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!

freqtrade / technical

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