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Volatility Indicators API Reference

Module: volatility_indicators

The volatility_indicators module provides functions for measuring the volatility of an asset—how much and how quickly prices move over time.

🏗️ Structure

  • single: Functions that return a single value for a slice of prices.
  • bulk: Functions that compute values of a slice of prices over a period and return a vector.

🚀 Bulk Functions

ulcer_index

ulcer_index(
    prices: List[float],
    period: int
) -> List[float]

Arguments

  • prices: List of prices
  • period: Period over which to calculate the Ulcer Index

Returns

List of Ulcer Index values (one per window)

Example

from pytechnicalindicators import volatility_indicators as vi

prices = [
    100.0, 102.0, 105.0, 103.0, 106.0, 108.0, 107.0, 110.0, 
    112.0, 109.0, 111.0, 113.0, 115.0, 112.0, 114.0
]

ulcer = vi.bulk.ulcer_index(
    prices,
    period=10
)

print(f"Bulk Ulcer Index: {ulcer}")

Output:

Bulk Ulcer Index: [
    1.079824135315245, 1.116127031732687, 1.116127031732687, 0.9396423572728076, 1.2503827654555648, 1.2802622492591058
]

volatility_system

volatility_system(
    high: List[float],
    low: List[float],
    close: List[float],
    period: int,
    constant_multiplier: float,
    constant_model_type: str
) -> List[float]

Arguments

  • high: List of highs
  • low: List of lows
  • close: List of closing prices
  • period: Period over which to calculate the volatility system
  • constant_multiplier: Multiplier for ATR
  • constant_model_type: Choice of:
    • "simple_moving_average"
    • "smoothed_moving_average"
    • "exponential_moving_average"
    • "simple_moving_median"
    • "simple_moving_mode"

Returns

List of volatility system SaR points

Example

from pytechnicalindicators import volatility_indicators as vi

high = [105.0, 107.0, 110.0, 108.0, 111.0, 113.0, 112.0, 115.0, 117.0, 114.0, 116.0, 118.0, 120.0, 117.0, 119.0]
low = [95.0, 97.0, 100.0, 98.0, 101.0, 103.0, 102.0, 105.0, 107.0, 104.0, 106.0, 108.0, 110.0, 107.0, 109.0]
close = [100.0, 102.0, 105.0, 103.0, 106.0, 108.0, 107.0, 110.0, 112.0, 109.0, 111.0, 113.0, 115.0, 112.0, 114.0]

volsys = vi.bulk.volatility_system(
    high,
    low,
    close,
    period=14,
    constant_multiplier=2.0,
    constant_model_type="exponential_moving_average"
)

print(f"Bulk Volatility System: {volsys}")

Output:

Bulk Volatility System: [95.0, 95.0]

🟢 Single Functions

ulcer_index

ulcer_index(
    prices: List[float]
) -> float

Arguments

  • prices: List of prices

Returns

Ulcer Index value

Example

from pytechnicalindicators import volatility_indicators as vi

prices = [
    100.0, 102.0, 105.0, 103.0, 106.0, 108.0, 107.0, 110.0, 
    112.0, 109.0, 111.0, 113.0, 115.0, 112.0, 114.0
]

ulcer = vi.single.ulcer_index(prices)

print(f"Single Ulcer Index: {ulcer}")

Output:

Single Ulcer Index: 1.1552440487507982

🧩 Model Type Choices

constant_model_type:
- "simple_moving_average" - "smoothed_moving_average" - "exponential_moving_average" - "simple_moving_median" - "simple_moving_mode"

📝 Notes

  • All input lists must be of type List[float] (Python list of floats)
  • Bulk functions require a period argument for window size
  • Ulcer Index measures downside volatility (drawdown risk)
  • Volatility System is a stop-and-reverse (SaR) trend system

🔗 See Also