Can someone show me the parameters for the following talib functions. Is there a Rsquared talib function im just not seeing? And does anyone have any suggestions on a overbought/oversold oscillator that is pretty good? I am thinking about trying to recreate the fisher transformer but i don't know what its based on. But it worked very well in thinkorswim.
ADX
DIPlus
DIMinus
ATR
STDDev
Thanks,
Dylan
This may help.
# ADX, PLUS_DI, MINUS_DI, ATR, STDDEV
import talib
# -------------------------------
stock, period = symbol('SPY'), 10
# -------------------------------
def initialize(context):
schedule_function(trade, date_rules.every_day(), time_rules.market_close(minutes = 1))
def trade (context, data):
bars = period * 2
H = data.history(stock,'high', bars, '1d')
L = data.history(stock,'low', bars, '1d')
C = data.history(stock,'close', bars, '1d')
adx = talib.ADX(H, L, C, period)
DIPlus = talib.MINUS_DI(H, L, C, period)
DIMinus = talib.PLUS_DI(H, L, C, period)
atr = talib.ATR(H, L, C, period)
stdev = talib.STDDEV (C, period, 2.0)
record(adx = adx[-1], DIPlus = DIPlus[-1], DIMinus = DIMinus[-1], atr = atr[-1], stdev = stdev[-1]) 
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