- OpenBacktesting
- Indicator catalog
- Gann High Low Activator (ta.hilo)
Gann High Low Activator (ta.hilo)¶
Combine high and low moving averages to form levels and direction outputs that switch with the trend.
Indicator catalog · How to use indicators
Run this example¶
This complete script uses bundled data. It observes the selected output without placing trades.
import numpy as np
from openbacktesting import Backtest, Strategy
from openbacktesting.test import GOOG
data = GOOG.copy()
class Example(Strategy):
def init(self):
self.value = self.ta.hilo()
self.latest_value = None
def next(self):
channel = self.value.hilo
if channel.valid[-1]:
self.latest_value = float(channel[-1])
result = Backtest(data, Example).run()
print(result["_strategy"].latest_value)
Call and parameters¶
self.ta.hilo(
*,
high_length=13,
low_length=21,
mamode='sma',
inputs=None,
backend=None,
required_outputs=None,
)
Register in init(). Read the returned channel in next() after checking valid[-1].
| Parameter | Meaning | Type | Default | Allowed values |
|---|---|---|---|---|
high_length |
Lookback for the high-price average. | int |
13 |
Minimum: 1 |
low_length |
Lookback for the low-price average. | int |
21 |
Minimum: 1 |
mamode |
Moving-average algorithm; choose one of the listed values. | str |
sma |
Allowed values: ['sma', 'ema', 'rma', 'wma'] |
source/named source arguments accept a column name or same-run single-channel handle. Alternatively, inputs maps each input below to a column or handle. backend selects a supported implementation; required_outputs selects channels for readiness diagnostics. See shared arguments and handles.
Inputs and outputs¶
Required inputs: high, low, close.
| Channel | Meaning |
|---|---|
hilo |
Hilo output |
long |
Long-side output |
short |
Short-side output |
Reading values safely¶
Insufficient history or missing inputs can make a channel invalid. Check that channel's valid mask; ready is diagnostic and never suppresses next(). Multi-output results may have different valid channels on the same bar.