IndicatorSource

API documentation for tradeexecutor.strategy.pandas_trader.indicator.IndicatorSource Python class in Trading Strategy framework.

class IndicatorSource

Bases: Enum

The data on which the indicator will be calculated.

__init__(*args, **kwds)

Methods

is_per_pair()

This indicator is calculated to all trading pairs.

Attributes

close_price	Calculate this indicator based on candle close price
open_price	Calculate this indicator based on candle open price
ohlcv	Calculate this indicator based on multipe data points (open, high, low, close, volume)
tvl	Calculate this indicator based open, high, low, close TVL data.
strategy_universe	This indicator is calculated once per the strategy universe
external_per_pair	Data loaded from an external source.
dependencies_only_per_pair	This indicator is based purely on the previously calculated indicators
dependencies_only_universe	This indicator is based purely on the previously calculated indicators

close_price = 'close_price'

Calculate this indicator based on candle close price

Example indicators

• RSI

• Moving overage

open_price = 'open_price'

Calculate this indicator based on candle open price

Not used commonly

ohlcv = 'ohlcv'

Calculate this indicator based on multipe data points (open, high, low, close, volume)

Example indicators

• Money flow index (MFI) reads close, high, low columns

The indicator function can take arguments named: open, high, low, close, volume which all are Pandas US dollar series. If parameters are not present they are discarded.

tvl = 'tvl'

Calculate this indicator based open, high, low, close TVL data.

• Per pair

strategy_universe = 'strategy_universe'

This indicator is calculated once per the strategy universe

These indicators are custom and do not have trading pair set

external_per_pair = 'external_per_pair'

Data loaded from an external source.

Per-pair data.

dependencies_only_per_pair = 'dependencies_only_per_pair'

This indicator is based purely on the previously calculated indicators

• For each pari

• No price data etc. used

See IndicatorDependencyResolver

dependencies_only_universe = 'dependencies_only_universe'

This indicator is based purely on the previously calculated indicators

• Once per universe

• No price data etc. used

See IndicatorDependencyResolver

is_per_pair()

This indicator is calculated to all trading pairs.

Return type:

bool