[GH-116] Add ichimoku cloud width #147
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The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction. In this implementation, we only calculate the delta between lead A and lead B (which is the width of the cloud). It contains three windows: * window for the conversion line, default to 9 * window for the baseline and the shifts, default to 26 * window for the leading line, default to 52 Formular: * conversion line = (PH9 + PL9) / 2 * baseline = (PH26 + PL26) / 2 * leading span A = (conversion line + baseline) / 2 * leading span B = (PH52 + PL52) / 2 * result = leading span A - leading span B Where: * PH = Period High * PL = Period Low Examples: * `df['ichimoku']` returns the ichimoku cloud width with default windows * `df['ichimoku_7,22,44']` returns the ichimoku cloud width with window sizes 7, 22, 44
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## master #147 +/- ##
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+ Coverage 98.57% 98.61% +0.03%
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Files 1 1
Lines 841 864 +23
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+ Hits 829 852 +23
Misses 12 12
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The Ichimoku Cloud is a collection of technical indicators that show support and resistance levels, as well as momentum and trend direction.
In this implementation, we only calculate the delta between lead A and lead B (which is the width of the cloud).
It contains three windows:
Formular:
Where:
Examples:
df['ichimoku']returns the ichimoku cloud width with default windowsdf['ichimoku_7,22,44']returns the ichimoku cloud width with window sizes 7, 22, 44