(dataframe["vwap_upperband"] - dataframe["vwap_lowerband"])
/ dataframe["vwap_middleband"]
) * 100
- dataframe = dataframe.copy()
dataframe["%-dist_to_vwap_upperband"] = get_distance(
dataframe["close"], dataframe["vwap_upperband"]
)
# VWAP bands
def VWAPB(dataframe, window_size=20, num_of_std=1):
- df = dataframe.copy()
- df["vwap"] = qtpylib.rolling_vwap(df, window=window_size)
- rolling_std = df["vwap"].rolling(window=window_size).std()
- df["vwap_low"] = df["vwap"] - (rolling_std * num_of_std)
- df["vwap_high"] = df["vwap"] + (rolling_std * num_of_std)
- return df["vwap_low"], df["vwap"], df["vwap_high"]
+ vwap = qtpylib.rolling_vwap(dataframe, window=window_size)
+ rolling_std = vwap.rolling(window=window_size).std()
+ vwap_low = vwap - (rolling_std * num_of_std)
+ vwap_high = vwap + (rolling_std * num_of_std)
+ return vwap_low, vwap, vwap_high
def EWO(dataframe, sma1_length=5, sma2_length=35):
- df = dataframe.copy()
- sma1 = ta.EMA(df, timeperiod=sma1_length)
- sma2 = ta.EMA(df, timeperiod=sma2_length)
- smadif = (sma1 - sma2) / df["close"] * 100
+ sma1 = ta.EMA(dataframe, timeperiod=sma1_length)
+ sma2 = ta.EMA(dataframe, timeperiod=sma2_length)
+ smadif = (sma1 - sma2) / dataframe["close"] * 100
return smadif