talipp
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nardew
talipp - incremental technical analysis library for python
Hello, See https://www.incrediblecharts.com/indicators/wilder_moving_average.php A number of popular indicators, including Relative Strength Index (RSI), Average True Range (ATR) and Directional Movement were developed by J. Welles Wilder and introduced in his...
Hello, I think SFX have a warmup issue (on ma_std_dev) See data ```csv Date,Open,High,Low,Close,Volume,atr,std_dev,ma_std_dev 02/22/2013 12:00:00 AM,151.16,151.89,150.49,151.89,106292600,,, 02/25/2013 12:00:00 AM,152.63,152.86,149.0,149.0,245483200,,, 02/26/2013 12:00:00 AM,149.72,150.2,148.73,150.02,186331600,,, 02/27/2013 12:00:00 AM,149.89,152.33,149.76,151.91,143932600,,, 02/28/2013 12:00:00 AM,151.9,152.87,151.41,151.61,123724200,,, 03/01/2013...
Hello, We have in talipp ATR (ie AverageTrueRange) but not simple TrueRange... but we have some indicators (such as VTX and CHOP) calling ATR(1) ... which is in fact TrueRange...
I found it incredibly confusing that the output_values array can be modified in place by the indicator. This diabolical behavior could lead to catastrophic live trading performance since batch vs...
Many indicators that can be calculated by single close value are not support input_values=list[OHLCV] in init. But time is required in resample. I found the usecase in the tail of...
I think currently the input_sampling works by just removing the last output value and recalculating it with the current input. However, for DonchianChannels, I think it should keep the lowest...
``` # 5min candles c1 = OHLCV(time=datetime.fromisoformat('2024-01-02T15:45:00+00:00'), open=1, high=2, low=3, close=4) c2 = OHLCV(time=datetime.fromisoformat('2024-01-02T15:50:00+00:00'), open=1, high=2, low=3, close=4) s = Sampler(SamplingPeriodType.MIN_15) print(s.is_same_period(c1, c2)) ``` I think usually the time of...