Standard Deviation Channels
get_stdev_channels(quotes, lookback_periods=20, standard_deviations=2)
Parameters
name | type | notes |
---|---|---|
quotes |
Iterable[Quote] | Iterable(such as list or an object having __iter__() ) of the Quote class or its sub-class. • Need help with pandas.DataFrame? |
lookback_periods |
int, Optional, default 20 | Size (N ) of the evaluation window. Must be None or greater than 1 to calculate. A None value will produce a full quotes evaluation window (see below). |
standard_deviations |
int, default 2 | Width of bands. Standard deviations (D ) from the regression line. Must be greater than 0. Default is 2. |
Historical quotes requirements
You must have at least N
periods of quotes
to cover the warmup 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.
Return
StdevChannelsResults[StdevChannelsResult]
- This method returns a time series of all available indicator values for the
quotes
provided. -
StdevChannelsResults
is just a list ofStdevChannelsResult
. - It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- Up to
N-1
periods will haveNone
values since there’s not enough data to calculate.
Repaint warning: Historical results are a function of the current period window position and will fluctuate over time. Recommended for visualization; not recommended for backtesting.
StdevChannelsResult
name | type | notes |
---|---|---|
date |
datetime | Date |
center_line |
float, Optional | Linear regression line (center line) |
upper_channel |
float, Optional | Upper line is D standard deviations above the center line |
lower_channel |
float, Optional | Lower line is D standard deviations below the center line |
break_point |
bool | Helper information. Indicates first point in new window. |
Utilities
See Utilities and Helpers for more information.
Example
from stock_indicators import indicators
# This method is NOT a part of the library.
quotes = get_history_from_feed("SPY")
# calculate StdDevChannels(20,2)
results = indicators.get_stdev_channels(quotes, 20,2)
Alternative depiction for full quotes variant
If you specify None
for the lookback_periods
, you will get a regression line over the entire provided quotes
.
About Standard Deviation Channels
Standard Deviation Channels are based on an linear regression centerline and standard deviations band widths. [Discuss]