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indicators — Technical Indicators Module

This module contains categorized implementations of technical indicators used across trading strategies. These indicators are grouped into submodules by type: momentum, trend, volatility, overlap, volume, and candlestick patterns.

Every indicator is implemented as a function that takes a Pandas Series and some parameters needed for particular indicator and every function returns a Pandas Series with the same length as the input series. The returned series contains the calculated values of the indicator for each corresponding value in the input series.

Module Structure

1. Momentum Indicators

Located in trading_strategy_tester/indicators/momentum/

  • willr.py — Williams %R
  • macd.py — Moving Average Convergence Divergence
  • cmo.py — Chande Momentum Oscillator
  • roc.py — Rate of Change
  • bbp.py — Bull and Bear Power
  • cci.py — Commodity Channel Index
  • uo.py — Ultimate Oscillator
  • stoch.py — Stochastic %K and %D Indicators
  • cop.py — Coppock Curve
  • rsi.py — Relative Strength Index
  • trix.py — Triple Exponential Average
  • momentum.py — Momentum
  • kst.py — Know Sure Thing
  • dmi.py — Directional Movement Index

2. Trend Indicators

Located in trading_strategy_tester/indicators/trend/

  • mass.py — Mass Index
  • adx.py — Average Directional Index
  • aroon.py — Aroon Up and Down Indicators
  • dpo.py — Detrended Price Oscillator

3. Volatility Indicators

Located in trading_strategy_tester/indicators/volatility/

  • dc.py — Donchian Channels
  • bb.py — Bollinger Bands
  • atr.py — Average True Range
  • chop.py — Choppiness Index
  • kc.py — Keltner Channels

4. Overlap Indicators

Located in trading_strategy_tester/indicators/overlap/

5. Volume-Based Indicators

Located in trading_strategy_tester/indicators/volume/

6. Candlestick Patterns

Located in trading_strategy_tester/indicators/candlestick_patterns/