indicator

package
v1.34.0 Latest Latest
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 Go to latest Published: Jun 16, 2022 License: AGPL-3.0 Imports: 7 Imported by: 28

Documentation

Index

Constants

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const DPeriod int = 3
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const DefaultEMVScale float64 = 100000000.
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const MaxNumOfALMA = 5_000
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const MaxNumOfALMATruncateSize = 100
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const MaxNumOfEWMA = 5_000

These numbers should be aligned with bbgo MaxNumOfKLines and MaxNumOfKLinesTruncate

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const MaxNumOfEWMATruncateSize = 100
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const MaxNumOfSMA = 5_000
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const MaxNumOfSMATruncateSize = 100
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const MaxNumOfVOL = 5_000
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const MaxNumOfVOLTruncateSize = 100
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const MaxNumOfWWMA = 5_000
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const MaxNumOfWWMATruncateSize = 100

Variables

This section is empty.

Functions

func CalculateKLinesEMA added in v1.3.1 

func CalculateKLinesEMA(allKLines []types.KLine, priceF KLinePriceMapper, window int) float64

func CalculateVWAP added in v1.29.0 

func CalculateVWAP(klines []types.KLine, priceF KLinePriceMapper, window int) float64

func KLineClosePriceMapper added in v1.2.1 

func KLineClosePriceMapper(k types.KLine) float64

func KLineHighPriceMapper added in v1.33.0 

func KLineHighPriceMapper(k types.KLine) float64

func KLineLowPriceMapper added in v1.33.0 

func KLineLowPriceMapper(k types.KLine) float64

func KLineOpenPriceMapper added in v1.2.1 

func KLineOpenPriceMapper(k types.KLine) float64

func KLinePriceVolumeMapper added in v1.21.0 

func KLinePriceVolumeMapper(k types.KLine) float64

func KLineTypicalPriceMapper added in v1.16.0 

func KLineTypicalPriceMapper(k types.KLine) float64

func KLineVolumeMapper added in v1.21.0 

func KLineVolumeMapper(k types.KLine) float64

func MapKLinePrice added in v1.2.1 

func MapKLinePrice(kLines []types.KLine, f KLinePriceMapper) (prices []float64)

Types 

type AD struct {
	types.IntervalWindow
	Values   types.Float64Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

ad implements accumulation/distribution indicator

Accumulation/Distribution Indicator (A/D) - https://www.investopedia.com/terms/a/accumulationdistribution.asp

func (*AD) Bind added in v1.16.0 

func (inc *AD) Bind(updater KLineWindowUpdater)

func (*AD) EmitUpdate added in v1.16.0 

func (inc *AD) EmitUpdate(value float64)

func (*AD) Index added in v1.30.2 

func (inc *AD) Index(i int) float64

func (*AD) Last added in v1.16.0 

func (inc *AD) Last() float64

func (*AD) Length added in v1.30.2 

func (inc *AD) Length() int

func (*AD) OnUpdate added in v1.16.0 

func (inc *AD) OnUpdate(cb func(value float64))

func (*AD) Update added in v1.29.0 

func (inc *AD) Update(high, low, cloze, volume float64)

type ALMA added in v1.34.0 

type ALMA struct {
	types.IntervalWindow         // required
	Offset               float64 // required: recommend to be 5
	Sigma                int     // required: recommend to be 0.5
	Weight               []float64
	Sum                  float64

	Values          types.Float64Slice
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Arnaud Legoux Moving Average Refer: https://capital.com/arnaud-legoux-moving-average Also check https://github.com/DaveSkender/Stock.Indicators/blob/main/src/a-d/Alma/Alma.cs @param offset: Gaussian applied to the combo line. 1->ema, 0->sma @param sigma: the standard deviation applied to the combo line. This makes the combo line sharper

func (*ALMA) Bind added in v1.34.0 

func (inc *ALMA) Bind(updater KLineWindowUpdater)

func (*ALMA) EmitUpdate added in v1.34.0 

func (inc *ALMA) EmitUpdate(value float64)

func (*ALMA) Index added in v1.34.0 

func (inc *ALMA) Index(i int) float64

func (*ALMA) Last added in v1.34.0 

func (inc *ALMA) Last() float64

func (*ALMA) Length added in v1.34.0 

func (inc *ALMA) Length() int

func (*ALMA) OnUpdate added in v1.34.0 

func (inc *ALMA) OnUpdate(cb func(value float64))

func (*ALMA) Update added in v1.34.0 

func (inc *ALMA) Update(value float64)

type ATR added in v1.31.0 

type ATR struct {
	types.IntervalWindow
	PercentageVolatility types.Float64Slice

	PreviousClose float64
	RMA           *RMA

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

func (*ATR) Bind added in v1.31.0 

func (inc *ATR) Bind(updater KLineWindowUpdater)

func (*ATR) EmitUpdate added in v1.31.0 

func (A *ATR) EmitUpdate(value float64)

func (*ATR) Index added in v1.31.0 

func (inc *ATR) Index(i int) float64

func (*ATR) Last added in v1.31.0 

func (inc *ATR) Last() float64

func (*ATR) Length added in v1.31.0 

func (inc *ATR) Length() int

func (*ATR) OnUpdate added in v1.31.0 

func (A *ATR) OnUpdate(cb func(value float64))

func (*ATR) Update added in v1.31.0 

func (inc *ATR) Update(high, low, cloze float64)

type BOLL 

type BOLL struct {
	types.IntervalWindow

	// times of Std, generally it's 2
	K float64

	SMA      types.Float64Slice
	StdDev   types.Float64Slice
	UpBand   types.Float64Slice
	DownBand types.Float64Slice

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*BOLL) Bind 

func (inc *BOLL) Bind(updater KLineWindowUpdater)

func (*BOLL) EmitUpdate 

func (inc *BOLL) EmitUpdate(sma float64, upBand float64, downBand float64)

func (*BOLL) GetDownBand added in v1.30.2 

func (inc *BOLL) GetDownBand() types.Series

func (*BOLL) GetSMA added in v1.30.2 

func (inc *BOLL) GetSMA() types.Series

func (*BOLL) GetStdDev added in v1.30.2 

func (inc *BOLL) GetStdDev() types.Series

func (*BOLL) GetUpBand added in v1.30.2 

func (inc *BOLL) GetUpBand() types.Series

func (*BOLL) LastDownBand 

func (inc *BOLL) LastDownBand() float64

func (*BOLL) LastSMA 

func (inc *BOLL) LastSMA() float64

func (*BOLL) LastStdDev 

func (inc *BOLL) LastStdDev() float64

func (*BOLL) LastUpBand 

func (inc *BOLL) LastUpBand() float64

func (*BOLL) OnUpdate 

func (inc *BOLL) OnUpdate(cb func(sma float64, upBand float64, downBand float64))

func (*BOLL) Update added in v1.34.0 

func (inc *BOLL) Update(kLines []types.KLine)

type BandType added in v1.30.2 

type BandType int

type CA added in v1.31.0 

type CA struct {
	Interval types.Interval
	Values   types.Float64Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Cumulative Moving Average, Cumulative Average Refer: https://en.wikipedia.org/wiki/Moving_average

func (*CA) Bind added in v1.31.0 

func (inc *CA) Bind(updater KLineWindowUpdater)

func (*CA) EmitUpdate added in v1.31.0 

func (inc *CA) EmitUpdate(value float64)

func (*CA) Index added in v1.31.0 

func (inc *CA) Index(i int) float64

func (*CA) Last added in v1.31.0 

func (inc *CA) Last() float64

func (*CA) Length added in v1.31.0 

func (inc *CA) Length() int

func (*CA) OnUpdate added in v1.31.0 

func (inc *CA) OnUpdate(cb func(value float64))

func (*CA) Update added in v1.31.0 

func (inc *CA) Update(x float64)

type CCI added in v1.33.0 

type CCI struct {
	types.IntervalWindow
	Input        types.Float64Slice
	TypicalPrice types.Float64Slice
	MA           types.Float64Slice
	Values       types.Float64Slice

	UpdateCallbacks []func(value float64)
}

Refer: Commodity Channel Index Refer URL: http://www.andrewshamlet.net/2017/07/08/python-tutorial-cci with modification of ddof=0 to let standard deviation to be divided by N instead of N-1

func (*CCI) Bind added in v1.33.0 

func (inc *CCI) Bind(updater KLineWindowUpdater)

func (*CCI) EmitUpdate added in v1.33.0 

func (inc *CCI) EmitUpdate(value float64)

func (*CCI) Index added in v1.33.0 

func (inc *CCI) Index(i int) float64

func (*CCI) Last added in v1.33.0 

func (inc *CCI) Last() float64

func (*CCI) Length added in v1.33.0 

func (inc *CCI) Length() int

func (*CCI) OnUpdate added in v1.33.0 

func (inc *CCI) OnUpdate(cb func(value float64))

func (*CCI) Update added in v1.33.0 

func (inc *CCI) Update(value float64)

type DEMA added in v1.31.0 

type DEMA struct {
	types.IntervalWindow
	Values types.Float64Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*DEMA) Bind added in v1.31.0 

func (inc *DEMA) Bind(updater KLineWindowUpdater)

func (*DEMA) EmitUpdate added in v1.31.0 

func (inc *DEMA) EmitUpdate(value float64)

func (*DEMA) Index added in v1.31.0 

func (inc *DEMA) Index(i int) float64

func (*DEMA) Last added in v1.31.0 

func (inc *DEMA) Last() float64

func (*DEMA) Length added in v1.31.0 

func (inc *DEMA) Length() int

func (*DEMA) OnUpdate added in v1.31.0 

func (inc *DEMA) OnUpdate(cb func(value float64))

func (*DEMA) Update added in v1.31.0 

func (inc *DEMA) Update(value float64)

type Drift added in v1.33.1 

type Drift struct {
	types.IntervalWindow

	Values    types.Float64Slice
	SMA       *SMA
	LastValue float64

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: https://tradingview.com/script/aDymGrFx-Drift-Study-Inspired-by-Monte-Carlo-Simulations-with-BM-KL/ Brownian Motion's drift factor could be used in Monte Carlo Simulations

func (*Drift) Bind added in v1.33.1 

func (inc *Drift) Bind(updater KLineWindowUpdater)

func (*Drift) EmitUpdate added in v1.33.1 

func (inc *Drift) EmitUpdate(value float64)

func (*Drift) Index added in v1.33.1 

func (inc *Drift) Index(i int) float64

func (*Drift) Last added in v1.33.1 

func (inc *Drift) Last() float64

func (*Drift) Length added in v1.33.1 

func (inc *Drift) Length() int

func (*Drift) OnUpdate added in v1.33.1 

func (inc *Drift) OnUpdate(cb func(value float64))

func (*Drift) Update added in v1.33.1 

func (inc *Drift) Update(value float64)

type EMV added in v1.33.0 

type EMV struct {
	types.IntervalWindow

	Values   *SMA
	EMVScale float64

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*EMV) Bind added in v1.33.0 

func (inc *EMV) Bind(updater KLineWindowUpdater)

func (*EMV) EmitUpdate added in v1.33.0 

func (inc *EMV) EmitUpdate(value float64)

func (*EMV) Index added in v1.33.0 

func (inc *EMV) Index(i int) float64

func (*EMV) Last added in v1.33.0 

func (inc *EMV) Last() float64

func (*EMV) Length added in v1.33.0 

func (inc *EMV) Length() int

func (*EMV) OnUpdate added in v1.33.0 

func (inc *EMV) OnUpdate(cb func(value float64))

func (*EMV) Update added in v1.33.0 

func (inc *EMV) Update(high, low, vol float64)

type EWMA 

type EWMA struct {
	types.IntervalWindow
	Values       types.Float64Slice
	LastOpenTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*EWMA) Bind 

func (inc *EWMA) Bind(updater KLineWindowUpdater)

func (*EWMA) EmitUpdate added in v1.2.1 

func (inc *EWMA) EmitUpdate(value float64)

func (*EWMA) Index added in v1.30.2 

func (inc *EWMA) Index(i int) float64

func (*EWMA) Last 

func (inc *EWMA) Last() float64

func (*EWMA) Length added in v1.30.2 

func (inc *EWMA) Length() int

func (*EWMA) OnUpdate added in v1.2.1 

func (inc *EWMA) OnUpdate(cb func(value float64))

func (*EWMA) Update added in v1.16.0 

func (inc *EWMA) Update(value float64)

type HULL added in v1.31.0 

type HULL struct {
	types.IntervalWindow

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Hull Moving Average Refer URL: https://fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/hull-moving-average

func (*HULL) Bind added in v1.31.0 

func (inc *HULL) Bind(updater KLineWindowUpdater)

func (*HULL) EmitUpdate added in v1.31.0 

func (inc *HULL) EmitUpdate(value float64)

func (*HULL) Index added in v1.31.0 

func (inc *HULL) Index(i int) float64

func (*HULL) Last added in v1.31.0 

func (inc *HULL) Last() float64

func (*HULL) Length added in v1.31.0 

func (inc *HULL) Length() int

func (*HULL) OnUpdate added in v1.31.0 

func (inc *HULL) OnUpdate(cb func(value float64))

func (*HULL) Update added in v1.31.0 

func (inc *HULL) Update(value float64)

type KLinePriceMapper added in v1.2.1 

type KLinePriceMapper func(k types.KLine) float64

type KLineValueMapper added in v1.33.0 

type KLineValueMapper func(k types.KLine) float64

type KLineWindowUpdater 

type KLineWindowUpdater interface {
	OnKLineWindowUpdate(func(interval types.Interval, window types.KLineWindow))
}

type Line added in v1.30.2 

type Line struct {
	types.IntervalWindow

	Interval types.Interval
	// contains filtered or unexported fields
}

Line indicator is a utility that helps to simulate either the 1. trend 2. support 3. resistance of the market data, defined with series interface

func NewLine added in v1.30.2 

func NewLine(startIndex int, startValue float64, endIndex int, endValue float64, interval types.Interval) *Line

func (*Line) Bind added in v1.30.2 

func (l *Line) Bind(updater KLineWindowUpdater)

func (*Line) Index added in v1.30.2 

func (l *Line) Index(i int) float64

func (*Line) Last added in v1.30.2 

func (l *Line) Last() float64

func (*Line) Length added in v1.30.2 

func (l *Line) Length() int

func (*Line) SetXY1 added in v1.30.2 

func (l *Line) SetXY1(index int, value float64)

func (*Line) SetXY2 added in v1.30.2 

func (l *Line) SetXY2(index int, value float64)

type MACD added in v1.16.0 

type MACD struct {
	types.IntervalWindow     // 9
	ShortPeriod          int // 12
	LongPeriod           int // 26
	Values               types.Float64Slice
	FastEWMA             EWMA
	SlowEWMA             EWMA
	SignalLine           EWMA
	Histogram            types.Float64Slice

	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*MACD) Bind added in v1.16.0 

func (inc *MACD) Bind(updater KLineWindowUpdater)

func (*MACD) EmitUpdate added in v1.16.0 

func (inc *MACD) EmitUpdate(value float64)

func (*MACD) MACD added in v1.30.2 

func (inc *MACD) MACD() types.Series

func (*MACD) OnUpdate added in v1.16.0 

func (inc *MACD) OnUpdate(cb func(value float64))

func (*MACD) Singals added in v1.30.2 

func (inc *MACD) Singals() types.Series

func (*MACD) Update added in v1.29.0 

func (inc *MACD) Update(x float64)

type MACDValues added in v1.30.2 

type MACDValues struct {
	*MACD
}

func (*MACDValues) Index added in v1.30.2 

func (inc *MACDValues) Index(i int) float64

func (*MACDValues) Last added in v1.30.2 

func (inc *MACDValues) Last() float64

func (*MACDValues) Length added in v1.30.2 

func (inc *MACDValues) Length() int

type OBV added in v1.16.0 

type OBV struct {
	types.IntervalWindow
	Values   types.Float64Slice
	PrePrice float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

obv implements on-balance volume indicator

On-Balance Volume (OBV) Definition - https://www.investopedia.com/terms/o/onbalancevolume.asp

func (*OBV) Bind added in v1.16.0 

func (inc *OBV) Bind(updater KLineWindowUpdater)

func (*OBV) EmitUpdate added in v1.16.0 

func (inc *OBV) EmitUpdate(value float64)

func (*OBV) Last added in v1.16.0 

func (inc *OBV) Last() float64

func (*OBV) OnUpdate added in v1.16.0 

func (inc *OBV) OnUpdate(cb func(value float64))

func (*OBV) Update added in v1.29.0 

func (inc *OBV) Update(price, volume float64)

type Pivot added in v1.33.0 

type Pivot struct {
	types.IntervalWindow

	// Values
	Lows  types.Float64Slice // higher low
	Highs types.Float64Slice // lower high

	EndTime time.Time
	// contains filtered or unexported fields
}

func (*Pivot) Bind added in v1.33.0 

func (inc *Pivot) Bind(updater KLineWindowUpdater)

func (*Pivot) EmitUpdate added in v1.33.0 

func (inc *Pivot) EmitUpdate(valueLow float64, valueHigh float64)

func (*Pivot) LastHigh added in v1.33.0 

func (inc *Pivot) LastHigh() float64

func (*Pivot) LastLow added in v1.33.0 

func (inc *Pivot) LastLow() float64

func (*Pivot) OnUpdate added in v1.33.0 

func (inc *Pivot) OnUpdate(cb func(valueLow float64, valueHigh float64))

func (*Pivot) Update added in v1.33.4 

func (inc *Pivot) Update(klines []types.KLine)

type RMA added in v1.31.0 

type RMA struct {
	types.IntervalWindow
	Values  types.Float64Slice
	Sources types.Float64Slice

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

Refer: Running Moving Average

func (*RMA) Bind added in v1.31.0 

func (inc *RMA) Bind(updater KLineWindowUpdater)

func (*RMA) EmitUpdate added in v1.31.0 

func (inc *RMA) EmitUpdate(value float64)

func (*RMA) Index added in v1.31.0 

func (inc *RMA) Index(i int) float64

func (*RMA) Last added in v1.31.0 

func (inc *RMA) Last() float64

func (*RMA) Length added in v1.31.0 

func (inc *RMA) Length() int

func (*RMA) OnUpdate added in v1.31.0 

func (inc *RMA) OnUpdate(cb func(value float64))

func (*RMA) Update added in v1.31.0 

func (inc *RMA) Update(x float64)

type RSI added in v1.29.0 

type RSI struct {
	types.IntervalWindow
	Values          types.Float64Slice
	Prices          types.Float64Slice
	PreviousAvgLoss float64
	PreviousAvgGain float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

rsi implements Relative Strength Index (RSI)

https://www.investopedia.com/terms/r/rsi.asp

func (*RSI) Bind added in v1.29.0 

func (inc *RSI) Bind(updater KLineWindowUpdater)

func (*RSI) EmitUpdate added in v1.29.0 

func (inc *RSI) EmitUpdate(value float64)

func (*RSI) Index added in v1.30.2 

func (inc *RSI) Index(i int) float64

func (*RSI) Last added in v1.29.0 

func (inc *RSI) Last() float64

func (*RSI) Length added in v1.30.2 

func (inc *RSI) Length() int

func (*RSI) OnUpdate added in v1.29.0 

func (inc *RSI) OnUpdate(cb func(value float64))

func (*RSI) Update added in v1.29.0 

func (inc *RSI) Update(price float64)

type SMA 

type SMA struct {
	types.IntervalWindow
	Values  types.Float64Slice
	Cache   types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*SMA) Bind 

func (inc *SMA) Bind(updater KLineWindowUpdater)

func (*SMA) EmitUpdate added in v1.2.1 

func (inc *SMA) EmitUpdate(value float64)

func (*SMA) Index added in v1.30.2 

func (inc *SMA) Index(i int) float64

func (*SMA) Last 

func (inc *SMA) Last() float64

func (*SMA) Length added in v1.30.2 

func (inc *SMA) Length() int

func (*SMA) OnUpdate added in v1.2.1 

func (inc *SMA) OnUpdate(cb func(value float64))

func (*SMA) Update added in v1.30.2 

func (inc *SMA) Update(value float64)

type SSF added in v1.34.0 

type SSF struct {
	types.IntervalWindow
	Poles int

	Values types.Float64Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: https://easylanguagemastery.com/indicators/predictive-indicators/ Refer: https://github.com/twopirllc/pandas-ta/blob/main/pandas_ta/overlap/ssf.py Ehler's Super Smoother Filter

John F. Ehlers's solution to reduce lag and remove aliasing noise with his research in aerospace analog filter design. This indicator comes with two versions determined by the keyword poles. By default, it uses two poles but there is an option for three poles. Since SSF is a (Resursive) Digital Filter, the number of poles determine how many prior recursive SSF bars to include in the design of the filter. So two poles uses two prior SSF bars and three poles uses three prior SSF bars for their filter calculations.

func (*SSF) Bind added in v1.34.0 

func (inc *SSF) Bind(updater KLineWindowUpdater)

func (*SSF) EmitUpdate added in v1.34.0 

func (inc *SSF) EmitUpdate(value float64)

func (*SSF) Index added in v1.34.0 

func (inc *SSF) Index(i int) float64

func (*SSF) Last added in v1.34.0 

func (inc *SSF) Last() float64

func (*SSF) Length added in v1.34.0 

func (inc *SSF) Length() int

func (*SSF) OnUpdate added in v1.34.0 

func (inc *SSF) OnUpdate(cb func(value float64))

func (*SSF) Update added in v1.34.0 

func (inc *SSF) Update(value float64)

type STOCH added in v1.17.0 

type STOCH struct {
	types.IntervalWindow
	K types.Float64Slice
	D types.Float64Slice

	HighValues types.Float64Slice
	LowValues  types.Float64Slice

	EndTime         time.Time
	UpdateCallbacks []func(k float64, d float64)
}

stoch implements stochastic oscillator indicator

Stochastic Oscillator - https://www.investopedia.com/terms/s/stochasticoscillator.asp

func (*STOCH) Bind added in v1.17.0 

func (inc *STOCH) Bind(updater KLineWindowUpdater)

func (*STOCH) EmitUpdate added in v1.17.0 

func (inc *STOCH) EmitUpdate(k float64, d float64)

func (*STOCH) GetD added in v1.30.2 

func (inc *STOCH) GetD() types.Series

func (*STOCH) GetK added in v1.30.2 

func (inc *STOCH) GetK() types.Series

func (*STOCH) LastD added in v1.17.0 

func (inc *STOCH) LastD() float64

func (*STOCH) LastK added in v1.17.0 

func (inc *STOCH) LastK() float64

func (*STOCH) OnUpdate added in v1.17.0 

func (inc *STOCH) OnUpdate(cb func(k float64, d float64))

func (*STOCH) Update added in v1.31.0 

func (inc *STOCH) Update(high, low, cloze float64)

type Supertrend added in v1.33.0 

type Supertrend struct {
	types.IntervalWindow
	ATRMultiplier float64 `json:"atrMultiplier"`

	AverageTrueRange *ATR

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*Supertrend) Bind added in v1.33.0 

func (inc *Supertrend) Bind(updater KLineWindowUpdater)

func (*Supertrend) EmitUpdate added in v1.33.0 

func (inc *Supertrend) EmitUpdate(value float64)

func (*Supertrend) GetSignal added in v1.33.0 

func (inc *Supertrend) GetSignal() types.Direction

func (*Supertrend) Index added in v1.33.0 

func (inc *Supertrend) Index(i int) float64

func (*Supertrend) Last added in v1.33.0 

func (inc *Supertrend) Last() float64

func (*Supertrend) Length added in v1.33.0 

func (inc *Supertrend) Length() int

func (*Supertrend) OnUpdate added in v1.33.0 

func (inc *Supertrend) OnUpdate(cb func(value float64))

func (*Supertrend) Update added in v1.33.0 

func (inc *Supertrend) Update(highPrice, lowPrice, closePrice float64)

type TEMA added in v1.31.0 

type TEMA struct {
	types.IntervalWindow
	Values types.Float64Slice
	A1     *EWMA
	A2     *EWMA
	A3     *EWMA

	UpdateCallbacks []func(value float64)
}

func (*TEMA) Bind added in v1.31.0 

func (inc *TEMA) Bind(updater KLineWindowUpdater)

func (*TEMA) EmitUpdate added in v1.31.0 

func (inc *TEMA) EmitUpdate(value float64)

func (*TEMA) Index added in v1.31.0 

func (inc *TEMA) Index(i int) float64

func (*TEMA) Last added in v1.31.0 

func (inc *TEMA) Last() float64

func (*TEMA) Length added in v1.31.0 

func (inc *TEMA) Length() int

func (*TEMA) OnUpdate added in v1.31.0 

func (inc *TEMA) OnUpdate(cb func(value float64))

func (*TEMA) Update added in v1.31.0 

func (inc *TEMA) Update(value float64)

type TILL added in v1.31.0 

type TILL struct {
	types.IntervalWindow
	VolumeFactor float64

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Tillson T3 Moving Average Refer URL: https://tradingpedia.com/forex-trading-indicator/t3-moving-average-indicator/

func (*TILL) Bind added in v1.31.0 

func (inc *TILL) Bind(updater KLineWindowUpdater)

func (*TILL) EmitUpdate added in v1.31.0 

func (inc *TILL) EmitUpdate(value float64)

func (*TILL) Index added in v1.31.0 

func (inc *TILL) Index(i int) float64

func (*TILL) Last added in v1.31.0 

func (inc *TILL) Last() float64

func (*TILL) Length added in v1.31.0 

func (inc *TILL) Length() int

func (*TILL) OnUpdate added in v1.31.0 

func (inc *TILL) OnUpdate(cb func(value float64))

func (*TILL) Update added in v1.31.0 

func (inc *TILL) Update(value float64)

type TMA added in v1.31.0 

type TMA struct {
	types.IntervalWindow

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Triangular Moving Average Refer URL: https://ja.wikipedia.org/wiki/移動平均

func (*TMA) Bind added in v1.31.0 

func (inc *TMA) Bind(updater KLineWindowUpdater)

func (*TMA) EmitUpdate added in v1.31.0 

func (inc *TMA) EmitUpdate(value float64)

func (*TMA) Index added in v1.31.0 

func (inc *TMA) Index(i int) float64

func (*TMA) Last added in v1.31.0 

func (inc *TMA) Last() float64

func (*TMA) Length added in v1.31.0 

func (inc *TMA) Length() int

func (*TMA) OnUpdate added in v1.31.0 

func (inc *TMA) OnUpdate(cb func(value float64))

func (*TMA) Update added in v1.31.0 

func (inc *TMA) Update(value float64)

type VIDYA added in v1.31.0 

type VIDYA struct {
	types.IntervalWindow
	Values types.Float64Slice

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

Refer: Variable Index Dynamic Average Refer URL: https://metatrader5.com/en/terminal/help/indicators/trend_indicators/vida

func (*VIDYA) Bind added in v1.31.0 

func (inc *VIDYA) Bind(updater KLineWindowUpdater)

func (*VIDYA) EmitUpdate added in v1.31.0 

func (inc *VIDYA) EmitUpdate(value float64)

func (*VIDYA) Index added in v1.31.0 

func (inc *VIDYA) Index(i int) float64

func (*VIDYA) Last added in v1.31.0 

func (inc *VIDYA) Last() float64

func (*VIDYA) Length added in v1.31.0 

func (inc *VIDYA) Length() int

func (*VIDYA) OnUpdate added in v1.31.0 

func (inc *VIDYA) OnUpdate(cb func(value float64))

func (*VIDYA) Update added in v1.31.0 

func (inc *VIDYA) Update(value float64)

type VOLATILITY added in v1.21.0 

type VOLATILITY struct {
	types.IntervalWindow
	Values  types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*VOLATILITY) Bind added in v1.21.0 

func (inc *VOLATILITY) Bind(updater KLineWindowUpdater)

func (*VOLATILITY) EmitUpdate added in v1.21.0 

func (inc *VOLATILITY) EmitUpdate(value float64)

func (*VOLATILITY) Last added in v1.21.0 

func (inc *VOLATILITY) Last() float64

func (*VOLATILITY) OnUpdate added in v1.21.0 

func (inc *VOLATILITY) OnUpdate(cb func(value float64))

type VWAP added in v1.16.0 

type VWAP struct {
	types.IntervalWindow
	Values      types.Float64Slice
	Prices      types.Float64Slice
	Volumes     types.Float64Slice
	WeightedSum float64
	VolumeSum   float64

	EndTime         time.Time
	UpdateCallbacks []func(value float64)
}

vwap implements the volume weighted average price (VWAP) indicator:

Volume Weighted Average Price (VWAP) Definition - https://www.investopedia.com/terms/v/vwap.asp

Volume-Weighted Average Price (VWAP) Explained - https://academy.binance.com/en/articles/volume-weighted-average-price-vwap-explained

func (*VWAP) Bind added in v1.16.0 

func (inc *VWAP) Bind(updater KLineWindowUpdater)

func (*VWAP) EmitUpdate added in v1.16.0 

func (V *VWAP) EmitUpdate(value float64)

func (*VWAP) Index added in v1.30.2 

func (inc *VWAP) Index(i int) float64

func (*VWAP) Last added in v1.29.0 

func (inc *VWAP) Last() float64

func (*VWAP) Length added in v1.30.2 

func (inc *VWAP) Length() int

func (*VWAP) OnUpdate added in v1.16.0 

func (V *VWAP) OnUpdate(cb func(value float64))

func (*VWAP) Update added in v1.29.0 

func (inc *VWAP) Update(price, volume float64)

type VWMA added in v1.21.0 

type VWMA struct {
	types.IntervalWindow
	Values  types.Float64Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

vwma implements the volume weighted moving average (VWMA) indicator:

Calculation: 

pv = element-wise multiplication of close prices and volumes
VWMA = SMA(pv, window) / SMA(volumes, window)

Volume Weighted Moving Average - https://www.motivewave.com/studies/volume_weighted_moving_average.htm

func (*VWMA) Bind added in v1.21.0 

func (inc *VWMA) Bind(updater KLineWindowUpdater)

func (*VWMA) EmitUpdate added in v1.21.0 

func (inc *VWMA) EmitUpdate(value float64)

func (*VWMA) Index added in v1.30.2 

func (inc *VWMA) Index(i int) float64

func (*VWMA) Last added in v1.21.0 

func (inc *VWMA) Last() float64

func (*VWMA) Length added in v1.30.2 

func (inc *VWMA) Length() int

func (*VWMA) OnUpdate added in v1.21.0 

func (inc *VWMA) OnUpdate(cb func(value float64))

type WWMA added in v1.31.0 

type WWMA struct {
	types.IntervalWindow
	Values       types.Float64Slice
	LastOpenTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*WWMA) Bind added in v1.31.0 

func (inc *WWMA) Bind(updater KLineWindowUpdater)

func (*WWMA) EmitUpdate added in v1.31.0 

func (inc *WWMA) EmitUpdate(value float64)

func (*WWMA) Index added in v1.31.0 

func (inc *WWMA) Index(i int) float64

func (*WWMA) Last added in v1.31.0 

func (inc *WWMA) Last() float64

func (*WWMA) Length added in v1.31.0 

func (inc *WWMA) Length() int

func (*WWMA) OnUpdate added in v1.31.0 

func (inc *WWMA) OnUpdate(cb func(value float64))

func (*WWMA) Update added in v1.31.0 

func (inc *WWMA) Update(value float64)

type ZLEMA added in v1.31.0 

type ZLEMA struct {
	types.IntervalWindow

	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

func (*ZLEMA) Bind added in v1.31.0 

func (inc *ZLEMA) Bind(updater KLineWindowUpdater)

func (*ZLEMA) EmitUpdate added in v1.31.0 

func (inc *ZLEMA) EmitUpdate(value float64)

func (*ZLEMA) Index added in v1.31.0 

func (inc *ZLEMA) Index(i int) float64

func (*ZLEMA) Last added in v1.31.0 

func (inc *ZLEMA) Last() float64

func (*ZLEMA) Length added in v1.31.0 

func (inc *ZLEMA) Length() int

func (*ZLEMA) OnUpdate added in v1.31.0 

func (inc *ZLEMA) OnUpdate(cb func(value float64))

func (*ZLEMA) Update added in v1.31.0 

func (inc *ZLEMA) Update(value float64)

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