Exponential Moving Average

Exponential moving average indicator to add on a estrade.CandleSet object.

Parameters

Name Type Description Default
periods int nb of periods required
name str name of indicator required

Warning

It is strongly advised to give a name to your indicator so you can fetch their values in your strategy (see estrade.Strategy.get_indicator)

Example

from estrade import Epic, CandleSet, ExponentialMovingAverage, Strategy

class MyStrategy(Strategy):
    def on_new_candle_opening_strategy(candle_set):
        # fetch indicator value
        ema200 = candle_set.indicator(indicator_name='ema200')

        # check if indicator value is defined (for the first 199 ticks,
        # the Moving Average 200 will not be set)
        if ema200.value:
            # do something....

    def on_new_tick_opening_strategy(tick):
        # to fetch indicator, the from a `on_new_tick...` method in strategy,
        # the easiest way is to use the `Strategy.get_indicator()` helper
        ema200 = self.get_indicator(timeframe='5minutes', name='ema200')

        # check if indicator value is defined (for the first 199 ticks,
        # the Moving Average 200 will not be set)
        if ema200.value:
            # do something....


ema200 = ExponentialMovingAverage(periods=200, name='ema200')
cs_5mn = CandleSet(timeframe='5minutes', indicators=[ema200])
epic = Epic(candle_sets=[cs_5mn])
#...