Index

A

ACOS() (in module ferro_ta.math_ops) AD() (in module ferro_ta.volume) ADD() (in module ferro_ta.math_ops) ADOSC() (in module ferro_ta.volume) ADX() (in module ferro_ta.momentum) ADXR() (in module ferro_ta.momentum) aggregate_greeks() (in module ferro_ta.analysis.derivatives_payoff) american_option_price() (in module ferro_ta.analysis.options) annualized_basis() (in module ferro_ta.analysis.futures)

APO() (in module ferro_ta.momentum) AROON() (in module ferro_ta.momentum) AROONOSC() (in module ferro_ta.momentum) ASIN() (in module ferro_ta.math_ops) ATAN() (in module ferro_ta.math_ops) ATM (ferro_ta.analysis.options_strategy.StrikeSelectorKind attribute) atm_iv (ferro_ta.analysis.options.SmileMetrics attribute) ATR() (in module ferro_ta.volatility) average_basis (ferro_ta.analysis.futures.CurveSummary attribute) AVGPRICE() (in module ferro_ta.price_transform)

B

back_adjusted_continuous_contract() (in module ferro_ta.analysis.futures) basis() (in module ferro_ta.analysis.futures) batch_apply() (in module ferro_ta.batch) BATCH_DTW() (in module ferro_ta.statistic) batch_ema() (in module ferro_ta.batch) batch_rsi() (in module ferro_ta.batch) batch_sma() (in module ferro_ta.batch) BBANDS() (in module ferro_ta.overlap)

BEAR_PUT_SPREAD (ferro_ta.analysis.options_strategy.LegPreset attribute) BETA() (in module ferro_ta.statistic) black_76_price() (in module ferro_ta.analysis.options) black_scholes_price() (in module ferro_ta.analysis.options) BOP() (in module ferro_ta.momentum) breakeven_trigger (ferro_ta.analysis.options_strategy.RiskControl attribute) build_strategy_preset() (in module ferro_ta.analysis.options_strategy) BULL_CALL_SPREAD (ferro_ta.analysis.options_strategy.LegPreset attribute) butterfly_25d (ferro_ta.analysis.options.SmileMetrics attribute)

C

calendar_spreads() (in module ferro_ta.analysis.futures) carry (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) carry_spread() (in module ferro_ta.analysis.futures) CCI() (in module ferro_ta.momentum) CDL2CROWS() (in module ferro_ta.pattern) CDL3BLACKCROWS() (in module ferro_ta.pattern) CDL3INSIDE() (in module ferro_ta.pattern) CDL3LINESTRIKE() (in module ferro_ta.pattern) CDL3OUTSIDE() (in module ferro_ta.pattern) CDL3STARSINSOUTH() (in module ferro_ta.pattern) CDL3WHITESOLDIERS() (in module ferro_ta.pattern) CDLABANDONEDBABY() (in module ferro_ta.pattern) CDLADVANCEBLOCK() (in module ferro_ta.pattern) CDLBELTHOLD() (in module ferro_ta.pattern) CDLBREAKAWAY() (in module ferro_ta.pattern) CDLCLOSINGMARUBOZU() (in module ferro_ta.pattern) CDLCONCEALBABYSWALL() (in module ferro_ta.pattern) CDLCOUNTERATTACK() (in module ferro_ta.pattern) CDLDARKCLOUDCOVER() (in module ferro_ta.pattern) CDLDOJI() (in module ferro_ta.pattern) CDLDOJISTAR() (in module ferro_ta.pattern) CDLDRAGONFLYDOJI() (in module ferro_ta.pattern) CDLENGULFING() (in module ferro_ta.pattern) CDLEVENINGDOJISTAR() (in module ferro_ta.pattern) CDLEVENINGSTAR() (in module ferro_ta.pattern) CDLGAPSIDESIDEWHITE() (in module ferro_ta.pattern) CDLGRAVESTONEDOJI() (in module ferro_ta.pattern) CDLHAMMER() (in module ferro_ta.pattern) CDLHANGINGMAN() (in module ferro_ta.pattern) CDLHARAMI() (in module ferro_ta.pattern) CDLHARAMICROSS() (in module ferro_ta.pattern) CDLHIGHWAVE() (in module ferro_ta.pattern) CDLHIKKAKE() (in module ferro_ta.pattern) CDLHIKKAKEMOD() (in module ferro_ta.pattern) CDLHOMINGPIGEON() (in module ferro_ta.pattern) CDLIDENTICAL3CROWS() (in module ferro_ta.pattern) CDLINNECK() (in module ferro_ta.pattern) CDLINVERTEDHAMMER() (in module ferro_ta.pattern) CDLKICKING() (in module ferro_ta.pattern) CDLKICKINGBYLENGTH() (in module ferro_ta.pattern) CDLLADDERBOTTOM() (in module ferro_ta.pattern) CDLLONGLEGGEDDOJI() (in module ferro_ta.pattern) CDLLONGLINE() (in module ferro_ta.pattern)

CDLMARUBOZU() (in module ferro_ta.pattern) CDLMATCHINGLOW() (in module ferro_ta.pattern) CDLMATHOLD() (in module ferro_ta.pattern) CDLMORNINGDOJISTAR() (in module ferro_ta.pattern) CDLMORNINGSTAR() (in module ferro_ta.pattern) CDLONNECK() (in module ferro_ta.pattern) CDLPIERCING() (in module ferro_ta.pattern) CDLRICKSHAWMAN() (in module ferro_ta.pattern) CDLRISEFALL3METHODS() (in module ferro_ta.pattern) CDLSEPARATINGLINES() (in module ferro_ta.pattern) CDLSHOOTINGSTAR() (in module ferro_ta.pattern) CDLSHORTLINE() (in module ferro_ta.pattern) CDLSPINNINGTOP() (in module ferro_ta.pattern) CDLSTALLEDPATTERN() (in module ferro_ta.pattern) CDLSTICKSANDWICH() (in module ferro_ta.pattern) CDLTAKURI() (in module ferro_ta.pattern) CDLTASUKIGAP() (in module ferro_ta.pattern) CDLTHRUSTING() (in module ferro_ta.pattern) CDLTRISTAR() (in module ferro_ta.pattern) CDLUNIQUE3RIVER() (in module ferro_ta.pattern) CDLUPSIDEGAP2CROWS() (in module ferro_ta.pattern) CDLXSIDEGAP3METHODS() (in module ferro_ta.pattern) CEIL() (in module ferro_ta.math_ops) CHANDELIER_EXIT() (in module ferro_ta.extended) charm (ferro_ta.analysis.options.ExtendedGreeks attribute) CHOPPINESS_INDEX() (in module ferro_ta.extended) close_to_close_vol() (in module ferro_ta.analysis.options) CMO() (in module ferro_ta.momentum) color (ferro_ta.analysis.options.ExtendedGreeks attribute) COMBINED_PNL (ferro_ta.analysis.options_strategy.RiskMode attribute) commission (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) compute_many() (in module ferro_ta.batch) convexity (ferro_ta.analysis.options.SmileMetrics attribute) cooldown_bars (ferro_ta.analysis.options_strategy.SimulationLimits attribute) CORREL() (in module ferro_ta.statistic) COS() (in module ferro_ta.math_ops) COSH() (in module ferro_ta.math_ops) CURRENT_MONTH (ferro_ta.analysis.options_strategy.ExpirySelectorKind attribute) CURRENT_WEEK (ferro_ta.analysis.options_strategy.ExpirySelectorKind attribute) curve_slope() (in module ferro_ta.analysis.futures) curve_summary() (in module ferro_ta.analysis.futures) CurveSummary (class in ferro_ta.analysis.futures) CUSTOM (ferro_ta.analysis.options_strategy.LegPreset attribute)

D

daily_max_drawdown (ferro_ta.analysis.options_strategy.SimulationLimits attribute) delta (ferro_ta.analysis.options.OptionGreeks attribute) (ferro_ta.analysis.options_strategy.StrikeSelector attribute) DELTA (ferro_ta.analysis.options_strategy.StrikeSelectorKind attribute) DEMA() (in module ferro_ta.overlap) DerivativesStrategy (class in ferro_ta.analysis.options_strategy)

digital_option_greeks() (in module ferro_ta.analysis.options) digital_option_price() (in module ferro_ta.analysis.options) DIV() (in module ferro_ta.math_ops) DONCHIAN() (in module ferro_ta.extended) DTW() (in module ferro_ta.statistic) DTW_DISTANCE() (in module ferro_ta.statistic) DX() (in module ferro_ta.momentum)

E

early_exercise_premium() (in module ferro_ta.analysis.options) EMA() (in module ferro_ta.overlap) entry_price (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) ERROR_CODES (in module ferro_ta.exceptions) EXP() (in module ferro_ta.math_ops) expected_move() (in module ferro_ta.analysis.options) expiry_selector (ferro_ta.analysis.options_strategy.StrategyLeg attribute)

ExpirySelector (class in ferro_ta.analysis.options_strategy) ExpirySelectorKind (class in ferro_ta.analysis.options_strategy) EXPLICIT (ferro_ta.analysis.options_strategy.StrikeSelectorKind attribute) explicit_date (ferro_ta.analysis.options_strategy.ExpirySelector attribute) EXPLICIT_DATE (ferro_ta.analysis.options_strategy.ExpirySelectorKind attribute) explicit_strike (ferro_ta.analysis.options_strategy.StrikeSelector attribute) extended_greeks() (in module ferro_ta.analysis.options) ExtendedGreeks (class in ferro_ta.analysis.options)

F

ferro_ta.analysis.derivatives_payoff module ferro_ta.analysis.futures module ferro_ta.analysis.options module ferro_ta.analysis.options_strategy module ferro_ta.batch module ferro_ta.cycle module ferro_ta.exceptions module ferro_ta.extended module ferro_ta.math_ops module

ferro_ta.momentum module ferro_ta.overlap module ferro_ta.pattern module ferro_ta.price_transform module ferro_ta.statistic module ferro_ta.streaming module ferro_ta.volatility module ferro_ta.volume module FLOOR() (in module ferro_ta.math_ops) front_basis (ferro_ta.analysis.futures.CurveSummary attribute) futures_leg_payoff() (in module ferro_ta.analysis.derivatives_payoff)

G

gamma (ferro_ta.analysis.options.OptionGreeks attribute)

garman_klass_vol() (in module ferro_ta.analysis.options) greeks() (in module ferro_ta.analysis.options)

H

HT_DCPERIOD() (in module ferro_ta.cycle) HT_DCPHASE() (in module ferro_ta.cycle) HT_PHASOR() (in module ferro_ta.cycle)

HT_SINE() (in module ferro_ta.cycle) HT_TRENDLINE() (in module ferro_ta.cycle) HT_TRENDMODE() (in module ferro_ta.cycle) HULL_MA() (in module ferro_ta.extended)

I

ICHIMOKU() (in module ferro_ta.extended) implied_carry_rate() (in module ferro_ta.analysis.futures) implied_volatility() (in module ferro_ta.analysis.options) instrument (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) (ferro_ta.analysis.options_strategy.StrategyLeg attribute)

IRON_CONDOR (ferro_ta.analysis.options_strategy.LegPreset attribute) is_contango (ferro_ta.analysis.futures.CurveSummary attribute) ITM (ferro_ta.analysis.options_strategy.StrikeSelectorKind attribute) iv_percentile() (in module ferro_ta.analysis.options) iv_rank() (in module ferro_ta.analysis.options) iv_zscore() (in module ferro_ta.analysis.options)

K

KAMA() (in module ferro_ta.overlap) KELTNER_CHANNELS() (in module ferro_ta.extended)

kind (ferro_ta.analysis.options_strategy.ExpirySelector attribute) (ferro_ta.analysis.options_strategy.StrikeSelector attribute)

L

label_moneyness() (in module ferro_ta.analysis.options) LegPreset (class in ferro_ta.analysis.options_strategy) legs (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) limits (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) LINEARREG() (in module ferro_ta.statistic)

LINEARREG_ANGLE() (in module ferro_ta.statistic) LINEARREG_INTERCEPT() (in module ferro_ta.statistic) LINEARREG_SLOPE() (in module ferro_ta.statistic) LN() (in module ferro_ta.math_ops) LOG10() (in module ferro_ta.math_ops)

M

MA() (in module ferro_ta.overlap) MACD() (in module ferro_ta.overlap) MACDEXT() (in module ferro_ta.overlap) MACDFIX() (in module ferro_ta.overlap) MAMA() (in module ferro_ta.overlap) MAVP() (in module ferro_ta.overlap) max (ferro_ta.analysis.options.VolCone attribute) MAX() (in module ferro_ta.math_ops) max_loss_per_trade (ferro_ta.analysis.options_strategy.SimulationLimits attribute) max_premium_outlay (ferro_ta.analysis.options_strategy.SimulationLimits attribute) MAXINDEX() (in module ferro_ta.math_ops) median (ferro_ta.analysis.options.VolCone attribute) MEDPRICE() (in module ferro_ta.price_transform) MFI() (in module ferro_ta.momentum) MIDPOINT() (in module ferro_ta.overlap) MIDPRICE() (in module ferro_ta.overlap) min (ferro_ta.analysis.options.VolCone attribute) MIN() (in module ferro_ta.math_ops) MININDEX() (in module ferro_ta.math_ops) MINUS_DI() (in module ferro_ta.momentum) MINUS_DM() (in module ferro_ta.momentum)

module ferro_ta.analysis.derivatives_payoff ferro_ta.analysis.futures ferro_ta.analysis.options ferro_ta.analysis.options_strategy ferro_ta.batch ferro_ta.cycle ferro_ta.exceptions ferro_ta.extended ferro_ta.math_ops ferro_ta.momentum ferro_ta.overlap ferro_ta.pattern ferro_ta.price_transform ferro_ta.statistic ferro_ta.streaming ferro_ta.volatility ferro_ta.volume MOM() (in module ferro_ta.momentum) MULT() (in module ferro_ta.math_ops) multiplier (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute)

N

name (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) NATR() (in module ferro_ta.volatility)

NEXT_MONTH (ferro_ta.analysis.options_strategy.ExpirySelectorKind attribute) NEXT_WEEK (ferro_ta.analysis.options_strategy.ExpirySelectorKind attribute)

O

OBV() (in module ferro_ta.volume) option_leg_payoff() (in module ferro_ta.analysis.derivatives_payoff) option_price() (in module ferro_ta.analysis.options)

option_type (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) (ferro_ta.analysis.options_strategy.StrategyLeg attribute) OptionGreeks (class in ferro_ta.analysis.options) OTM (ferro_ta.analysis.options_strategy.StrikeSelectorKind attribute)

P

p25 (ferro_ta.analysis.options.VolCone attribute) p75 (ferro_ta.analysis.options.VolCone attribute) parity_gap() (in module ferro_ta.analysis.futures) parkinson_vol() (in module ferro_ta.analysis.options) PayoffLeg (class in ferro_ta.analysis.derivatives_payoff) PER_LEG (ferro_ta.analysis.options_strategy.RiskMode attribute) period (ferro_ta.streaming.StreamingATR attribute) (ferro_ta.streaming.StreamingBBands attribute) (ferro_ta.streaming.StreamingEMA attribute) (ferro_ta.streaming.StreamingRSI attribute) (ferro_ta.streaming.StreamingSMA attribute) (ferro_ta.streaming.StreamingSupertrend attribute)

PIVOT_POINTS() (in module ferro_ta.extended) PLUS_DI() (in module ferro_ta.momentum) PLUS_DM() (in module ferro_ta.momentum) PPO() (in module ferro_ta.momentum) premium (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) premium_limit (ferro_ta.analysis.options_strategy.StrategyLeg attribute) preset (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) put_call_parity_deviation() (in module ferro_ta.analysis.options)

Q

quantity (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) (ferro_ta.analysis.options_strategy.StrategyLeg attribute)

R

rate (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) ratio_adjusted_continuous_contract() (in module ferro_ta.analysis.futures) reentry_allowed (ferro_ta.analysis.options_strategy.SimulationLimits attribute) reset() (ferro_ta.streaming.StreamingATR method) (ferro_ta.streaming.StreamingBBands method) (ferro_ta.streaming.StreamingEMA method) (ferro_ta.streaming.StreamingMACD method) (ferro_ta.streaming.StreamingRSI method) (ferro_ta.streaming.StreamingSMA method) (ferro_ta.streaming.StreamingStoch method) (ferro_ta.streaming.StreamingSupertrend method) (ferro_ta.streaming.StreamingVWAP method)

rho (ferro_ta.analysis.options.OptionGreeks attribute) risk_controls (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) risk_mode (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) risk_reversal_25d (ferro_ta.analysis.options.SmileMetrics attribute) RiskControl (class in ferro_ta.analysis.options_strategy) RiskMode (class in ferro_ta.analysis.options_strategy) ROC() (in module ferro_ta.momentum) ROCP() (in module ferro_ta.momentum) ROCR() (in module ferro_ta.momentum) ROCR100() (in module ferro_ta.momentum) rogers_satchell_vol() (in module ferro_ta.analysis.options) roll_yield() (in module ferro_ta.analysis.futures) RSI() (in module ferro_ta.momentum)

S

SAR() (in module ferro_ta.overlap) SAREXT() (in module ferro_ta.overlap) select_strike() (in module ferro_ta.analysis.options) side (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) (ferro_ta.analysis.options_strategy.StrategyLeg attribute) SimulationLimits (class in ferro_ta.analysis.options_strategy) SIN() (in module ferro_ta.math_ops) SINH() (in module ferro_ta.math_ops) skew_slope (ferro_ta.analysis.options.SmileMetrics attribute) slippage (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) slope (ferro_ta.analysis.futures.CurveSummary attribute) SMA() (in module ferro_ta.overlap) smile_metrics() (in module ferro_ta.analysis.options) SmileMetrics (class in ferro_ta.analysis.options) speed (ferro_ta.analysis.options.ExtendedGreeks attribute) spread_assumption (ferro_ta.analysis.options_strategy.DerivativesStrategy attribute) SQRT() (in module ferro_ta.math_ops) STDDEV() (in module ferro_ta.statistic) steps (ferro_ta.analysis.options_strategy.StrikeSelector attribute) STOCH() (in module ferro_ta.momentum) STOCHF() (in module ferro_ta.momentum) STOCHRSI() (in module ferro_ta.momentum) stock_leg_payoff() (in module ferro_ta.analysis.derivatives_payoff) stop_loss_type (ferro_ta.analysis.options_strategy.RiskControl attribute)

stop_loss_value (ferro_ta.analysis.options_strategy.RiskControl attribute) STRADDLE (ferro_ta.analysis.options_strategy.LegPreset attribute) STRANGLE (ferro_ta.analysis.options_strategy.LegPreset attribute) strategy_payoff() (in module ferro_ta.analysis.derivatives_payoff) strategy_value() (in module ferro_ta.analysis.derivatives_payoff) StrategyLeg (class in ferro_ta.analysis.options_strategy) StreamingATR (class in ferro_ta.streaming) StreamingBBands (class in ferro_ta.streaming) StreamingEMA (class in ferro_ta.streaming) StreamingMACD (class in ferro_ta.streaming) StreamingRSI (class in ferro_ta.streaming) StreamingSMA (class in ferro_ta.streaming) StreamingStoch (class in ferro_ta.streaming) StreamingSupertrend (class in ferro_ta.streaming) StreamingVWAP (class in ferro_ta.streaming) strike (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) strike_selector (ferro_ta.analysis.options_strategy.StrategyLeg attribute) StrikeSelector (class in ferro_ta.analysis.options_strategy) StrikeSelectorKind (class in ferro_ta.analysis.options_strategy) SUB() (in module ferro_ta.math_ops) SUM() (in module ferro_ta.math_ops) SUPERTREND() (in module ferro_ta.extended) synthetic_forward() (in module ferro_ta.analysis.futures) synthetic_spot() (in module ferro_ta.analysis.futures)

T

T3() (in module ferro_ta.overlap) TAN() (in module ferro_ta.math_ops) TANH() (in module ferro_ta.math_ops) target_type (ferro_ta.analysis.options_strategy.RiskControl attribute) target_value (ferro_ta.analysis.options_strategy.RiskControl attribute) TEMA() (in module ferro_ta.overlap) term_structure_slope() (in module ferro_ta.analysis.options) theta (ferro_ta.analysis.options.OptionGreeks attribute) time_to_expiry (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) to_dict() (ferro_ta.analysis.futures.CurveSummary method) (ferro_ta.analysis.options.ExtendedGreeks method) (ferro_ta.analysis.options.OptionGreeks method) (ferro_ta.analysis.options.SmileMetrics method) (ferro_ta.analysis.options.VolCone method) (ferro_ta.analysis.options_strategy.DerivativesStrategy method)

trailstop_type (ferro_ta.analysis.options_strategy.RiskControl attribute) trailstop_value (ferro_ta.analysis.options_strategy.RiskControl attribute) TRANGE() (in module ferro_ta.momentum) (in module ferro_ta.volatility) TRIMA() (in module ferro_ta.overlap) TRIX() (in module ferro_ta.momentum) TSF() (in module ferro_ta.statistic) TYPPRICE() (in module ferro_ta.price_transform)

U

ULTOSC() (in module ferro_ta.momentum) underlying (ferro_ta.analysis.options_strategy.StrategyLeg attribute) update() (ferro_ta.streaming.StreamingATR method) (ferro_ta.streaming.StreamingBBands method) (ferro_ta.streaming.StreamingEMA method) (ferro_ta.streaming.StreamingMACD method) (ferro_ta.streaming.StreamingRSI method) (ferro_ta.streaming.StreamingSMA method) (ferro_ta.streaming.StreamingStoch method) (ferro_ta.streaming.StreamingSupertrend method) (ferro_ta.streaming.StreamingVWAP method)

V

vanna (ferro_ta.analysis.options.ExtendedGreeks attribute) VAR() (in module ferro_ta.statistic) vega (ferro_ta.analysis.options.OptionGreeks attribute) vol_cone() (in module ferro_ta.analysis.options)

volatility (ferro_ta.analysis.derivatives_payoff.PayoffLeg attribute) VolCone (class in ferro_ta.analysis.options) volga (ferro_ta.analysis.options.ExtendedGreeks attribute) VWAP() (in module ferro_ta.extended) VWMA() (in module ferro_ta.extended)

W

WCLPRICE() (in module ferro_ta.price_transform) weighted_continuous_contract() (in module ferro_ta.analysis.futures)

WILLR() (in module ferro_ta.momentum) windows (ferro_ta.analysis.options.VolCone attribute) WMA() (in module ferro_ta.overlap)

Y

yang_zhang_vol() (in module ferro_ta.analysis.options)