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README.md
27
README.md
@ -42,3 +42,30 @@ exits.tail(20)
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```
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`isrising(series,n)`,`isfalling(series, n)` - returns mask where the condition is satisfied of consecutive rising or falling elements
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## Indicators
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Custom indicators in the `indicators` folder.
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### Importing
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```python
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from ttools.vbtindicators import register_custom_inds
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register_custom_inds(None, "override") #All indicators from the folder are automatically imported and registered.
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register_custom_inds("CUVWAP", "override")#just one
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```
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After registration they can be listed and used
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```python
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vbt.IF.list_indicators("ttools")
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vbt.phelp(vbt.indicator("ttools:CUVWAP").run)
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vwap_cum_d = vbt.indicator("ttools:CUVWAP").run(s12_data.high, s12_data.low, s12_data.close, s12_data.volume, anchor=vbt.Default(value="D"), drag=vbt.Default(value=50), hide_default=True)
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```
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### Creating
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To create custom indicators CUSTOMNAME.py in `indicators` folder is created containing varibles IND_CUSTOMNAME containing the Indicator Factory class.
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### Available
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- `CUVWAP` - Cumulative VWAP with anchor based on HLCC4 with optional rounding (hlcc4_round, def.3) and drag - warming period from previous anchor unit(def.0).
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- `DIVERGENCE` - Various divergences between two timeseries (abs, relative, relative normalized, pct, abs pct)
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