backtrader.indicators.rmi 源代码

#!/usr/bin/env python
"""Relative Momentum Index Module - RMI indicator.

This module provides the Relative Momentum Index (RMI) developed by
Roger Altman as a variation of RSI.

Classes:
    RelativeMomentumIndex: RMI indicator (alias: RMI).

Example:
    class MyStrategy(bt.Strategy):
        def __init__(self):
            self.rmi = bt.indicators.RMI(self.data, period=20, lookback=5)

        def next(self):
            # RMI above 70 indicates overbought
            if self.rmi.rmi[0] > 70:
                self.sell()
            # RMI below 30 indicates oversold
            elif self.rmi.rmi[0] < 30:
                self.buy()
"""

from . import RSI




class RelativeMomentumIndex(RSI):
    """
    Description:
    The Relative Momentum Index was developed by Roger Altman and was
    introduced in his article in the February 1993 issue of Technical Analysis
    of Stocks & Commodities magazine.

    While your typical RSI counts up and down days from close to close, the
    Relative Momentum Index counts up and down days from the close relative to
    a close x number of days ago. The result is an RSI that is a bit smoother.

    Usage:
    Use in the same way you would any other RSI. There are overbought and
    oversold zones, and can also be used for divergence and trend analysis.

    See:
      - https://www.marketvolume.com/technicalanalysis/relativemomentumindex.asp
      - https://www.tradingview.com/script/UCm7fIvk-FREE-INDICATOR-Relative-Momentum-Index-RMI/
      - https://www.prorealcode.com/prorealtime-indicators/relative-momentum-index-rmi/

    """

    alias = ("RMI",)

    linealias = (
        (
            "rsi",
            "rmi",
        ),
    )  # add an alias for this class rmi -> rsi
    plotlines = dict(rsi=dict(_name="rmi"))  # change line plotting name

    params = (
        ("period", 20),
        ("lookback", 5),
    )

    def _plotlabel(self):
        # override to always print the lookback label and do it before movav
        plabels = [self.p.period]
        plabels += [self.p.lookback]
        plabels += [self.p.movav] * self.p.notdefault("movav")
        return plabels