fagan2888 / jhtalib-1

Technical Analysis Library Time-Series

title	author	date
jhTAlib	Joost Hoeks	2019-09-18

jhTAlib

Technical Analysis Library Time-Series

You can use and import it for your:

• Technical Analysis Software

• Charting Software

• Backtest Software

• Trading Robot Software

• Trading Software in general

Work in progress...

---

Depends only on

• The Python Standard Library

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Docs

• .html

• .epub

• .json

• .odt

• .pdf

• .rst

• .rtf

• .xml

---

Install

From PyPI:

$ [sudo] pip3 install jhtalib

From source:

$ git clone https://github.com/joosthoeks/jhTAlib.git
$ cd jhTAlib
$ [sudo] pip3 install -e .

---

Update

From PyPI:

$ [sudo] pip3 install --upgrade jhtalib

From source:

$ cd jhTAlib
$ git pull [upstream master]

---

Examples

$ cd example/

Example 1

$ python3 example-1-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-1-plot.ipynb

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Example 2

$ python3 example-2-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-2-plot.ipynb

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Example 3

$ python3 example-3-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-3-plot.ipynb

---

Example 4

$ python3 example-4-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-4-plot-quandl.ipynb

---

Example 5

$ python3 example-5-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-5-plot-quandl.ipynb

---

Example 6

$ python3 example-6-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-6-plot-quandl.ipynb

---

Example 7

$ python3 example-7-quandl-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-7-quandl-2-df.ipynb

---

Example 8

$ python3 example-8-alphavantage-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-8-alphavantage-2-df.ipynb

---

Example 9

$ python3 example-9-cryptocompare-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-9-cryptocompare-2-df.ipynb

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Example 10

DF NumPy Pandas

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-10-df-numpy-pandas.ipynb

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Example 11

Basic Usage

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-11-basic-usage.ipynb

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Test

$ cd test/
$ python3 test.py

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Reference

import jhtalib as jhta

---

Behavioral Techniques

ATH | All Time High | DONE

• dict of lists of floats = jhta.ATH(df, price='High')

---

LMC | Last Major Correction | DONE

• dict of lists of floats = jhta.LMC(df, price='Low', price_high='High')

---

PP | Pivot Point | DONE

• dict of lists of floats = jhta.PP(df, high='High', low='Low', close='Close')

• https://en.wikipedia.org/wiki/Pivot_point_(technical_analysis)

---

FIBOPR | Fibonacci Price Retracements | DONE

• dict of lists of floats = jhta.FIBOPR(df, price='Close')

---

FIBTR | Fibonacci Time Retracements |

---

GANNPR | W. D. Gann Price Retracements | DONE

• dict of lists of floats = jhta.GANNPR(df, price='Close')

---

GANNTR | W. D. Gann Time Retracements |

---

JDN | Julian Day Number | DONE

• jdn = jhta.JDN(utc_year, utc_month, utc_day)

• https://en.wikipedia.org/wiki/Julian_day

---

JD | Julian Date | DONE

• jd = jhta.JD(utc_year, utc_month, utc_day, utc_hour, utc_minute, utc_second)

• https://en.wikipedia.org/wiki/Julian_day

---

SUNC | Sun Cycle |

---

MERCURYC | Mercury Cycle |

---

VENUSC | Venus Cycle |

---

EARTHC | Earth Cycle |

---

MARSC | Mars Cycle |

---

JUPITERC | Jupiter Cycle |

---

SATURNC | Saturn Cycle |

---

URANUSC | Uranus Cycle |

---

NEPTUNEC | Neptune Cycle |

---

PLUTOC | Pluto Cycle |

---

MOONC | Moon Cycle |

---

Candlestick

CDLBODYS | Candle Body Size | DONE

• list of floats = jhta.CDLBODYS(df, open='Open', close='Close')

• https://www.tradeciety.com/understand-candlesticks-patterns/

---

CDLWICKS | Candle Wick Size | DONE

• list of floats = jhta.CDLWICKS(df, high='High', low='Low')

• https://www.tradeciety.com/understand-candlesticks-patterns/

---

CDLUPPSHAS | Candle Upper Shadow Size | DONE

• list of floats = jhta.CDLUPPSHAS(df, open='Open', high='High', close='Close')

• https://www.tradeciety.com/understand-candlesticks-patterns/

---

CDLLOWSHAS | Candle Lower Shadow Size | DONE

• list of floats = jhta.CDLLOWSHAS(df, open='Open', low='Low', close='Close')

• https://www.tradeciety.com/understand-candlesticks-patterns/

---

CDLBODYP | Candle Body Percent | DONE

• list of floats = jhta.CDLBODYP(df, open='Open', close='Close')

---

CDLBODYM | Candle Body Momentum | DONE

• list of floats = jhta.CDLBODYM(df, n, open='Open', close='Close')

• book: Trading Systems and Methods

---

GAP | Gap | DONE

• list of floats = jhta.GAP(df, high='High', low='Low', close='Close')

---

QSTICK | Qstick | DONE

• list of floats = jhta.QSTICK(df, n, open='Open', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=Qstick.htm

---

SHADOWT | Shadow Trends | DONE

• dict of lists of floats = jhta.SHADOWT(df, n, open='Open', high='High', low='Low', close='Close')

• book: The New Technical Trader

---

IMI | Intraday Momentum Index | DONE

• list of floats = jhta.IMI(df, open='Open', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=IMI.htm

---

INSBAR | Inside Bar | DONE

• list of booleans = jhta.INSBAR(df, high='High', low='Low')

---

OUTSBAR | Outside Bar | DONE

• list of booleans = jhta.OUTSBAR(df, high='High', low='Low')

---

Cycle Indicators

HT_DCPERIOD | Hilbert Transform - Dominant Cycle Period |

---

HT_DCPHASE | Hilbert Transform - Dominant Cycle Phase |

---

HT_PHASOR | Hilbert Transform - Phasor Components |

---

HT_SINE | Hilbert Transform - SineWave |

---

HT_TRENDLINE | Hilbert Transform - Instantaneous Trendline |

---

HT_TRENDMODE | Hilbert Transform - Trend vs Cycle Mode |

---

TS | Trend Score | DONE

• list of floats = jhta.TS(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=TrendScore.htm

---

Data

CSV2DF | CSV file 2 DataFeed | DONE

• dict of tuples of floats = jhta.CSV2DF(csv_file_path, datetime='datetime', Open='Open', high='High', low='Low', close='Close', volume='Volume')

---

CSVURL2DF | CSV file url 2 DataFeed | DONE

• dict of tuples of floats = jhta.CSVURL2DF(csv_file_url, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF2CSV | DataFeed 2 CSV file | DONE

• csv file = jhta.DF2CSV(df, csv_file_path, datetime='datetime', Open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF2DFREV | DataFeed 2 DataFeed Reversed | DONE

• dict of tuples of floats = jhta.DF2DFREV(df, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF2DFWIN | DataFeed 2 DataFeed Window | DONE

• dict of tuples of floats = jhta.DF2DFWIN(df, start=0, end=10, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF_HEAD | DataFeed HEAD | DONE

• dict of tuples of floats = jhta.DF_HEAD(df, n=5, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF_TAIL | DataFeed TAIL | DONE

• dict of tuples of floats = jhta.DF_TAIL(df, n=5, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

DF2HEIKIN_ASHI | DataFeed 2 Heikin-Ashi DataFeed | DONE

• dict of tuples of floats = jhta.DF2HEIKIN_ASHI(df, datetime='datetime', open='Open', high='High', low='Low', close='Close', volume='Volume')

---

Event Driven

ASI | Accumulation Swing Index (J. Welles Wilder) | DONE

• list of floats = jhta.ASI(df, L, open='Open', high='High', low='Low', close='Close')

• book: New Concepts in Technical Trading Systems

---

SI | Swing Index (J. Welles Wilder) | DONE

• list of floats = jhta.SI(df, L, open='Open', high='High', low='Low', close='Close')

• book: New Concepts in Technical Trading Systems

---

SAVGP | Swing Average Price - previous Average Price | DONE

• list of floats = jhta.SAVGP(df, open='Open', high='High', low='Low', close='Close')

---

SAVGPS | Swing Average Price - previous Average Price Summation | DONE

• list of floats = jhta.SAVGPS(df, open='Open', high='High', low='Low', close='Close')

---

SCO | Swing Close - Open | DONE

• list of floats = jhta.SCO(df, open='Open', close='Close')

---

SCOS | Swing Close - Open Summation | DONE

• list of floats = jhta.SCOS(df, open='Open', close='Close')

---

SMEDP | Swing Median Price - previous Median Price | DONE

• list of floats = jhta.SMEDP(df, high='High', low='Low')

---

SMEDPS | Swing Median Price - previous Median Price Summation | DONE

• list of floats = jhta.SMEDPS(df, high='High', low='Low')

---

SPP | Swing Price - previous Price | DONE

• list of floats = jhta.SPP(df, price='Close')

---

SPPS | Swing Price - previous Price Summation | DONE

• list of floats = jhta.SPPS(df, price='Close')

---

STYPP | Swing Typical Price - previous Typical Price | DONE

• list of floats = jhta.STYPP(df, high='High', low='Low', close='Close')

---

STYPPS | Swing Typical Price - previous Typical Price Summation | DONE

• list of floats = jhta.STYPPS(df, high='High', low='Low', close='Close')

---

SWCLP | Swing Weighted Close Price - previous Weighted Close Price | DONE

• list of floats = jhta.SWCLP(df, high='High', low='Low', close='Close')

---

SWCLPS | Swing Weighted Close Price - previous Weighted Close Price Summation | DONE

• list of floats = jhta.SWCLPS(df, high='High', low='Low', close='Close')

---

Experimental

VWAP | Volume Weighted Average Price | DONE

• list of floats = jhta.VWAP(df, open='Open', high='High', low='Low', close='Close', volume='Volume')

• book: An Introduction to Algorithmic Trading

---

MFAI | Market Facilitation Index | DONE

• list of floats = jhta.MFAI(df, high='High', low='Low', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=MFI.htm

---

VAMA | Volume Adjusted Moving Average | DONE

• list of floats = jhta.VAMA(df, n, price='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=VolAdjustedMA.htm

---

WWMA | Welles Wilder Moving Average | DONE

• list of floats = jhta.WWMA(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=WellesMA.htm

---

WWS | Welles Wilder Summation | DONE

• list of floats = jhta.WWS(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=WellesSum.htm

---

MFI | Money Flow Index | DONE

• list of floats = jhta.MFI(df, n, high='High', low='Low', close='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=MoneyFlowIndex.htm

---

General

NORMALIZE | Normalize | DONE

• list of floats = jhta.NORMALIZE(df, price_max='High', price_min='Low', price='Close')

• https://machinelearningmastery.com/normalize-standardize-time-series-data-python/

---

STANDARDIZE | Standardize | DONE

• list of floats = jhta.STANDARDIZE(df, price='Close')

• https://machinelearningmastery.com/normalize-standardize-time-series-data-python/

---

RATIO | Ratio | DONE

• list of floats = jhta.RATIO(df1, df2, price1='Close', price2='Close')

• https://www.fmlabs.com/reference/default.htm?url=Ratio.htm

---

SPREAD | Spread | DONE

• list of floats = jhta.SPREAD(df1, df2, price1='Close', price2='Close')

---

CP | Comparative Performance | DONE

• list of floats = jhta.CP(df1, df2, price1='Close', price2='Close')

• https://www.fmlabs.com/reference/default.htm?url=CompPerformance.htm

---

CRSI | Comparative Relative Strength Index | DONE

• list of floats = jhta.CRSI(df1, df2, n, price1='Close', price2='Close')

• https://www.fmlabs.com/reference/default.htm?url=RSIC.htm

---

CS | Comparative Strength | DONE

• list of floats = jhta.CS(df1, df2, price1='Close', price2='Close')

• https://www.fmlabs.com/reference/default.htm?url=CompStrength.htm

---

Information

INFO | Print df Information | DONE

• print = jhta.INFO(df, price='Close')

---

INFO_TRADES | Print Trades Information | DONE

• print = jhta.INFO_TRADES(profit_trades_list, loss_trades_list)

---

Math Functions

EXP | Exponential | DONE

• list of floats = jhta.EXP(df, price='Close')

---

LOG | Logarithm | DONE

• list of floats = jhta.LOG(df, price='Close')

---

LOG10 | Base-10 Logarithm | DONE

• list of floats = jhta.LOG10(df, price='Close')

---

SQRT | Square Root | DONE

• list of floats = jhta.SQRT(df, price='Close')

---

ACOS | Arc Cosine | DONE

• list of floats = jhta.ACOS(df, price='Close')

---

ASIN | Arc Sine | DONE

• list of floats = jhta.ASIN(df, price='Close')

---

ATAN | Arc Tangent | DONE

• list of floats = jhta.ATAN(df, price='Close')

---

COS | Cosine | DONE

• list of floats = jhta.COS(df, price='Close')

---

SIN | Sine | DONE

• list of floats = jhta.SIN(df, price='Close')

---

TAN | Tangent | DONE

• list of floats = jhta.TAN(df, price='Close')

---

ACOSH | Inverse Hyperbolic Cosine | DONE

• list of floats = jhta.ACOSH(df, price='Close')

---

ASINH | Inverse Hyperbolic Sine | DONE

• list of floats = jhta.ASINH(df, price='Close')

---

ATANH | Inverse Hyperbolic Tangent | DONE

• list of floats = jhta.ATANH(df, price='Close')

---

COSH | Hyperbolic Cosine | DONE

• list of floats = jhta.COSH(df, price='Close')

---

SINH | Hyperbolic Sine | DONE

• list of floats = jhta.SINH(df, price='Close')

---

TANH | Hyperbolic Tangent | DONE

• list of floats = jhta.TANH(df, price='Close')

---

PI | Mathematical constant PI | DONE

• float = jhta.PI()

---

E | Mathematical constant E | DONE

• float = jhta.E()

---

TAU | Mathematical constant TAU | DONE

• float = jhta.TAU()

---

PHI | Mathematical constant PHI | DONE

• float = jhta.PHI()

---

FIB | Fibonacci series up to n | DONE

• list of ints = jhta.FIB(n)

---

CEIL | Ceiling | DONE

• list of floats = jhta.CEIL(df, price='Close')

---

FLOOR | Floor | DONE

• list of floats = jhta.FLOOR(df, price='Close')

---

DEGREES | Radians to Degrees | DONE

• list of floats = jhta.DEGREES(df, price='Close')

---

RADIANS | Degrees to Radians | DONE

• list of floats = jhta.RADIANS(df, price='Close')

---

ADD | Addition High + Low | DONE

• list of floats = jhta.ADD(df, high='High', low='Low')

---

DIV | Division High / Low | DONE

• list of floats = jhta.DIV(df, high='High', low='Low')

---

MAX | Highest value over a specified period | DONE

• list of floats = jhta.MAX(df, n, price='Close')

---

MAXINDEX | Index of highest value over a specified period | DONE

• list of ints = jhta.MAXINDEX(df, n, price='Close')

---

MIN | Lowest value over a specified period | DONE

• list of floats = jhta.MIN(df, n, price='Close')

---

MININDEX | Index of lowest value over a specified period | DONE

• list of ints = jhta.MININDEX(df, n, price='Close')

---

MINMAX | Lowest and Highest values over a specified period | DONE

• dict of lists of floats = jhta.MINMAX(df, n, price='Close')

---

MINMAXINDEX | Indexes of lowest and highest values over a specified period | DONE

• dict of lists of ints = jhta.MINMAXINDEX(df, n, price='Close')

---

MULT | Multiply High * Low | DONE

• list of floats = jhta.MULT(df, high='High', low='Low')

---

SUB | Subtraction High - Low | DONE

• list of floats = jhta.SUB(df, high='High', low='Low')

---

SUM | Summation | DONE

• list of floats = jhta.SUM(df, n, price='Close')

---

SLOPE | Slope | DONE

• float = jhta.SLOPE(x1, y1, x2, y2)

• book: An Introduction to Algorithmic Trading

---

SLOPES | Slopes | DONE

• list of floats = jhta.SLOPES(df, n, price='Close')

• book: An Introduction to Algorithmic Trading

---

ED | Euclidean Distance | DONE

• float = jhta.ED(x1, y1, x2, y2)

• book: An Introduction to Algorithmic Trading

---

EDS | Euclidean Distances | DONE

• list of floats = jhta.EDS(df, n, price='Close')

• book: An Introduction to Algorithmic Trading

---

Momentum Indicators

ADX | Average Directional Movement Index |

---

ADXR | Average Directional Movement Index Rating |

---

APO | Absolute Price Oscillator | DONE

• list of floats = jhta.APO(df, n_fast, n_slow, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=PriceOscillator.htm

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AROON | Aroon |

---

AROONOSC | Aroon Oscillator |

---

BOP | Balance Of Power |

---

CCI | Commodity Channel Index |

---

CMO | Chande Momentum Oscillator |

---

DX | Directional Movement Index |

---

MACD | Moving Average Convergence/Divergence |

---

MACDEXT | MACD with controllable MA type |

---

MACDFIX | Moving Average Convergence/Divergence Fix 12/26 |

---

MINUS_DI | Minus Directional Indicator |

---

MINUS_DM | Minus Directional Movement |

---

MOM | Momentum | DONE

• list of floats = jhta.MOM(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=Momentum.htm

---

PLUS_DI | Plus Directional Indicator |

---

PLUS_DM | Plus Directional Movement |

---

PPO | Percentage Price Oscillator |

---

RMI | Relative Momentum Index | DONE

• list of floats = jhta.RMI(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=RMI.htm

---

ROC | Rate of Change | DONE

• list of floats = jhta.ROC(df, n, price='Close')

---

ROCP | Rate of Change Percentage | DONE

• list of floats = jhta.ROCP(df, n, price='Close')

---

ROCR | Rate of Change Ratio | DONE

• list of floats = jhta.ROCR(df, n, price='Close')

---

ROCR100 | Rate of Change Ratio 100 scale | DONE

• list of floats = jhta.ROCR100(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=RateOfChange.htm

---

RSI | Relative Strength Index | DONE

• list of floats = jhta.RSI(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=rsi.htm

---

STOCH | Stochastic | DONE

• list of floats = jhta.STOCH(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=Stochastic.htm

---

STOCHF | Stochastic Fast |

---

STOCHRSI | Stochastic Relative Strength Index |

---

TRIX | 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA |

---

ULTOSC | Ultimate Oscillator |

---

WILLR | Williams' %R | DONE

• list of floats = jhta.WILLR(df, n, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=WilliamsR.htm

---

Overlap Studies

BBANDS | Bollinger Bands | DONE

• dict of lists of floats = jhta.BBANDS(df, n, f=2, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=Bollinger.htm

---

BBANDW | Bollinger Band Width | DONE

• list of floats = jhta.BBANDW(df, n, f=2, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=BollingerWidth.htm

---

DEMA | Double Exponential Moving Average |

---

EMA | Exponential Moving Average | DONE

• list of floats = jhta.EMA(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=ExpMA.htm

---

ENVP | Envelope Percent | DONE

• dict of lists of floats = jhta.ENVP(df, pct=.01, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=EnvelopePct.htm

---

KAMA | Kaufman Adaptive Moving Average |

---

MA | Moving Average |

---

MAMA | MESA Adaptive Moving Average |

---

MAVP | Moving Average with Variable Period |

---

MIDPOINT | MidPoint over period | DONE

• list of floats = jhta.MIDPOINT(df, n, price='Close')

• http://www.tadoc.org/indicator/MIDPOINT.htm

---

MIDPRICE | MidPoint Price over period | DONE

• list of floats = jhta.MIDPRICE(df, n, high='High', low='Low')

• http://www.tadoc.org/indicator/MIDPRICE.htm

---

MMR | Mayer Multiple Ratio | DONE

• list of floats = jhta.MMR(df, n=200, price='Close')

• https://www.theinvestorspodcast.com/bitcoin-mayer-multiple/

---

SAR | Parabolic SAR | DONE

• list of floats = jhta.SAR(df, af_step=.02, af_max=.2, high='High', low='Low')

• book: New Concepts in Technical Trading Systems

---

SAREXT | Parabolic SAR - Extended |

---

SMA | Simple Moving Average | DONE

• list of floats = jhta.SMA(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=SimpleMA.htm

---

T3 | Triple Exponential Moving Average (T3) |

---

TEMA | Triple Exponential Moving Average |

---

TRIMA | Triangular Moving Average | DONE

• list of floats = jhta.TRIMA(df, n, price='Close')

• https://www.fmlabs.com/reference/default.htm?url=TriangularMA.htm

---

WMA | Weighted Moving Average

---

Pattern Recognition

CDL2CROWS | Two Crows |

CDL3BLACKCROWS | Three Black Crows |

CDL3INSIDE | Three Inside Up/Down |

CDL3LINESTRIKE | Three-Line Strike |

CDL3OUTSIDE | Three Outside Up/Down |

CDL3STARSINSOUTH | Three Stars In The South |

CDL3WHITESOLDIERS | Three Advancing White Soldiers |

CDLABANDONEDBABY | Abandoned Baby |

CDLADVANCEBLOCK | Advance Block |

CDLBELTHOLD | Belt-hold |

CDLBREAKAWAY | Breakaway |

CDLCLOSINGMARUBOZU | Closing Marubozu |

CDLCONSEALBABYSWALL | Concealing Baby Swallow |

CDLCOUNTERATTACK | Counterattack |

CDLDARKCLOUDCOVER | Dark Cloud Cover |

CDLDOJI | Doji |

CDLDOJISTAR | Doji Star |

CDLDRAGONFLYDOJI | Dragonfly Doji |

CDLENGULFING | Engulfing Pattern |

CDLEVENINGDOJISTAR | Evening Doji Star |

CDLEVENINGSTAR | Evening Star |

CDLGAPSIDESIDEWHITE | Up/Down-gap side-by-side white lines |

CDLGRAVESTONEDOJI | Gravestone Doji |

CDLHAMMER | Hammer |

CDLHANGINGMAN | Hanging Man |

CDLHARAMI | Harami Pattern |

CDLHARAMICROSS | Harami Cross Pattern |

CDLHIGHWAVE | High-Wave Candle |

CDLHIKKAKE | Hikkake Pattern |

CDLHIKKAKEMOD | Modified Hikkake Pattern |

CDLHOMINGPIGEON | Homing Pigeon |

CDLIDENTICAL3CROWS | Identical Three Crows |

CDLINNECK | In-Neck Pattern |

CDLINVERTEDHAMMER | Inverted Hammer |

CDLKICKING | Kicking |

CDLKICKINGBYLENGTH | Kicking - bull/bear determined by the longer marubozu |

CDLLADDERBOTTOM | Ladder Bottom |

CDLLONGLEGGEDDOJI | Long Legged Doji |

CDLLONGLINE | Long Line Candle |

CDLMARUBOZU | Marubozu |

CDLMATCHINGLOW | Matching Low |

CDLMATHOLD | Mat Hold |

CDLMORNINGDOJISTAR | Morning Doji Star |

CDLMORNINGSTAR | Morning Star |

CDLONNECK | On-Neck Pattern |

CDLPIERCING | Piercing Pattern |

CDLRICKSHAWMAN | Rickshaw Man |

CDLRISEFALL3METHODS | Rising/Falling Three Methods |

CDLSEPARATINGLINES | Separating Lines |

CDLSHOOTINGSTAR | Shooting Star |

CDLSHORTLINE | Short Line Candle |

CDLSPINNINGTOP | Spinning Top |

CDLSTALLEDPATTERN | Stalled Pattern |

CDLSTICKSANDWICH | Stick Sandwich |

CDLTAKURI | Takuri (Dragonfly Doji with very long lower shadow) |

CDLTASUKIGAP | Tasuki Gap |

CDLTHRUSTING | Thrusting Pattern |

CDLTRISTAR | Tristar Pattern |

CDLUNIQUE3RIVER | Unique 3 River |

CDLUPSIDEGAP2CROWS | Upside Gap Two Crows |

CDLXSIDEGAP3METHODS | Upside/Downside Gap Three Methods |

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Price Transform

AVGPRICE | Average Price | DONE

• list of floats = jhta.AVGPRICE(df, open='Open', high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=AvgPrices.htm

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MEDPRICE | Median Price | DONE

• list of floats = jhta.MEDPRICE(df, high='High', low='Low')

• https://www.fmlabs.com/reference/default.htm?url=MedianPrices.htm

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TYPPRICE | Typical Price | DONE

• list of floats = jhta.TYPPRICE(df, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=TypicalPrices.htm

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WCLPRICE | Weighted Close Price | DONE

• list of floats = jhta.WCLPRICE(df, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=WeightedCloses.htm

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Statistic Functions

MEAN | Arithmetic mean (average) of data | DONE

• list of floats = jhta.MEAN(df, n, price='Close')

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HARMONIC_MEAN | Harmonic mean of data | DONE

• list of floats = jhta.HARMONIC_MEAN(df, n, price='Close')

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MEDIAN | Median (middle value) of data | DONE

• list of floats = jhta.MEDIAN(df, n, price='Close')

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MEDIAN_LOW | Low median of data | DONE

• list of floats = jhta.MEDIAN_LOW(df, n, price='Close')

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MEDIAN_HIGH | High median of data | DONE

• list of floats = jhta.MEDIAN_HIGH(df, n, price='Close')

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MEDIAN_GROUPED | Median, or 50th percentile, of grouped data | DONE

• list of floats = jhta.MEDIAN_GROUPED(df, n, price='Close', interval=1)

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MODE | Mode (most common value) of discrete data | DONE

• list of floats = jhta.MODE(df, n, price='Close')

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PSTDEV | Population standard deviation of data | DONE

• list of floats = jhta.PSTDEV(df, n, price='Close', mu=None)

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PVARIANCE | Population variance of data | DONE

• list of floats = jhta.PVARIANCE(df, n, price='Close', mu=None)

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STDEV | Sample standard deviation of data | DONE

• list of floats = jhta.STDEV(df, n, price='Close', xbar=None)

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VARIANCE | Sample variance of data | DONE

• list of floats = jhta.VARIANCE(df, n, price='Close', xbar=None)

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COV | Covariance | DONE

• float = jhta.COV(list1, list2)

• https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Covariance

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COVARIANCE | Covariance | DONE

• list of floats = jhta.COVARIANCE(df1, df2, n, price1='Close', price2='Close')

• https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Covariance

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COR | Correlation | DONE

• float = jhta.COR(list1, list2)

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CORRELATION | Correlation | DONE

• list of floats = jhta.CORRELATION(df1, df2, n, price1='Close', price2='Close')

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PCOR | Population Correlation | DONE

• float = jhta.PCOR(list1, list2)

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PCORRELATION | Population Correlation | DONE

• list of floats = jhta.PCORRELATION(df1, df2, n, price1='Close', price2='Close')

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BETA | Beta | DONE

• float = jhta.BETA(list1, list2)

• https://en.wikipedia.org/wiki/Beta_(finance)

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BETAS | Betas | DONE

• list of floats = jhta.BETAS(df1, df2, n, price1='Close', price2='Close')

• https://en.wikipedia.org/wiki/Beta_(finance)

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LSR | Least Squares Regression | DONE

• list of floats = jhta.LSR(df, price='Close', predictions_int=0)

• https://www.mathsisfun.com/data/least-squares-regression.html

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SLR | Simple Linear Regression | DONE

• list of floats = jhta.SLR(df, price='Close', predictions_int=0)

• https://machinelearningmastery.com/implement-simple-linear-regression-scratch-python/

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Uncategorised

HR | Hit Rate / Win Rate | DONE

• float = jhta.HR(hit_trades_int, total_trades_int)

• http://traderskillset.com/hit-rate-stock-trading/

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PLR | Profit/Loss Ratio | DONE

• float = jhta.PLR(mean_trade_profit_float, mean_trade_loss_float)

• https://www.investopedia.com/terms/p/profit_loss_ratio.asp

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EV | Expected Value | DONE

• float = jhta.EV(hitrade_float, mean_trade_profit_float, mean_trade_loss_float)

• https://en.wikipedia.org/wiki/Expected_value

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POR | Probability of Ruin (Table of Lucas and LeBeau) | DONE

• int = jhta.POR(hitrade_float, profit_loss_ratio_float)

• book: Computer Analysis of the Futures Markets

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BPPS | Basis Points per Second | DONE

• float = jhta.BPPS(trade_start_price, trade_end_price, trade_start_timestamp, trade_end_timestamp)

• book: An Introduction to Algorithmic Trading

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RET | Return | DONE

• list of floats = jhta.RET(df, price='Close')

• book: An Introduction to Algorithmic Trading

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RETS | Returns | DONE

• list of floats = jhta.RETS(df, price='Close')

• book: An Introduction to Algorithmic Trading

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PRET | %Return | DONE

• list of floats = jhta.PRET(df, price='Close')

• book: An Introduction to Algorithmic Trading

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PRETS | %Returns | DONE

• list of floats = jhta.PRETS(df, price='Close')

• book: An Introduction to Algorithmic Trading

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Volatility Indicators

AEM | Arms Ease of Movement | DONE

• list of floats = jhta.AEM(df, high='High', low='Low', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=ArmsEMV.htm

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ATR | Average True Range | DONE

• list of floats = jhta.ATR(df, n, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=ATR.htm

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NATR | Normalized Average True Range |

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RVI | Relative Volatility Index | DONE

• list of floats = jhta.RVI(df, n, high='High', low='Low')

• https://www.fmlabs.com/reference/default.htm?url=RVI.htm

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INERTIA | Inertia |

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PRANGE | %Range | DONE

• list of floats = jhta.PRANGE(df, n, max_price='High', min_price='Low')

• book: An Introduction to Algorithmic Trading

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TRANGE | True Range | DONE

• list of floats = jhta.TRANGE(df, high='High', low='Low', close='Close')

• https://www.fmlabs.com/reference/default.htm?url=TR.htm

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Volume Indicators

AD | Chaikin A/D Line | DONE

• list of floats = jhta.AD(df, high='High', low='Low', close='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=AccumDist.htm

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ADOSC | Chaikin A/D Oscillator |

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OBV | On Balance Volume | DONE

• list of floats = jhta.OBV(df, close='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=OBV.htm

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PVR | Price Volume Rank | DONE

• list of ints = jhta.PVR(df, price='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=PVrank.htm

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PVT | Price Volume Trend | DONE

• list of floats = jhta.PVT(df, price='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=PVT.htm

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PVI | Positive Volume Index | DONE

• list of floats = jhta.PVI(df, price='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=PVI.htm

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NVI | Negative Volume Index | DONE

• list of floats = jhta.NVI(df, price='Close', volume='Volume')

• https://www.fmlabs.com/reference/default.htm?url=NVI.htm

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Notebooks

• https://github.com/joosthoeks/jhTAlib/tree/master/notebook

Recession Probability

• https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/notebook/recession_probability.ipynb

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Donation and Funding

• BTC: 3KCoXMyUDgVABoFSuV8GQT3k8qkUhEDG9X

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