Volume

Volume Indicators — Require volume data to measure buying and selling pressure.

Functions

AD — Chaikin A/D Line ADOSC — Chaikin A/D Oscillator OBV — On Balance Volume

ferro_ta.volume.AD(high, low, close, volume)[source]

Chaikin A/D Line.

Parameters:

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

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

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

  • volume (array-like) – Sequence of volume values.

Returns:

Cumulative A/D Line values.

Return type:

numpy.ndarray

ferro_ta.volume.ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)[source]

Chaikin A/D Oscillator.

Parameters:

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

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

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

  • volume (array-like) – Sequence of volume values.

  • fastperiod (int, optional) – Fast EMA period (default 3).

  • slowperiod (int, optional) – Slow EMA period (default 10).

Returns:

Array of ADOSC values; leading slowperiod - 1 entries are NaN.

Return type:

numpy.ndarray

ferro_ta.volume.OBV(close, volume)[source]

On Balance Volume.

Parameters:

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

  • volume (array-like) – Sequence of volume values.

Returns:

Cumulative OBV values.

Return type:

numpy.ndarray