Module backtrader.indicators.hadelta

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 backtrader as bt
from . import MovAv


__all__ = ['haDelta', 'haD']


class haDelta(bt.Indicator):
    '''Heikin Ashi Delta. Defined by Dan Valcu in his book "Heikin-Ashi: How to
    Trade Without Candlestick Patterns ".

    This indicator measures difference between Heikin Ashi close and open of
    Heikin Ashi candles, the body of the candle.

    To get signals add haDelta smoothed by 3 period moving average.

    For correct use, the data for the indicator must have been previously
    passed by the Heikin Ahsi filter.

    Formula:
      - haDelta = Heikin Ashi close - Heikin Ashi open
      - smoothed = movav(haDelta, period)

    '''
    alias = ('haD',)

    lines = ('haDelta', 'smoothed')

    params = (
        ('period', 3),
        ('movav', MovAv.SMA),
        ('autoheikin', True),
    )

    plotinfo = dict(subplot=True)

    plotlines = dict(
        haDelta=dict(color='red'),
        smoothed=dict(color='grey', _fill_gt=(0, 'green'), _fill_lt=(0, 'red'))
    )

    def __init__(self):
        d = bt.ind.HeikinAshi(self.data) if self.p.autoheikin else self.data

        self.lines.haDelta = hd = d.close - d.open
        self.lines.smoothed = self.p.movav(hd, period=self.p.period)
        super(haDelta, self).__init__()

Classes

class haD

Heikin Ashi Delta. Defined by Dan Valcu in his book "Heikin-Ashi: How to Trade Without Candlestick Patterns ".

This indicator measures difference between Heikin Ashi close and open of Heikin Ashi candles, the body of the candle.

To get signals add haDelta smoothed by 3 period moving average.

For correct use, the data for the indicator must have been previously passed by the Heikin Ahsi filter.

Formula

  • haDelta = Heikin Ashi close - Heikin Ashi open
  • smoothed = movav(haDelta, period)

Ancestors

Class variables

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

Inherited members

class haDelta

Heikin Ashi Delta. Defined by Dan Valcu in his book "Heikin-Ashi: How to Trade Without Candlestick Patterns ".

This indicator measures difference between Heikin Ashi close and open of Heikin Ashi candles, the body of the candle.

To get signals add haDelta smoothed by 3 period moving average.

For correct use, the data for the indicator must have been previously passed by the Heikin Ahsi filter.

Formula

  • haDelta = Heikin Ashi close - Heikin Ashi open
  • smoothed = movav(haDelta, period)
Expand source code 
class haDelta(bt.Indicator):
    '''Heikin Ashi Delta. Defined by Dan Valcu in his book "Heikin-Ashi: How to
    Trade Without Candlestick Patterns ".

    This indicator measures difference between Heikin Ashi close and open of
    Heikin Ashi candles, the body of the candle.

    To get signals add haDelta smoothed by 3 period moving average.

    For correct use, the data for the indicator must have been previously
    passed by the Heikin Ahsi filter.

    Formula:
      - haDelta = Heikin Ashi close - Heikin Ashi open
      - smoothed = movav(haDelta, period)

    '''
    alias = ('haD',)

    lines = ('haDelta', 'smoothed')

    params = (
        ('period', 3),
        ('movav', MovAv.SMA),
        ('autoheikin', True),
    )

    plotinfo = dict(subplot=True)

    plotlines = dict(
        haDelta=dict(color='red'),
        smoothed=dict(color='grey', _fill_gt=(0, 'green'), _fill_lt=(0, 'red'))
    )

    def __init__(self):
        d = bt.ind.HeikinAshi(self.data) if self.p.autoheikin else self.data

        self.lines.haDelta = hd = d.close - d.open
        self.lines.smoothed = self.p.movav(hd, period=self.p.period)
        super(haDelta, self).__init__()

Ancestors

Subclasses

Class variables

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

Inherited members