Klinger Volume Oscillator

get_kvo(quotes, fast_periods=34, slow_periods=55, signal_periods=13)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`fast_periods`	int, default 34	Number of lookback periods (`F`) for the short-term EMA. Must be greater than 2.
`slow_periods`	int, default 55	Number of lookback periods (`L`) for the long-term EMA. Must be greater than `F`.
`signal_periods`	int, default 13	Number of lookback periods for the signal line. Must be greater than 0.

Historical quotes requirements

You must have at least L+100 periods of quotes to cover the warmup periods. Since this uses a smoothing technique, we recommend you use at least L+150 data points prior to the intended usage date for better precision.

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.

Return

KVOResults[KVOResult]

This method returns a time series of all available indicator values for the quotes provided.
KVOResults is just a list of KVOResult.
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 L+1 periods will have None values since there’s not enough data to calculate.

⚞ Convergence warning: The first L+150 periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.

KVOResult

name	type	notes
`date`	datetime	Date
`oscillator`	float, Optional	Klinger Oscillator
`signal`	float, Optional	EMA of Klinger Oscillator (signal line)

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 Klinger(34,55,13)
results = indicators.get_kvo(quotes, 34, 55, 13)

About Klinger Volume Oscillator

Created by Stephen Klinger, the Klinger Volume Oscillator depicts volume-based trend reversal and divergence between short and long-term money flow. [Discuss] 💬