Merge pull request #474 from stash86/ssl-channel

add EMA as mode to SSLChannels

technical/indicators/indicators.py

@@ -1094,22 +1094,27 @@ def SSLChannels(dataframe, length=10, mode="sma"):
     Usage:
         dataframe['sslDown'], dataframe['sslUp'] = SSLChannels(dataframe, 10)
     """
-    if mode not in ("sma"):
+    import talib.abstract as ta
+
+    mode_lower = mode.lower()
+
+    if mode_lower not in ("sma", "ema"):
         raise ValueError(f"Mode {mode} not supported yet")
 
     df = dataframe.copy()
 
-    if mode == "sma":
-        df["smaHigh"] = df["high"].rolling(length).mean()
-        df["smaLow"] = df["low"].rolling(length).mean()
+    if mode_lower == "sma":
+        ma_high = df["high"].rolling(length).mean()
+        ma_low = df["low"].rolling(length).mean()
+    elif mode_lower == "ema":
+        ma_high = ta.EMA(df["high"], length)
+        ma_low = ta.EMA(df["low"], length)
 
-    df["hlv"] = np.where(
-        df["close"] > df["smaHigh"], 1, np.where(df["close"] < df["smaLow"], -1, np.NAN)
-    )
+    df["hlv"] = np.where(df["close"] > ma_high, 1, np.where(df["close"] < ma_low, -1, np.NAN))
     df["hlv"] = df["hlv"].ffill()
 
-    df["sslDown"] = np.where(df["hlv"] < 0, df["smaHigh"], df["smaLow"])
-    df["sslUp"] = np.where(df["hlv"] < 0, df["smaLow"], df["smaHigh"])
+    df["sslDown"] = np.where(df["hlv"] < 0, ma_high, ma_low)
+    df["sslUp"] = np.where(df["hlv"] < 0, ma_low, ma_high)
 
     return df["sslDown"], df["sslUp"]