get_pivots(quotes, left_span=2, right_span=2, max_trend_periods=20, end_type=EndType.HIGH_LOW)


name type notes
quotes Iterable[Quote] Iterable of the Quote class or its sub-class.
See here for usage with pandas.DataFrame
left_span int, default 2 Left evaluation window span width (L). Must be at least 2.
right_span int, default 2 Right evaluation window span width (R). Must be at least 2.
max_trend_periods int, default 20 Number of periods (N) in evaluation window. Must be greater than leftSpan.
end_type EndType, default EndType.HIGH_LOW Determines whether close or high/low are used to find end points. See EndType options below.

The total evaluation window size is L+R+1.

Historical quotes requirements

You must have at least L+R+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.

EndType options

from stock_indicators.indicators.common.enums import EndType
type description
CLOSE Chevron point identified from close price
HIGH_LOW Chevron point identified from high and low price (default)



👉 Repaint warning: this price pattern looks forward and backward in the historical quotes so it will never identify a pivot in the last R periods of quotes. Fractals are retroactively identified.


name type notes
date datetime Date
high_point Decimal, Optional Value indicates a high point; otherwise None is returned.
low_point Decimal, Optional Value indicates a low point; otherwise None is returned.
high_line Decimal, Optional Drawn line between two high points in the max_trend_periods
low_line Decimal, Optional Drawn line between two low points in the max_trend_periods
high_trend PivotTrend, Optional Enum that represents higher high or lower high. See PivotTrend values below.
low_trend PivotTrend, Optional Enum that represents higher low or lower low. See PivotTrend values below.

PivotTrend values

from stock_indicators.indicators.common.enums import PivotTrend
type description
PivotTrend.HH Higher high
PivotTrend.LH Lower high
PivotTrend.HL Higher low
PivotTrend.LL Lower low


See Utilities and Helpers for more information.


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

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

# Calculate Pivots(2,2,20) using High/Low values
results = indicators.get_pivots(quotes, 2, 2, 20, EndType.HIGH_LOW);

About Pivots

Pivots is an extended version of Williams Fractal that includes identification of Higher High, Lower Low, Higher Low, and Lower Low trends between pivots in a lookback window. [Discuss] 💬