Volume Indicators

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14 functions.

pta.ad

Chaikin A/D Line

pta.ad(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: AD

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.ad().alias("ad"))

pta.adosc

Chaikin A/D Oscillator

pta.adosc(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), volume=pl.col("volume"), fast_period=3, slow_period=10)

TA-Lib name: ADOSC

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
fast_period	optInFastPeriod	int	3	2 .. 100000
slow_period	optInSlowPeriod	int	10	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.adosc().alias("adosc"))

pta.cmf

Chaikin Money Flow

pta.cmf(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), volume=pl.col("volume"), time_period=20)

TA-Lib name: CMF

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	2 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.cmf(time_period=20).alias("cmf"))

pta.efi

Elder's Force Index

pta.efi(close=pl.col("close"), volume=pl.col("volume"), time_period=13)

TA-Lib name: EFI

Inputs

Input	Default
close	pl.col("close")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	13	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.efi(time_period=20).alias("efi"))

pta.emv

Arms Ease of Movement

pta.emv(high=pl.col("high"), low=pl.col("low"), volume=pl.col("volume"), time_period=14, volume_divisor=10000)

TA-Lib name: EMV

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	14	1 .. 100000
volume_divisor	optInVolumeDivisor	float	10000	1 .. 3e+37

Outputs

Field	dtype
real	Float64

Example

df.select(pta.emv(time_period=20).alias("emv"))

pta.kvo

Klinger Volume Oscillator

pta.kvo(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), volume=pl.col("volume"), fast_period=34, slow_period=55, signal_period=13)

TA-Lib name: KVO

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
fast_period	optInFastPeriod	int	34	2 .. 100000
slow_period	optInSlowPeriod	int	55	2 .. 100000
signal_period	optInSignalPeriod	int	13	2 .. 100000

Outputs

Field	dtype
kvo	Float64
kvo_signal	Float64

Returned as a Struct.

Example

df.select(pta.kvo().alias("out")).unnest("out")

pta.marketfi

Market Facilitation Index

pta.marketfi(high=pl.col("high"), low=pl.col("low"), volume=pl.col("volume"))

TA-Lib name: MARKETFI

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.marketfi().alias("marketfi"))

pta.nvi

Negative Volume Index

pta.nvi(close=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: NVI

Inputs

Input	Default
close	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.nvi().alias("nvi"))

pta.obv

On Balance Volume

pta.obv(real=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: OBV

Inputs

Input	Default
real	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.obv().alias("obv"))

pta.pvi

Positive Volume Index

pta.pvi(close=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: PVI

Inputs

Input	Default
close	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.pvi().alias("pvi"))

pta.pvo

Percentage Volume Oscillator

pta.pvo(volume=pl.col("volume"), fast_period=12, slow_period=26, ma_type=1)

TA-Lib name: PVO

Inputs

Input	Default
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
fast_period	optInFastPeriod	int	12	2 .. 100000
slow_period	optInSlowPeriod	int	26	2 .. 100000
ma_type	optInMAType	int or name	1	SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3, HMA, DISABLED, DEFAULT, ZLEMA, RMA, VIDYA, ALMA

Outputs

Field	dtype
real	Float64

Example

df.select(pta.pvo().alias("pvo"))

pta.pvt

Price Volume Trend

pta.pvt(close=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: PVT

Inputs

Input	Default
close	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.pvt().alias("pvt"))

pta.rvol

Relative Volume

pta.rvol(volume=pl.col("volume"), time_period=20)

TA-Lib name: RVOL

Inputs

Input	Default
volume	pl.col("volume")

Parameters

Parameter	TA-Lib name	Type	Default	Range / values
time_period	optInTimePeriod	int	20	1 .. 100000

Outputs

Field	dtype
real	Float64

Example

df.select(pta.rvol(time_period=20).alias("rvol"))

pta.vwap

Volume Weighted Average Price

pta.vwap(high=pl.col("high"), low=pl.col("low"), close=pl.col("close"), volume=pl.col("volume"))

TA-Lib name: VWAP

Inputs

Input	Default
high	pl.col("high")
low	pl.col("low")
close	pl.col("close")
volume	pl.col("volume")

Parameters

None.

Outputs

Field	dtype
real	Float64

Example

df.select(pta.vwap().alias("vwap"))