IndicatorSource#

API documentation for tradeexecutor.strategy.pandas_trader.indicator.IndicatorSource Python class in Trading Strategy framework.

class IndicatorSource[source]#

Bases: Enum

The data on which the indicator will be calculated.

__init__(*args, **kwds)#

Methods

is_per_pair()

This indicator is calculated to all trading pairs.

Attributes

`close_price`	Calculate this indicator based on candle close price
`open_price`	Calculate this indicator based on candle open price
`ohlcv`	Calculate this indicator based on multipe data points (open, high, low, close, volume)
`strategy_universe`	This indicator is calculated once per the strategy universe
`external_per_pair`	Data loaded from an external source.
`earlier_indicators`	The indicator takes strategy universe + all earlier indicators as an input.

close_price = 'close_price'#

Calculate this indicator based on candle close price

Example indicators

RSI
Moving overage

open_price = 'open_price'#

Calculate this indicator based on candle open price

Not used commonly

ohlcv = 'ohlcv'#

Calculate this indicator based on multipe data points (open, high, low, close, volume)

Example indicators

Money flow index (MFI) reads close, high, low columns

The indicator function can take arguments named: open, high, low, close, volume which all are Pandas US dollar series. If parameters are not present they are discarded.

strategy_universe = 'strategy_universe'#

This indicator is calculated once per the strategy universe

These indicators are custom and do not have trading pair set

external_per_pair = 'external_per_pair'#

Data loaded from an external source.

Per-pair data.

earlier_indicators = 'earlier_indicators'#: The indicator takes strategy universe + all earlier indicators as an input.

is_per_pair()[source]#

This indicator is calculated to all trading pairs.

Return type:: bool