Tags: jealous/stockstats
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[GH-173] Support QQE (#174) The Qualitative Quantitative Estimation (QQE) indicator works like a smoother version of the popular Relative Strength Index (RSI) indicator. QQE expands on RSI by adding two volatility based trailing stop lines. These trailing stop lines are composed of a fast and a slow moving Average True Range (ATR). These ATR lines are smoothed making this indicator less susceptible to short term volatility. https://www.tradingview.com/script/0vn4HZ7O-Quantitative-Qualitative-Estimation-QQE/ Implementation reference: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/momentum/qqe.py Example: * `df['qqe']` retrieves the QQE with RSI window 14, MA window 5. * `df['qqel']` retrieves the QQE long * `df['qqes']` retrieves the QQE short * `df['qqe_10,4']` retrieves the QQE with RSI window 10, MA window 4 * `df['qqel_10,4']` retrieves the QQE long with customized windows. Initialized by retrieving `df['qqe_10,4']` * `df['qqes_10,4']` retrieves the QQE short with customized windows Initialized by retrieving `df['qqe_10,4']` The period of short, long EMA and signal line can be tuned with `set_dft_window('qqe', (rsi, rsi_ma))`. The default windows are 14 and 5.
[GH-160] Add Relative Vigor Index (#161) The Relative Vigor Index (RVI) is a momentum indicator used in technical analysis that measures the strength of a trend by comparing a security's closing price to its trading range while smoothing the results using a simple moving average (SMA). https://www.investopedia.com/terms/r/relative_vigor_index.asp Formular * NUMERATOR= (a+(2×b)+(2×c)+d) / 6 * DENOMINATOR= (e+(2×f)+(2×g)+h) / 6 * RVI= SMA-N of DENOMINATOR / SMA-N of NUMERATOR * Signal Line = (RVI+(2×i)+(2×j)+k) / 6 where: * a=Close−Open * b=Close−Open One Bar Prior to a * c=Close−Open One Bar Prior to b * d=Close−Open One Bar Prior to c * e=High−Low of Bar a * f=High−Low of Bar b * g=High−Low of Bar c * h=High−Low of Bar d * i=RVI Value One Bar Prior * j=RVI Value One Bar Prior to i * k=RVI Value One Bar Prior to j * N=Minutes/Hours/Days/Weeks/Months Examples: * `df['rvgi']` retrieves the RVGI line of window 14 * `df['rvgis']` retrieves the RVGI signal line of window 14 * `df['rvgi_5']` retrieves the RVGI line of window 5 * `df['rvgis_5']` retrieves the RVGI signal line of window 5
[GH-139] Add Awesome Oscillator (#140) The AO indicator is a good indicator for measuring the market dynamics, it reflects specific changes in the driving force of the market, which helps to identify the strength of the trend, including the points of its formation and reversal. Awesome Oscillator Formula * MEDIAN PRICE = (HIGH+LOW)/2 * AO = SMA(MEDIAN PRICE, 5)-SMA(MEDIAN PRICE, 34) Examples: * `df['ao']` returns the Awesome Oscillator with default windows (5, 34) * `df['ao_3,10']` returns the Awesome Oscillator with a window of 3 and 10
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