'i4ddlmZmZmZmZddlmZmZmZm Z m Z GddeZ GddeZ Gdd eZ Gd d e ZGd d e ZGdde ZGdde ZGddeZGddeeZGddeeZy))absolute_importdivisionprint_functionunicode_literals) IndicatorAndIfMovAvATRc&eZdZdZdZfdZxZS)UpMovea Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* as part of the Directional Move System to calculate Directional Indicators. Positive if the given data has moved higher than the previous day Formula: - upmove = data - data(-1) See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )upmovec|j|jdz |j_tt|yN)datalinesrsuperr__init__self __class__s c/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/directionalmove.pyrzUpMove.__init__+s- II " 5  fd$&__name__ __module__ __qualname____doc__rr __classcell__rs@rrrs  E''rrc&eZdZdZdZfdZxZS)DownMovea Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"* as part of the Directional Move System to calculate Directional Indicators. Positive if the given data has moved lower than the previous day Formula: - downmove = data(-1) - data See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )downmovec|jd|jz |j_tt|yr)rrr%rr$rrs rrzDownMove.__init__@s-"iimdii7  h&(rrr"s@rr$r$0s  E))rr$czeZdZdZddej ffZeededZdZ d fd Z xZ S) _DirectionalIndicatora This class serves as the root base class for all "Directional Movement System" related indicators, given that the calculations are first common and then derived from the common calculations. It can calculate the +DI and -DI values (using kwargs as the hint as to what to calculate) but doesn't assign them to lines. This is left for sublcases of this class. )periodmovav+DI_name-DIplusDIminusDIc|jjg}||jjg|jjdzz }|S)Nr+)pr)r+ notdefault)rplabelss r _plotlabelz _DirectionalIndicator._plotlabelSs>66==/DFFLL>DFF$5$5g$>>>rct|j|jj|jj}|jj |jj dz }|jj d|jj z }|r]t||kD|dkD}t||d}|jj ||jj}d|z|z |_ |r]t||kD|dkD} t| |d} |jj | |jj} d| z|z |_ tt|7y)N)r)r+rgr)Y@)r rr4r)r+highlowr r DIplusDIminusrr(r) r_plus_minusatrrr%plusplusDMplusDMavminusminusDM minusDMavrs rrz_DirectionalIndicator.__init__Xs$))DFFMMF$)).."4499==$tyy}}4 v(&3,7Dfc*Fvv||F466==|AH(*S0DK 6)8c>:E#.G WTVV]] CI 9,s2DL #T35r)TT) rrrr r Smoothedparamsdict plotlinesr7rr!r"s@rr(r(EsBw7 8FDu-t%7HII 66rr(c*eZdZdZdZdZfdZxZS)DirectionalIndicatora- Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator shows +DI, -DI: - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use AverageDirectionalIndexRating (ADXR) to get ADX, ADXR - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - -dm = downmove if downmove > upmove and downmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) - -di = 100 * MovingAverage(-dm, period) / atr(period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )DIr0ctt| |j|j_|j |j_y)N)rrMrr=rr1r>r2rs rrzDirectionalIndicator.__init__s1 "D24 KK !\\ r)rrrr aliasrrr!r"s@rrMrMos8 E "E**rrMc<eZdZdZdZdZedZfdZxZ S)PlusDirectionalIndicatora Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator shows +DI: - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use AverageDirectionalIndexRating (ADXR) to get ADX, ADXR - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index ))PlusDIr,)r1z+DirectionalIndicatorplotnamecdtt| d|j|j_y)NF)r@)rrRrr=rr1rs rrz!PlusDirectionalIndicator.__init__s& &6e6D KK r rrrr rPrrJplotinforr!r"s@rrRrRs)4 !E E45H((rrRc<eZdZdZdZdZedZfdZxZ S)MinusDirectionalIndicatora Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator shows -DI: - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use AverageDirectionalIndexRating (ADXR) to get ADX, ADXR - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - -dm = downmove if downmove > upmove and downmove > 0 else 0 - -di = 100 * MovingAverage(-dm, period) / atr(period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index ))MinusDIr/)r2z-DirectionalIndicatorrTcdtt| d|j|j_y)NF)r?)rrZrr>rr2rs rrz"MinusDirectionalIndicator.__init__s& '7e7D!\\ rrWr"s@rrZrZs)4 "E E45H**rrZcJeZdZdZdZdZeedZfdZxZ S)AverageDirectionalMovementIndexa Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator only shows ADX: - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndexRating (ADXR) to get ADX, ADXR - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - -dm = downmove if downmove > upmove and downmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) - -di = 100 * MovingAverage(-dm, period) / atr(period) - dx = 100 * abs(+di - -di) / (+di + -di) - adx = MovingAverage(dx, period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )ADX)adxr_r-c(tt| t|j|j z |j|j zz }d|j j||j jz|j_ y)Nr:r9) rr^rabsr=r>r4r+r)rr`)rdxrs rrz(AverageDirectionalMovementIndex.__init__sc -t=? t||+ , dll0J Kb!GG r rrrr rPrrJrKrr!r"s@rr^r^s/< E EE*+IHHrr^cJeZdZdZdZdZeedZfdZxZ S)%AverageDirectionalMovementIndexRatinga Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength. ADXR is the average of ADX with a value period bars ago This indicator shows the ADX and ADXR: - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - -dm = downmove if downmove > upmove and downmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) - -di = 100 * MovingAverage(-dm, period) / atr(period) - dx = 100 * abs(+di - -di) / (+di + -di) - adx = MovingAverage(dx, period) - adxr = (adx + adx(-period)) / 2 The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )ADXR)adxrrgr-ctt| |jj|jj |j j zdz |j_y)Ng@) rrfrlr`r4r)rrhrs rrz.AverageDirectionalMovementIndexRating.__init__5sE 3TCE66:: DFFMM>(BBcI rrdr"s@rrfrfs0 B E E$V,-IJJrrfceZdZdZdZy)DirectionalMovementIndexa Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator shows the ADX, +DI, -DI: - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use AverageDirectionalIndexRating (ADXRating) to get ADX, ADXR - Use DirectionalMovement (DM) to get ADX, ADXR, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - -dm = downmove if downmove > upmove and downmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) - -di = 100 * MovingAverage(-dm, period) / atr(period) - dx = 100 * abs(+di - -di) / (+di + -di) - adx = MovingAverage(dx, period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )DMINrrrr rPrrrlrl;s< ErrlceZdZdZdZy)DirectionalMovementa Defined by J. Welles Wilder, Jr. in 1978 in his book *"New Concepts in Technical Trading Systems"*. Intended to measure trend strength This indicator shows ADX, ADXR, +DI, -DI. - Use PlusDirectionalIndicator (PlusDI) to get +DI - Use MinusDirectionalIndicator (MinusDI) to get -DI - Use Directional Indicator (DI) to get +DI, -DI - Use AverageDirectionalIndex (ADX) to get ADX - Use AverageDirectionalIndexRating (ADXR) to get ADX, ADXR - Use DirectionalMovementIndex (DMI) to get ADX, +DI, -DI Formula: - upmove = high - high(-1) - downmove = low(-1) - low - +dm = upmove if upmove > downmove and upmove > 0 else 0 - -dm = downmove if downmove > upmove and downmove > 0 else 0 - +di = 100 * MovingAverage(+dm, period) / atr(period) - -di = 100 * MovingAverage(-dm, period) / atr(period) - dx = 100 * abs(+di - -di) / (+di + -di) - adx = MovingAverage(dx, period) The moving average used is the one originally defined by Wilder, the SmoothedMovingAverage See: - https://en.wikipedia.org/wiki/Average_directional_movement_index )DMNrnrorrrqrq^s> ErrqN) __future__rrrrrr r r r rr$r(rMrRrZr^rfrlrqrorrrus***-,'Y'*)y)*'6I'6T$*0$*N#(4#(L#* 5#*L)H&;)HX*J,K*JZ >3 F!?.!r