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Translate financial indicators from pine script to python

Translate financial indicators from pine script to python

We need to translate [login to view URL] pine script indicators to python methods that take in indicator inputs and symbol data and return the value(s) that the indicator produces.

Method signature:

(indicator inputs, ohlcv data) -> (indicator outputs)

Example: MA (Moving Average)

(length, source, offset, list of ohlcv values) -> (list of MA values for the provided list of ohlcv values)

The method cannot use a TA library, pandas, numpy, etc as we need to avoid converting list into nparray for performance.

Requirements for each indicator:

Algorithm performance O(n)

clean and understandable code

add unit tests

verify with Tradingview in different timeframes (1d, 4h, 1h, 15m, 5m) to make sure the indicator works well

for each indicator translated add a comment explaining how it works, what input it takes in, their types, the outputs and their types

We need the following indicators translated into python:

Stoch rsi . ([login to view URL](STOCH_RSI))

Choppiness index ([login to view URL](CHOP))

Autofib . ([login to view URL])

Elder's force index ([login to view URL](EFI))

Skills: Python

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About the Employer:
( 2 reviews ) Boston, United States

Project ID: #22869966

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