pandas-technical-indicators

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I propose this change ` def bollinger_bands(self, df, n): """ :param df: pandas.DataFrame :param n: :return: pandas.DataFrame """ sma = data.rolling(window = n).mean() std = data.rolling(window = n).std() upper_bb =...

akitxu

Dear all Replace "ix" with "iloc". If not, it gives an error.

akitxu

Dear all. I propose to replace ` #df = df.join(MACD) #df = df.join(MACDsign) #df = df.join(MACDdiff)` for ` frames = [MACD, MACDsign, MACDdiff] df = pd.concat(frames, join = 'inner', axis...

akitxu

Calculation for the Stochastic Oszillator is wrong.

5

`SOk = pd.Series((df['Close'] - df['Low']) / (df['High'] - df['Low']), name='SO%k')` is not the correct calculation of the stochastics %K See here: http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:stochastic_oscillator_fast_slow_and_full %K = (Current Close - Lowest Low)/(Highest High...

HermanoCrespo

Calculation RSI (wrong)

2

Hello guys, I am using: Python 3.6 Before, I implemented this RSI formula and pass df['Close'] prices and compute the result inside a numpy array: def rsiFunc(prices, n=14): deltas =...

jorgeog96

Update technical_indicators.py

1

add the input like the period to the name

dreadgyboy

Hi, Thanks a lot for the code. it's really very helpful. I was working on the "Keltner channel" is there any way we can have an option wherein we can...

biswajit14

Created a dynamic class based on the functions before, so that they can be used by any data-format, just configuring by the inicialization

rtenshi

Pretty please, add VWAP?

jmoz

Accumulation/Distribution = ((Close – Low) – (High – Close)) / (High – Low) * Period Volume In order to fully understand how the indicator actually works, it is necessary to...

hellobiek