technical

Technical

Technical is a companion project for Freqtrade. It includes technical indicators, as well as helpful utilities (e.g. timeframe resampling) aimed to assist in strategy development for Freqtrade.

What does it do for you

Technical provides easy to use indicators, collected from all over github, as well as custom methods. Over time we plan to provide a simple API wrapper around TA-Lib, PyTi and others, as we find them. So you have one place, to find 100s of indicators.

Custom 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 buy/sell graph. - MovingAverage Consensus - Oscillator Consensus - Summary Consensus
• vfi - a modified version of On-Balance Volume (OBV) created by Markos Katsanos that gives better interpretation of current market trend.
• mmar - an indicator that uses multiple MAs of different length to categorize the market trend into 4 different categories
• madrid_sqz - an indicator that uses multiple MAs to categorize the market trend into 6 different categories and to spot a squeeze
• stc
• ichimoku cloud
• volume weighted moving average - a variation of the Simple Moving Average (SMA) that taking into account both price and volume
• laguerre - an indicator developed by John Ehlers as a way to minimize both the noise and lag of the regular RSI
• vpci
• trendlines - 2 different algorithms to calculate trendlines
• fibonacci_retracements - an indicator showing the fibonacci level which each candle exceeds
• pivots points
• TKE Indicator - Arithmetical mean of 7 oscilators
• Volume Weighted MACD - Volume Weighted MACD indicator
• RMI - Relative Momentum indicator
• VIDYA - Variable Index Dynamic Average
• MADR - Moving Average Deviation Rate
• SSL - SSL Channel
• PMAX - PMAX indicator
• ALMA - Arnaud Legoux Moving Average

Utilities

• 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:

• chaikin_money_flow - Chaikin Money Flow, requires dataframe and period
• accumulation_distribution - requires a dataframe
• osc - requires a dataframe and the periods
• atr - dataframe, period, field
• atr_percent - dataframe, period, field
• bollinger_bands - dataframe, period, stdv, field, prefix
• cmo - dataframe, period, field
• cci - dataframe, period
• williams percent
• momentum oscillator
• 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.

Usage

to use the library, please install it with pip

pip install technical

To get the latest version, install directly from github:

pip install git+https://github.com/freqtrade/technical

and then import the required packages

from technical.indicators import accumulation_distribution, ...
from technical.util import resample_to_interval, resampled_merge

# Assuming 1h dataframe -resampling to 4h:
dataframe_long = resample_to_interval(dataframe, 240)  # 240 = 4 * 60 = 4h

dataframe_long['rsi'] = ta.RSI(dataframe_long)
# Combine the 2 dataframes
dataframe = resampled_merge(dataframe, dataframe_long, fill_na=True)

"""
The resulting dataframe will have 5 resampled columns in addition to the regular columns,
following the template resample_<interval_in_minutes>_<orig_column_name>.
So in the above example:
['resample_240_open', 'resample_240_high', 'resample_240_low','resample_240_close', 'resample_240_rsi']
"""

Contributions

We will happily add your custom indicators to this repo! Just clone this repository and implement your favorite indicator to use with Freqtrade and create a Pull Request.

Please run both ruff check . and ruff format . before creating a PR to avoid unnecessary failures in CI.

Have fun!