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Questions tagged [technical-indicator]

Financial markets' analysts use [Technical Indicator]s in Technical Analyses as for graphing visualisations of quantitative models. Technical Analyses are elaborated in parallel to another studies, approached in a so called Fundamental Analysis.

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How to correctly calculate Fisher Transform indicator

I'm writing a small technical analysis library that consists of items that are not availabile in TA-lib. I've started with an example I found on cTrader and matched it against the code found in the TradingView version. Here's the Pine Script code…
Dan Beaulieu
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How to use technical indicators of TA-Lib with pandas in python

I am new to python and pandas and mainly learning it to diversify my programming skills as well as of the advantage of python as a general programme language. In this programme I am using it to fetch historical data's from yahoo and do some…
Eka
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Pandas: Zigzag segmentation of data based on local minima-maxima

I have a timeseries data. Generating data date_rng = pd.date_range('2019-01-01', freq='s', periods=400) df = pd.DataFrame(np.random.lognormal(.005, .5,size=(len(date_rng), 3)), columns=['data1', 'data2', 'data3'], …
Thanh Nguyen
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Heiken Ashi Using pandas python

I was defining a function Heiken Ashi which is one of the popular chart type in Technical Analysis. I was writing a function on it using Pandas but finding little difficulty. This is how Heiken Ashi [HA] looks like- Heikin-Ashi…
Wacky Tacky
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MACD Function Returning Incorrect Values

I am trying to use PHPs trader functions (available as a PECL extension) to calculate the moving average convergence/divergence (MACD) of various securities. However, the values returned do not seem to match my calculations. Consider the following…
Tim
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Calculating weighted moving average using pandas Rolling method

I calculate simple moving average: def sma(data_frame, length=15): # TODO: Be sure about default values of length. smas = data_frame.Close.rolling(window=length, center=False).mean() return smas Using the rolling function is it possible…
anilca
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RSI vs Wilder's RSI Calculation Problems

I am having trouble getting a smoothed RSI. The below picture is from freestockcharts.com. The calculation uses this code. public static double CalculateRsi(IEnumerable closePrices) { var prices = closePrices as double[] ??…
Mike Smith
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TradingView Pivot Reversal Strategy

The Pivot Reversal Strategy in TradingView includes in the script the function "pivothigh" and "pivotlow". The exact mathematical formula is not available in the Pine Documentation. Could you provide the exact mathematical definition of the the…
FM2020
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How to calculate pivot value from OHLC data

I've a pandas dataset with open, high, low, close and key column. Now I want to group the dataset by key and calculate pivot with the formula - (high + low + close) / 3. Upto this I'm able to do. But the requirement is to shift the calculated data…
BARUN
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How to compute Technical Indicators with 1 Minute stock price data?

I am using TA-lib to compute various Technical Indicators. The dataset I have is stock price data for 1 minute intervals. Easiest way is to multiply 390 (390 minutes in a Trading day) with number of days, e.g. To compute 5SMA, SMA(inputs,…
Sameer Pawar
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How to use sigPeak() function in quantstrat

I cannot grasp how to properly use sigPeak() in quantstrat. A (not working) example follows. I add an indicator to mktdata: add.indicator(strategy = name, name = 'WinDoPar', arguments = list(x = quote(OHLC(mktdata)), …
Lisa Ann
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quantstrat: how to create multiple indicators, signal rules

I want to add multiple rules based on different signals like SMA50 > SMA10 and MACD > 0. However, I am getting an error using sigComparision. Can anyone suggest a better way to do it?
Rajat
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Technical analysis with python Pyti module - money flow index (MFI)

So I'm using pandas, gdax and pyti to calculate Money Flow Index (MFI) for bitcoin. Here's the code: import gdax import pandas as pd from pyti.money_flow_index import money_flow_index as mfi from datetime import datetime import time while True: …
This play nay mm
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How to create custom indicator? Slope of the line of 50 day EMA

I have been creating a few technical indicators using Quantmod's NewTa function. I've been trying to create a custom indicator that ideally should be charted using ChartSeries. This indicator should show the slope of the line of the 50 day EMA of…
John Doe
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calculation of RSI(Relative Strength Index) Using ta4j java library is incorrect

This is my Class to fetch the list of OHLC (open, high, low, close) also the volume and date. i have separated each one of the arraylist for each stocksymbol. i have used my local API to fetch the data. To perform all these calculation i have used…
Sudin Ranjitkar
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