Price Transform¶

Price transformation functions that convert OHLC data into derived price values.

Overview¶

Price transform functions calculate various representations of price that are commonly used in other indicators.

Available Functions¶

MEDPRICE - Median Price¶

Calculates the median price: (High + Low) / 2

from numta.api.price_transform import MEDPRICE

median = MEDPRICE(high, low)

TYPPRICE - Typical Price¶

Calculates the typical price: (High + Low + Close) / 3

from numta.api.price_transform import TYPPRICE

typical = TYPPRICE(high, low, close)

WCLPRICE - Weighted Close Price¶

Calculates the weighted close price: (High + Low + 2*Close) / 4

from numta.api.price_transform import WCLPRICE

weighted = WCLPRICE(high, low, close)

MIDPOINT - Midpoint over Period¶

Calculates the midpoint of the highest and lowest values over a period.

from numta.api.price_transform import MIDPOINT

midpoint = MIDPOINT(close, timeperiod=14)

MIDPRICE - Midpoint Price over Period¶

Calculates the midpoint of the highest high and lowest low over a period.

from numta.api.price_transform import MIDPRICE

midprice = MIDPRICE(high, low, timeperiod=14)

Usage Example¶

import numpy as np
from numta.api import price_transform as pt

# Sample OHLC data
high = np.array([105, 107, 106, 108, 110])
low = np.array([100, 102, 101, 103, 105])
close = np.array([103, 105, 104, 106, 108])

# Calculate price transforms
median = pt.MEDPRICE(high, low)
typical = pt.TYPPRICE(high, low, close)
weighted = pt.WCLPRICE(high, low, close)

print(f"Median Price: {median}")
print(f"Typical Price: {typical}")
print(f"Weighted Close: {weighted}")