vantagex v0.1.5 Vantagex.TechnicalIndicators View Source
Contains functions related to the technical indicator functions from Alpha Vantage
Link to this section Summary
Functions
Uses Alpha Vantage’s AD function. Returns the Chaikin A/D line (AD) values
Uses Alpha Vantage’s ADOSC function. Returns the Chaikin A/D oscillator (ADOSC) values
Uses Alpha Vantage’s ADX function. Returns the average directional movement index (ADX) values
Uses Alpha Vantage’s ADXR function. Returns the average directional movement index rating (ADXR) values
Uses Alpha Vantage’s APO function. Returns the absolute price oscillator (APO) values
Uses Alpha Vantage’s AROON function. Returns the Aroon (AROON) values
Uses Alpha Vantage’s AROONOSC function. Returns the Aroon oscillator (AROONOSC) values
Uses Alpha Vantage’s ATR function. Returns the average true range (ATR) values
Uses Alpha Vantage’s BBANDS function. Returns the Bollinger bands (BBANDS) values
Uses Alpha Vantage’s BOP function. Returns the balance of power (BOP) values with controllable moving average type
Uses Alpha Vantage’s CCI function. Returns the commodity channel index (CCI) values
Uses Alpha Vantage’s CMO function. Returns the Chandem momentum oscillator (CMO) values
Uses Alpha Vantage’s DEMA function. Returns the double exponential moving average (DEMA) values
Uses Alpha Vantage’s DX function. Returns the directional movement index (DX) values
Uses Alpha Vantage’s EMA function. Returns the exponential moving average (EMA) values
Uses Alpha Vantage’s HT_DCPERIOD function. Returns the Hilbert transform, dominant cycle period (HT_DCPERIOD) values
Uses Alpha Vantage’s HT_DCPHASE function. Returns the Hilbert transform, dominant cycle phase (HT_DCPHASE) values
Uses Alpha Vantage’s HT_PHASOR function. Returns the Hilbert transform, phasor components (HT_PHASOR) values
Uses Alpha Vantage’s HT_SINE function. Returns the Hilbert transform, sine wave (HT_SINE) values
Uses Alpha Vantage’s HT_TRENDLINE function. Returns the Hilbert transform, instantaneous trendline (HT_TRENDLINE) values
Uses Alpha Vantage’s HT_TRENDMODE function. Returns the Hilbert transform, trend vs cycle mode (HT_TRENDMODE) values
Uses Alpha Vantage’s KAMA function. Returns the Kaufman adaptive moving average (KAMA) values
Uses Alpha Vantage’s MACD function. Returns the moving average convergence / divergence (MACD) values
Uses Alpha Vantage’s MACDEXT function. Returns the moving average convergence / divergence (MACDEXT) values with controllable moving average type
Uses Alpha Vantage’s MAMA function. Returns the MESA adaptive moving average (MAMA) values
Uses Alpha Vantage’s MFI function. Returns the money flow index (MFI) values
Uses Alpha Vantage’s MIDPOINT function.
Returns the midpoint (MIDPOINT) values. MIDPOINT = (highest value + lowest value) / 2
Uses Alpha Vantage’s MIDPRICE function.
Returns the midpoint price (MIDPRICE) values. MIDPRICE = (highest high + lowest low) / 2
Uses Alpha Vantage’s MINUS_DI function. Returns the minus directional indicator (MINUS_DI) values
Uses Alpha Vantage’s MINUS_DM function. Returns the minus directional movement (MINUS_DM) values
Uses Alpha Vantage’s MOM function. Returns the momentum (MOM) values
Uses Alpha Vantage’s NATR function. Returns the normalized average true range (NATR) values
Uses Alpha Vantage’s OBV function. Returns the on balance volume (OBV) values
Uses Alpha Vantage’s PLUS_DI function. Returns the plus directional indicator (PLUS_DI) values
Uses Alpha Vantage’s PLUS_DM function. Returns the plus directional movement (PLUS_DM) values
Uses Alpha Vantage’s PPO function. Returns the percentage price oscillator (PPO) values
Uses Alpha Vantage’s ROC function. Returns the rate of change (ROC) values
Uses Alpha Vantage’s ROCR function. Returns the rate of change ratio (ROCR) values
Uses Alpha Vantage’s RSI function. Returns the relative strength index (RSI) values
Uses Alpha Vantage’s SAR function. Returns the parabolic SAR (SAR) values
Uses Alpha Vantage’s SMA function. Returns the simple moving average (SMA) values
Uses Alpha Vantage’s STOCH function. Returns the stochastic oscillator (STOCH) values
Uses Alpha Vantage’s STOCHF function. Returns the stochastic fast (STOCHF) values with controllable moving average type
Uses Alpha Vantage’s RSI function. Returns the relative strength index (RSI) values
Alias for TEMA. Check tema/4
for documentation
Uses Alpha Vantage’s TEMA function. Returns the triple exponential moving average (TEMA) values
Uses Alpha Vantage’s TRANGE function. Returns the true range (TRANGE) values
Uses Alpha Vantage’s TRIMA function. Returns the triangular moving average (TRIMA) values
Uses Alpha Vantage’s TRIX function. Returns the 1-day rate of change of a triple smooth exponential moving average (TRIX) values
Uses Alpha Vantage’s ULTOSC function. Returns the ultimate oscillator (ULTOSC) values
Uses Alpha Vantage’s VWAP function. Returns the volume weighted average price (VWAP) for intraday time series
Uses Alpha Vantage’s WILLR function. Returns the Williams’ %R (WILLR) values
Uses Alpha Vantage’s WMA function. Returns the weighted moving average (WMA) values
Link to this section Functions
Uses Alpha Vantage’s AD function. Returns the Chaikin A/D line (AD) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ADOSC function. Returns the Chaikin A/D oscillator (ADOSC) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
fastperiod
- The time period of the fast EMA. Positive integers are accepted. Defaults to 3.slowperiod
- The time period of the slow EMA. Positive integers are accepted. Defaults to 10.datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ADX function. Returns the average directional movement index (ADX) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ADXR function. Returns the average directional movement index rating (ADXR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s APO function. Returns the absolute price oscillator (APO) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastperiod
- positive integers are accepted. Defaults to 12slowperiod
- positive integers are accepted. Defaults to 26matype
- Moving average type. Defaults to 0. Integers 0-8 are accepted. MA_TYPES_MAPPINGdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s AROON function. Returns the Aroon (AROON) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s AROONOSC function. Returns the Aroon oscillator (AROONOSC) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ATR function. Returns the average true range (ATR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s BBANDS function. Returns the Bollinger bands (BBANDS) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integer.series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function.
Allowed options:
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.nbdevup
- The standard deviation multiplier of the upper band. Positive integers are accepted. Defaults to 2.nbdevdn
- The standard deviation multiplier of the lower band. Positive integers are accepted. Defaults to 2.matype
- Moving average type of the time series. Defaults to 0. Integers 0-8 are accepted. 0 = SMA. 1 = EMA. 2 = WMA. 3 = DEMA. 4 = TEMA. 5 = TRIMA. 6 = T3. 7 = KAMA. 8 = MAMAdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s BOP function. Returns the balance of power (BOP) values with controllable moving average type.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s CCI function. Returns the commodity channel index (CCI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s CMO function. Returns the Chandem momentum oscillator (CMO) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s DEMA function. Returns the double exponential moving average (DEMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s DX function. Returns the directional movement index (DX) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s EMA function. Returns the exponential moving average (EMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_DCPERIOD function. Returns the Hilbert transform, dominant cycle period (HT_DCPERIOD) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_DCPHASE function. Returns the Hilbert transform, dominant cycle phase (HT_DCPHASE) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_PHASOR function. Returns the Hilbert transform, phasor components (HT_PHASOR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_SINE function. Returns the Hilbert transform, sine wave (HT_SINE) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_TRENDLINE function. Returns the Hilbert transform, instantaneous trendline (HT_TRENDLINE) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s HT_TRENDMODE function. Returns the Hilbert transform, trend vs cycle mode (HT_TRENDMODE) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s KAMA function. Returns the Kaufman adaptive moving average (KAMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MACD function. Returns the moving average convergence / divergence (MACD) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastperiod
- positive integers are accepted. Defaults to 12slowperiod
- positive integers are accepted. Defaults to 26signalperiod
- positive integers are accepted. Defaults to 9datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MACDEXT function. Returns the moving average convergence / divergence (MACDEXT) values with controllable moving average type.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastperiod
- positive integers are accepted. Defaults to 12slowperiod
- positive integers are accepted. Defaults to 26signalperiod
- positive integers are accepted. Defaults to 9fastmatype
- moving average type for the faster moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGslowmatype
- moving average type for the slower moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGsignalmatype
- moving average type for the signal moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MAMA function. Returns the MESA adaptive moving average (MAMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastlimit
- positive floats are accepted. Defaults to 0.01slowlimit
- positive floats are accepted. Defaults to 0.01datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MFI function. Returns the money flow index (MFI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each MFI value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MIDPOINT function.
Returns the midpoint (MIDPOINT) values. MIDPOINT = (highest value + lowest value) / 2
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MIDPRICE function.
Returns the midpoint price (MIDPRICE) values. MIDPRICE = (highest high + lowest low) / 2
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each midprice value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MINUS_DI function. Returns the minus directional indicator (MINUS_DI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MINUS_DM function. Returns the minus directional movement (MINUS_DM) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s MOM function. Returns the momentum (MOM) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s NATR function. Returns the normalized average true range (NATR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s OBV function. Returns the on balance volume (OBV) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s PLUS_DI function. Returns the plus directional indicator (PLUS_DI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s PLUS_DM function. Returns the plus directional movement (PLUS_DM) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s PPO function. Returns the percentage price oscillator (PPO) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastperiod
- positive integers are accepted. Defaults to 12slowperiod
- positive integers are accepted. Defaults to 26matype
- Moving average type. Defaults to 0. Integers 0-8 are accepted. MA_TYPES_MAPPINGdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ROC function. Returns the rate of change (ROC) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ROCR function. Returns the rate of change ratio (ROCR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s RSI function. Returns the relative strength index (RSI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s SAR function. Returns the parabolic SAR (SAR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
acceleration
- The acceleration factor. Positive floats are accepted. Defaults to 0.01maximum
- The acceleration factor maximum value. Positive floats are accepted. Defaults to 0.20datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s SMA function. Returns the simple moving average (SMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s STOCH function. Returns the stochastic oscillator (STOCH) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
fastkperiod
- The time period of the fastk moving average. Positive integers are accepted. Defaults to 5slowkperiod
- The time period of the slowk moving average. Positive integers are accepted. Defaults to 3slowdperiod
- The time period of the slowd moving average. Positive integers are accepted. Defaults to 3slowkmatype
- Moving average type for the slowk moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGslowdmatype
- Moving average type for the slowd moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s STOCHF function. Returns the stochastic fast (STOCHF) values with controllable moving average type.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
fastkperiod
- The time period of the fastk moving average. Positive integers are accepted. Defaults to 5fastdperiod
- The time period of the fastd moving average. Positive integers are accepted. Defaults to 3fastdmatype
- Moving average type for the fastd moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPINGdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s RSI function. Returns the relative strength index (RSI) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
fastkperiod
- The time period of the fastk moving average. Positive integers are accepted.fastdperiod
- The time period of the fastd moving average. Positive integers are accepted.fastdmatype
- Moving average type for the fastd moving average. Integers 0-8 are accepted. 0 = SMA. 1 = EMA. 2 = WMA. 3 = DEMA. 4 = TEMA. 5 = TRIMA. 6 = T3. 7 = KAMA. 8 = MAMAdatatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Alias for TEMA. Check tema/4
for documentation.
Uses Alpha Vantage’s TEMA function. Returns the triple exponential moving average (TEMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s TRANGE function. Returns the true range (TRANGE) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s TRIMA function. Returns the triangular moving average (TRIMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s TRIX function. Returns the 1-day rate of change of a triple smooth exponential moving average (TRIX) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integer.series_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s ULTOSC function. Returns the ultimate oscillator (ULTOSC) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
opts
- A list of extra options to pass to the function
Allowed options:
timeperiod1
- The first time period of the indicator. Positive integers are accepted. Defaults to 7timeperiod2
- The second time period of the indicator. Positive integers are accepted. Defaults to 14timeperiod3
- The third time period of indicator. Positive integers are accepted. Defaults to 28datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s VWAP function. Returns the volume weighted average price (VWAP) for intraday time series.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”). Supported values: 1, 5, 15, 30, 60.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s WILLR function. Returns the Williams’ %R (WILLR) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integeropts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map
Uses Alpha Vantage’s WMA function. Returns the weighted moving average (WMA) values.
Args:
symbol
- The name of the security of your choice. E.g.MSFT
interval
- Interval between two consecutive data points in the time series. You can pass in a number to specify minutes (e.g. 1 == “1min”), or specify the period with the strings known by Alpha Vantage(:daily | :weekly | :monthly)
time_period
- Number of data points to calculate each moving average value. Should be a positive integerseries_type
- The desired price type in the time series. Four types are supported::close
,:open
,:high
,:low
.opts
- A list of extra options to pass to the function
Allowed options:
datatype
-:map | :json | :csv
specifies the return format. Defaults to :map