Module backtrader.indicators.priceoscillator

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, Max, MovAv


class _PriceOscBase(Indicator):
    params = (('period1', 12), ('period2', 26),
              ('_movav', MovAv.Exponential),)

    plotinfo = dict(plothlines=[0.0])

    def __init__(self):
        self.ma1 = self.p._movav(self.data, period=self.p.period1)
        self.ma2 = self.p._movav(self.data, period=self.p.period2)
        self.lines[0] = self.ma1 - self.ma2

        super(_PriceOscBase, self).__init__()


class PriceOscillator(_PriceOscBase):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in points.

    Formula:
      - po = ema(short) - ema(long)

    See:
      - http://www.metastock.com/Customer/Resources/TAAZ/?c=3&p=94
    '''
    alias = ('PriceOsc', 'AbsolutePriceOscillator', 'APO', 'AbsPriceOsc',)
    lines = ('po',)


class PercentagePriceOscillator(_PriceOscBase):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in percentage. The MACD does the same but expressed in
    absolute points.

    Expressing the difference in percentage allows to compare the indicator at
    different points in time when the underlying value has significatnly
    different values.

    Formula:
      - po = 100 * (ema(short) - ema(long)) / ema(long)

    See:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:price_oscillators_ppo
    '''
    _long = True

    alias = ('PPO', 'PercPriceOsc',)

    lines = ('ppo', 'signal', 'histo')
    params = (('period_signal', 9),)

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

    def __init__(self):
        super(PercentagePriceOscillator, self).__init__()

        den = self.ma2 if self._long else self.ma1

        self.lines.ppo = 100.0 * self.lines[0] / den
        self.l.signal = self.p._movav(self.l.ppo, period=self.p.period_signal)
        self.lines.histo = self.lines.ppo - self.lines.signal


class PercentagePriceOscillatorShort(PercentagePriceOscillator):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in percentage. The MACD does the same but expressed in
    absolute points.

    Expressing the difference in percentage allows to compare the indicator at
    different points in time when the underlying value has significatnly
    different values.

    Most on-line literature shows the percentage calculation having the long
    exponential moving average as the denominator. Some sources like MetaStock
    use the short one.

    Formula:
      - po = 100 * (ema(short) - ema(long)) / ema(short)

    See:
      - http://www.metastock.com/Customer/Resources/TAAZ/?c=3&p=94
    '''
    _long = False
    alias = ('PPOShort', 'PercPriceOscShort',)

Classes

class APO

Shows the difference between a short and long exponential moving averages expressed in points.

Formula

  • po = ema(short) - ema(long)

See

Ancestors

Class variables

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

Inherited members

class AbsPriceOsc

Shows the difference between a short and long exponential moving averages expressed in points.

Formula

  • po = ema(short) - ema(long)

See

Ancestors

Class variables

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

Inherited members

class AbsolutePriceOscillator

Shows the difference between a short and long exponential moving averages expressed in points.

Formula

  • po = ema(short) - ema(long)

See

Ancestors

Class variables

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

Inherited members

class PPO

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(long)

See

Ancestors

Class variables

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

Inherited members

class PPOShort

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Most on-line literature shows the percentage calculation having the long exponential moving average as the denominator. Some sources like MetaStock use the short one.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(short)

See

Ancestors

Class variables

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

Inherited members

class PercPriceOsc

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(long)

See

Ancestors

Class variables

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

Inherited members

class PercPriceOscShort

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Most on-line literature shows the percentage calculation having the long exponential moving average as the denominator. Some sources like MetaStock use the short one.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(short)

See

Ancestors

Class variables

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

Inherited members

class PercentagePriceOscillator

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(long)

See

Expand source code 
class PercentagePriceOscillator(_PriceOscBase):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in percentage. The MACD does the same but expressed in
    absolute points.

    Expressing the difference in percentage allows to compare the indicator at
    different points in time when the underlying value has significatnly
    different values.

    Formula:
      - po = 100 * (ema(short) - ema(long)) / ema(long)

    See:
      - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:price_oscillators_ppo
    '''
    _long = True

    alias = ('PPO', 'PercPriceOsc',)

    lines = ('ppo', 'signal', 'histo')
    params = (('period_signal', 9),)

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

    def __init__(self):
        super(PercentagePriceOscillator, self).__init__()

        den = self.ma2 if self._long else self.ma1

        self.lines.ppo = 100.0 * self.lines[0] / den
        self.l.signal = self.p._movav(self.l.ppo, period=self.p.period_signal)
        self.lines.histo = self.lines.ppo - self.lines.signal

Ancestors

Subclasses

Class variables

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

Inherited members

class PercentagePriceOscillatorShort

Shows the difference between a short and long exponential moving averages expressed in percentage. The MACD does the same but expressed in absolute points.

Expressing the difference in percentage allows to compare the indicator at different points in time when the underlying value has significatnly different values.

Most on-line literature shows the percentage calculation having the long exponential moving average as the denominator. Some sources like MetaStock use the short one.

Formula

  • po = 100 * (ema(short) - ema(long)) / ema(short)

See

Expand source code 
class PercentagePriceOscillatorShort(PercentagePriceOscillator):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in percentage. The MACD does the same but expressed in
    absolute points.

    Expressing the difference in percentage allows to compare the indicator at
    different points in time when the underlying value has significatnly
    different values.

    Most on-line literature shows the percentage calculation having the long
    exponential moving average as the denominator. Some sources like MetaStock
    use the short one.

    Formula:
      - po = 100 * (ema(short) - ema(long)) / ema(short)

    See:
      - http://www.metastock.com/Customer/Resources/TAAZ/?c=3&p=94
    '''
    _long = False
    alias = ('PPOShort', 'PercPriceOscShort',)

Ancestors

Subclasses

Class variables

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

Inherited members

class PriceOsc

Shows the difference between a short and long exponential moving averages expressed in points.

Formula

  • po = ema(short) - ema(long)

See

Ancestors

Class variables

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

Inherited members

class PriceOscillator

Shows the difference between a short and long exponential moving averages expressed in points.

Formula

  • po = ema(short) - ema(long)

See

Expand source code 
class PriceOscillator(_PriceOscBase):
    '''
    Shows the difference between a short and long exponential moving
    averages expressed in points.

    Formula:
      - po = ema(short) - ema(long)

    See:
      - http://www.metastock.com/Customer/Resources/TAAZ/?c=3&p=94
    '''
    alias = ('PriceOsc', 'AbsolutePriceOscillator', 'APO', 'AbsPriceOsc',)
    lines = ('po',)

Ancestors

Subclasses

Class variables

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

Inherited members