Price Transform

Price Transformations — Helper functions to synthesize OHLC arrays into single arrays.

Functions

AVGPRICE — Average Price: (Open + High + Low + Close) / 4 MEDPRICE — Median Price: (High + Low) / 2 TYPPRICE — Typical Price: (High + Low + Close) / 3 WCLPRICE — Weighted Close Price: (High + Low + Close * 2) / 4

ferro_ta.price_transform.AVGPRICE(open, high, low, close)[source]

Average Price: (Open + High + Low + Close) / 4.

Parameters:

open (array-like) – Sequence of open prices.
high (array-like) – Sequence of high prices.
low (array-like) – Sequence of low prices.
close (array-like) – Sequence of closing prices.

Returns:

Array of AVGPRICE values.

Return type:

numpy.ndarray

ferro_ta.price_transform.MEDPRICE(high, low)[source]

Median Price: (High + Low) / 2.

Parameters:

high (array-like) – Sequence of high prices.
low (array-like) – Sequence of low prices.

Returns:

Array of MEDPRICE values.

Return type:

numpy.ndarray

ferro_ta.price_transform.TYPPRICE(high, low, close)[source]

Typical Price: (High + Low + Close) / 3.

Parameters:

high (array-like) – Sequence of high prices.
low (array-like) – Sequence of low prices.
close (array-like) – Sequence of closing prices.

Returns:

Array of TYPPRICE values.

Return type:

numpy.ndarray

ferro_ta.price_transform.WCLPRICE(high, low, close)[source]

Weighted Close Price: (High + Low + Close * 2) / 4.

Parameters:

high (array-like) – Sequence of high prices.
low (array-like) – Sequence of low prices.
close (array-like) – Sequence of closing prices.

Returns:

Array of WCLPRICE values.

Return type:

numpy.ndarray