backtrader.indicators.ichimoku module

Ichimoku Indicator Module - Ichimoku Cloud.

This module provides the Ichimoku Kinko Hyo (Ichimoku Cloud) indicator developed by Goichi Hosoda in 1969 for comprehensive trend analysis.

Classes:

Ichimoku: Ichimoku Cloud indicator with multiple lines.

Example

class MyStrategy(bt.Strategy):

def __init__(self):

self.ichimoku = bt.indicators.Ichimoku(self.data)

def next(self):

# Price above cloud indicates uptrend if (self.data.close[0] > self.ichimoku.senkou_span_a[0] and

self.data.close[0] > self.ichimoku.senkou_span_b[0]): self.buy()

class backtrader.indicators.ichimoku.Ichimoku

Bases: Indicator

Developed and published in his book in 1969 by journalist Goichi Hosoda

Formula:

• tenkan_sen = (Highest (High, tenkan) + Lowest (Low, tenkan)) / 2.0

• kijun_sen = (Highest (High, kijun) + Lowest (Low, kijun)) / 2.0

The next 2 are pushed 26 bars into the future

• senkou_span_a = (tenkan_sen + kijun_sen) / 2.0

• senkou_span_b = ((Highest (High, senkou) + Lowest (Low, senkou)) / 2.0

This is pushed 26 bars into the past

• chikou = close

The cloud (Kumo) is formed by the area between the senkou_spans

See:

• http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:ichimoku_cloud

plotinfo = <backtrader.metabase.plotinfo_obj object>

plotlines = <backtrader.metabase.plotlines_obj object>

__init__(*args, **kwargs)

next()

Calculate Ichimoku values for the current bar.

once(start, end)

Calculate Ichimoku in runonce mode

frompackages = ()

packages = ()