KTUtils

5월 14일

Library "KTUtils"
Utility functions for technical analysis indicators, trend detection, and volatility confirmation.

MGz(close, length)
  MGz
description Moving average smoother used for signal processing
  Parameters:
    close (float): float Price input (typically close)
    length (int): int Length of smoothing period
  Returns: float Smoothed value

atrConf(length)
  atrConf
description Calculates Average True Range (ATR) for volatility confirmation
  Parameters:
    length (simple int): int Length for ATR calculation
  Returns: float ATR value

f(input)
  f
description Simple Moving Average with fixed length
  Parameters:
    input (float): float Input value
  Returns: float Smoothed average

bcwSMA(s, l, m)
  bcwSMA
description Custom smoothing function with weight multiplier
  Parameters:
    s (float): float Signal value
    l (int): int Length of smoothing
    m (int): int Weighting multiplier
  Returns: float Smoothed output

MGxx(close, length)
  MGxx
description Custom Weighted Moving Average (WMA) variant
  Parameters:
    close (float): float Price input
    length (int): int Period length
  Returns: float MGxx smoothed output

_PerChange(lengthTime)
  _PerChange
description Measures percentage price change over a period and range deviation
  Parameters:
    lengthTime (int): int Period for change measurement
  Returns: tuple<float,float,float> Measured change, high deviation, low deviation

dirmov(len)
  dirmov
description Calculates directional movement components
  Parameters:
    len (simple int): int Lookback period
  Returns: tuple<float,float> Plus and Minus DI values

adx(dilen, adxlen)
  adx
description Calculates Average Directional Index (ADX)
  Parameters:
    dilen (simple int): int Length for DI calculation
    adxlen (simple int): int Length for ADX smoothing
  Returns: float ADX value

trChopAnalysis()
  trChopAnalysis
description Identifies chop and trend phases based on True Range Bollinger Bands
  Returns: tuple<float,bool,bool> TR SMA, chop state, trending state

wtiAnalysis(haclose, close, filterValue)
  wtiAnalysis
description Wave Trend Indicator (WTI) with signal crossover logic
  Parameters:
    haclose (float): float Heikin-Ashi close
    close (float): float Standard close
    filterValue (simple int): int Smoothing length
  Returns: tuple<float,float,bool,bool> WTI lines and direction states

basicTrend(hahigh, halow, close, open, filterValue)
  basicTrend
description Determines trend direction based on HA high/low and close
  Parameters:
    hahigh (float): float Heikin-Ashi high
    halow (float): float Heikin-Ashi low
    close (float): float Standard close
    open (float): float Standard open
    filterValue (simple int): int Smoothing period
  Returns: tuple<bool,bool> Uptrend, downtrend flags

metrics(close, filterValue)
  metrics
description Common market metrics
  Parameters:
    close (float): float Price input
    filterValue (int): int RSI smoothing length
  Returns: tuple<float,float,float,float> VWMA, SMA10, RSI, smoothed RSI

piff(close, trend_change)
  piff
description Price-Informed Forward Forecasting (PIFF) model for trend strength
  Parameters:
    close (float): float Price input
    trend_change (float): float Change in trend
  Returns: tuple<float,float,bool,bool,bool,bool> Percent change, flags for trend direction

getMACD()
  getMACD
description Returns MACD, signal line, and histogram
  Returns: tuple<float,float,float> MACD line, Signal line, Histogram

getStoch()
  getStoch
description Returns K and D lines of Stochastic Oscillator
  Returns: tuple<float,float> K and D lines

getKDJ()
  getKDJ
description KDJ momentum oscillator
  Returns: tuple<float,float,float,float> K, D, J, Average

getBBRatio()
  getBBRatio
description Bollinger Band Ratio (BBR) and signal flags
  Returns: tuple<float,float,float,float,bool,bool> Basis, Upper, Lower, BBR, BBR Up, BBR Down

getSupertrend()
  getSupertrend
description Supertrend values and direction flags
  Returns: tuple<float,int,bool,bool> Supertrend, Direction, Up, Down

10시간 전

릴리즈 노트

v2

Added:
getPivots(filterValue)
  getPivots
description Calculates pivot highs and lows for swing detection
  Parameters:
    filterValue (int): int Lookback/lookahead length for pivot detection
  Returns: tuple<float,float> Pivot high, Pivot low (na when no pivot detected)

emaEma(source, length)
  emaEma
description Double EMA smoothing (EMA of EMA)
  Parameters:
    source (float): float Input source
    length (simple int): int EMA length
  Returns: float Double-smoothed EMA value

getSMI(lengthK, lengthD, lengthEMA)
  getSMI
description Stochastic Momentum Index with signal line
  Parameters:
    lengthK (int): int %K length for highest/lowest calculation
    lengthD (simple int): int %D length for EMA smoothing
    lengthEMA (simple int): int Signal line EMA length
  Returns: tuple<float,float,bool,bool> SMI value, SMI signal line, bullish flag, bearish flag