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Technical Analysis Indicators

Warning

DISCLAIMER: Technical indicators are for educational and research purposes only. No indicator or combination of indicators can guarantee future returns. Trading involves significant risk of loss.

After calling getYFDataWithTA(), the DataFrame includes ~150+ technical analysis indicators.

Indicator Categories

Volume Indicators

  • volume_adi - Accumulation/Distribution Index
  • volume_obv - On-Balance Volume
  • volume_cmf - Chaikin Money Flow
  • volume_fi - Force Index
  • volume_em - Ease of Movement
  • volume_vpt - Volume Price Trend
  • volume_vwap - Volume Weighted Average Price
  • volume_mfi - Money Flow Index
  • volume_nvi - Negative Volume Index

Volatility Indicators

  • volatility_bbh - Bollinger Bands High
  • volatility_bbl - Bollinger Bands Low
  • volatility_bbw - Bollinger Bands Width
  • volatility_atr - Average True Range
  • volatility_kch - Keltner Channel High
  • volatility_kcl - Keltner Channel Low
  • volatility_dch - Donchian Channel High
  • volatility_dcl - Donchian Channel Low

Trend Indicators

  • trend_macd - MACD
  • trend_macd_signal - MACD Signal
  • trend_sma_fast - Fast Simple Moving Average
  • trend_sma_slow - Slow Simple Moving Average
  • trend_ema_fast - Fast Exponential Moving Average
  • trend_ema_slow - Slow Exponential Moving Average
  • trend_adx - Average Directional Index
  • trend_ichimoku_a - Ichimoku Cloud A
  • trend_ichimoku_b - Ichimoku Cloud B

Momentum Indicators

  • momentum_rsi - Relative Strength Index
  • momentum_stoch - Stochastic Oscillator
  • momentum_stoch_signal - Stochastic Signal
  • momentum_roc - Rate of Change
  • momentum_wr - Williams %R
  • momentum_ao - Awesome Oscillator

Usage

Access indicators in your decisionFunction():

def decisionFunction(self, row):
    # RSI
    if row["momentum_rsi"] < 30:
        return 1  # Oversold, buy
    
    # MACD
    if row["trend_macd"] > row["trend_macd_signal"]:
        # Bullish crossover
        return 1
    
    # Bollinger Bands
    if row["close"] < row["volatility_bbl"]:
        # Price below lower band, oversold
        return 1
    
    return 0

Indicator Naming

All indicators use lowercase with underscores:

  • trend_sma_slow
  • momentum_rsi
  • volatility_bbh

Data Handling

Indicators are automatically:

  • Prefilled/backfilled to handle NaN values
  • Calculated using the ta library
  • Available in every row of the DataFrame

Next Steps