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Fractal Chaos Bands (FCB)

get_fcb(quotes, window_span=2)

Parameters

name	type	notes
quotes	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
window_span	int	Fractal evaluation window span width (S). Must be at least 2. Default is 2.

The total evaluation window size is 2×S+1, representing ±S from the evaluation date. See Williams Fractal for more information about Fractals and window_span.

Historical quotes requirements

You must have at least 2×S+1 periods of quotes to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

FCBResults[FCBResult]

• This method returns a time series of all available indicator values for the quotes provided.
• FCBResults is just a list of FCBResult.
• It always returns the same number of elements as there are in the historical quotes.
• It does not return a single incremental indicator value.
• The periods before the first fractal are None since they cannot be calculated.

FCBResult

name	type	notes
date	datetime	Date
upper_band	Decimal, Optional	FCB upper band
lower_band	Decimal, Optional	FCB lower band

Utilities

• .condense()
• .find(lookup_date)
• .remove_warmup_periods()
• .remove_warmup_periods(qty)

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate Fcb(14)
results = indicators.get_fcb(quotes, 14)

About Fractal Chaos Bands (FCB)

Created by Edward William Dreiss, Fractal Chaos Bands outline high and low price channels to depict broad less-chaotic price movements. FCB is a channelized depiction of Williams Fractal. [Discuss] 💬

Sources

• C# core
• Python wrapper