API documentation for pandas_ta.volatility.massi Python function.

massi(high, low, fast=None, slow=None, offset=None, **kwargs)[source]#

Mass Index (MASSI)

The Mass Index is a non-directional volatility indicator that utilitizes the High-Low Range to identify trend reversals based on range expansions.

Sources: mi = sum(ema(high - low, 9) / ema(ema(high - low, 9), 9), length)

Default Inputs:

fast: 9, slow: 25

EMA = Exponential Moving Average hl = high - low hl_ema1 = EMA(hl, fast) hl_ema2 = EMA(hl_ema1, fast) hl_ratio = hl_ema1 / hl_ema2 MASSI = SUM(hl_ratio, slow)


high (pd.Series): Series of ‘high’s low (pd.Series): Series of ‘low’s fast (int): The short period. Default: 9 slow (int): The long period. Default: 25 offset (int): How many periods to offset the result. Default: 0


fillna (value, optional): pd.DataFrame.fillna(value) fill_method (value, optional): Type of fill method


pd.Series: New feature generated.