Library "oota"
Collection of all custom and enhanced TA indicators - Object oriented methods implementation
method tr(c, useTrueRange)
returns true range of the candle
Namespace types: Candle
Parameters:
c (Candle): Candle object containing ohlc data
useTrueRange (bool): Use true range for atr calculation instead of just high/low difference
method ma(maType, length, source)
returns custom moving averages
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
source (float): Moving Average Source
Returns: moving average for the given type and length
method atr(maType, length, useTrueRange, c)
returns ATR with custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
useTrueRange (bool): Use true range for atr calculation instead of just high/low difference
c (Candle): Candle object containing ohlc
Returns: ATR for the given moving average type and length
method atrpercent(maType, length, useTrueRange, c)
returns ATR as percentage of close price
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
useTrueRange (bool): Use true range for atr calculation instead of just high/low difference
c (Candle): Candle object containing ohlc
Returns: ATR as percentage of close price for the given moving average type and length
method bb(maType, length, multiplier, sticky, c)
returns Bollinger band for custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Bollinger band with custom moving average for given source, length and multiplier
method bbw(maType, length, multiplier, sticky, c)
returns Bollinger bandwidth for custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
sticky (simple bool): sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Bollinger Bandwidth for custom moving average for given source, length and multiplier
method bpercentb(maType, length, multiplier, sticky, c)
returns Bollinger Percent B for custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Bollinger Percent B for custom moving average for given source, length and multiplier
method kc(maType, length, multiplier, useTrueRange, sticky, c)
returns Keltner Channel for custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
useTrueRange (simple bool): - if set to false, uses high-low.
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Keltner Channel for custom moving average for given souce, length and multiplier
method kcw(maType, length, multiplier, useTrueRange, sticky, c)
returns Keltner Channel Width with custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
useTrueRange (simple bool): - if set to false, uses high-low.
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Keltner Channel Width for custom moving average
method kpercentk(maType, length, multiplier, useTrueRange, sticky, c)
returns Keltner Channel Percent K Width with custom moving average
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom series type
length (simple int): Moving Average Length
multiplier (float): Standard Deviation multiplier
useTrueRange (simple bool): - if set to false, uses high-low.
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
c (Candle): Candle object containing ohlc
Returns: Keltner Percent K for given moving average, source, length and multiplier
method dc(c, length, sticky)
returns Custom Donchian Channel
Namespace types: Candle
Parameters:
c (Candle): Candle object containing ohlc
length (simple int): - donchian channel length
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel
method dcw(c, length, sticky)
returns Donchian Channel Width
Namespace types: Candle
Parameters:
c (Candle): Candle object containing ohlc
length (simple int): - donchian channel length
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel width
method dpercentd(c, length, sticky)
returns Donchian Channel Percent of price
Namespace types: Candle
Parameters:
c (Candle): Candle object containing ohlc
length (simple int): - donchian channel length
sticky (simple bool): - sticky boundaries which will only change when value is outside boundary.
Returns: Donchian channel Percent D
method supertrend(maType, length, multiplier, useTrueRange, waitForClose, delayed, c)
supertrend Simple supertrend based on atr but also takes into consideration of custom MA Type, sources
Namespace types: simple CustomSeries
Parameters:
maType (simple CustomSeries): Custom Series
length (simple int): ATR Length
multiplier (simple float): ATR Multiplier
useTrueRange (simple bool): - if set to false, uses high-low.
waitForClose (simple bool): : Considers source for direction change crossover if checked. Else, uses highSource and lowSource.
delayed (simple bool): : if set to true lags supertrend atr stop based on target levels.
c (Candle): Candle object containing ohlc
Returns: dir : Supertrend direction
supertrend : BuyStop if direction is 1 else SellStop
method oscillatorRange(seriesType, source, highlowLength, rangeLength, sticky)
oscillatorRange - returns Custom overbought/oversold areas for an oscillator input
Namespace types: simple CustomSeries
Parameters:
seriesType (simple CustomSeries): - Custom series type
source (float): - Osillator source such as RSI, COG etc.
highlowLength (simple int): - length on which highlow of the oscillator is calculated
rangeLength (simple int): - length used for calculating oversold/overbought range - usually same as oscillator length
sticky (simple bool): - overbought, oversold levels won't change unless crossed
Returns: Dynamic overbought and oversold range for oscillator input
method oscillator(oscillatorType, length, shortLength, longLength, c)
oscillator - returns Choice of oscillator with custom overbought/oversold range
Namespace types: simple OscillatorType
Parameters:
oscillatorType (simple OscillatorType): OscillatorType object
length (simple int): - Oscillator length - not used for TSI
shortLength (simple int): - shortLength only used for TSI
longLength (simple int): - longLength only used for TSI
c (Candle): Candle object containing ohlc
Returns: Oscillator value
method oscillatorWithRange(oscillatorType, length, shortLength, longLength, seriesType, highlowLength, sticky, c)
oscillatorWithRange - returns Choice of oscillator with custom overbought/oversold range
Namespace types: simple OscillatorType
Parameters:
oscillatorType (simple OscillatorType): OscillatorType object
length (simple int): - Oscillator length - not used for TSI
shortLength (simple int): - shortLength only used for TSI
longLength (simple int): - longLength only used for TSI
seriesType (simple CustomSeries): - CustomSeries enum type
highlowLength (simple int): - length on which highlow of the oscillator is calculated
sticky (simple bool): - overbought, oversold levels won't change unless crossed
c (Candle): Candle object containing ohlc
Returns: Oscillator value along with dynamic overbought and oversold range for oscillator input
Candle
Custom candle object
Fields:
o (series float): open
h (series float): high
l (series float): low
c (series float): close
barindex (series int): bar_index
bartime (series int): time
bartimeclose (series int): time_close
v (series float): volume