Analyze price and volume data using trend indicators, overbought and oversold measures, and volume changes. Combine these three perspectives into a single long, short, or stand-aside signal, with adjustable calculation periods and thresholds.
Core technical indicator collection (trend EMA/ADX + mean-reversion BB/RSI + volume-price OBV/volume ratio), generates a composite signal via three-dimensional voting. Pure pandas implementation for any OHLCV data.
Review the instructions the agent will receive before you install.
Combines three classic Western technical analysis approaches into one composite signal engine:
| Dimension | Indicators | Purpose |
|---|---|---|
| Trend | EMA(12/26) + ADX(14) | Determine direction and trend strength |
| Mean reversion | Bollinger Bands(20,2) + RSI(14) | Detect overbought and oversold conditions |
| Volume-price | OBV + volume ratio | Confirm volume participation |
Three-dimensional voting mechanism:
ewm(alpha=1/period)), not a rolling mean(volume * sign(close.diff())).cumsum()All parameters have default values and can be overridden at instantiation time:
| Parameter | Default | Description |
|---|---|---|
| ema_fast | 12 | Fast EMA period |
| ema_slow | 26 | Slow EMA period |
| adx_period | 14 | ADX calculation period |
| adx_threshold | 25.0 | ADX trend-strength threshold |
| bb_window | 20 | Bollinger Band window |
| bb_std | 2.0 | Bollinger Band standard deviation multiplier |
| rsi_period | 14 | RSI period |
| rsi_oversold | 30 | RSI oversold threshold |
| rsi_overbought | 70 | RSI overbought threshold |
| vol_ma_period | 20 | Volume moving-average period |
| obv_ma_period | 20 | OBV moving-average period |
pip install pandas numpy requests
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