Ulcer Index (UI)
||Iterable[Quote]||Iterable(such as list or an object having
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||int, default 14||Number of periods (
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.
- This method returns a time series of all available indicator values for the
UlcerIndexResultsis 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
N-1periods will have
Nonevalues since there’s not enough data to calculate.
||float, Optional||Ulcer Index|
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 UI(14) results = indicators.get_ulcer_index(quotes, 14)
About Ulcer Index (UI)
Created by Peter Martin, the Ulcer Index is a measure of downside Close price volatility over a lookback window. [Discuss]