pandas-ta Checked

### Volatility Indicators

Measure price dispersion and expected range.

| Indicator | Call | Key Signal |

|-----------|------|------------|

| Bollinger Bands | df.ta.bbands(length=20, std=2) | Squeeze = breakout pending |

| ATR | df.ta.atr(length=14) | Position sizing, stop placement |

| Keltner Channels | df.ta.kc(length=20, scalar=1.5) | BB inside KC = squeeze |

| Donchian Channels | df.ta.donchian(lower_length=20, upper_length=20) | Breakout detection |

### Volume Indicators

Confirm price moves with volume analysis.

| Indicator | Call | Key Signal |

|-----------|------|------------|

| OBV | df.ta.obv() | Divergence from price = reversal |

| VWAP | df.ta.vwap() | Intraday fair value (needs DatetimeIndex) |

| CMF | df.ta.cmf(length=20) | >0 accumulation, <0 distribution |

| AD | df.ta.ad() | Accumulation/Distribution line |

Strategy Class

Run multiple indicators in a single call using ta.Strategy:

import pandas_ta as ta

# Built-in "All" strategy runs every indicator
df.ta.strategy(ta.AllStrategy)

# Custom strategy
my_strategy = ta.Strategy(
    name="Crypto Scalp",
    description="Fast indicators for crypto scalping",
    ta=[
        {"kind": "ema", "length": 9},
        {"kind": "ema", "length": 21},
        {"kind": "rsi", "length": 7},
        {"kind": "stoch", "k": 5, "d": 3, "smooth_k": 3},
        {"kind": "atr", "length": 7},
        {"kind": "bbands", "length": 10, "std": 2.0},
        {"kind": "obv"},
    ]
)
df.ta.strategy(my_strategy)

### Named Strategy Patterns

# Trend following
trend_strategy = ta.Strategy(
    name="Trend",
    ta=[
        {"kind": "ema", "length": 20},
        {"kind": "ema", "length": 50},
        {"kind": "adx", "length": 14},
        {"kind": "supertrend", "length": 10, "multiplier": 3},
        {"kind": "atr", "length": 14},
    ]
)

# Mean reversion
reversion_strategy = ta.Strategy(
    name="Mean Reversion",
    ta=[
        {"kind": "rsi", "length": 14},
        {"kind": "bbands", "length": 20, "std": 2.0},
        {"kind": "stoch", "k": 14, "d": 3, "smooth_k": 3},
        {"kind": "cci", "length": 20},
    ]
)

# Momentum
momentum_strategy = ta.Strategy(
    name="Momentum",
    ta=[
        {"kind": "macd", "fast": 12, "slow": 26, "signal": 9},
        {"kind": "rsi", "length": 14},
        {"kind": "obv"},
        {"kind": "roc", "length": 10},
        {"kind": "mfi", "length": 14},
    ]
)

Crypto-Specific Considerations

### 24/7 Markets

• No session gaps — indicators that rely on open/close of sessions behave differently
• VWAP resets at midnight UTC by default; consider anchored VWAP for custom periods
• Weekend data is continuous — no Monday gap effects

### High Volatility Adjustments

• **Bollinger Bands**: Use 2.5-3x standard deviation instead of the default 2x
• **RSI periods**: Shorter periods (7-10) capture faster crypto cycles
• **ATR**: Use for dynamic stop-losses; crypto ATR is typically 2-5x equity ATR
• **SuperTrend multiplier**: 3-4x for crypto vs 2-3x for equities

### Low-Cap Token Considerations

• Volume indicators (OBV, CMF, MFI) are unreliable with thin order books
• Prefer price-based indicators (RSI, BBands, SuperTrend) for low-liquidity tokens
• ATR-based position sizing is critical — wide spreads amplify losses
• Wash trading inflates volume; cross-reference with on-chain data

### Timeframe Selection

| Timeframe | Use Case | Recommended Indicators |

|-----------|----------|----------------------|

| 1m-5m | Scalping, PumpFun | RSI(5-7), EMA(5,13), ATR(5) |

| 15m-1h | Day trading | MACD, RSI(14), BBands, EMA(20,50) |

| 4h-1d | Swing trading | SuperTrend, ADX, EMA(50,200) |

| 1w | Position trading | SMA(20,50), RSI(14), monthly VWAP |

Common Indicator Combinations

### Trend Following

# EMA crossover + ADX confirmation + SuperTrend direction
ema_fast = df.ta.ema(length=20)
ema_slow = df.ta.ema(length=50)
adx_df = df.ta.adx(length=14)
st_df = df.ta.supertrend(length=10, multiplier=3)

bullish = (
    (ema_fast > ema_slow) &
    (adx_df["ADX_14"] > 25) &
    (st_df["SUPERTd_10_3.0"] == 1)
)

### Mean Reversion

# RSI oversold + price at lower BB + Stochastic oversold
rsi = df.ta.rsi(length=14)
bb = df.ta.bbands(length=20, std=2.5)
stoch = df.ta.stoch(k=14, d=3, smooth_k=3)

buy_signal = (
    (rsi < 30) &
    (df["close"] <= bb["BBL_20_2.5"]) &
    (stoch["STOCHk_14_3_3"] < 20)
)

### Momentum Confirmation

# MACD histogram positive + RSI above 50 + OBV rising
macd = df.ta.macd(fast=12, slow=26, signal=9)
rsi = df.ta.rsi(length=14)
obv = df.ta.obv()

momentum_bull = (
    (macd["MACDh_12_26_9"] > 0) &
    (rsi > 50) &
    (obv > obv.shift(1))
)

### Volatility Breakout (BB Squeeze)

# Bollinger Band width contracting + volume spike
bb = df.ta.bbands(length=20, std=2.0)
atr = df.ta.atr(length=14)
vol_sma = df["volume"].rolling(20).mean()

bb_width = (bb["BBU_20_2.0"] - bb["BBL_20_2.0"]) / bb["BBM_20_2.0"]
squeeze = bb_width < bb_width.rolling(120).quantile(0.1)
vol_spike = df["volume"] > (vol_sma * 2.0)

breakou