GodMode Indicator in Python

godmode_indicator

# This is a non-multiexchange version of GODMODE indicator
# If you want the multi exchange version of GODMODE indicator, you need to implement willy and csi calculations too
# Original source of god mode indicator: 
# https://www.tradingview.com/script/oA3U7pok-GODMODE-OSCILLATOR-FRESH-BREAD-GENERATOR-FREE-TO-USE/

import pandas as pd
import talib

channel_length = 9
average_length = 26
short_length = 13

def tci(src, base_column='hlc3'):
    ema = talib.EMA(src[base_column], timeperiod=channel_length)

    ema_offset = src[base_column] - ema
    ema_offset_abs = abs(ema_offset)

    ema_offset_smooth = talib.EMA(ema_offset_abs, timeperiod=channel_length)

    res = talib.EMA((ema_offset_abs / ema_offset_smooth) / 40,
                    timeperiod=average_length) + 50

    return res


def mf(src, base_column='hlc3', volume_column='volume'):
    diff = src[base_column].diff()

    upwards = pd.Series([0 if cur <= 0 else cur for cur in diff])
    volume_n_upwards = src[volume_column] * upwards

    upwards_cum_sum = volume_n_upwards.rolling(min_periods=1, window=short_length).sum()

    downwards = pd.Series([0 if cur >= 0 else cur for cur in diff])
    volume_n_downwards = src[volume_column] * downwards

    downwards_cum_sum = volume_n_downwards.rolling(min_periods=1, window=short_length).sum()

    res = 100 - 100 / (1 + (upwards_cum_sum / abs(downwards_cum_sum)))

    return res


def tradition(src, base_column='hlc3'):
    rsi = talib.RSI(src[base_column], timeperiod=short_length)
    return (tci(src, base_column=base_column) + mf(src, base_column=base_column) + rsi) / 3


# todo Retrieve candles from source
candles = pd.DataFrame()

base_column = 'hlc3'
candles[base_column] = (candles['high'] + candles['close'] + candles['low']) / 3

candles['wt1'] = tradition(candles, base_column=base_column)
candles['wt2'] = talib.SMA(candles['wt1'], timeperiod=6)