Module day_trading

Day Trading Indicators

This module provides indicators optimized for intraday trading and short-term price movements within a single trading day.

Types of Indicators

• Intraday momentum indicators with faster response times
• Volume-price relationship indicators for short timeframes
• Market microstructure indicators for order flow analysis
• Volatility indicators calibrated for intraday movements

Functions

calculate_pivot_levels

Calculate intraday price levels based on pivot points

calculate_vwap_bands

Calculate VWAP and standard deviation bands

identify_intraday_breakouts

Identify breakout areas in intraday charts

intraday_breakout_detector

Detect intraday breakout patterns

intraday_momentum_oscillator

Calculate intraday momentum oscillator

order_flow_imbalance

Calculate order flow imbalance

price_velocities

Calculate price velocities at different timeframes