Create Ichimoku.py

indicators/Ichimoku.py

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+import pandas as pd
+import numpy as np
+import talib
+
+def Ichimoku(dataframe, tenkan=9, kijun=26, senkou=52):
+    df = dataframe.copy()
+
+    tenkan_sen = (df['high'].rolling(window=tenkan).max() + df['low'].rolling(window=tenkan).min()) / 2
+    kijun_sen = (df['high'].rolling(window=kijun).max() + df['low'].rolling(window=kijun).min()) / 2
+    senkou_span_a = ((tenkan_sen + kijun_sen) / 2).shift(kijun)
+    senkou_span_b = ((df['high'].rolling(window=senkou).max() + df['low'].rolling(window=senkou).min()) / 2).shift(kijun)
+
+    chikou_span = df['close'].shift(-kijun)
+
+    return tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span
+
+# Usage
+# Replace df with your pandas DataFrame containing columns ['high', 'low', 'open', 'close', 'volume']
+#tenkan_sen, kijun_sen, senkou_span_a, senkou_span_b, chikou_span = Ichimoku(df, tenkan=9, kijun=26, senkou=52)