nardew/talipp

Custom indicator ?

henzycuong1 opened this issue · 2 comments

Hi, Do you have any example to create a new indicator with talipp template ?

nardew commented

Hi @henzycuong1 , there is no documentation as such but there are a plenty of examples of existing indicators. I am aware that it may not be very helpful since there are some implementation gotchas but if you describe what you are trying to achieve I will be happy to help.

Hi @henzycuong1 , there is no documentation as such but there are a plenty of examples of existing indicators. I am aware that it may not be very helpful since there are some implementation gotchas but if you describe what you are trying to achieve I will be happy to help.

I want to make candle indicator like the way I make on talib
Example I made in my backtest program:

def is_engulf(open, high, low, close):
    result = np.array([])
    for index in range(len(open)):
        open_slice = open[: index + 1]
        close_slice = close[: index + 1]
        high_slice = high[: index + 1]
        low_slice = low[: index + 1]
        if (
            len(open_slice) > 1
            and is_red_bar(
                open=open_slice[-2],
                high=high_slice[-2],
                low=low_slice[-2],
                close=close_slice[-2],
            )
            and is_blue_bar(
                open=open_slice[-1],
                high=high_slice[-1],
                low=low_slice[-1],
                close=close_slice[-1],
            )
            and close_slice[-1] > high_slice[-2]
            and open_slice[-1] >= low_slice[-2]
        ):
            result = np.append(result, 100)
        else:
            result = np.append(result, 0)
    return result 

it's returned a numpy array and I can plot it