Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(length, ma_algorithm) -> indie.Series[float]
Returns series of Average True Range values calculated for the length bars period using moving average specified by ma_algorithm argument.
length
int
required
Number of bars in calculation taken into account.
ma_algorithm
str
default:"RMA"
Moving average algorithm name, should be one of 'EMA', 'SMA', 'SMMA (RMA)', 'RMA', 'VWMA' or 'WMA'.
Static methods
new
(length, ma_algorithm) -> indie.Series[float]
Returns series of Average True Range values calculated for the length bars period using moving average specified by ma_algorithm argument.
length
int
required
Number of bars in calculation taken into account.
ma_algorithm
str
default:"RMA"
Moving average algorithm name, should be one of 'EMA', 'SMA', 'SMMA (RMA)', 'RMA', 'VWMA' or 'WMA'.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Commodity Channel Index values calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Commodity Channel Index values calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns the difference between current src value and its value length bars ago.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
default:1
Number of bars ago to compare the current value.
Static methods
new
(src, length) -> indie.Series[float]
Returns the difference between current src value and its value length bars ago.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(x, y, length) -> indie.Series[float]
Returns series of Correlation Coefficient values calculated from x and y series for the length bars period.
x
indie.Series[float]
required
First series to calculate correlation with.
y
indie.Series[float]
required
Second series to calculate correlation with.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(x, y, length) -> indie.Series[float]
Returns series of Correlation Coefficient values calculated from x and y series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Mean Absolute Deviation values calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Mean Absolute Deviation values calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(length) -> indie.Series[float]
Returns series of Middle Channel of Donchian Channels calculated for the length bars period.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(length) -> indie.Series[float]
Returns series of Middle Channel of Donchian Channels calculated for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Exponential Moving Average values calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Exponential Moving Average values calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src) -> indie.Series[float]
Returns series created from src by replacing math.nan values with previous nearest non-nan value.
src
indie.Series[float]
required
Series data to perform the calculation.
Static methods
new
(src) -> indie.Series[float]
Returns series created from src by replacing math.nan values with previous nearest non-nan value.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns maximum value of given src series over a period of length bars.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns maximum value of given src series over a period of length bars.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length, offset) -> indie.Series[float]
Returns series of Linear Regression Curve values calculated on src series for the length bars period (with possible offset offset).
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
offset
int
default:0
Offset of the argument to calculate LinReg.
Static methods
new
(src, length, offset) -> indie.Series[float]
Returns series of Linear Regression Curve values calculated on src series for the length bars period (with possible offset offset).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns minimum value of given src series over a period of length bars.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns minimum value of given src series over a period of length bars.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length, algorithm) -> indie.Series[float]
Returns a moving average of src specified by algorithm argument.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
algorithm
str
required
Moving average algorithm name, should be one of 'EMA', 'SMA', 'SMMA (RMA)', 'RMA', 'VWMA' or 'WMA'.
Static methods
new
(src, length, algorithm) -> indie.Series[float]
Returns a moving average of src specified by algorithm argument.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
algorithm
str
required
Moving average algorithm name, should be one of 'EMA', 'SMA', 'SMMA (RMA)', 'RMA', 'VWMA' or 'WMA'.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Moving Median values calculated from series of src for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Moving Median values calculated from series of src for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src) -> indie.Series[float]
Returns series created from src by replacing math.nan values with zeros.
src
indie.Series[float]
required
Series data to perform the calculation.
Static methods
new
(src) -> indie.Series[float]
Returns series created from src by replacing math.nan values with zeros.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src) -> indie.Series[float]
Returns series of Net Volume values calculated on src series.
src
indie.Series[float]
required
Series data to perform the calculation.
Static methods
new
(src) -> indie.Series[float]
Returns series of Net Volume values calculated on src series.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Percent Rank (number of previous values that are less or equal to the current value) calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Percent Rank (number of previous values that are less or equal to the current value) calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns a Moving Average that is used in calculations of Rsi.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns a Moving Average that is used in calculations of Rsi.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Rate Of Change (percentage of change between the current value and value length bars ago) calculated on src series.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Rate Of Change (percentage of change between the current value and value length bars ago) calculated on src series.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Relative Strength Index values calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Relative Strength Index values calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns the number of bars after the maximum price for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns the number of bars after the maximum price for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns the number of bars after the minimum price for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns the number of bars after the minimum price for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Simple Moving Average values calculated from series of src for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Simple Moving Average values calculated from series of src for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Standard Deviation values calculated from series of src for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Standard Deviation values calculated from series of src for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, low, high, length) -> indie.Series[float]
Returns series of Stochastic on src series with high and low highs and lows of the source over a period of length bars.
src
indie.Series[float]
required
Series data to perform the calculation.
low
indie.Series[float]
required
Series of low values.
high
indie.Series[float]
required
Series of high values.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, low, high, length) -> indie.Series[float]
Returns series of Stochastic on src series with high and low highs and lows of the source over a period of length bars.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Sliding Sum values calculated on src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Sliding Sum values calculated on src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(handle_na) -> indie.Series[float]
Returns series of True Range values.
handle_na
bool
default:False
Flag that says how NaN close values of the previous day are handled.
Static methods
new
(handle_na) -> indie.Series[float]
Returns series of True Range values.
handle_na
bool
default:False
Flag that says how NaN close values of the previous day are handled.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Volume Weighted Moving Average values calculated for src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Volume Weighted Moving Average values calculated for src series for the length bars period.
Represents context of an instrument which is currently bound to this algorithm instance. An indicator has at least one instrument — the main instrument of a chart where the indicator was added to. Besides the main instrument an indicator may have several additional instruments, which is done with the help of Context.calc_on function.
Methods
__init__
(ctx) -> None
Class constructor (initializer for the data type).
ctx
indie.Context
required
Context object.
calc
(src, length) -> indie.Series[float]
Returns series of Weighted Moving Average values calculated for src series for the length bars period.
src
indie.Series[float]
required
Series data to perform the calculation.
length
int
required
Number of bars in calculation taken into account.
Static methods
new
(src, length) -> indie.Series[float]
Returns series of Weighted Moving Average values calculated for src series for the length bars period.
