Range bound trading screener
Project description
This module is not intended as advice to trade, it is for use in your trading analyses and algorithms. Use at your own risk.
This screener attempts to find range bound markets based on given inputs.
Required data:
-Pandas dataframe containing index as datetime and columns (High, Low, Open, Close) as float -Define the number of breakout periods (default: 55 periods) -Average True Range (ATR) window (default: 14 periods) -ATR multiple (default: 1.5)- sensitivity used to determine a level at which the alert will provide a range signal
Response:
The response returned is a tuple of the signal and a plotly chart: (signal, chart) create_chart=False is default. The signal is one of three options: 1, 0
- 1 - trading in a range
- 0 - not trading in a range
Dependencies:
- pandas
- ta
- plotly
Install module:
https://pypi.org/project/rangealert/
pip install rangealert
Detailed documentation:
https://github.com/jonleonATX/range_trading_alert/blob/master/rangealert.ipynb
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file rangealert-0.0.1.tar.gz.
File metadata
- Download URL: rangealert-0.0.1.tar.gz
- Upload date:
- Size: 3.5 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.3.0 pkginfo/1.6.1 requests/2.25.0 setuptools/51.3.3 requests-toolbelt/0.9.1 tqdm/4.54.1 CPython/3.8.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
f49f25d69449169b4777a5f076d3ca58470e7fcce2122c0b566a63a613e782e2
|
|
| MD5 |
a53834b5f2cb3a33befebd9269315e36
|
|
| BLAKE2b-256 |
b83943f77b38b87b6517b895531ff916306fc1abdf757d2a4d429184bcb7e13d
|
File details
Details for the file rangealert-0.0.1-py3-none-any.whl.
File metadata
- Download URL: rangealert-0.0.1-py3-none-any.whl
- Upload date:
- Size: 4.9 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.3.0 pkginfo/1.6.1 requests/2.25.0 setuptools/51.3.3 requests-toolbelt/0.9.1 tqdm/4.54.1 CPython/3.8.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
4ebb41f9df7fa6e365324cadef9d5274292aee089f3d592c0835bb5d33d40436
|
|
| MD5 |
e1417dd08bbfde211580261334455bcb
|
|
| BLAKE2b-256 |
436bb1e489043d78637596698414830aeb314625e359a747d0161db8f11ae165
|