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[GH-154] Add Elder-Ray Index #155

Merged
merged 1 commit into from
Jun 23, 2023
Merged

[GH-154] Add Elder-Ray Index #155

merged 1 commit into from
Jun 23, 2023

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jealous
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@jealous jealous commented Jun 23, 2023

The Elder-Ray Index contains the bull and the bear power. Both are calculated based on the EMA of the close price.

The default window is 13.

Formular:

  • Bulls Power = High - EMA
  • Bears Power = Low - EMA
  • EMA is exponential moving average of close of N periods

Examples:

  • df['eribull'] retrieves the 13 periods bull power
  • df['eribear'] retrieves the 13 periods bear power
  • df['eribull_5'] retrieves the 5 periods bull power
  • df['eribear_5'] retrieves the 5 periods bear power

@jealous jealous self-assigned this Jun 23, 2023
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codecov-commenter commented Jun 23, 2023

Codecov Report

Patch coverage: 94.11% and project coverage change: -0.09 ⚠️

Comparison is base (b912fa5) 98.71% compared to head (50f7fc5) 98.62%.

❗ Current head 50f7fc5 differs from pull request most recent head 67e61c8. Consider uploading reports for the commit 67e61c8 to get more accurate results

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Additional details and impacted files
@@            Coverage Diff             @@
##           master     #155      +/-   ##
==========================================
- Coverage   98.71%   98.62%   -0.09%     
==========================================
  Files           1        1              
  Lines         931      947      +16     
==========================================
+ Hits          919      934      +15     
- Misses         12       13       +1     
Impacted Files Coverage Δ
stockstats.py 98.62% <94.11%> (-0.09%) ⬇️

☔ View full report in Codecov by Sentry.
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The Elder-Ray Index contains the bull and the bear power.
Both are calculated based on the EMA of the close price.

The default window is 13.

Formular:
* Bulls Power = High - EMA
* Bears Power = Low - EMA
* EMA is exponential moving average of close of N periods

Examples:
* `df['eribull']` retrieves the 13 periods bull power
* `df['eribear']` retrieves the 13 periods bear power
* `df['eribull_5']` retrieves the 5 periods bull power
* `df['eribear_5']` retrieves the 5 periods bear power
@jealous jealous merged commit e1708ee into master Jun 23, 2023
@jealous jealous deleted the feature/eri branch June 23, 2023 10:35
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2 participants