indicators

package
v0.0.0-...-de2183f Latest Latest
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 Go to latest Published: May 3, 2024 License: MIT Imports: 9 Imported by: 0

Documentation

Index

Constants

View Source 
const MinNumPeriods = 2

Variables

This section is empty.

Functions

func EMAWeightingMultiplier 

func EMAWeightingMultiplier(len int) float64

func PDMAndNDM 

func PDMAndNDM(cur, prev *models.OHLC) (float64, float64)

func TrueRange 

func TrueRange(cur, prev *models.OHLC) float64

Types

type ATR 

type ATR struct {
	// contains filtered or unexported fields
}

func NewATR 

func NewATR(period int) *ATR

func (*ATR) Current 

func (atr *ATR) Current() float64

func (*ATR) Period 

func (atr *ATR) Period() int

func (*ATR) Update 

func (atr *ATR) Update(cur *models.OHLC)

func (*ATR) Warm 

func (atr *ATR) Warm() bool

type Aroon 

type Aroon struct {
	// contains filtered or unexported fields
}

func NewAroon 

func NewAroon(period int) *Aroon

func (*Aroon) Down 

func (ind *Aroon) Down() float64

func (*Aroon) Up 

func (ind *Aroon) Up() float64

func (*Aroon) Update 

func (ind *Aroon) Update(val float64)

func (*Aroon) Warm 

func (ind *Aroon) Warm() bool

func (*Aroon) WarmupPeriod 

func (ind *Aroon) WarmupPeriod() int

type AroonOsc 

type AroonOsc struct {
	// contains filtered or unexported fields
}

func NewAroonOsc 

func NewAroonOsc(period int) *AroonOsc

func (*AroonOsc) Diff 

func (osc *AroonOsc) Diff() float64

func (*AroonOsc) Down 

func (osc *AroonOsc) Down() float64

func (*AroonOsc) Up 

func (osc *AroonOsc) Up() float64

func (*AroonOsc) Update 

func (osc *AroonOsc) Update(val float64)

func (*AroonOsc) Warm 

func (osc *AroonOsc) Warm() bool

func (*AroonOsc) WarmupPeriod 

func (osc *AroonOsc) WarmupPeriod() int

type DMI 

type DMI struct {
	// contains filtered or unexported fields
}

DMI is a Directional Movement Index indicator.

func NewDMI 

func NewDMI(period int) *DMI

func (*DMI) DX 

func (ind *DMI) DX() float64

DX returns the directional index value.

func (*DMI) NDI 

func (ind *DMI) NDI() float64

NDI returns the negative directional index value.

func (*DMI) PDI 

func (ind *DMI) PDI() float64

PDI returns the positive directional index value.

func (*DMI) Update 

func (ind *DMI) Update(b *models.Bar)

func (*DMI) Warm 

func (ind *DMI) Warm() bool

func (*DMI) WarmupPeriod 

func (ind *DMI) WarmupPeriod() int

type EMA 

type EMA struct {
	// contains filtered or unexported fields
}

func NewEMA 

func NewEMA(len int) *EMA

func (*EMA) Current 

func (ema *EMA) Current() float64

func (*EMA) Period 

func (ema *EMA) Period() int

func (*EMA) Update 

func (ema *EMA) Update(val float64)

func (*EMA) Warm 

func (ema *EMA) Warm() bool

type EMV 

type EMV struct {
	// contains filtered or unexported fields
}

EMV is an Ease of Movement Value indicator.

func NewEMV 

func NewEMV() *EMV

func (*EMV) EMV 

func (emv *EMV) EMV() float64

EMV returns the ease of movement value.

func (*EMV) Update 

func (emv *EMV) Update(cur *models.Bar)

func (*EMV) Warm 

func (emv *EMV) Warm() bool

func (*EMV) WarmupPeriod 

func (emv *EMV) WarmupPeriod() int

type LinRegression 

type LinRegression struct {
	// contains filtered or unexported fields
}

func NewLinRegression 

func NewLinRegression(length int) *LinRegression

func (*LinRegression) Intercept 

func (lr *LinRegression) Intercept() float64

func (*LinRegression) Slope 

func (lr *LinRegression) Slope() float64

func (*LinRegression) Update 

func (lr *LinRegression) Update(val float64)

func (*LinRegression) Warm 

func (lr *LinRegression) Warm() bool

func (*LinRegression) WarmupPeriod 

func (lr *LinRegression) WarmupPeriod() int

type MAOrdering 

type MAOrdering struct {
	MAs []*EMA
	// contains filtered or unexported fields
}

func NewMAOrdering 

func NewMAOrdering(periods []int) *MAOrdering

func (*MAOrdering) Correlation 

func (ind *MAOrdering) Correlation() float64

func (*MAOrdering) Update 

func (ind *MAOrdering) Update(val float64)

func (*MAOrdering) Warm 

func (ind *MAOrdering) Warm() bool

func (*MAOrdering) WarmupPeriod 

func (ind *MAOrdering) WarmupPeriod() int

type Pivot 

type Pivot struct {
	Type   PivotType
	Length int
	Value  float64
}

func NewPivotHigh 

func NewPivotHigh(length int, val float64) *Pivot

func NewPivotLow 

func NewPivotLow(length int, val float64) *Pivot

func NewPivotNeutral 

func NewPivotNeutral(length int, val float64) *Pivot

type PivotType 

type PivotType int
const (
	PivotNeutral PivotType = iota
	PivotLow
	PivotHigh
)

type Pivots 

type Pivots struct {
	Length  int
	NPivots int
	// contains filtered or unexported fields
}

func NewPivots 

func NewPivots(length, nPivots int) (*Pivots, error)

func (*Pivots) Direction 

func (zz *Pivots) Direction() models.Direction

func (*Pivots) LastPivot 

func (zz *Pivots) LastPivot() *Pivot

func (*Pivots) Update 

func (zz *Pivots) Update(val float64) (piv *Pivot, age int, pivotDetected bool)

func (*Pivots) WarmUp 

func (zz *Pivots) WarmUp(vals []float64) error

func (*Pivots) WarmupPeriod 

func (zz *Pivots) WarmupPeriod() int

type SMA 

type SMA struct {
	// contains filtered or unexported fields
}

func NewSMA 

func NewSMA(len int) *SMA

func (*SMA) Current 

func (sma *SMA) Current() float64

func (*SMA) Period 

func (sma *SMA) Period() int

func (*SMA) Update 

func (sma *SMA) Update(val float64)

func (*SMA) Warm 

func (sma *SMA) Warm() bool

Source Files

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