'id ZddlmZmZmZmZddlZddlmZGddejZ y))absolute_importdivisionprint_functionunicode_literalsN)EMAc.eZdZdZdZddddeffZdZdZy ) TrueStrengthIndicatora The True Strength Indicators was first introduced in Stocks & Commodities Magazine by its author William Blau. It measures momentum with a double exponential (default) of the prices. It shows divergence if the extremes keep on growign but closing prices do not in the same manner (distance to the extremes grow) Formula: - price_change = close - close(pchange periods ago) - sm1_simple = EMA(price_close_change, period1) - sm1_double = EMA(sm1_simple, period2) - sm2_simple = EMA(abs(price_close_change), period1) - sm2_double = EMA(sm2_simple, period2) - tsi = 100.0 * sm1_double / sm2_double See: - http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:true_strength_index Params - ``period1``: the period for the 1st smoothing - ``period2``: the period for the 2nd smoothing - ``pchange``: the lookback period for the price change - ``_movav``: the moving average to apply for the smoothing )TSI)period1)period2 )pchanger_movav)tsic2|j|j|jj z }|jj||jj}|jj||jj }|jjt ||jj}|jj||jj }d||z z|j_y)N)periodgY@) dataprrr rabslinesr)selfpcsm1sm12sm2sm22s W/var/www/app/trading-bot/venv/lib/python3.12/site-packages/backtrader/indicators/tsi.py__init__zTrueStrengthIndicator.__init__As YYDFFNN?3 3ffmmBtvv~~m6vv}}S}8ffmmCGDFFNNm;vv}}S}8$+. N) __name__ __module__ __qualname____doc__aliasrparamsrr r!rr r s14 E 3 F E /r!r ) __future__rrrr backtraderbtr Indicatorr r(r!rr.s'***-/BLL-/r!