Indicators

Some tools to compute financial indicators. Currently contains the Bollinger Band (bollinger_band), Commodity Channel Index (cci), Hull Moving Average (hma), Moving Average Convergence Divergence (macd_hist, macd_line, signal_line), and Relative Strenght Index (rsi).

Financial indicators

bollinger_band(X[, w, n, kind, axis, dtype])	Compute the bollinger bands of size w for each X' series'.
cci(X[, high, low, w, axis, dtype])	Compute Commodity Channel Index of size w for each X' series'.
hma(X[, w, kind, axis, dtype])	Compute the Hull Moving Average of size w for each X' series'.
macd_hist(X[, w, fast_w, slow_w, kind, ...])	Compute Moving Average Convergence Divergence Histogram.
macd_line(X[, fast_w, slow_w, kind, axis, dtype])	Compute Moving Average Convergence Divergence Line.
rsi(X[, w, kind, axis, dtype])	Compute Relative Strenght Index.
signal_line(X[, w, fast_w, slow_w, kind, ...])	MACD Signal Line for window of size w with slow and fast lenght.