Momentum Indicator Functions
ADX - Average Directional Movement Index
NOTE: The ADX function has an unstable period.
real = ADX(high, low, close, timeperiod=14)
ADXR - Average Directional Movement Index Rating
NOTE: The ADXR function has an unstable period.
real = ADXR(high, low, close, timeperiod=14)
APO - Absolute Price Oscillator
real = APO(close, fastperiod=12, slowperiod=26, matype=0)
AROON - Aroon
aroondown, aroonup = AROON(high, low, timeperiod=14)
AROONOSC - Aroon Oscillator
real = AROONOSC(high, low, timeperiod=14)
BOP - Balance Of Power
real = BOP(open, high, low, close)
CCI - Commodity Channel Index
real = CCI(high, low, close, timeperiod=14)
CMO - Chande Momentum Oscillator
NOTE: The CMO function has an unstable period.
real = CMO(close, timeperiod=14)
DX - Directional Movement Index
NOTE: The DX function has an unstable period.
real = DX(high, low, close, timeperiod=14)
MACD - Moving Average Convergence/Divergence
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
MACDEXT - MACD with controllable MA type
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI - Money Flow Index
NOTE: The MFI function has an unstable period.
real = MFI(high, low, close, volume, timeperiod=14)
MINUS_DI - Minus Directional Indicator
NOTE: The MINUS_DI function has an unstable period.
real = MINUS_DI(high, low, close, timeperiod=14)
MINUS_DM - Minus Directional Movement
NOTE: The MINUS_DM function has an unstable period.
real = MINUS_DM(high, low, timeperiod=14)
MOM - Momentum
real = MOM(close, timeperiod=10)
PLUS_DI - Plus Directional Indicator
NOTE: The PLUS_DI function has an unstable period.
real = PLUS_DI(high, low, close, timeperiod=14)
PLUS_DM - Plus Directional Movement
NOTE: The PLUS_DM function has an unstable period.
real = PLUS_DM(high, low, timeperiod=14)
PPO - Percentage Price Oscillator
real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
ROC - Rate of change : ((price/prevPrice)-1)*100
real = ROC(close, timeperiod=10)
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
real = ROCP(close, timeperiod=10)
ROCR - Rate of change ratio: (price/prevPrice)
real = ROCR(close, timeperiod=10)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
real = ROCR100(close, timeperiod=10)
RSI - Relative Strength Index
NOTE: The RSI function has an unstable period.
real = RSI(close, timeperiod=14)
STOCH - Stochastic
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
STOCHF - Stochastic Fast
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI - Stochastic Relative Strength Index
NOTE: The STOCHRSI function has an unstable period.
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
real = TRIX(close, timeperiod=30)
ULTOSC - Ultimate Oscillator
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
WILLR - Williams' %R
real = WILLR(high, low, close, timeperiod=14)