technical-basic

name	technical-basic
description	Core technical indicator collection (trend EMA/ADX + mean-reversion BB/RSI + volume-price OBV/volume ratio), generates a composite signal via three-dimensional voting. Pure pandas implementation for any OHLCV data.
category	strategy

Core Technical Indicator Collection

Purpose

Combines three classic Western technical analysis approaches into one composite signal engine:

Dimension	Indicators	Purpose
Trend	EMA(12/26) + ADX(14)	Determine direction and trend strength
Mean reversion	Bollinger Bands(20,2) + RSI(14)	Detect overbought and oversold conditions
Volume-price	OBV + volume ratio	Confirm volume participation

Signal Logic

Three-dimensional voting mechanism:

• Long: trend is bullish + RSI is not overbought + OBV is rising
• Short: trend is bearish + RSI is not oversold + OBV is falling
• Stand aside: mixed signals

Key Implementation Details

• RSI and ADX use Wilder EWM (ewm(alpha=1/period)), not a rolling mean
• Full ADX chain: +DM/-DM → TR → +DI/-DI → DX → ADX
• OBV = (volume * sign(close.diff())).cumsum()

Parameters

All parameters have default values and can be overridden at instantiation time:

Parameter	Default	Description
ema_fast	12	Fast EMA period
ema_slow	26	Slow EMA period
adx_period	14	ADX calculation period
adx_threshold	25.0	ADX trend-strength threshold
bb_window	20	Bollinger Band window
bb_std	2.0	Bollinger Band standard deviation multiplier
rsi_period	14	RSI period
rsi_oversold	30	RSI oversold threshold
rsi_overbought	70	RSI overbought threshold
vol_ma_period	20	Volume moving-average period
obv_ma_period	20	OBV moving-average period

Dependencies

pip install pandas numpy requests

Signal Convention

• 1 = long, -1 = short, 0 = stand aside