@sshiremath2000 this library was primarily developed for SuperTrend. I just added other indicators. RSI may not have been tested well. Please provide the error or deviation in details or better still if you can debug and contribute to the library. T…
@algotrader29 thanks for your comments. I am glad that this code is helping so many people around. As for Stochastics, I haven't done much research. Maybe time permitting I will see if it can be added to the library.
@rishiajmera, please refer to SuperTrend API definition
def SuperTrend(df, period, multiplier, ohlc=['Open', 'High', 'Low', 'Close'])
When you create Heiken Ashi candles, the function adds HA_ before the candle column name. So the returned DataFra…
@mailboxofrafiq, indicators that are based on moving averages usually need lot of candles to smoothen out before accurate computations start to appear. So if you are looking at 15 minutes of ST for today, give sufficient candles from the past. I wou…
@sujith, this is what would really help in regard to my point 1 above; you do have buy/sell option on a chart that is popped out of the main Kite3 page. However, buy/sell option is available only on a single chart. In case I want to see multiple cha…
@sujith, thanks for this information. Sensibull looks great. I have requested for beta access. When is the expected launch date for this product? Is it a Zerodha product or a third party product which is being integrated with Zerodha? Just curious.
@RajeshSivadasan, as per my research of TA-Lib, there was no implementation of SuperTrend in it, which led me to write my own library. Also I believe that TA-Lib was tested on Python 2.7 and not on Python 3.
@ankur0101, here is a sample output using DataFrame print options;
SuperTrend(df, 14, 3)
print(df.tail().to_string())
Output:
Open High Low Close TR ATR_14 ST_14_3 STX_14_3
Date …
@ankur0101, which version of python/pandas are you using? My first guess is that you are using python 2. Please note that this library has been developed on python 3. Also the 'rolling' function was used differently in older versions of pandas. My s…
@cisk, just to elaborate on point 3;
- Assume T to be current period (candle to current period)
- So from historical API, you will get candles till T-1 period in a OHLC DataFrame
- You construct OHLC DataFrame (with one candle) for period T from th…
@cisk, if and when you start using Pandas library, you will not need to consider recomputing time for DataFrame. It is super fast, much faster than any possible manual computation.
Here are some stats from my i7 machine...
SuperTrend Test
Time take…
@ankur0101, it seems that you are not providing the data in pandas DataFrame format. What you get from Zerodha API is in JSON format. You will need to convert it into a DataFrame. This library works with pandas DataFrame format only. Pandas are supe…
@sujith I am interested in historical data for option contracts (both index and stocks options) only. So if my understanding is correct, you provide option historical data for contracts which are current, that is, contracts that haven't expired yet?…
@sujith that's kind of you to have put a word across to your management. However, deferring the Historical API expiry is not the solution.
The issue is that I still need Interactive API subscription to access Historical API even if I don't want to …
@sujith any update on API pricing model changes? Also any timeframe for release of sandbox? Some information in this regard will be highly appreciated. Thanks
Hi @chaudhariapurva, I have written Python functionality to compute SuperTrend. I invite you check it out on GitHub and provide me your feedback. Thanks
Hi @Omkar.Dhavan and @asif09ansari, I have written Python functionality to compute SuperTrend. I invite you check it out on GitHub and provide me your feedback. Thanks
@abhizerodha, I checked this library, it seems it meant for Python 2.7. It was giving lot of errors on Python 3.6. And also it did not have the SuperTrend indicator. Anyhow I have released some updates to my code on GitHub, which includes SuperTrend…
@akshay12489, I am not well versed with the terms repainting and non-repainting. However, I believe SuperTrend should be a repainting algorithm. Anyhow try it for yourself from GitHub! I have made some updates to the code base.
This is excellent resource. However SuperTrend is missing. Maybe I will add a branch adding the indicator to this library. Thanks for the pointer though.
@sujith, Could I make a suggestion that if Zerodha could split the package into two. That is, one for trading and one for historical data feed. Currently, it is that you subscribe to basic trading package which is 2K and then add on the historical d…
@nithin I am facing similar issue here. Could I make a suggestion that if Zerodha could split the package into two. That is, one for trading and one for historical data feed. Currently, it is that you subscribe to basic trading package which is 2K a…
