Indicator Examples

This section provides a collection of example indicators that can be used with the Trading Strategy Tester. They all return a series of the same length as the input series, containing the calculated indicator values. You can use them separately of the Strategy object for your own analysis or as part of a trading strategy.

All available indicators can be found here. The indicators are implemented as functions which take input series of type pd.Series and parameters and return a series of the same length with the indicator values for given input series.

Importing indicators

from trading_strategy_tester.indicators import Indicator

where Indicator can be one of the indicators linked here.

Following are some examples of indicator calculations:

RSI Calculation

from trading_strategy_tester.indicators import rsi

rsi_series = rsi(
    series=YOUR_SERIES,
    length=14
)

ADX Calculation

from trading_strategy_tester.indicators import adx

adx_series = adx(
    high=YOUR_HIGH_SERIES,
    low=YOUR_LOW_SERIES,
    close=YOUR_CLOSE_SERIES,
    adx_smoothing=14,
    di_length=21
)

ATR Calculation

from trading_strategy_tester.indicators import atr
from trading_strategy_tester import SmoothingType

atr_series = atr(
    high=YOUR_HIGH_SERIES,
    low=YOUR_LOW_SERIES,
    close=YOUR_CLOSE_SERIES,
    period=14,
    smoothing=SmoothingType.RMA
)

EMA Calculation

from trading_strategy_tester.indicators import ema

ema_series = ema(
    series=YOUR_SERIES,
    length=14,
    offset=2
)