Williams Fractal

get_fractal(quotes, window_span=2, end_type = EndType.HIGH_LOW)

More overloaded interfaces

get_fractal(quotes, left_span, right_span, end_type)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`window_span`	int, default 2	Evaluation window span width (`S`). Must be at least 2.
`end_type`	EndType	Determines whether `close` or `high/low` are used to find end points. See EndType options below. Default is `EndType.HIGH_LOW`.

The total evaluation window size is 2×S+1, representing ±S from the evaluation date.

Historical quotes requirements

You must have at least 2×S+1 periods of quotes to cover the warmup periods; however, more is typically provided since this is a chartable candlestick pattern.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

EndType options

from stock_indicators.indicators.common.enums import EndType

type	description
`CLOSE`	Chevron point identified from `close` price
`HIGH_LOW`	Chevron point identified from `high` and `low` price (default)

Returns

FractalResults[FractalResult]

This method returns a time series of all available indicator values for the quotes provided.
FractalResults is just a list of FractalResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first and last S periods in quotes are unable to be calculated since there’s not enough prior/following data.

👉 Repaint warning: this price pattern uses future bars and will never identify a fractal in the last S periods of quotes. Fractals are retroactively identified.

FractalResult

name	type	notes
`date`	datetime	Date
`fractal_bear`	Decimal, Optional	Value indicates a high point; otherwise `None` is returned.
`fractal_bull`	Decimal, Optional	Value indicates a low point; otherwise `None` is returned.

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# calculate Fractal
results = indicators.get_fractal(quotes, 5)

About Williams Fractal

Created by Larry Williams, Fractal is a retrospective price pattern that identifies a central high or low point. [Discuss] 💬