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ma module

Module with MA.

MA class

MA(
    wrapper,
    input_list,
    input_mapper,
    in_output_list,
    output_list,
    param_list,
    mapper_list,
    short_name,
    **kwargs
)

Moving Average (MA).

A moving average is a widely used indicator in technical analysis that helps smooth out price action by filtering out the “noise” from random short-term price fluctuations.

See Moving Average (MA).

Superclasses

Inherited members

Subclasses

  • vectorbtpro.indicators.custom.ma._MA

apply_func method

MA.apply_func(
    close,
    window=14,
    wtype=0,
    minp=None,
    adjust=False
)

2-dim version of ma_1d_nb.

cache_func class variable

close property

Input array.

close_above method

MA.close_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is above other.

See combine_objs().

close_below method

MA.close_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is below other.

See combine_objs().

close_crossed_above method

MA.close_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_above other.

See combine_objs().

close_crossed_below method

MA.close_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is crossed_below other.

See combine_objs().

close_equal method

MA.close_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where close is equal other.

See combine_objs().

close_stats method

MA.close_stats(
    *args,
    **kwargs
)

Stats of close as generic.

custom_func method

IndicatorFactory.with_apply_func.<locals>.custom_func(
    input_tuple,
    in_output_tuple,
    param_tuple,
    *_args,
    input_shape=None,
    per_column=False,
    split_columns=False,
    skipna=False,
    return_cache=False,
    use_cache=True,
    jitted_loop=False,
    jitted_warmup=False,
    param_index=None,
    final_index=None,
    single_comb=False,
    execute_kwargs=None,
    **_kwargs
)

Custom function that forwards inputs and parameters to apply_func.

ma property

Output array.

ma_above method

MA.ma_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is above other.

See combine_objs().

ma_below method

MA.ma_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is below other.

See combine_objs().

ma_crossed_above method

MA.ma_crossed_above(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is crossed_above other.

See combine_objs().

ma_crossed_below method

MA.ma_crossed_below(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is crossed_below other.

See combine_objs().

ma_equal method

MA.ma_equal(
    other,
    level_name=None,
    allow_multiple=True,
    **kwargs
)

Return True for each element where ma is equal other.

See combine_objs().

ma_stats method

MA.ma_stats(
    *args,
    **kwargs
)

Stats of ma as generic.

param_select_func_nb method

MA.param_select_func_nb(
    i,
    args_before,
    close,
    window,
    wtype,
    *args
)

plot method

_MA.plot(
    column=None,
    plot_close=True,
    close_trace_kwargs=None,
    ma_trace_kwargs=None,
    add_trace_kwargs=None,
    fig=None,
    **layout_kwargs
)

Plot MA.ma against MA.close.

Args

column : str
Name of the column to plot.
plot_close : bool
Whether to plot MA.close.
close_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MA.close.
ma_trace_kwargs : dict
Keyword arguments passed to plotly.graph_objects.Scatter for MA.ma.
add_trace_kwargs : dict
Keyword arguments passed to fig.add_trace when adding each trace.
fig : Figure or FigureWidget
Figure to add traces to.
**layout_kwargs
Keyword arguments passed to fig.update_layout.

Usage

>>> vbt.MA.run(ohlcv['Close']).plot().show()

run class method

MA.run(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    short_name='ma',
    hide_params=None,
    hide_default=True,
    **kwargs
)

Run MA indicator.

  • Inputs: close
  • Parameters: window, wtype
  • Outputs: ma

Pass a list of parameter names as hide_params to hide their column levels, or True to hide all. Set hide_default to False to show the column levels of the parameters with a default value.

Other keyword arguments are passed to IndicatorBase.run_pipeline().

run_combs class method

MA.run_combs(
    close,
    window=Default(value=14),
    wtype=Default(value='simple'),
    r=2,
    param_product=False,
    comb_func=itertools.combinations,
    run_unique=True,
    short_names=None,
    hide_params=None,
    hide_default=True,
    **kwargs
)

Create a combination of multiple MA indicators using function comb_func.

  • Inputs: close
  • Parameters: window, wtype
  • Outputs: ma

comb_func must accept an iterable of parameter tuples and r. Also accepts all combinatoric iterators from itertools such as itertools.combinations. Pass r to specify how many indicators to run. Pass short_names to specify the short name for each indicator. Set run_unique to True to first compute raw outputs for all parameters, and then use them to build each indicator (faster).

Other keyword arguments are passed to MA.run().

Note

This method should only be used when multiple indicators are needed. To test multiple parameters, pass them as lists to MA.run().

window_list property

List of window values.

wtype_list property

List of wtype values.