Indicators

Functions

ATR

ATR(df: DataFrame, lookback: int = 14) -> pd.Series

Calculate the Average True Range (ATR).

ATR is a volatility indicator that measures the average of the true range values over a specified period. An expanding ATR indicates increased volatility, while a low ATR value indicates a series of periods with small price ranges.

Parameters:

Name	Type	Description	Default
df	DataFrame	dataFrame with OHLC (Open, High, Low, Close) price data	required
lookback	int	number of periods to use for ATR calculation, by default 14	14

Returns:

Type	Description
Series	series containing the ATR values for each period

BBands

BBands(series: Series, lookback: int, multiplier: float = 2) -> pd.Series

Calculate Bollinger Bands for a given DataFrame

Parameters:

Name	Type	Description	Default
series	Series	price series	required
lookback	int	lookback period for the bollinger bands	required
multiplier	float	multiplier for the standard deviation, by default 2	2

Returns:

Type	Description
Series	lower, middle, upper bands for the given series

EMA

EMA(series: Series, lookback: int) -> pd.Series

Exponential Moving Average

Parameters:

Name	Type	Description	Default
series	Series	time series to calculate the Exponential Moving Average for	required
lookback	int	lookback period for the Exponential Moving Average	required

Returns:

Type	Description
Series	series containing the Exponential Moving Average

MACD

MACD(series: Series, lookback: int, fast: int, slow: int) -> pd.Series

Moving Average Convergence Divergence

Parameters:

Name	Type	Description	Default
series	Series	time series to calculate the MACD for	required
lookback	int	lookback period for the MACD	required
fast	int	fast period for the MACD	required
slow	int	slow period for the MACD	required

Returns:

Type	Description
Series	series containing the MACD

RSI

RSI(series: Series, lookback: int) -> pd.Series

Relative Strength Index

Parameters:

Name	Type	Description	Default
series	Series	time series to calculate the RSI for	required
lookback	int	lookback period for the RSI	required

Returns:

Type	Description
Series	series containing the RSI

SMA

SMA(series: Series, lookback: int) -> pd.Series

Moving Average

Parameters:

Name	Type	Description	Default
series	Series	time series to calculate the Moving Average for	required
lookback	int	lookback period for the Moving Average	required

Returns:

Type	Description
Series	series containing the Moving Average