OHLCV indicators¶
Multi-series technical indicators that need more than the close — High/Low
(atr, adx,
williams_r) or Volume
(obv, vwap).
Each takes the raw aligned arrays (the primary API) or a single
OHLCV container as the first argument. All are causal
(the value at t uses only data[..t]); the rolling loops are Numba
@njit kernels.
|
Average True Range (Wilder), causal. |
|
Average Directional Index (Wilder), causal. |
|
Williams %R over a trailing window, causal. |
|
On-Balance Volume, causal. |
|
Volume-Weighted Average Price of the typical price, causal. |