First off all, credit goes to AlphAngel for the development of this implementation, which he or she did in C#. See the link to the original thread here. Managing futures indicators can be a complex task and I didn't find much on the forums so I did my best to replicate AlphAngel's implementation using Python. This implementation doesn't have any trading logic embedded but can be added relatively simply. Feel free to propose changes and update the code for anyone working with futures in Python.