Module backtrader.indicators.momentum

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)

from . import Indicator


class Momentum(Indicator):
    '''
    Measures the change in price by calculating the difference between the
    current price and the price from a given period ago


    Formula:
      - momentum = data - data_period

    See:
      - http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
    '''
    lines = ('momentum',)
    params = (('period', 12),)
    plotinfo = dict(plothlines=[0.0])

    def __init__(self):
        self.l.momentum = self.data - self.data(-self.p.period)
        super(Momentum, self).__init__()


class MomentumOscillator(Indicator):
    '''
    Measures the ratio of change in prices over a period

    Formula:
      - mosc = 100 * (data / data_period)

    See:
      - http://ta.mql4.com/indicators/oscillators/momentum
    '''
    alias = ('MomentumOsc',)

    # Named output lines
    lines = ('momosc',)

    # Accepted parameters (and defaults) -
    params = (('period', 12),
              ('band', 100.0))

    def _plotlabel(self):
        plabels = [self.p.period]
        return plabels

    def _plotinit(self):
        self.plotinfo.plothlines = [self.p.band]

    def __init__(self):
        self.l.momosc = 100.0 * (self.data / self.data(-self.p.period))
        super(MomentumOscillator, self).__init__()


class RateOfChange(Indicator):
    '''
    Measures the ratio of change in prices over a period

    Formula:
      - roc = (data - data_period) / data_period

    See:
      - http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
    '''
    alias = ('ROC',)

    # Named output lines
    lines = ('roc',)

    # Accepted parameters (and defaults) -
    params = (('period', 12),)

    def __init__(self):
        dperiod = self.data(-self.p.period)
        self.l.roc = (self.data - dperiod) / dperiod
        super(RateOfChange, self).__init__()


class RateOfChange100(Indicator):
    '''
    Measures the ratio of change in prices over a period with base 100

    This is for example how ROC is defined in stockcharts

    Formula:
      - roc = 100 * (data - data_period) / data_period

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

    '''
    alias = ('ROC100',)

    # Named output lines
    lines = ('roc100',)

    # Accepted parameters (and defaults)
    params = (('period', 12),)

    def __init__(self):
        self.l.roc100 = 100.0 * ROC(self.data, period=self.p.period)
        super(RateOfChange100, self).__init__()

Classes

class Momentum

Measures the change in price by calculating the difference between the current price and the price from a given period ago

Formula

  • momentum = data - data_period

See

Expand source code 
class Momentum(Indicator):
    '''
    Measures the change in price by calculating the difference between the
    current price and the price from a given period ago


    Formula:
      - momentum = data - data_period

    See:
      - http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
    '''
    lines = ('momentum',)
    params = (('period', 12),)
    plotinfo = dict(plothlines=[0.0])

    def __init__(self):
        self.l.momentum = self.data - self.data(-self.p.period)
        super(Momentum, self).__init__()

Ancestors

Class variables

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

Inherited members

class MomentumOsc

Measures the ratio of change in prices over a period

Formula

  • mosc = 100 * (data / data_period)

See

Ancestors

Class variables

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

Inherited members

class MomentumOscillator

Measures the ratio of change in prices over a period

Formula

  • mosc = 100 * (data / data_period)

See

Expand source code 
class MomentumOscillator(Indicator):
    '''
    Measures the ratio of change in prices over a period

    Formula:
      - mosc = 100 * (data / data_period)

    See:
      - http://ta.mql4.com/indicators/oscillators/momentum
    '''
    alias = ('MomentumOsc',)

    # Named output lines
    lines = ('momosc',)

    # Accepted parameters (and defaults) -
    params = (('period', 12),
              ('band', 100.0))

    def _plotlabel(self):
        plabels = [self.p.period]
        return plabels

    def _plotinit(self):
        self.plotinfo.plothlines = [self.p.band]

    def __init__(self):
        self.l.momosc = 100.0 * (self.data / self.data(-self.p.period))
        super(MomentumOscillator, self).__init__()

Ancestors

Subclasses

Class variables

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

Inherited members

class ROC

Measures the ratio of change in prices over a period

Formula

  • roc = (data - data_period) / data_period

See

Ancestors

Class variables

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

Inherited members

class ROC100

Measures the ratio of change in prices over a period with base 100

This is for example how ROC is defined in stockcharts

Formula

  • roc = 100 * (data - data_period) / data_period

See

Ancestors

Class variables

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

Inherited members

class RateOfChange

Measures the ratio of change in prices over a period

Formula

  • roc = (data - data_period) / data_period

See

Expand source code 
class RateOfChange(Indicator):
    '''
    Measures the ratio of change in prices over a period

    Formula:
      - roc = (data - data_period) / data_period

    See:
      - http://en.wikipedia.org/wiki/Momentum_(technical_analysis)
    '''
    alias = ('ROC',)

    # Named output lines
    lines = ('roc',)

    # Accepted parameters (and defaults) -
    params = (('period', 12),)

    def __init__(self):
        dperiod = self.data(-self.p.period)
        self.l.roc = (self.data - dperiod) / dperiod
        super(RateOfChange, self).__init__()

Ancestors

Subclasses

Class variables

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

Inherited members

class RateOfChange100

Measures the ratio of change in prices over a period with base 100

This is for example how ROC is defined in stockcharts

Formula

  • roc = 100 * (data - data_period) / data_period

See

Expand source code 
class RateOfChange100(Indicator):
    '''
    Measures the ratio of change in prices over a period with base 100

    This is for example how ROC is defined in stockcharts

    Formula:
      - roc = 100 * (data - data_period) / data_period

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

    '''
    alias = ('ROC100',)

    # Named output lines
    lines = ('roc100',)

    # Accepted parameters (and defaults)
    params = (('period', 12),)

    def __init__(self):
        self.l.roc100 = 100.0 * ROC(self.data, period=self.p.period)
        super(RateOfChange100, self).__init__()

Ancestors

Subclasses

Class variables

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

Inherited members