Moving Average Envelopes

get_ma_envelopes(quotes, lookback_periods, percent_offset=2.5, ma_type=MAType.SMA)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int	Number of periods (`N`) in the moving average. Must be greater than 1.
`percent_offset`	float, default 2.5	Percent offset for envelope width. Example: 3.5% would be entered as 3.5 (not 0.035). Must be greater than 0. Typical values range from 2 to 10.
`ma_type`	MAType, default MAType.SMA	Type of moving average (e.g. SMA, EMA, HMA). See MAType options below.

Historical quotes requirements

See links in the supported MAType options section below for details on the inherited requirements for quotes and lookback_periods.

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.

MAType options

from stock_indicators.indicators.common.enums import MAType

type	description
`MAType.ALMA`	Arnaud Legoux Moving Average
`MAType.DEMA`	Double Exponential Moving Average
`MAType.EPMA`	Endpoint Moving Average
`MAType.EMA`	Exponential Moving Average
`MAType.HMA`	Hull Moving Average
`MAType.SMA`	Simple Moving Average (default)
`MAType.SMMA`	Smoothed Moving Average
`MAType.TEMA`	Triple Exponential Moving Average
`MAType.WMA`	Weighted Moving Average

🚩 Warning: For ALMA, default values are used for offset and sigma.

Return

MAEnvelopeResults[MAEnvelopeResult]

This method returns a time series of all available indicator values for the quotes provided.
MAEnvelopeResults is just a list of MAEnvelopeResult.
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 periods will have None values since there’s not enough data to calculate; the quantity will vary based on the ma_type specified.

⚞ Convergence warning: Some moving average variants have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods. See links in the supported MAType options section above for more information.

MaEnvelopeResult

name	type	notes
`date`	datetime	Date
`center_line`	float, Optional	Moving average
`upper_envelope`	float, Optional	Upper envelope band
`lower_envelope`	float, Optional	Lower envelope band

The moving average center_line is based on the ma_type type specified.

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators
from stock_indicators import MAType     # Short path, version >= 0.8.1

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

# Calculate 20-period SMA envelopes with 2.5% offset
results = indicators.get_ma_envelopes(quotes, 20, 2.5, MAType.SMA);

About Moving Average Envelopes

Moving Average Envelopes is a price band overlay that is offset from the moving average of Close price over a lookback window. [Discuss] 💬