signalflow-ta 0.6.0

Technical analysis extension for signalflow-trading.

signalflow-ta

Technical analysis extension for SignalFlow — 189 indicators + 24 signal detectors

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Part of the SignalFlow ecosystem.

189 technical analysis indicators organized into 8 modules, 24 signal detectors with configurable filters, and AutoFeatureNormalizer for automatic normalization.

Installation

pip install signalflow-ta

Requires: Python ≥ 3.12, signalflow-trading ≥ 0.5.0, pandas-ta ≥ 0.4.67b0

Usage

import signalflow.ta as ta

from signalflow.ta.momentum import RsiMom, MacdMom
from signalflow.ta.volatility import BollingerVol
from signalflow.ta.signals import BollingerBandDetector1, RsiZscoreFilter

# Use as features
rsi = RsiMom(period=14)
macd = MacdMom(fast=12, slow=26, signal=9)
bb = BollingerVol(period=20, std_dev=2.0)

# Use as detector with filters
detector = BollingerBandDetector1(
    period=20, std=2.0, rsi_period=14,
    direction="long",
    filters=[RsiZscoreFilter(threshold=-1.5)]
)
signals = detector.run(raw_data_view)

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Indicators

Momentum (18)

Class	SF Name	Description	Parameters
RsiMom	momentum/rsi	Relative Strength Index	period, normalized
RocMom	momentum/roc	Rate of Change	period, normalized, norm_period
MomMom	momentum/mom	Momentum (price difference)	period, normalized, norm_period
CmoMom	momentum/cmo	Chande Momentum Oscillator	period, normalized
StochMom	momentum/stoch	Stochastic Oscillator	k_period, d_period, smooth_k
StochRsiMom	momentum/stochrsi	Stochastic RSI	rsi_period, stoch_period, k_period, d_period
WillrMom	momentum/willr	Williams %R	period
CciMom	momentum/cci	Commodity Channel Index	period, constant
UoMom	momentum/uo	Ultimate Oscillator	fast, medium, slow
AoMom	momentum/ao	Awesome Oscillator	fast, slow
MacdMom	momentum/macd	MACD	fast, slow, signal
PpoMom	momentum/ppo	Percentage Price Oscillator	fast, slow, signal
TsiMom	momentum/tsi	True Strength Index	fast, slow, signal
TrixMom	momentum/trix	Triple Exponential Average ROC	period, signal
AccelerationMom	momentum/acceleration	Price Acceleration (2nd derivative)	lag, smooth
JerkMom	momentum/jerk	Price Jerk (3rd derivative)	lag, smooth
AngularMomentumMom	momentum/angular_momentum	Angular Momentum	period, ma_period
TorqueMom	momentum/torque	Torque (dL/dt)	period, ma_period, torque_lag

Overlap / Smoothing (27)

Class	SF Name	Description
SmaSmooth	smooth/sma	Simple Moving Average
EmaSmooth	smooth/ema	Exponential Moving Average
WmaSmooth	smooth/wma	Weighted Moving Average
RmaSmooth	smooth/rma	Wilder's Smoothed MA
DemaSmooth	smooth/dema	Double EMA
TemaSmooth	smooth/tema	Triple EMA
HmaSmooth	smooth/hma	Hull Moving Average
TrimaSmooth	smooth/trima	Triangular MA
SwmaSmooth	smooth/swma	Symmetric Weighted MA
SsfSmooth	smooth/ssf	Ehlers Super Smoother
KamaSmooth	smooth/kama	Kaufman Adaptive MA
AlmaSmooth	smooth/alma	Arnaud Legoux MA
JmaSmooth	smooth/jma	Jurik MA
VidyaSmooth	smooth/vidya	Variable Index Dynamic Average
T3Smooth	smooth/t3	Tillson T3
ZlmaSmooth	smooth/zlma	Zero Lag MA
McGinleySmooth	smooth/mcginley	McGinley Dynamic
FramaSmooth	smooth/frama	Fractal Adaptive MA
KalmanSmooth	smooth/kalman	Adaptive Kalman Filter
LinRegPriceDiff	trend/linreg_price_diff	Price diff from regression
Hl2Price	price/hl2	High-Low Midpoint
Hlc3Price	price/hlc3	Typical Price
Ohlc4Price	price/ohlc4	OHLC Average
WcpPrice	price/wcp	Weighted Close Price
TypicalPrice	price/typical	Configurable Weighted Price
MidpointPrice	price/midpoint	Rolling Midpoint
MidpricePrice	price/midprice	Donchian Channel Midline

Volatility (19)

Class	SF Name	Description
TrueRangeVol	volatility/true_range	True Range
AtrVol	volatility/atr	Average True Range
NatrVol	volatility/natr	Normalized ATR (% of price)
BollingerVol	volatility/bollinger	Bollinger Bands
KeltnerVol	volatility/keltner	Keltner Channels
DonchianVol	volatility/donchian	Donchian Channels
AccBandsVol	volatility/accbands	Acceleration Bands
MassIndexVol	volatility/mass_index	Mass Index
UlcerIndexVol	volatility/ulcer_index	Ulcer Index
RviVol	volatility/rvi	Relative Volatility Index
GapVol	volatility/gaps	Gap Volatility
KineticEnergyVol	volatility/kinetic_energy	Kinetic Energy (½v²)
PotentialEnergyVol	volatility/potential_energy	Potential Energy
TotalEnergyVol	volatility/total_energy	Total Mechanical Energy
EnergyFlowVol	volatility/energy_flow	Energy Flow Rate (dE/dt)
ElasticStrainVol	volatility/elastic_strain	Elastic Strain
TemperatureVol	volatility/temperature	Market Temperature
HeatCapacityVol	volatility/heat_capacity	Heat Capacity
FreeEnergyVol	volatility/free_energy	Helmholtz Free Energy

Volume (16)

Class	SF Name	Description
ObvVolume	volume/obv	On Balance Volume
AdVolume	volume/ad	Accumulation/Distribution
PvtVolume	volume/pvt	Price Volume Trend
NviVolume	volume/nvi	Negative Volume Index
PviVolume	volume/pvi	Positive Volume Index
MfiVolume	volume/mfi	Money Flow Index
CmfVolume	volume/cmf	Chaikin Money Flow
EfiVolume	volume/efi	Elder Force Index
EomVolume	volume/eom	Ease of Movement
KvoVolume	volume/kvo	Klinger Volume Oscillator
MarketForceVolume	volume/market_force	Market Force (F = ma)
ImpulseVolume	volume/impulse	Market Impulse (∑F·dt)
MarketMomentumVolume	volume/market_momentum	Market Momentum (p = mv)
MarketPowerVolume	volume/market_power	Market Power (P = Fv)
MarketCapacitanceVolume	volume/market_capacitance	Market Capacitance
GravitationalPullVolume	volume/gravitational_pull	Gravitational Pull

Trend (28)

Class	SF Name	Description
AdxTrend	trend/adx	Average Directional Index
AroonTrend	trend/aroon	Aroon Indicator
VortexTrend	trend/vortex	Vortex Indicator
VhfTrend	trend/vhf	Vertical Horizontal Filter
ChopTrend	trend/chop	Choppiness Index
ViscosityTrend	trend/viscosity	Viscosity
ReynoldsTrend	trend/reynolds	Reynolds Number
RotationalInertiaTrend	trend/rotational_inertia	Rotational Inertia
MarketImpedanceTrend	trend/market_impedance	Market Impedance
RCTimeConstantTrend	trend/rc_time_constant	RC Time Constant
SNRTrend	trend/snr	Signal-to-Noise Ratio
OrderParameterTrend	trend/order_parameter	Order Parameter
SusceptibilityTrend	trend/susceptibility	Susceptibility
PsarTrend	trend/psar	Parabolic SAR
SupertrendTrend	trend/supertrend	Supertrend
ChandelierTrend	trend/chandelier	Chandelier Stop
HiloTrend	trend/hilo	HiLo Channel
CkspTrend	trend/cksp	Coppock Curve
IchimokuTrend	trend/ichimoku	Ichimoku Kinko Hyo
DpoTrend	trend/dpo	Detrended Price Oscillator
QstickTrend	trend/qstick	Qstick
TtmTrend	trend/ttm	TTM Trend
WilliamsAlligatorRegime	trend/alligator_regime	Williams Alligator
TwoMaRegime	trend/two_ma_regime	Two MA Crossover Regime
SmaDirection	trend/sma_direction	SMA Direction
SmaDiffDirection	trend/sma_diff_direction	SMA Difference Direction
LinRegDirection	trend/linreg_direction	Linear Regression Direction
LinRegDiffDirection	trend/linreg_diff_direction	LinReg Difference Direction

Statistics (75+)

Dispersion: Variance, Std, MAD, Z-Score, CV, Range, IQR, AAD, Robust Z-Score

Distribution: Median, Quantile, Percentile Rank, Min-Max, Skewness, Kurtosis, Entropy, Jarque-Bera, Mode Distance, Above Mean Ratio, Entropy Rate

Memory: Hurst Exponent, Autocorrelation, Variance Ratio, Diffusion Coefficient, Anomalous Diffusion, MSD Ratio, Spring Constant, Damping Ratio, Natural Frequency, Plastic Strain, Escape Velocity, Correlation Length

Cycle: Inst. Amplitude, Phase, Frequency (Hilbert), Phase Acceleration, Constructive Interference, Beat Frequency, Standing Wave Ratio, Spectral Centroid, Spectral Entropy

Regression: Correlation, Beta, R-Squared, LinReg Slope/Intercept/Residual

Realized Vol: Realized, Parkinson, Garman-Klass, Rogers-Satchell, Yang-Zhang

Complexity: Permutation Entropy, Sample Entropy, Lempel-Ziv, Fisher Information, DFA

Information Theory: KL Divergence, JS Divergence, Rényi Entropy, Auto Mutual Info, Relative Info Gain

DSP: Spectral Bandwidth, Slope, Kurtosis, Contrast, MFCC Band Energy

Structure: Reverse Points, Time Since Spike, Volatility Spike, Volume Spike, Rolling Min/Max

Performance (2) & Divergence (2)

Class	SF Name	Description
LogReturn	perf/log_ret	Logarithmic Returns
PctReturn	perf/pct_ret	Percentage Returns
RsiDivergence	divergence/rsi	RSI Divergence (regular & hidden)
MacdDivergence	divergence/macd	MACD Divergence (regular & hidden)

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Signal Detectors (24)

All detectors support configurable direction ("long", "short", "both") and optional filters.

Category	Detectors
Momentum	RSI Anomaly, CCI Anomaly, Stochastic ×2
Volume	MFI Oversold/Overbought, MFI Z-Score
Trend	Aroon Cross, ADX Regime ×2
Volatility	Bollinger Breakout, Keltner + RSI, Keltner + MACD
Divergence	Price/RSI, Price/MACD
Filter-based	Hampel ×2, Adaptive Kalman
Market Condition	Volatility Regime, Cross-Sectional, Market Breadth
ML-based	Isolation Forest (Returns, RSI, Cross-Sectional)
Cross-pair	Correlation + Bollinger

Signal Filters (12)

PriceUptrendFilter, PriceDowntrendFilter, LowVolatilityFilter, HighVolatilityFilter, MeanReversionFilter, MeanExtensionFilter, RsiZscoreFilter, BelowBBLowerFilter, AboveBBUpperFilter, CciZscoreFilter, MacdBelowSignalFilter, MacdAboveSignalFilter

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Normalization

Most indicators support normalized=True:

• Bounded (RSI, Stochastic, Williams %R) → scaled to [0, 1] or [-1, 1]
• Unbounded (MACD, ROC, smoothers) → rolling z-score
• Normalized columns receive a _norm suffix

AutoFeatureNormalizer

from signalflow.ta.auto_norm import AutoFeatureNormalizer

norm = AutoFeatureNormalizer(window=256, warmup=256)
df_normalized = norm.fit_transform(df)

Methods: rolling_robust, rolling_z, rolling_rank, rolling_winsor, signed_log1p

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License: MIT  ·  Part of SignalFlow