Module backtrader.indicators.kst

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 SMA, ROC100


class KnowSureThing(bt.Indicator):
    '''
    It is a "summed" momentum indicator. Developed by Martin Pring and
    published in 1992 in Stocks & Commodities.

    Formula:
      - rcma1 = MovAv(roc100(rp1), period)
      - rcma2 = MovAv(roc100(rp2), period)
      - rcma3 = MovAv(roc100(rp3), period)
      - rcma4 = MovAv(roc100(rp4), period)

      - kst = 1.0 * rcma1 + 2.0 * rcma2 + 3.0 * rcma3 + 4.0 * rcma4
      - signal = MovAv(kst, speriod)

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

    Params

      - ``rma1``, ``rma2``, ``rma3``, ``rma4``: for the MovingAverages on ROCs
      - ``rp1``, ``rp2``, ``rp3``, ``rp4``: for the ROCs
      - ``rsig``: for the MovingAverage for the signal line
      - ``rfactors``: list of factors to apply to the different MovAv(ROCs)
      - ``_movav`` and ``_movavs``, allows to change the Moving Average type
        applied for the calculation of kst and signal

    '''
    alias = ('KST',)
    lines = ('kst', 'signal',)
    params = (
        ('rp1', 10), ('rp2', 15), ('rp3', 20), ('rp4', 30),
        ('rma1', 10), ('rma2', 10), ('rma3', 10), ('rma4', 10),
        ('rsignal', 9),
        ('rfactors', [1.0, 2.0, 3.0, 4.0]),
        ('_rmovav', SMA),
        ('_smovav', SMA),
    )

    plotinfo = dict(plothlines=[0.0])

    def __init__(self):
        rcma1 = self.p._rmovav(ROC100(period=self.p.rp1), period=self.p.rma1)
        rcma2 = self.p._rmovav(ROC100(period=self.p.rp2), period=self.p.rma2)
        rcma3 = self.p._rmovav(ROC100(period=self.p.rp3), period=self.p.rma3)
        rcma4 = self.p._rmovav(ROC100(period=self.p.rp4), period=self.p.rma4)
        self.l.kst = sum([rfi * rci for rfi, rci in
                          zip(self.p.rfactors, [rcma1, rcma2, rcma3, rcma4])])

        self.l.signal = self.p._smovav(self.l.kst, period=self.p.rsignal)
        super(KnowSureThing, self).__init__()

Classes

class KST

It is a "summed" momentum indicator. Developed by Martin Pring and published in 1992 in Stocks & Commodities.

Formula

  • rcma1 = MovAv(roc100(rp1), period)
  • rcma2 = MovAv(roc100(rp2), period)
  • rcma3 = MovAv(roc100(rp3), period)

  • rcma4 = MovAv(roc100(rp4), period)

  • kst = 1.0 * rcma1 + 2.0 * rcma2 + 3.0 * rcma3 + 4.0 * rcma4

  • signal = MovAv(kst, speriod)

See

Params

  • rma1, rma2, rma3, rma4: for the MovingAverages on ROCs
  • rp1, rp2, rp3, rp4: for the ROCs
  • rsig: for the MovingAverage for the signal line
  • rfactors: list of factors to apply to the different MovAv(ROCs)
  • _movav and _movavs, allows to change the Moving Average type applied for the calculation of kst and signal

Ancestors

Class variables

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

Inherited members

class KnowSureThing

It is a "summed" momentum indicator. Developed by Martin Pring and published in 1992 in Stocks & Commodities.

Formula

  • rcma1 = MovAv(roc100(rp1), period)
  • rcma2 = MovAv(roc100(rp2), period)
  • rcma3 = MovAv(roc100(rp3), period)

  • rcma4 = MovAv(roc100(rp4), period)

  • kst = 1.0 * rcma1 + 2.0 * rcma2 + 3.0 * rcma3 + 4.0 * rcma4

  • signal = MovAv(kst, speriod)

See

Params

  • rma1, rma2, rma3, rma4: for the MovingAverages on ROCs
  • rp1, rp2, rp3, rp4: for the ROCs
  • rsig: for the MovingAverage for the signal line
  • rfactors: list of factors to apply to the different MovAv(ROCs)
  • _movav and _movavs, allows to change the Moving Average type applied for the calculation of kst and signal
Expand source code 
class KnowSureThing(bt.Indicator):
    '''
    It is a "summed" momentum indicator. Developed by Martin Pring and
    published in 1992 in Stocks & Commodities.

    Formula:
      - rcma1 = MovAv(roc100(rp1), period)
      - rcma2 = MovAv(roc100(rp2), period)
      - rcma3 = MovAv(roc100(rp3), period)
      - rcma4 = MovAv(roc100(rp4), period)

      - kst = 1.0 * rcma1 + 2.0 * rcma2 + 3.0 * rcma3 + 4.0 * rcma4
      - signal = MovAv(kst, speriod)

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

    Params

      - ``rma1``, ``rma2``, ``rma3``, ``rma4``: for the MovingAverages on ROCs
      - ``rp1``, ``rp2``, ``rp3``, ``rp4``: for the ROCs
      - ``rsig``: for the MovingAverage for the signal line
      - ``rfactors``: list of factors to apply to the different MovAv(ROCs)
      - ``_movav`` and ``_movavs``, allows to change the Moving Average type
        applied for the calculation of kst and signal

    '''
    alias = ('KST',)
    lines = ('kst', 'signal',)
    params = (
        ('rp1', 10), ('rp2', 15), ('rp3', 20), ('rp4', 30),
        ('rma1', 10), ('rma2', 10), ('rma3', 10), ('rma4', 10),
        ('rsignal', 9),
        ('rfactors', [1.0, 2.0, 3.0, 4.0]),
        ('_rmovav', SMA),
        ('_smovav', SMA),
    )

    plotinfo = dict(plothlines=[0.0])

    def __init__(self):
        rcma1 = self.p._rmovav(ROC100(period=self.p.rp1), period=self.p.rma1)
        rcma2 = self.p._rmovav(ROC100(period=self.p.rp2), period=self.p.rma2)
        rcma3 = self.p._rmovav(ROC100(period=self.p.rp3), period=self.p.rma3)
        rcma4 = self.p._rmovav(ROC100(period=self.p.rp4), period=self.p.rma4)
        self.l.kst = sum([rfi * rci for rfi, rci in
                          zip(self.p.rfactors, [rcma1, rcma2, rcma3, rcma4])])

        self.l.signal = self.p._smovav(self.l.kst, period=self.p.rsignal)
        super(KnowSureThing, self).__init__()

Ancestors

Subclasses

Class variables

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

Inherited members