Momentum Indicators

Awesome Oscillator

fast_ta.momentum.AO(high : np.array, low : np.array, s : int = 5, l : int = 34) → np.array

Compute the Awesome Oscillator Indicator.

Parameters:
  • high (np.array) – High Time Series
  • low (np.array) – Low Time Series
  • s (int) – Short Period
  • l (int) – Long Period
Returns:

Awesome Oscillator Indicator

Return type:

np.array

KAMA

fast_ta.momentum.KAMA(close : np.array, n : int = 10, f : int = 2, s : int = 30) → np.array

Compute the KAMA Indicator.

Parameters:
  • close (np.array) – Close Time Series
  • n (int) – Period
  • f (int) – Fast EMA Periods
  • s (int) – Slow EMA Periods
Returns:

KAMA Indicator

Return type:

np.array

ROC

fast_ta.momentum.ROC(close : np.array, n : int = 12) → np.array

Compute the ROC Indicator.

Parameters:
  • close (np.array) – Close Time Series
  • n (int) – Period
Returns:

ROC Indicator

Return type:

np.array

RSI

fast_ta.momentum.RSI(close : np.array, n : int = 14, threads : int = 1) → np.array

Compute the Relative Strength Indicator.

Parameters:
  • close (np.array) – Close Time Series
  • n (int) – Period
  • threads (int) – Number of Threads to Use During Computation (Experimental)
Returns:

Relative Strength Indicator

Return type:

np.array

Stochastic Oscillator

fast_ta.momentum.StochasticOscillator(high : np.array, low : np.array, close : np.array, n : int = 14, d_n : int = 3) → np.array

Compute the Stochastic Oscillator Indicator.

Parameters:
  • high (np.array) – High Time Series
  • low (np.array) – Low Time Series
  • close (np.array) – Close Time Series
  • n (int) – Period
  • d_n (int) – SMA Period
Returns:

Stochastic Oscillator Indicator And Signal Line

Return type:

(np.array, np.array)

TSI

fast_ta.momentum.TSI(close : np.array, r : int = 25, s : int = 13) → np.array

Compute the True Strength Indicator.

Parameters:
  • close (np.array) – Close Time Series
  • r (int) – First EMA Period
  • s (int) – Second EMA Period
Returns:

True Strength Indicator

Return type:

np.array

Ultimate Oscillator

fast_ta.momentum.UltimateOscillator(high : np.array, low : np.array, close : np.array, s : int = 7, m : int = 14, l : int = 28, ws : float = 4, wm : float = 2, wl : float = 1) → np.array

Compute the Ultimate Oscillator Indicator.

Parameters:
  • high (np.array) – High Time Series
  • low (np.array) – Low Time Series
  • close (np.array) – Close Time Series
  • s (int) – Short Period
  • m (int) – Medium Period
  • l (int) – Long Period
  • ws (float) – Short Period Weight
  • wm (float) – Medium Period Weight
  • wl (float) – Long Period Weight
Returns:

Ultimate Oscillator Indicator

Return type:

np.array

Williams %R

fast_ta.momentum.WilliamsR(high : np.array, low : np.array, close : np.array, n : int = 14) → np.array

Compute the Williams %R Indicator.

Parameters:
  • high (np.array) – High Time Series
  • low (np.array) – Low Time Series
  • close (np.array) – Close Time Series
  • n (int) – Period
Returns:

Williams %R Indicator

Return type:

np.array