Percentage Volume Oscillator (PVO)
get_pvo(quotes, fast_periods=12, slow_periods=26, signal_periods=9)
||Iterable[Quote]||Iterable(such as list or an object having
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||int, default 12||Number of periods (
||int, default 26||Number of periods (
||int, default 9||Number of periods (
Historical quotes requirements
You must have at least
S+P+100 worth of
quotes, whichever is more, to cover the convergence periods. Since this uses a smoothing technique, we recommend you use at least
S+P+250 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
PVOResultsis 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
S-1slow periods will have
Nonevalues since there’s not enough data to calculate.
Convergence warning: The first
S+P+250periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
||float, Optional||Normalized difference between two Volume moving averages|
||float, Optional||Moving average of the
||float, Optional||Gap between of the
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 Pvo(12,26,9) results = indicators.get_pvo(quotes, 12, 26, 9);
About Percentage Volume Oscillator (PVO)
The Percentage Volume Oscillator is a simple oscillator view of two converging/diverging exponential moving averages of Volume. [Discuss]