kc
Calculate the Keltner Channels.
Keltner Channels are volatility-based bands that are placed on either side of an asset's price and can aid in determining the direction of a trend.The Keltner channel uses the average true range (ATR) or volatility, with breaks above or below the top and bottom barriers signaling a continuation.
Examples
from openbb import obb
# Get the Keltner Channels.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
kc_data = obb.technical.kc(data=stock_data.results, length=20, scalar=20, mamode='ema', offset=0)
obb.technical.kc(length=2, 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
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| data | List[Data] | The data to use for the Keltner Channels calculation. | False | |
| index | str, optional | Index column name to use with data, by default "date" | False | |
| length | PositiveInt, optional | The length of the Keltner Channels, by default 20 | False | |
| scalar | PositiveFloat, optional | The scalar to use for the Keltner Channels, by default 20 | False | |
| mamode | Literal["ema", "sma", "wma", "hma", "zlma"], optional | The moving average mode to use for the Keltner Channels, by default "ema" | False | |
| offset | NonNegativeInt, optional | The offset to use for the Keltner Channels, by default 0 | False |
Returns
OBBject
results : List[Data]
The Keltner Channels data.