vantagex v0.1.6 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

Link to this function ad(symbol, interval, opts \\ []) View Source

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
Link to this function adosc(symbol, interval, opts \\ []) View Source

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
Link to this function adx(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function adxr(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function apo(symbol, interval, series_type, opts \\ []) View Source

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 12
  • slowperiod - positive integers are accepted. Defaults to 26
  • matype - Moving average type. Defaults to 0. Integers 0-8 are accepted. MA_TYPES_MAPPING
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function aroon(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function aroonosc(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function atr(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function bbands(symbol, interval, time_period, series_type, opts \\ []) View Source

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 = MAMA
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function bop(symbol, interval, opts \\ []) View Source

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
Link to this function cci(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function cmo(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function dema(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function dx(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function ema(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function ht_dcperiod(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function ht_dcphase(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function ht_phasor(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function ht_sine(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function ht_trendline(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function ht_trendmode(symbol, interval, series_type, opts \\ []) View Source

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
Link to this function kama(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function macd(symbol, interval, series_type, opts \\ []) View Source

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 12
  • slowperiod - positive integers are accepted. Defaults to 26
  • signalperiod - positive integers are accepted. Defaults to 9
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function macdext(symbol, interval, series_type, opts \\ []) View Source

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 12
  • slowperiod - positive integers are accepted. Defaults to 26
  • signalperiod - positive integers are accepted. Defaults to 9
  • fastmatype - moving average type for the faster moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • slowmatype - moving average type for the slower moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • signalmatype - moving average type for the signal moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function mama(symbol, interval, series_type, opts \\ []) View Source

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 0.01
  • slowlimit - positive floats are accepted. Defaults to 0.01
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function mfi(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function midpoint(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function midprice(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function minus_di(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function minus_dm(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function mom(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function natr(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function obv(symbol, interval, opts \\ []) View Source

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
Link to this function plus_di(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function plus_dm(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function ppo(symbol, interval, series_type, opts \\ []) View Source

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 12
  • slowperiod - positive integers are accepted. Defaults to 26
  • matype - Moving average type. Defaults to 0. Integers 0-8 are accepted. MA_TYPES_MAPPING
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function roc(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function rocr(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function rsi(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function sar(symbol, interval, opts \\ []) View Source

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 0.01
  • maximum - The acceleration factor maximum value. Positive floats are accepted. Defaults to 0.20
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function sma(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function stoch(symbol, interval, opts \\ []) View Source

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 5
  • slowkperiod - The time period of the slowk moving average. Positive integers are accepted. Defaults to 3
  • slowdperiod - The time period of the slowd moving average. Positive integers are accepted. Defaults to 3
  • slowkmatype - Moving average type for the slowk moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • slowdmatype - Moving average type for the slowd moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function stochf(symbol, interval, opts \\ []) View Source

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 5
  • fastdperiod - The time period of the fastd moving average. Positive integers are accepted. Defaults to 3
  • fastdmatype - Moving average type for the fastd moving average. Defaults to 0. Integers 0-8 accepted. MA_TYPES_MAPPING
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function stochrsi(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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:

  • 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 = MAMA
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function t3(symbol, interval, time_period, series_type, opts \\ []) View Source

Alias for TEMA. Check tema/4 for documentation.

Link to this function tema(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function trange(symbol, interval, opts \\ []) View Source

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
Link to this function trima(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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
Link to this function trix(symbol, interval, time_period, series_type, opts \\ []) View Source

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
Link to this function type_4_function(func, symbol, interval, opts) View Source
Link to this function ultosc(symbol, interval, opts \\ []) View Source

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 7
  • timeperiod2 - The second time period of the indicator. Positive integers are accepted. Defaults to 14
  • timeperiod3 - The third time period of indicator. Positive integers are accepted. Defaults to 28
  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function vwap(symbol, interval, opts \\ []) View Source

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
Link to this function willr(symbol, interval, time_period, opts \\ []) View Source

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 integer
  • opts - A list of extra options to pass to the function

Allowed options:

  • datatype - :map | :json | :csv specifies the return format. Defaults to :map
Link to this function wma(symbol, interval, time_period, series_type, opts \\ []) View Source

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 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