Module ta::indicators [−][src]
Structs
Average true range (ATR).
A Bollinger Bands (BB). (BB). It is a type of infinite impulse response filter that calculates Bollinger Bands using Exponential Moving Average. The Bollinger Bands are represented by Average EMA and standard deviaton that is moved ‘k’ times away in both directions from calculated average value.
Chandelier Exit (CE).
Commodity Channel Index (CCI)
Kaufman’s Efficiency Ratio (ER).
An exponential moving average (EMA), also known as an exponentially weighted moving average (EWMA).
Fast stochastic oscillator.
Keltner Channel (KC).
Returns the highest value in a given time frame.
Mean Absolute Deviation (MAD)
Returns the lowest value in a given time frame.
Money Flow Index (MFI).
Moving average converge divergence (MACD).
On Balance Volume (OBV).
Percentage Price Oscillator (PPO).
Rate of Change (ROC)
The relative strength index (RSI).
Simple moving average (SMA).
Slow stochastic oscillator.
Standard deviation (SD).
The range of a day’s trading is simply high - low. The true range extends it to yesterday’s closing price if it was outside of today’s range.