Signals

Turn the moving averages, the MACD, the RSI, the Bollinger Bands and new highs and lows into the events traders act on: the period a line is crossed. The indicators themselves are available as get_moving_average, get_moving_average_convergence_divergence, get_relative_strength_index and get_bollinger_bands, and give the same values.

Every signal is 1 on the period a line is crossed upwards, -1 on the period it is crossed downwards and 0 otherwise:

• Moving Average Crossover: the short Simple Moving Average crossing the long one; with the default 50 and 200 periods a golden cross (1) or a death cross (-1).
• MACD Crossover: the MACD line crossing its signal line, the classic trigger of the MACD.
• RSI Overbought: the RSI entering (1) or leaving (-1) the overbought zone above rsi_overbought. Leaving it is the classic sell signal.
• RSI Oversold: the RSI leaving (1) or entering (-1) the oversold zone below rsi_oversold. Leaving it is the classic buy signal.
• Upper Bollinger Band: the price breaking out above (1) or falling back below (-1) the upper band.
• Lower Bollinger Band: the price recovering above (1) or breaking down below (-1) the lower band.
• New High/Low: a close above every close of the previous high_low_window periods (1), a 52-week high with daily prices by default, or below every one of them (-1).

For more information, see the following books and papers:

• Murphy, J.J. (1999). “Technical Analysis of the Financial Markets.” New York Institute of Finance.
• Appel, G. (1979). “The Moving Average Convergence-Divergence Trading Method.” Signalert Corp.
• Wilder, J.W. Jr. (1978). “New Concepts in Technical Trading Systems.” Trend Research.
• Bollinger, J. (2001). “Bollinger on Bollinger Bands.” McGraw-Hill.
• Brock, W., Lakonishok, J., and LeBaron, B. (1992). “Simple Technical Trading Rules and the Stochastic Properties of Stock Returns.” The Journal of Finance, 47(5), 1731-1764.

Also known as: trading signals, golden cross, death cross, crossovers, breakouts, MACD crossover, RSI signal, 52-week high, new high.

Signals in Python

Install the Finance Toolkit with:

pip install financetoolkit -U

Then call get_signals as shown below.

from financetoolkit import Toolkit

toolkit = Toolkit(
    ["AAPL", "MSFT"],
    api_key="FINANCIAL_MODELING_PREP_KEY",
    start_date="2020-01-01",
    end_date="2025-12-31",
)

signals = toolkit.technicals.get_signals()

crossovers = signals["Moving Average Crossover"]
crossovers[crossovers.ne(0).any(axis=1)].tail()

Which returns:

Parameters

get_signals accepts the following parameters.

Related Signals & Patterns