace=True)
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# Name and Categorize it
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tm_trend.name = f"TTM_TRND_{length}"
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tm_trend.category = "momentum"
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# Prepare DataFrame to return
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data = {tm_trend.name: tm_trend}
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df = DataFrame(data)
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df.name = f"TTMTREND_{length}"
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df.category = tm_trend.category
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return df
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ttm_trend.__doc__ = """TTM Trend (TTM_TRND)
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This indicator is from John Carters book “Mastering the Trade” and plots the
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bars green or red. It checks if the price is above or under the average price of
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the previous 5 bars. The indicator should hep you stay in a trade until the
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colors chance. Two bars of the opposite color is the signal to get in or out.
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Sources:
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https://www.prorealcode.com/prorealtime-indicators/ttm-trend-price/
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Calculation:
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Default Inputs:
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length=6
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averageprice = (((high[5]+low[5])/2)+((high[4]+low[4])/2)+((high[3]+low[3])/2)+((high[2]+low[2])/2)+((high[1]+low[1])/2)+((high[6]+low[6])/2)) / 6
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if close > averageprice:
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drawcandle(open,high,low,close) coloured(0,255,0)
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if close < averageprice:
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drawcandle(open,high,low,close) coloured(255,0,0)
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Args:
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high (pd.Series): Series of 'high's
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low (pd.Series): Series of 'low's
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close (pd.Series): Series of 'close's
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length (int): It's period. Default: 6
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offset (int): How many periods to offset the result. Default: 0
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Kwargs:
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fillna (value, optional): pd.DataFrame.fillna(value)
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fill_method (value, optional): Type of fill method
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Returns:
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pd.DataFrame: ttm_trend.
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"""
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