Module backtrader.indicators.awesomeoscillator

Expand source code 
#!/usr/bin/env python
# -*- coding: utf-8; py-indent-offset:4 -*-
###############################################################################
#
# Copyright (C) 2015-2023 Daniel Rodriguez
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Ssoftware Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
# GNU General Public License for more details.
#
# You should have received a copy of the GNU General Public License
# along with this program.  If not, see <http://www.gnu.org/licenses/>.
#
###############################################################################
from __future__ import (absolute_import, division, print_function,
                        unicode_literals)

import backtrader as bt
from . import MovAv


__all__ = ['AwesomeOscillator', 'AwesomeOsc', 'AO']


class AwesomeOscillator(bt.Indicator):
    '''
    Awesome Oscillator (AO) is a momentum indicator reflecting the precise
    changes in the market driving force which helps to identify the trend’s
    strength up to the points of formation and reversal.


    Formula:
     - median price = (high + low) / 2
     - AO = SMA(median price, 5)- SMA(median price, 34)

    See:
      - https://www.metatrader5.com/en/terminal/help/indicators/bw_indicators/awesome
      - https://www.ifcmarkets.com/en/ntx-indicators/awesome-oscillator

    '''
    alias = ('AwesomeOsc', 'AO')
    lines = ('ao',)

    params = (
        ('fast', 5),
        ('slow', 34),
        ('movav', MovAv.SMA),
    )

    plotlines = dict(ao=dict(_method='bar', alpha=0.50, width=1.0))

    def __init__(self):
        median_price = (self.data.high + self.data.low) / 2.0
        sma1 = self.p.movav(median_price, period=self.p.fast)
        sma2 = self.p.movav(median_price, period=self.p.slow)
        self.l.ao = sma1 - sma2

        super(AwesomeOscillator, self).__init__()

Classes

class AO

Awesome Oscillator (AO) is a momentum indicator reflecting the precise changes in the market driving force which helps to identify the trend’s strength up to the points of formation and reversal.

Formula: - median price = (high + low) / 2 - AO = SMA(median price, 5)- SMA(median price, 34)

See

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members

class AwesomeOsc

Awesome Oscillator (AO) is a momentum indicator reflecting the precise changes in the market driving force which helps to identify the trend’s strength up to the points of formation and reversal.

Formula: - median price = (high + low) / 2 - AO = SMA(median price, 5)- SMA(median price, 34)

See

Ancestors

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members

class AwesomeOscillator

Awesome Oscillator (AO) is a momentum indicator reflecting the precise changes in the market driving force which helps to identify the trend’s strength up to the points of formation and reversal.

Formula: - median price = (high + low) / 2 - AO = SMA(median price, 5)- SMA(median price, 34)

See

Expand source code 
class AwesomeOscillator(bt.Indicator):
    '''
    Awesome Oscillator (AO) is a momentum indicator reflecting the precise
    changes in the market driving force which helps to identify the trend’s
    strength up to the points of formation and reversal.


    Formula:
     - median price = (high + low) / 2
     - AO = SMA(median price, 5)- SMA(median price, 34)

    See:
      - https://www.metatrader5.com/en/terminal/help/indicators/bw_indicators/awesome
      - https://www.ifcmarkets.com/en/ntx-indicators/awesome-oscillator

    '''
    alias = ('AwesomeOsc', 'AO')
    lines = ('ao',)

    params = (
        ('fast', 5),
        ('slow', 34),
        ('movav', MovAv.SMA),
    )

    plotlines = dict(ao=dict(_method='bar', alpha=0.50, width=1.0))

    def __init__(self):
        median_price = (self.data.high + self.data.low) / 2.0
        sma1 = self.p.movav(median_price, period=self.p.fast)
        sma2 = self.p.movav(median_price, period=self.p.slow)
        self.l.ao = sma1 - sma2

        super(AwesomeOscillator, self).__init__()

Ancestors

Subclasses

Class variables

var alias
var aliased
var frompackages
var linealias
var packages
var params
var plotinfo
var plotlines

Inherited members