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Added Balance of Power Indicator #294

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Added Balance of Power Indicator #294

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e7a473f
added Balance of Power Indicator
nat-salt Apr 22, 2022
a73706e
Update ta/trend.py
nat-salt Apr 27, 2022
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19 changes: 19 additions & 0 deletions ta/trend.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1857,3 +1857,22 @@ def psar_down_indicator(high, low, close, step=0.02, max_step=0.20, fillna=False
high=high, low=low, close=close, step=step, max_step=max_step, fillna=fillna
)
return indicator.psar_down_indicator()

class BOPIndicator(IndicatorMixin):

def __init__(self, close: pd.Series, open: pd.Series, high: pd.Series, low: pd.Series, fillna: bool = False):
self._close = close
self._open = open
self._high = high
self._low = low
self._fillna = fillna
self._run()

def _run(self):
top = self._close - self._open
bottom = self._high - self._low
self._bop = sma_indicator(top/bottom)

def bop(self) -> pd.Series:
bop = self._check_fillna(self._bop, value=0)
return pd.Series(bop, name='BOPIndicator')
7 changes: 7 additions & 0 deletions ta/wrapper.py
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Original file line number Diff line number Diff line change
Expand Up @@ -40,6 +40,7 @@
STCIndicator,
TRIXIndicator,
VortexIndicator,
BOPIndicator,
)
from ta.volatility import (
AverageTrueRange,
Expand Down Expand Up @@ -276,6 +277,12 @@ def add_trend_ta(
df[f"{colprefix}trend_vortex_ind_neg"] = indicator_vortex.vortex_indicator_neg()
df[f"{colprefix}trend_vortex_ind_diff"] = indicator_vortex.vortex_indicator_diff()

# BOP Indicator
indicator_bop = BOPIndicator(
close = df[close], open = df[open], high = df[high], low = df[low], fillna = fillna
)
df[f"{colprefix}trend_bop_ind"] = indicator_bop.bop()

# TRIX Indicator
df[f"{colprefix}trend_trix"] = TRIXIndicator(
close=df[close], window=15, fillna=fillna
Expand Down