Library "New_Concepts_in_Technical_Trading_Systems" A library for trading with mathematical indicators as described by J. Welles Wilder Jr. in 1978
psar(highSeries, lowSeries, closeSeries, start, increment, max) psar calculates the parabolic SAR for the given series. Uses defaults as described by Wilder Parameters: highSeries (float): the series of high price values lowSeries (float): the series of low price values closeSeries (float): the series of close price values start (float): the initial acceleration factor increment (float): amount the acceleration factor is incremented each step max (float): the maximum acceleration factor Returns: the value of the stop and reverse price
momentum(closeSeries) momentum calculates the momentum value, representing an acceleration of the current trend direction. Also calculates the trend balancing point which is a pivot to the momentum increasing or decreasing. Parameters: closeSeries (float): the series of close price values Returns: the value of the momentum and the next trend balance point
版本注释
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v2 - where I realized the I've gotten the concepts wrong when looking at momentum.
I previously thought the trend balancing point was the same for long and short directions, which gave me weird results using a strategy on top of it. Realizing that, I thought it to be much more ergonomic using separate functions for the balance points instead of returning a tuple of values.
new: nextTrendBalancePointShort(closeSeries) calculates the trend balance point for the next candle when short Parameters: closeSeries (float): the series of close price values Returns: the point the price must close above in order to reverse the current position
nextTrendBalancePointLong(closeSeries) calculates the trend balance point for the next candle when long Parameters: closeSeries (float): the series of close price values Returns: the point the price must close below in order to reverse the current position
changed: psar(highSeries, lowSeries, closeSeries, start, increment, max) calculates the parabolic SAR for the given series. Uses defaults as described by Wilder Parameters: highSeries (float): the series of high price values lowSeries (float): the series of low price values closeSeries (float): the series of close price values start (float): the initial acceleration factor increment (float): amount the acceleration factor is incremented each step max (float): the maximum acceleration factor Returns: the value of the stop and reverse price
momentum(closeSeries) calculates the momentum value, representing an acceleration of the current trend direction Parameters: closeSeries (float): the series of close price values Returns: the value of the momentum