HelperTA

2023年5月19日

Library "HelperTA"

This library contains useful technical indicators that I use regularly in my charts.

`stockRSI` is not mine, but included because used often and referenced by internal functions.

`DCO` is a normalisation of the donchian channels; the price relative to the donchian channels, on a [0;100] range.

`MarketCycle` is a weighted aggregate of RSI, Stochastic RSI & DCO (demo on the chart)


stockRSI(src, K, D, rsiPeriod, stochPeriod)
  stockRSI
  Parameters:
    src (float)
    K (int)
    D (int)
    rsiPeriod (simple int)
    stochPeriod (int)
  Returns: <k, d>

DCO(price, donchianPeriod, smaPeriod)
  DCO
  Parameters:
    price (float)
    donchianPeriod (int)
    smaPeriod (int)
  Returns: <DCO, s>

MarketCycle(donchianPrice, rsiPrice, srsiPrice, donchianPeriod, donchianSmoothing, rsiPeriod, rsiSmoothing, srsiPeriod, srsiSmoothing, srsiK, srsiD, rsiWeight, srsiWeight, dcoWeight)
  MarketCycle
  Parameters:
    donchianPrice (float)
    rsiPrice (float)
    srsiPrice (float)
    donchianPeriod (simple int)
    donchianSmoothing (simple int)
    rsiPeriod (simple int)
    rsiSmoothing (int)
    srsiPeriod (simple int)
    srsiSmoothing (simple int)
    srsiK (simple int)
    srsiD (simple int)
    rsiWeight (simple float)
    srsiWeight (simple float)
    dcoWeight (simple float)
  Returns: <aggr>

7月17日

版本注释

v2

Added:
MarketCycleMetrics(donchianPrice, rsiPrice, srsiPrice, donchianPeriod, donchianSmoothing, rsiPeriod, rsiSmoothing, srsiPeriod, srsiSmoothing, srsiK, srsiD, rsiWeight, srsiWeight, dcoWeight)
  MarketCycleMetrics
  Parameters:
    donchianPrice (float)
    rsiPrice (float)
    srsiPrice (float)
    donchianPeriod (simple int)
    donchianSmoothing (simple int)
    rsiPeriod (simple int)
    rsiSmoothing (int)
    srsiPeriod (simple int)
    srsiSmoothing (simple int)
    srsiK (simple int)
    srsiD (simple int)
    rsiWeight (simple float)
    srsiWeight (simple float)
    dcoWeight (simple float)
  Returns: <[aggr, diff, isUp, isDown, isBounceUp, isBounceDown]>