backtrader.indicators.awesomeoscillator module

Awesome Oscillator Module - AO momentum indicator.

This module provides the Awesome Oscillator (AO) developed by Bill Williams to measure market momentum.

Classes:

AwesomeOscillator: Awesome Oscillator indicator (aliases: AwesomeOsc, AO).

Example

class MyStrategy(bt.Strategy):

def __init__(self):

self.ao = bt.indicators.AO(self.data)

def next(self):

if self.ao.ao[0] > 0 and self.ao.ao[-1] < 0:

self.buy()

class backtrader.indicators.awesomeoscillator.AwesomeOscillator

Bases: Indicator

Awesome Oscillator (AO) is a momentum indicator reflecting the precise changes in the market driving force, which helps to identify the trend’s strength up to the points of formation and reversal.

Formula:

• median price = (high + low) / 2

• AO = SMA (median price, 5)- SMA (median price, 34)

See:

• https://www.metatrader5.com/en/terminal/help/indicators/bw_indicators/awesome

• https://www.ifcmarkets.com/en/ntx-indicators/awesome-oscillator

alias = ('AwesomeOsc', 'AO')

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

next()

Calculate AO for the current bar.

Formula: AO = SMA(median_price, fast) - SMA(median_price, slow)

once(start, end)

Calculate AO in runonce mode.

frompackages = ()

packages = ()

backtrader.indicators.awesomeoscillator.AwesomeOsc

alias of AwesomeOscillator

backtrader.indicators.awesomeoscillator.AO

alias of AwesomeOscillator