Module backtrader.indicators.envelope

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 Software 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 sys

from . import Indicator, MovingAverage


class EnvelopeMixIn(object):
    '''
    MixIn class to create a subclass with another indicator. The main line of
    that indicator will be surrounded by an upper and lower band separated a
    given "perc"entage from the input main line

    The usage is:

      - Class XXXEnvelope(XXX, EnvelopeMixIn)

    Formula:
      - 'line' (inherited from XXX))
      - top = 'line' * (1 + perc)
      - bot = 'line' * (1 - perc)

    See also:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes
    '''
    lines = ('top', 'bot',)
    params = (('perc', 2.5),)
    plotlines = dict(top=dict(_samecolor=True), bot=dict(_samecolor=True),)

    def __init__(self):
        # Mix-in & directly from object -> does not necessarily need super
        # super(EnvelopeMixIn, self).__init__()
        perc = self.p.perc / 100.0

        self.lines.top = self.lines[0] * (1.0 + perc)
        self.lines.bot = self.lines[0] * (1.0 - perc)

        super(EnvelopeMixIn, self).__init__()


class _EnvelopeBase(Indicator):
    lines = ('src',)

    # plot the envelope lines along the passed source
    plotinfo = dict(subplot=False)

    # Do not replot the data line
    plotlines = dict(src=dict(_plotskip=True))

    def __init__(self):
        self.lines.src = self.data
        super(_EnvelopeBase, self).__init__()


class Envelope(_EnvelopeBase, EnvelopeMixIn):
    '''
    It creates envelopes bands separated from the source data by a given
    percentage

    Formula:
      - src = datasource
      - top = src * (1 + perc)
      - bot = src * (1 - perc)

    See also:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes
    '''


# Automatic creation of Moving Average Envelope classes

for movav in MovingAverage._movavs[1:]:
    _newclsdoc = '''
    %s and envelope bands separated "perc" from it

    Formula:
      - %s (from %s)
      - top = %s * (1 + perc)
      - bot = %s * (1 - perc)

    See also:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes
    '''
    # Skip aliases - they will be created automatically
    if getattr(movav, 'aliased', ''):
        continue

    movname = movav.__name__
    linename = movav.lines._getlinealias(0)
    newclsname = movname + 'Envelope'

    newaliases = []
    for alias in getattr(movav, 'alias', []):
        for suffix in ['Envelope']:
            newaliases.append(alias + suffix)

    newclsdoc = _newclsdoc % (movname, linename, movname, linename, linename)

    newclsdct = {'__doc__': newclsdoc,
                 '__module__': EnvelopeMixIn.__module__,
                 '_notregister': True,
                 'alias': newaliases}
    newcls = type(str(newclsname), (movav, EnvelopeMixIn), newclsdct)
    module = sys.modules[EnvelopeMixIn.__module__]
    setattr(module, newclsname, newcls)

Classes

class AdaptiveMovingAverageEnvelope

AdaptiveMovingAverage and envelope bands separated "perc" from it

Formula

  • kama (from AdaptiveMovingAverage)
  • top = kama * (1 + perc)
  • bot = kama * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class DEMAEnvelope

DoubleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • dema (from DoubleExponentialMovingAverage)
  • top = dema * (1 + perc)
  • bot = dema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class DMAEnvelope

DicksonMovingAverage and envelope bands separated "perc" from it

Formula

  • dma (from DicksonMovingAverage)
  • top = dma * (1 + perc)
  • bot = dma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class DicksonMAEnvelope

DicksonMovingAverage and envelope bands separated "perc" from it

Formula

  • dma (from DicksonMovingAverage)
  • top = dma * (1 + perc)
  • bot = dma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class newcls

DicksonMovingAverage and envelope bands separated "perc" from it

Formula

  • dma (from DicksonMovingAverage)
  • top = dma * (1 + perc)
  • bot = dma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

var alias
var aliased
var frompackages
var linealias
var lines

Defines an "array" of lines which also has most of the interface of a LineBuffer class (forward, rewind, advance…).

This interface operations are passed to the lines held by self

The class can autosubclass itself (_derive) to hold new lines keeping them in the defined order.

var packages
var params
var plotinfo
var plotlines
class DicksonMovingAverageEnvelope

DicksonMovingAverage and envelope bands separated "perc" from it

Formula

  • dma (from DicksonMovingAverage)
  • top = dma * (1 + perc)
  • bot = dma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class DoubleExponentialMovingAverageEnvelope

DoubleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • dema (from DoubleExponentialMovingAverage)
  • top = dema * (1 + perc)
  • bot = dema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class ECEnvelope

ZeroLagIndicator and envelope bands separated "perc" from it

Formula

  • ec (from ZeroLagIndicator)
  • top = ec * (1 + perc)
  • bot = ec * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class EMAEnvelope

ExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • ema (from ExponentialMovingAverage)
  • top = ema * (1 + perc)
  • bot = ema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class Envelope

It creates envelopes bands separated from the source data by a given percentage

Formula

  • src = datasource
  • top = src * (1 + perc)
  • bot = src * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Expand source code 
class Envelope(_EnvelopeBase, EnvelopeMixIn):
    '''
    It creates envelopes bands separated from the source data by a given
    percentage

    Formula:
      - src = datasource
      - top = src * (1 + perc)
      - bot = src * (1 - perc)

    See also:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes
    '''

Ancestors

Class variables

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

Inherited members

class EnvelopeMixIn

MixIn class to create a subclass with another indicator. The main line of that indicator will be surrounded by an upper and lower band separated a given "perc"entage from the input main line

The usage is:

  • Class XXXEnvelope(XXX, EnvelopeMixIn)

Formula

  • 'line' (inherited from XXX))
  • top = 'line' * (1 + perc)
  • bot = 'line' * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Expand source code 
class EnvelopeMixIn(object):
    '''
    MixIn class to create a subclass with another indicator. The main line of
    that indicator will be surrounded by an upper and lower band separated a
    given "perc"entage from the input main line

    The usage is:

      - Class XXXEnvelope(XXX, EnvelopeMixIn)

    Formula:
      - 'line' (inherited from XXX))
      - top = 'line' * (1 + perc)
      - bot = 'line' * (1 - perc)

    See also:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes
    '''
    lines = ('top', 'bot',)
    params = (('perc', 2.5),)
    plotlines = dict(top=dict(_samecolor=True), bot=dict(_samecolor=True),)

    def __init__(self):
        # Mix-in & directly from object -> does not necessarily need super
        # super(EnvelopeMixIn, self).__init__()
        perc = self.p.perc / 100.0

        self.lines.top = self.lines[0] * (1.0 + perc)
        self.lines.bot = self.lines[0] * (1.0 - perc)

        super(EnvelopeMixIn, self).__init__()

Subclasses

Class variables

var lines
var params
var plotlines
class ErrorCorrectingEnvelope

ZeroLagIndicator and envelope bands separated "perc" from it

Formula

  • ec (from ZeroLagIndicator)
  • top = ec * (1 + perc)
  • bot = ec * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ExponentialMovingAverageEnvelope

ExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • ema (from ExponentialMovingAverage)
  • top = ema * (1 + perc)
  • bot = ema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class HMAEnvelope

HullMovingAverage and envelope bands separated "perc" from it

Formula

  • hma (from HullMovingAverage)
  • top = hma * (1 + perc)
  • bot = hma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class HullMAEnvelope

HullMovingAverage and envelope bands separated "perc" from it

Formula

  • hma (from HullMovingAverage)
  • top = hma * (1 + perc)
  • bot = hma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class HullMovingAverageEnvelope

HullMovingAverage and envelope bands separated "perc" from it

Formula

  • hma (from HullMovingAverage)
  • top = hma * (1 + perc)
  • bot = hma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class KAMAEnvelope

AdaptiveMovingAverage and envelope bands separated "perc" from it

Formula

  • kama (from AdaptiveMovingAverage)
  • top = kama * (1 + perc)
  • bot = kama * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ModifiedMovingAverageEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageAdaptiveEnvelope

AdaptiveMovingAverage and envelope bands separated "perc" from it

Formula

  • kama (from AdaptiveMovingAverage)
  • top = kama * (1 + perc)
  • bot = kama * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageDoubleExponentialEnvelope

DoubleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • dema (from DoubleExponentialMovingAverage)
  • top = dema * (1 + perc)
  • bot = dema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageExponentialEnvelope

ExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • ema (from ExponentialMovingAverage)
  • top = ema * (1 + perc)
  • bot = ema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageSimpleEnvelope

MovingAverageSimple and envelope bands separated "perc" from it

Formula

  • sma (from MovingAverageSimple)
  • top = sma * (1 + perc)
  • bot = sma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class MovingAverageSmoothedEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageTripleExponentialEnvelope

TripleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • tema (from TripleExponentialMovingAverage)
  • top = tema * (1 + perc)
  • bot = tema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageWeightedEnvelope

WeightedMovingAverage and envelope bands separated "perc" from it

Formula

  • wma (from WeightedMovingAverage)
  • top = wma * (1 + perc)
  • bot = wma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class MovingAverageWilderEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class SMAEnvelope

MovingAverageSimple and envelope bands separated "perc" from it

Formula

  • sma (from MovingAverageSimple)
  • top = sma * (1 + perc)
  • bot = sma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class SMMAEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class SimpleMovingAverageEnvelope

MovingAverageSimple and envelope bands separated "perc" from it

Formula

  • sma (from MovingAverageSimple)
  • top = sma * (1 + perc)
  • bot = sma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class SmoothedMovingAverageEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class TEMAEnvelope

TripleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • tema (from TripleExponentialMovingAverage)
  • top = tema * (1 + perc)
  • bot = tema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class TripleExponentialMovingAverageEnvelope

TripleExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • tema (from TripleExponentialMovingAverage)
  • top = tema * (1 + perc)
  • bot = tema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class WMAEnvelope

WeightedMovingAverage and envelope bands separated "perc" from it

Formula

  • wma (from WeightedMovingAverage)
  • top = wma * (1 + perc)
  • bot = wma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class WeightedMovingAverageEnvelope

WeightedMovingAverage and envelope bands separated "perc" from it

Formula

  • wma (from WeightedMovingAverage)
  • top = wma * (1 + perc)
  • bot = wma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class WilderMAEnvelope

SmoothedMovingAverage and envelope bands separated "perc" from it

Formula

  • smma (from SmoothedMovingAverage)
  • top = smma * (1 + perc)
  • bot = smma * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ZLEMAEnvelope

ZeroLagExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • zlema (from ZeroLagExponentialMovingAverage)
  • top = zlema * (1 + perc)
  • bot = zlema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ZLIndEnvelope

ZeroLagIndicator and envelope bands separated "perc" from it

Formula

  • ec (from ZeroLagIndicator)
  • top = ec * (1 + perc)
  • bot = ec * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ZLIndicatorEnvelope

ZeroLagIndicator and envelope bands separated "perc" from it

Formula

  • ec (from ZeroLagIndicator)
  • top = ec * (1 + perc)
  • bot = ec * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ZeroLagEmaEnvelope

ZeroLagExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • zlema (from ZeroLagExponentialMovingAverage)
  • top = zlema * (1 + perc)
  • bot = zlema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Class variables

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

Inherited members

class ZeroLagExponentialMovingAverageEnvelope

ZeroLagExponentialMovingAverage and envelope bands separated "perc" from it

Formula

  • zlema (from ZeroLagExponentialMovingAverage)
  • top = zlema * (1 + perc)
  • bot = zlema * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members

class ZeroLagIndicatorEnvelope

ZeroLagIndicator and envelope bands separated "perc" from it

Formula

  • ec (from ZeroLagIndicator)
  • top = ec * (1 + perc)
  • bot = ec * (1 - perc)

See also: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:moving_average_envelopes

Ancestors

Subclasses

Class variables

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

Inherited members