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Merge pull request #117 from freqtrade/reorg_indicators
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Reorg indicators
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xmatthias authored Sep 30, 2020
2 parents 6e31de6 + 53a5b09 commit 7f44b6c
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66 changes: 34 additions & 32 deletions README.md
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Expand Up @@ -8,48 +8,50 @@ We basically provide you with easy to use indicators, collected from all over gi

### Custom indicators

1. Consensus - an indicator which is based on a consensus model, across several indicators
* Consensus - an indicator which is based on a consensus model, across several indicators
you can easily customize these. It is based on the [TradingView](https://www.tradingview.com/symbols/BTCUSD/technicals/)
buy/sell graph. - MovingAverage Consensus - Oscillator Consensus - Summary Consensus

2. [vfi](https://www.tradingview.com/script/MhlDpfdS-Volume-Flow-Indicator-LazyBear/)
3. [mmar](https://www.tradingview.com/script/1JKqmEKy-Madrid-Moving-Average-Ribbon/)
4. [madrid_sqz](https://www.tradingview.com/script/9bUUSzM3-Madrid-Trend-Squeeze/)
5. [stc](https://www.investoorpedia.com/articles/forex/10/schaff-trend-cycle-indicator.asp)
6. [ichimoku cloud](http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:ichimoku_cloud)
7. volume weighted moving average
8. laguerre
9. [vpci](https://www.tradingview.com/script/lmTqKOsa-Indicator-Volume-Price-Confirmation-Indicator-VPCI/)
10. [trendlines](https://en.wikipedia.org/wiki/Trend_line_(technical_analysis)), 2 different algorithms to calculate trendlines
11. fibonacci retracements
12. pivots points
* [vfi](https://www.tradingview.com/script/MhlDpfdS-Volume-Flow-Indicator-LazyBear/)
* [mmar](https://www.tradingview.com/script/1JKqmEKy-Madrid-Moving-Average-Ribbon/)
* [madrid_sqz](https://www.tradingview.com/script/9bUUSzM3-Madrid-Trend-Squeeze/)
* [stc](https://www.investopedia.com/articles/forex/10/schaff-trend-cycle-indicator.asp)
* [ichimoku cloud](http://stockcharts.com/school/doku.php?id=chart_school:trading_strategies:ichimoku_cloud)
* volume weighted moving average
* laguerre
* [vpci](https://www.tradingview.com/script/lmTqKOsa-Indicator-Volume-Price-Confirmation-Indicator-VPCI/)
* [trendlines](https://en.wikipedia.org/wiki/Trend_line_(technical_analysis)), 2 different algorithms to calculate trendlines
* fibonacci retracements
* pivots points
* [TKE Indicator](https://www.tradingview.com/script/Pcbvo0zG/) - Arithmetical mean of 7 oscilators
* [Volume Weighted MACD](https://www.tradingview.com/script/wVe6AfGA) - Volume Weighted MACD indicator
* [RMI](https://www.marketvolume.com/technicalanalysis/relativemomentumindex.asp) - Relative Momentum indicator
* [VIDYA](https://www.tradingview.com/script/64ynXU2e/) - Variable Index Dynamic Average

### Utilities

1. resample - easily resample your dataframe to a larger interval
2. merge - merge your resampled dataframe into your original dataframe, so you can build triggers on more than 1 interval!
* resample - easily resample your dataframe to a larger interval
* merge - merge your resampled dataframe into your original dataframe, so you can build triggers on more than 1 interval!

### Wrapped Indicators

The following indicators are available and have been 'wrapped' to be used on a dataframe with the standard open/close/high/low/volume columns:

1. [chaikin_money_flow](https://www.tradingview.com/wiki/Chaikin_Money_Flow_(CMF)) - Chaikin Money Flow, requires dataframe and period
2. [accumulation_distribution](https://www.investopedia.com/terms/a/accumulationdistribution.asp) - requires a dataframe
3. osc - requires a dataframe and the periods
4. [aroon](https://www.investopedia.com/terms/a/aroon.asp) - dataframe, period, field
5. [atr](https://www.investopedia.com/terms/a/atr.asp) - dataframe, period, field
6. [atr_percent](https://www.investopedia.com/terms/a/atr.asp) - dataframe, period, field
7. [bollinger_bands](https://www.investopedia.com/terms/b/bollingerbands.asp) - dataframe, period, stdv, field, prefix
8. [cmo](https://www.investopedia.com/terms/c/chandemomentumoscillator.asp) - dataframe, period, field
9. [cci](https://www.investopedia.com/terms/c/commoditychannelindex.asp) - dataframe, period
10. williams percent
11. momentum oscilator
12. hull moving average
13. ultimate oscillator
14. sma
15. ema
16. tema

* [chaikin_money_flow](https://www.tradingview.com/wiki/Chaikin_Money_Flow_(CMF)) - Chaikin Money Flow, requires dataframe and period
* [accumulation_distribution](https://www.investopedia.com/terms/a/accumulationdistribution.asp) - requires a dataframe
* osc - requires a dataframe and the periods
* [aroon](https://www.investopedia.com/terms/a/aroon.asp) - dataframe, period, field
* [atr](https://www.investopedia.com/terms/a/atr.asp) - dataframe, period, field
* [atr_percent](https://www.investopedia.com/terms/a/atr.asp) - dataframe, period, field
* [bollinger_bands](https://www.investopedia.com/terms/b/bollingerbands.asp) - dataframe, period, stdv, field, prefix
* [cmo](https://www.investopedia.com/terms/c/chandemomentumoscillator.asp) - dataframe, period, field
* [cci](https://www.investopedia.com/terms/c/commoditychannelindex.asp) - dataframe, period
* williams percent
* momentum oscilator
* hull moving average
* ultimate oscillator
* sma
* ema
* tema

We will try to add more and more wrappers as we get to it, but please be patient or help out with PR's! It's super easy, but also super boring work.

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8 changes: 8 additions & 0 deletions technical/indicators/__init__.py
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# flake8: noqa: F401
from .cycle_indicators import *
from .indicators import *
from .momentum import *
from .overlap_studies import *
from .price_transform import *
from .volatility import *
from .volume_indicators import *
14 changes: 14 additions & 0 deletions technical/indicators/cycle_indicators.py
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"""
Cycle indicators
"""

########################################
#
# Cycle Indicator Functions
#

# 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_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
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