Skip to content

SourceType Enum

The SourceType enum defines the different types of price or volume sources used in indicator calculations and condition evaluations. These are commonly passed as parameters to TradingSeries classes like RSI, EMA, BB_UPPER, etc.

Enum Import

from trading_strategy_tester.enums.source_enum import SourceType

Members

  • SourceType.CLOSE — 'Close'
    The closing price of the instrument.

  • SourceType.OPEN — 'Open'
    The opening price of the instrument.

  • SourceType.HIGH — 'High'
    The highest price reached during the period.

  • SourceType.LOW — 'Low'
    The lowest price reached during the period.

  • SourceType.HLC3 — 'HLC3'
    The average of the High, Low, and Close: (High + Low + Close) / 3.

  • SourceType.HL2 — 'HL2'
    The average of the High and Low: (High + Low) / 2.

  • SourceType.OHLC4 — 'OHLC4'
    The average of Open, High, Low, and Close: (Open + High + Low + Close) / 4.

  • SourceType.HLCC4 — 'HLCC4'
    Weighted average of High, Low, and twice the Close: (High + Low + 2 * Close) / 4.

  • SourceType.VOLUME — 'Volume'
    The trading volume for the instrument.

Usage Example

rsi_series = RSI(ticker="AAPL", source=SourceType.CLOSE, length=14)

This configures an RSI series to use closing prices for its calculation.