Fill out accurate parameters for technical indicators

[denniskuzminer]

There are some indicators like VWAP, MACD, etc. that need specific parameters. I am currently using whatever the defaults are for the stock indicators library. All the function definitions can be found here

In particular,

• MACD - I would need the fast, slow, and signal parameters
• CCI, ATR, ZScore - I would need lookback periods
• Parabolic Sar - I would need the acceleration step and max acceleration factor
• I am also using the 20 SMA, ZScore, and ATR to calculate TTM.

[daniehughes]

Here are the defaults

• [x] Parabolic SAR Acceleration factor = .02 Acceleration Limit = .2  
• [x] ATR Lookback Period = 14  
• [x] Zscore Lookback Periods = 120  
• [x] MACD fast_periods = 12 slow_periods = 26 signal_periods = 9  
• [ ] TTM Lookback = 20 nk = 1.5 nbb = 2  
• [x] Bollinger Bands Lookback Period = 20 Std Deviations = 2
• [ ] Keltner Channels (1) Factor = 1 Length = 21  
• [ ] Keltner Channels (2) Factor = 2 Length = 21  
• [ ] Keltner Channels (3) Factor = 3 Length = 21  
• [ ] CCI Length = 20 Overbought = 200 Oversold = -200  

[daniehughes]

Hi Dennis, I noticed the MACD indicator column only shows one column. There should be a fast and slow moving average.

Let me know your thoughts

[denniskuzminer]

When you mention

CCI
Overbought = 200
Oversold = -200

-> Does this mean you would like an additional column indicating Overbought, Oversold, or Neutral?

[denniskuzminer]

For the TTM squeeze here, nk = 1.5 nbb = 2 Are these the factors by which to multiply the ZScore for the Bollinger Band calculation and the ATR for the Keltner Channel calculation?

If that is the case, what do you mean by Keltner Channels 1, 2, 3, and Bollinger Bands sections?

[denniskuzminer]

Add https://daveskender.github.io/Stock.Indicators.Python/indicators/Keltner/#content

Implement it myself