Klinger Volume Oscillator
get_kvo(quotes, fast_periods=34, slow_periods=55, signal_periods=13)
||Iterable[Quote]||Iterable(such as list or an object having
• Need help with pandas.DataFrame?
||int, default 34||Number of lookback periods (
||int, default 55||Number of lookback periods (
||int, default 13||Number of lookback periods for the signal line. Must be greater than 0.|
Historical quotes requirements
You must have at least
L+100 periods of
quotes to cover the warmup periods. Since this uses a smoothing technique, we recommend you use at least
L+150 data points prior to the intended usage date for better precision.
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.
- This method returns a time series of all available indicator values for the
KVOResultsis just a list of
- 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 first
L+1periods will have
Nonevalues since there’s not enough data to calculate.
Convergence warning: The first
L+150periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
||float, Optional||Klinger Oscillator|
||float, Optional||EMA of Klinger Oscillator (signal line)|
See Utilities and Helpers for more information.
from stock_indicators import indicators # This method is NOT a part of the library. quotes = get_history_from_feed("SPY") # Calculate Klinger(34,55,13) results = indicators.get_kvo(quotes, 34, 55, 13)
About Klinger Volume Oscillator
Created by Stephen Klinger, the Klinger Volume Oscillator depicts volume-based trend reversal and divergence between short and long-term money flow. [Discuss]