PythonPine

A Pine Script-style indicator library in Python using MetaTrader5 OHLCV data — 100+ real-time indicators for algorithmic trading.

About

PythonPine is a comprehensive library that provides 100+ technical indicators implemented in Python, designed to work with MetaTrader5 OHLCV data. The library follows Pine Script conventions, making it familiar to TradingView users while leveraging Python's flexibility for algorithmic trading applications.

Features

• 100+ technical indicators across multiple categories
• Compatible with MetaTrader5 OHLCV data
• Pine Script-style function signatures
• Real-time calculation capabilities
• Optimized for algorithmic trading
• Easy-to-use API

Installation

Install PythonPine using pip:

pip install pythonpine

Or install from source:

git clone https://github.com/kshlgrg/pythonpine.git
cd pythonpine
pip install -e .

Basic Usage

import pythonpine as pp

# Example OHLCV data
open_prices = [100, 101, 102, 103, 104]
high_prices = [105, 106, 107, 108, 109]
low_prices = [99, 100, 101, 102, 103]
close_prices = [104, 105, 106, 107, 108]
volume = [1000, 1100, 1200, 1300, 1400]

# Calculate indicators
sma_20 = pp.sma(close_prices, 20)
rsi_14 = pp.rsi(close_prices, 14)
macd_line, signal_line, histogram = pp.macd(close_prices, 12, 26, 9)

# Use with MetaTrader5 data
import MetaTrader5 as mt5

# Initialize MT5 connection
if not mt5.initialize():
    print("Initialize() failed")
    quit()

# Get historical data
rates = mt5.copy_rates_from_pos("EURUSD", mt5.TIMEFRAME_M1, 0, 1000)
close_prices = [rate['close'] for rate in rates]

# Calculate indicators
rsi = pp.rsi(close_prices, 14)
print(f"Current RSI: {rsi[-1]}")

Indicator Categories

Trend Indicators

Function	Signature	Description
sma	sma(priceList, length=14)	Simple Moving Average
dema	dema(priceList, length=14)	Double Exponential Moving Average
tema	tema(priceList, length=14)	Triple Exponential Moving Average
wma	wma(priceList, length=14)	Weighted Moving Average
hma	hma(priceList, length=14)	Hull Moving Average
vwma	vwma(priceList, volumeList, length=14)	Volume Weighted Moving Average
kama	kama(priceList, length=10, fastend=2, slowend=30)	Kaufman Adaptive Moving Average
supertrend	supertrend(highList, lowList, closeList, period=10, multiplier=3.0)	SuperTrend indicator
vortex_indicator	vortex_indicator(highList, lowList, closeList, length=14)	Vortex Indicator
aroon	aroon(highList, lowList, length=14)	Aroon Up/Down indicator
linear_regression	linear_regression(priceList, length=14)	Linear Regression Line
donchian_channel	donchian_channel(highList, lowList, length=20)	Donchian Channel
fama	fama(priceList, length=10)	Fractal Adaptive Moving Average
moving_average_envelope	moving_average_envelope(priceList, length=20, percent=2.5)	Moving Average Envelope
ichimoku_cloud	ichimoku_cloud(highList, lowList, closeList, tenkan=9, kijun=26, senkou=52)	Ichimoku Cloud
parabolic_sar	parabolic_sar(highList, lowList, step=0.02, max_af=0.2)	Parabolic SAR
guppy_mma	guppy_mma(priceList)	Guppy Multiple Moving Averages
ma_slope_angle	ma_slope_angle(maList)	Moving Average Slope Angle
zero_lag_ema	zero_lag_ema(priceList, length=14)	Zero-Lag EMA
median_price	median_price(highList, lowList)	Median Price
typical_price	typical_price(highList, lowList, closeList)	Typical Price

Momentum Indicators

Function	Signature	Description
williams_percent_r	williams_percent_r(closeList, highList, lowList, period=14)	Williams %R
dmi_adx	dmi_adx(highList, lowList, closeList, period=14)	DMI/ADX indicator
momentum	momentum(closeList, period=10)	Momentum Indicator
elder_impulse	elder_impulse(closeList, ema_period=13, macd_fast=12, macd_slow=26)	Elder Impulse System
schaff_trend_cycle	schaff_trend_cycle(closeList, fast=23, slow=50, cycle=10)	Schaff Trend Cycle
chande_momentum_oscillator	chande_momentum_oscillator(closeList, period=14)	Chande Momentum Oscillator
relative_vigor_index	relative_vigor_index(openList, highList, lowList, closeList, period=10)	Relative Vigor Index
rsi	rsi(closeList, period=14)	Relative Strength Index
stoch_rsi	stoch_rsi(closeList, rsi_period=14, stoch_period=14)	Stochastic RSI
stochastic_oscillator	stochastic_oscillator(closeList, highList, lowList, period=14)	Stochastic Oscillator
macd	macd(closeList, fast=12, slow=26, signal=9)	MACD
roc	roc(closeList, period=12)	Rate of Change
cci	cci(closeList, highList, lowList, period=20)	Commodity Channel Index
trix	trix(closeList, period=15)	TRIX
ultimate_oscillator	ultimate_oscillator(closeList, highList, lowList, s1=7, s2=14, s3=28)	Ultimate Oscillator
true_strength_index	true_strength_index(closeList, long=25, short=13)	True Strength Index
connors_rsi	connors_rsi(closeList, rsi_period=3, streak_rsi_period=2, rank_period=100)	Connors RSI
vortex_indicator	vortex_indicator(highList, lowList, closeList, period=14)	Vortex Indicator
rsx	rsx(closeList, period=14)	Smoothed RSI
slope_of_ema	slope_of_ema(closeList, period=14)	Slope of EMA
directional_trend_index	directional_trend_index(closeList, period=14)	Directional Trend Index

Volatility Indicators

Function	Signature	Description
atr	atr(highList, lowList, closeList, period=14)	Average True Range
bollinger_bands	bollinger_bands(closeList, period=20, std_dev=2)	Bollinger Bands
keltner_channel	keltner_channel(highList, lowList, closeList, period=20, multiplier=2)	Keltner Channel
true_range	true_range(highList, lowList, closeList)	True Range

Price Action Indicators

Function	Signature	Description
inside_bar	inside_bar(highList, lowList)	Inside Bar pattern
outside_bar	outside_bar(highList, lowList)	Outside Bar pattern
doji	doji(openList, closeList, threshold=0.1)	Doji candlestick pattern
hammer	hammer(openList, highList, lowList, closeList)	Hammer candlestick pattern
shooting_star	shooting_star(openList, highList, lowList, closeList)	Shooting Star pattern

Cycles Indicators

Function	Signature	Description
mesa_adaptive_filter	mesa_adaptive_filter(closeList, fast_limit=0.5, slow_limit=0.05)	MESA Adaptive Filter
hilbert_transform	hilbert_transform(closeList)	Hilbert Transform
cycle_period	cycle_period(closeList, period=20)	Cycle Period indicator

Experimental Indicators

Function	Signature	Description
fibonacci_retracement	fibonacci_retracement(highList, lowList)	Fibonacci Retracement levels
elliott_wave	elliott_wave(closeList, period=20)	Elliott Wave analysis
gann_angles	gann_angles(closeList, period=20)	Gann Angle analysis

Volume Indicators

Function	Signature	Description
obv	obv(closeList, volumeList)	On-Balance Volume
ad_line	ad_line(highList, lowList, closeList, volumeList)	Accumulation/Distribution Line
mfi	mfi(highList, lowList, closeList, volumeList, period=14)	Money Flow Index
ease_of_movement	ease_of_movement(highList, lowList, volumeList, period=14)	Ease of Movement
volume_price_trend	volume_price_trend(closeList, volumeList)	Volume Price Trend
chaikin_oscillator	chaikin_oscillator(highList, lowList, closeList, volumeList, fast=3, slow=10)	Chaikin Oscillator
klinger_oscillator	klinger_oscillator(highList, lowList, closeList, volumeList, fast=34, slow=55)	Klinger Oscillator

Meta Indicators

Function	Signature	Description
correlation	correlation(series1, series2, period=20)	Correlation between two series
covariance	covariance(series1, series2, period=20)	Covariance between two series
beta	beta(stockList, marketList, period=20)	Beta coefficient
alpha	alpha(stockList, marketList, riskFreeRate, period=20)	Alpha coefficient

Time/Session Indicators

Function	Signature	Description
session_high	session_high(highList, session_start, session_end)	Session High
session_low	session_low(lowList, session_start, session_end)	Session Low
session_volume	session_volume(volumeList, session_start, session_end)	Session Volume
time_weighted_average	time_weighted_average(priceList, timeList, period=20)	Time Weighted Average Price

Statistical Indicators

Function	Signature	Description
variance	variance(priceList, period=20)	Price Variance
standard_deviation	standard_deviation(priceList, period=20)	Standard Deviation
skewness	skewness(priceList, period=20)	Price Skewness
kurtosis	kurtosis(priceList, period=20)	Price Kurtosis
zscore	zscore(priceList, period=20)	Z-Score
percentile	percentile(priceList, period=20, percentile=50)	Percentile
entropy	entropy(priceList, period=20)	Shannon Entropy

License

This project is licensed under the MIT License - see the LICENSE file for details.

Contributing

Contributions are welcome! Please feel free to submit a Pull Request.

Support

If you find this library useful, please consider giving it a star ⭐ on GitHub.

Disclaimer

This library is for educational and research purposes. Trading involves risk, and past performance does not guarantee future results. Always do your own research before making trading decisions.