ezyquant.indicators.ta.TA.kc#

static TA.kc(high: DataFrame, low: DataFrame, close: DataFrame, window: int = 20, window_atr: int = 10, multiplier: int = 2, original_version: bool = False, fillna: bool = False) → Tuple[DataFrame, DataFrame, DataFrame, DataFrame, DataFrame, DataFrame, DataFrame]#

Keltner Channel.

Parameters:

  • high (pd.DataFrame) – dataset ‘High’ dataframe.

  • low (pd.DataFrame) – dataset ‘Low’ dataframe.

  • close (pd.DataFrame) – dataset ‘Close’ dataframe.

  • window (int = 20) – n period.

  • window_atr (int = 10) – n atr period. Only valid if original_version param is False.

  • multiplier (int = 2) – The multiplier has the most effect on the channel width.

  • original_version (bool = False) – if True, use the original version.

  • fillna (bool = False) – if True, fill nan values.

Returns:

Contains:

  • Keltner Channel High Band

  • Keltner Channel Indicator Crossing High Band (binary)

  • Keltner Channel Low Band

  • Keltner Channel Indicator Crossing Low Band (binary)

  • Keltner Channel Middle Band

  • Keltner Channel Percentage Band

  • Keltner Channel Band Width

Return type:

Tuple[pd.DataFrame]