According to @rspadim, functions in entropy.py could use numpy array instead of strings, as it's better to numba.

Guide on how to implement this is available in the comments in PR #311 .

hi,
if possible, please add these indicators as well:
TDI (Traders Dynamic Index)
chandelier exit
pivot points
BOP (balance of power)
CTM (Chande trend meter)
Coppock Curve
Correlation Coefficient
PMO (DecisionPoint Price Momentum Oscillator)
Ulcer Index
most of them except TDI are available on stockcharts.com
thanks

After the backtest run, we see the statistics. It is very good! Is there any simple way to see that statistics separately for long ans short trades?

Hi. I couldn't find a mailing list to ask this directly.

According to the book "The New Technical Trader" by Chande & Kroll (1st ed, Wiley, ISBN 9780471597803), on page 95, the CK long stop is calculated by computing a 10 day simple moving average of the ATR, which they name ATR_10, to which we subtract 3*ATR_10 from highest high of the last 10 days. This quantity will be the preliminar