Midpoint Price over period

Midpoint Price represents the average price over a specified period.

Method

tm.ta.midprice(source_high, source_low, timeperiod)

Inputs

Parameter	Argument type	Description	Default Value
source_high	pd.Series	High prices series	-
source_low	pd.Series	Low prices series	-
timeperiod	int	Number of periods for the indicator	14

Outputs

Output	Type
midprice	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Midpoint Price over period
    midprice = tm.ta.midprice(data.high, data.low, timeperiod=14)

    # Get the last value and print
    last_value = midprice.iloc[-1]
    tm.log(f"Last value of Midpoint Price over period is {last_value}")

    # Plot the values of midprice
    tm.plot(midprice, title="Midpoint Price over period", overlay=False)