regime

Label each bar with a market regime from ADX and Choppiness Index pairs.

Examples

from openbb import obb
# Daily regime labelling on SPY.
data = obb.equity.price.historical(symbol='SPY', start_date='2022-01-01', provider='yfinance').results
regime = obb.technical.regime(data=data)
obb.technical.signals.regime(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}])

Parameters

• standard

data: Data | DataFrame | Series | dict | list | list[DataFrame] | list[Data] | list[Series] | ndarray
OHLC price series.

index: str
Default: date
Index column name in data.

adx_length: int
Default: 14
ADX lookback window.

choppiness_length: int
Default: 14
Choppiness Index lookback window.

adx_trend_threshold: float
Default: 25.0
ADX above this threshold marks a trending bar. Half this value is the cutoff for a weak trend.

choppiness_range_threshold: float
Default: 61.8
Choppiness above this threshold marks a ranging bar. The default 61.8 is a common Fibonacci-derived cutoff.

---

Returns

results: list[RegimeData]

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.

adx: float
ADX reading at this bar. None during warm-up.

choppiness: float
Choppiness Index reading at this bar. None during warm-up.

regime: str
Classified regime for this bar.

regime_changed: bool
True when this bar's regime differs from the previous bar's.