2025-07-28 14:36:58 +08:00
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from curses import window
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from src.indicators.indicators import *
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2025-07-10 15:07:31 +08:00
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INDICATOR_LIST = [
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RSI(5),
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RSI(7),
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RSI(10),
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RSI(14),
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RSI(15),
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RSI(20),
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RSI(25),
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RSI(30),
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RSI(35),
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RSI(40),
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HistoricalRange(shift_window=0),
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HistoricalRange(shift_window=1),
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HistoricalRange(shift_window=6),
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HistoricalRange(shift_window=13),
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HistoricalRange(shift_window=20),
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# DifferencedVolumeIndicator(shift_window=0),
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# DifferencedVolumeIndicator(shift_window=6),
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# DifferencedVolumeIndicator(shift_window=13),
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# DifferencedVolumeIndicator(shift_window=20),
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StochasticOscillator(fastk_period=14, slowd_period=3, slowk_period=3),
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StochasticOscillator(5, 3, 3),
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StochasticOscillator(fastk_period=21, slowd_period=5, slowk_period=5),
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RateOfChange(5),
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RateOfChange(10),
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RateOfChange(15),
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RateOfChange(20),
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ROC_MA(5, 5),
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ROC_MA(5, 10),
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ROC_MA(10, 10),
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ROC_MA(10, 20),
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ROC_MA(20, 20),
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ROC_MA(20, 40),
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NormalizedATR(5),
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NormalizedATR(14),
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NormalizedATR(21),
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ADX(7),
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ADX(14),
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ADX(30),
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ADX(60),
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ADX(120),
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ADX(240),
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BollingerBandwidth(10, nbdev=1.5),
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BollingerBandwidth(20, nbdev=2.0),
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BollingerBandwidth(50, nbdev=2.5),
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PriceRangeToVolatilityRatio(3, 5),
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PriceRangeToVolatilityRatio(3, 14),
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PriceRangeToVolatilityRatio(3, 21),
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PriceRangeToVolatilityRatio(7, 5),
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PriceRangeToVolatilityRatio(7, 14),
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PriceRangeToVolatilityRatio(7, 21),
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PriceRangeToVolatilityRatio(21, 5),
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PriceRangeToVolatilityRatio(21, 14),
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PriceRangeToVolatilityRatio(21, 21),
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# ImpulseCandleConviction(3, 1),
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# RelativeVolumeInWindow(3, 5),
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# RelativeVolumeInWindow(3, 14),
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# RelativeVolumeInWindow(3, 21),
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# RelativeVolumeInWindow(3, 30),
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# RelativeVolumeInWindow(3, 40),
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]
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