oscillator_signals
Label every bar with its oscillator regime and emit crossing events.
Examples
from openbb import obb
obb.technical.signals.oscillator_signals(data=[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}], indicator='rsi', length=14)
Parameters
- standard
data: Data | DataFrame | Series | dict | list | list[DataFrame] | list[Data] | list[Series] | ndarray
Input OHLC(V) price series.
indicator: str
Which oscillator to evaluate against its threshold bands.
target: str
Default: close
Price column used for oscillators that take a single series (rsi, cci).
index: str
Default: date
Index column name in data.
length: int
Default: 14
Lookback window for the oscillator.
overbought_threshold: float
Upper band. None resolves to the indicator default (rsi 70, mfi 80, stoch 80, williams_r -20, cci 100).
oversold_threshold: float
Lower band. None resolves to the indicator default (rsi 30, mfi 20, stoch 20, williams_r -80, cci -100).
Returns
results: list[OscillatorSignal]
Serializable results.
provider: str
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
date: date | datetime | str
Observation date.
value: float
Oscillator value on this bar.
regime: str
Region of the oscillator on this bar.
crossed_into_overbought: bool
True on the bar the regime first becomes overbought.
crossed_into_oversold: bool
True on the bar the regime first becomes oversold.
crossed_out_of_overbought: bool
True on the bar the regime leaves overbought (to neutral or oversold).
crossed_out_of_oversold: bool
True on the bar the regime leaves oversold (to neutral or overbought).