Pivot Points
Pivot
Pivot Point representation.
Attributes:
Name | Type | Description |
---|---|---|
value_class |
|
Class to use to generate pivot values |
ref |
str |
reference of this instance
(see |
epic |
estrade.epic.Epic |
Epic Instance
(see |
epic: Optional[Epic]
inherited
property
readonly
Return the Epic
associated to this instance.
Returns:
Type | Description |
---|---|
Optional[Epic] |
Epic associated to this instance. |
ref: str
inherited
property
writable
Return ref of current instance.
Returns:
Type | Description |
---|---|
str |
reference of current instance. |
__init__(self, pivot_type=<PivotType.CLASSIC: 0>, **kwargs)
special
Create a new Daily Pivot.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
pivot_type |
PivotType |
Type of pivot (see PivotType enum) |
<PivotType.CLASSIC: 0> |
kwargs |
|
see |
{} |
Source code in estrade/graph/indicators/pivot.py
def __init__(
self, pivot_type: PivotTypeEnum = PivotTypeEnum.CLASSIC, **kwargs
) -> None:
"""
Create a new Daily Pivot.
Arguments:
pivot_type: Type of pivot (see PivotType enum)
kwargs: see [`BaseIndicator`][estrade.graph.base_indicator.BaseIndicator]
"""
value_class = PIVOT_TYPE_CLASS_MAPPING[pivot_type]
BaseIndicator.__init__(
self,
value_class=value_class,
**kwargs,
)
build_value_from_frame(self, frame, epic_market_open)
inherited
Create a new value for this indicator.
This method is triggered when its frame_set
create a new
Frame
.
Parameters:
Name | Type | Description | Default |
---|---|---|---|
frame |
Frame |
The newly created frame. |
required |
epic_market_open |
bool |
is the epic open? |
required |
Returns:
Type | Description |
---|---|
Optional[BaseIndicatorValue] |
An instance of this instance |
Source code in estrade/graph/indicators/pivot.py
def build_value_from_frame(
self, frame: "Frame", epic_market_open: bool
) -> Optional["BaseIndicatorValue"]:
"""
Create a new value for this indicator.
This method is triggered when its `frame_set` create a new
[`Frame`][estrade.graph.frame_set.Frame].
Arguments:
frame: The newly created frame.
epic_market_open: is the epic open?
Returns:
An instance of this instance `value_class` (`None` Market is not open).
"""
if not self.market_open_only or epic_market_open:
new_value = self.value_class(
indicator=self,
frame=frame,
)
return new_value
return None
Pivot Type Classic
Representation of a classic pivot value.
Attributes:
Name | Type | Description |
---|---|---|
indicator |
estrade.graph.base_indicator.BaseIndicator |
Parent indicator. |
frame |
estrade.graph.frame_set.Frame |
Parent frame. |
closed: bool
inherited
property
readonly
Check if the parent frame is closed.
Returns:
Type | Description |
---|---|
bool |
Is the parent frame closed? |
nb_ticks: int
inherited
property
readonly
next: Optional[BaseIndicatorValue]
inherited
property
readonly
Return the value of this indicator on the next frame.
Returns:
Type | Description |
---|---|
Optional[BaseIndicatorValue] |
This indicator value on the next frame ( |
pivot: Optional[float]
property
readonly
Pivot value.
Returns:
Type | Description |
---|---|
Optional[float] |
pivot value (high + low + close) / 3. |
previous: Optional[BaseIndicatorValue]
inherited
property
readonly
Return the value of this indicator on the previous frame.
Returns:
Type | Description |
---|---|
Optional[BaseIndicatorValue] |
This indicator value on the previous frame ( |
resistance1: Optional[float]
property
readonly
Resistance 1 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 1 value (pivot * 2 - low). |
resistance2: Optional[float]
property
readonly
Resistance 2 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 2 value (pivot - (high - low)). |
resistance3: Optional[float]
property
readonly
Resistance 3 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 3 value (high + (pivot - low) * 2). |
support1: Optional[float]
property
readonly
Support 1 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 1 value (pivot * 2 - high). |
support2: Optional[float]
property
readonly
Support 2 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 2 value (pivot - (high - low)). |
support3: Optional[float]
property
readonly
Support 3 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 3 value (low - (high - pivot) * 2). |
Pivot Type OLHC
Representation of a HBCO pivot value.
Attributes:
Name | Type | Description |
---|---|---|
indicator |
estrade.graph.base_indicator.BaseIndicator |
Parent indicator. |
frame |
estrade.graph.frame_set.Frame |
Parent frame. |
closed: bool
inherited
property
readonly
Check if the parent frame is closed.
Returns:
Type | Description |
---|---|
bool |
Is the parent frame closed? |
nb_ticks: int
inherited
property
readonly
next: Optional[BaseIndicatorValue]
inherited
property
readonly
Return the value of this indicator on the next frame.
Returns:
Type | Description |
---|---|
Optional[BaseIndicatorValue] |
This indicator value on the next frame ( |
pivot: Optional[float]
property
readonly
Pivot value.
Returns:
Type | Description |
---|---|
Optional[float] |
pivot value (high + low + close + current open) / 4. |
previous: Optional[BaseIndicatorValue]
inherited
property
readonly
Return the value of this indicator on the previous frame.
Returns:
Type | Description |
---|---|
Optional[BaseIndicatorValue] |
This indicator value on the previous frame ( |
resistance1: Optional[float]
inherited
property
readonly
Resistance 1 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 1 value (pivot * 2 - low). |
resistance2: Optional[float]
inherited
property
readonly
Resistance 2 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 2 value (pivot - (high - low)). |
resistance3: Optional[float]
inherited
property
readonly
Resistance 3 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Resistance 3 value (high + (pivot - low) * 2). |
support1: Optional[float]
inherited
property
readonly
Support 1 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 1 value (pivot * 2 - high). |
support2: Optional[float]
inherited
property
readonly
Support 2 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 2 value (pivot - (high - low)). |
support3: Optional[float]
inherited
property
readonly
Support 3 value.
Returns:
Type | Description |
---|---|
Optional[float] |
Support 3 value (low - (high - pivot) * 2). |