MOST indicator about technical

[tarantula3535]

i find a bug in this code and recalculate. now same result at the tradingview... and add MAtype

def MOST2(dataframe,  percent=2, length=8, MAtype=1):
    import talib.abstract as ta
    df = dataframe.copy()
    mostvalue = 'MOST_' + str(length) + '_' + str(percent)
    mavalue = 'MA_' + str(length) + '_' + str(percent)
    trend = 'Trend_' + str(length) + '_' + str(percent)
    # Compute basic upper and lower bands
    if MAtype==1:
        df[mavalue]=ta.EMA(df , timeperiod = length)
    elif MAtype==2:
        df[mavalue]=ta.DEMA(df , timeperiod = length)
    elif MAtype==3:
        df[mavalue]=ta.T3(df , timeperiod = length)
    df['basic_ub'] = df[mavalue] * (1+percent/100)
    df['basic_lb'] = df[mavalue] * (1-percent/100)
    # Compute final upper and lower bands
    df['final_ub'] = 0.00
    df['final_lb'] = 0.00
    for i in range(length, len(df)):
        df['final_ub'].iat[i] = df['basic_ub'].iat[i] if df['basic_ub'].iat[i] < df['final_ub'].iat[i - 1] or df[mavalue].iat[i - 1] > df['final_ub'].iat[i - 1] else df['final_ub'].iat[i - 1]
        df['final_lb'].iat[i] = df['basic_lb'].iat[i] if df['basic_lb'].iat[i] > df['final_lb'].iat[i - 1] or df[mavalue].iat[i - 1] < df['final_lb'].iat[i - 1] else df['final_lb'].iat[i - 1]
    # Set the MOST value
    df[mostvalue] = 0.00
    for i in range(length, len(df)):
        df[mostvalue].iat[i] = df['final_ub'].iat[i] if df[mostvalue].iat[i - 1] == df['final_ub'].iat[i - 1] and df[mavalue].iat[i] <= df['final_ub'].iat[i] else \
                        df['final_lb'].iat[i] if df[mostvalue].iat[i - 1] == df['final_ub'].iat[i - 1] and df[mavalue].iat[i] >  df['final_ub'].iat[i] else \
                        df['final_lb'].iat[i] if df[mostvalue].iat[i - 1] == df['final_lb'].iat[i - 1] and df[mavalue].iat[i] >= df['final_lb'].iat[i] else \
                        df['final_ub'].iat[i] if df[mostvalue].iat[i - 1] == df['final_lb'].iat[i - 1] and df[mavalue].iat[i] <  df['final_lb'].iat[i] else 0.00
    # Mark the trend direction up/down
    df[trend] = np.where((df[mostvalue] > 0.00), np.where((df[mavalue] < df[mostvalue]), 'down',  'up'), np.NaN)
    # Remove basic and final bands from the columns
    df.drop(['basic_ub', 'basic_lb', 'final_ub', 'final_lb'], inplace=True, axis=1)
    df.fillna(0, inplace=True)
    return df

[xmatthias]

The whole technical library is intended to be used with freqtrade - or with a dataframe formatted as such.
which means, the following keys are requried:
["date", "open", "high", "low", "close"].

Not all indicators will use all columns - but to be on the safe side, best have all of them available.

[hroff-1902]

is it explained anywhere else, beside that page at tradingview?

[tarantula3535]

yes..
http://teknikanalizsanati.com/pagesorgulama.aspx?bolum=MOST&sayfano=3&kategoriSira=84

[hroff-1902]

The text there is placed there as a picture, untranslatable with an online translator, to get the description in English...

The code in tradingview is closed non-public, are you sure you do not violate copyright of the author of it rewriting it in python?

[tarantula3535]

yes i write publisher Anil Özekşi on twitter.. only with the condition that we publish the indicator name is "MOST"

[hroff-1902]

• the permission to use should be public
• the problem with this indicator is that the description is in Turkish language, is not described anywhere else, and is posted as a picture, so I cannot even use an online translator to translate and understand the idea/verify the implementation.

For the sake of analogy, in Wikipedia terms, I would say it falls into the "original research" (https://en.wikipedia.org/wiki/Wikipedia:No_original_research) category -- an indicator which is only described in one (or a few) article by its creator and not used anywhere else...

[equinox794]

Traceback (most recent call last):
line xx, in MOST2
df = dataframe.copy()
AttributeError: 'float' object has no attribute 'copy'

[xmatthias]

well you're not calling the indicator correctly.
it should be MOST2(dataframe, <parameters>) - and it seems like you're missing the dataframe parameter.

[equinox794]

thanks for answer

klines = client.get_klines(symbol=symbol, interval=Client.KLINE_INTERVAL_5MINUTE)
klines = df(klines)
test = MOST2(klines,  percent=2, length=8, MAtype=1)
print(test)

Traceback (most recent call last):
File "most2.py", line 64, in
test = MOST2(klines, percent=2, length=8, MAtype=1)
File "d:\p\most2.py", line 35, in MOST2
df[mavalue]=ta.EMA(df , timeperiod = length)
File "_abstract.pxi", line 398, in talib._ta_lib.Function.call
File "_abstract.pxi", line 270, in talib._ta_lib.Function.set_function_args
File "_abstract.pxi", line 221, in talib._ta_lib.Function.set_input_arrays
Exception: input_arrays parameter missing required data key: close