indicators

package
v0.0.0-...-08b7c41 Latest Latest
Warning

This package is not in the latest version of its module.

 Go to latest Published: Sep 6, 2014 License: MIT Imports: 4 Imported by: 0

Documentation

Overview 

	import "github.com/thetruetrade/gotrade"

	Package indicators provides a range of technical trading indicators.
	All indicators follow the basic structure of:
		- receiving price data,	processing this price data and storing the transformed result.
		- maximum and minimum bounds of the transformed results are calculated automatically.
		- a lookback period indicating the lag between source data and the transformed result.
		- the source data bar from which the indicator is valid

 	Functions are provided for each indicator that provide indicator creation
 	for the following scenarios:

 	Online Usage
		- the data stream length is not known ahead of time, e.g. real time data streams
 	Offline Usage
		- the data stream length is known ahead of time, e.g. historical data streams

	Both scenarios provide the following indicator creation functions
 		* Indicator with default parameters
 		* Indicator with default parameters for attachment to a data stream
 		* Indicator with specified parameters
 		* Indicator with specified parameters for attachment to a data stream
 		* Indicator without storage with specified parameters
			- for use inside other indicators, has no storage of results which is instead
			- provided via a callback when it becomes available for use in the parent indicator.

Moving Average Convergence and Divergence (Macd)

Simple Moving Average (Sma)

Index

Constants

This section is empty.

Variables

View Source 
var (
	ErrSourceDataEmpty                      = errors.New("Source data is empty")
	ErrNotEnoughSourceDataForLookbackPeriod = errors.New("Source data does not contain enough data for the specfied lookback period")
	ErrLookbackPeriodMustBeGreaterThanZero  = errors.New("Lookback period must be greater than 0")
	ErrValueAvailableActionIsNil            = errors.New("A ValueAvailableAction is required")
	ErrDOHLCVDataSelectFuncIsNil            = errors.New("A DOHLCVDataSelectionFunc is required")
	ErrStrBelowMinimum                      = "is less than the minimum"
	ErrStrAboveMaximum                      = "is greater than the maximum"

	// lookback minimum
	MinimumLookbackPeriod int = 0
	// lookback maximum
	MaximumLookbackPeriod int = 100000
)

Functions

This section is empty.

Types

type Adl 

type Adl struct {
	*AdlWithoutStorage

	// public variables
	Data []float64
}

An Accumulation Distribution Line Indicator (Adl)

func NewAdl 

func NewAdl() (indicator *Adl, err error)

NewAdl creates an Accumulation Distribution Line Indicator (Adl) for online usage

func NewAdlForStream 

func NewAdlForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adl, err error)

NewAdlForStream creates an Accumulation Distribution Line Indicator (Adl) for online usage with a source data stream

func NewAdlForStreamWithSrcLen 

func NewAdlForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adl, err error)

NewAdlForStreamWithSrcLen creates an Accumulation Distribution Line Indicator (Adl) for offline usage with a source data stream

func NewAdlWithSrcLen 

func NewAdlWithSrcLen(sourceLength uint) (indicator *Adl, err error)

NewAdlWithSrcLen creates an Accumulation Distribution Line Indicator (Adl) for offline usage

func (Adl) UpdateIndicatorWithNewValue 

func (ind Adl) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AdlWithoutStorage 

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

An Accumulation Distribution Line Indicator (Adl), no storage, for use in other indicators

func NewAdlWithoutStorage 

func NewAdlWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *AdlWithoutStorage, err error)

NewAdlWithoutStorage creates an Accumulation Distribution Line Indicator (Adl) without storage

func (*AdlWithoutStorage) ReceiveDOHLCVTick 

func (ind *AdlWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AdlWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AdlWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Adx 

type Adx struct {
	*AdxWithoutStorage

	// public variables
	Data []float64
}

A Directional Movement Indicator (Adx)

func NewAdx 

func NewAdx(timePeriod int) (indicator *Adx, err error)

NewAdx creates an Average Directional Index (Adx) for online usage

func NewAdxForStream 

func NewAdxForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Adx, err error)

NewAdxForStream creates an Average Directional Index (Adx) for online usage with a source data stream

func NewAdxForStreamWithSrcLen 

func NewAdxForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Adx, err error)

NewAdxForStreamWithSrcLen creates an Average Directional Index (Adx) for offline usage with a source data stream

func NewAdxWithSrcLen 

func NewAdxWithSrcLen(sourceLength uint, timePeriod int) (indicator *Adx, err error)

NewAdxWithSrcLen creates an Average Directional Index (Adx) for offline usage

func NewDefaultAdx 

func NewDefaultAdx() (indicator *Adx, err error)

NewDefaultAdx creates an Average Directional Index (Adx) for online usage with default parameters

  • timePeriod: 14

func NewDefaultAdxForStream 

func NewDefaultAdxForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adx, err error)

NewDefaultAdxForStream creates an Average Directional Index (Adx) for online usage with a source data stream

func NewDefaultAdxForStreamWithSrcLen 

func NewDefaultAdxForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adx, err error)

NewDefaultAdxForStreamWithSrcLen creates an Average Directional Index (Adx) for offline usage with a source data stream

func NewDefaultAdxWithSrcLen 

func NewDefaultAdxWithSrcLen(sourceLength uint) (indicator *Adx, err error)

NewDefaultAdxWithSrcLen creates an Average Directional Index (Adx) for offline usage with default parameters

func (Adx) UpdateIndicatorWithNewValue 

func (ind Adx) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AdxWithoutStorage 

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

An Average Directional Index (Adx), no storage, for use in other indicators

func NewAdxWithoutStorage 

func NewAdxWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *AdxWithoutStorage, err error)

NewAdxWithoutStorage creates an Average Directional Index (Adx) without storage

func (*AdxWithoutStorage) ReceiveDOHLCVTick 

func (ind *AdxWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AdxWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AdxWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Adxr 

type Adxr struct {
	*AdxrWithoutStorage

	// public variables
	Data []float64
}

A Directional Movement Indicator Rating (Adxr)

func NewAdxr 

func NewAdxr(timePeriod int) (indicator *Adxr, err error)

NewAdxr creates an Average Directional Index Rating (Adxr) for online usage

func NewAdxrForStream 

func NewAdxrForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Adxr, err error)

NewAdxrForStream creates an Average Directional Rating Index (Adxr) for online usage with a source data stream

func NewAdxrForStreamWithSrcLen 

func NewAdxrForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Adxr, err error)

NewAdxrForStreamWithSrcLen creates an Average Directional Index Rating (Adxr) for offline usage with a source data stream

func NewAdxrWithSrcLen 

func NewAdxrWithSrcLen(sourceLength uint, timePeriod int) (indicator *Adxr, err error)

NewAdxrWithSrcLen creates an Average Directional Index Rating (Adxr) for offline usage

func NewDefaultAdxr 

func NewDefaultAdxr() (indicator *Adxr, err error)

NewDefaultAdxr creates an Average Directional Index Rating (Adxr) for online usage with default parameters

  • timePeriod: 14

func NewDefaultAdxrForStream 

func NewDefaultAdxrForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adxr, err error)

NewDefaultAdxrForStream creates an Average Directional Index Rating (Adxr) for online usage with a source data stream

func NewDefaultAdxrForStreamWithSrcLen 

func NewDefaultAdxrForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Adxr, err error)

NewDefaultAdxrForStreamWithSrcLen creates an Average Directional Index Rating (Adxr) for offline usage with a source data stream

func NewDefaultAdxrWithSrcLen 

func NewDefaultAdxrWithSrcLen(sourceLength uint) (indicator *Adxr, err error)

NewDefaultAdxrWithSrcLen creates an Average Directional Index Rating (Adxr) for offline usage with default parameters

func (Adxr) UpdateIndicatorWithNewValue 

func (ind Adxr) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AdxrWithoutStorage 

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

An Average Directional Index Rating (Adxr), no storage

func NewAdxrWithoutStorage 

func NewAdxrWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *AdxrWithoutStorage, err error)

NewAdxrWithoutStorage creates an Average Directional Index Rating (Adxr) without storage

func (*AdxrWithoutStorage) ReceiveDOHLCVTick 

func (ind *AdxrWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AdxrWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AdxrWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Aroon 

type Aroon struct {
	*AroonWithoutStorage

	// public variables
	Up   []float64
	Down []float64
}

An Aroon (Aroon)

func NewAroon 

func NewAroon(timePeriod int) (indicator *Aroon, err error)

NewAroon creates an Aroon (Aroon) for online usage

func NewAroonForStream 

func NewAroonForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Aroon, err error)

NewAroonForStream creates an Aroon (Aroon) for online usage with a source data stream

func NewAroonForStreamWithSrcLen 

func NewAroonForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Aroon, err error)

NewAroonForStreamWithSrcLen creates an Aroon (Aroon) for online usage with a source data stream

func NewAroonWithSrcLen 

func NewAroonWithSrcLen(sourceLength uint, timePeriod int) (indicator *Aroon, err error)

NewAroonWithSrcLen creates an Aroon (Aroon) for offline usage

func NewDefaultAroon 

func NewDefaultAroon() (indicator *Aroon, err error)

NewDefaultAroon creates an Aroon (Aroon) for online usage with default parameters

  • timePeriod: 14

func NewDefaultAroonForStream 

func NewDefaultAroonForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Aroon, err error)

NewDefaultAroonForStream creates an Aroon (Aroon) for online usage with a source data stream

func NewDefaultAroonForStreamWithSrcLen 

func NewDefaultAroonForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Aroon, err error)

NewDefaultAroonForStreamWithSrcLen creates an Aroon (Aroon) for online usage with a source data stream

func NewDefaultAroonWithSrcLen 

func NewDefaultAroonWithSrcLen(sourceLength uint) (indicator *Aroon, err error)

NewDefaultAroonWithSrcLen creates an Aroon (Aroon) for offline usage with default parameters

func (Aroon) UpdateIndicatorWithNewValue 

func (ind Aroon) UpdateIndicatorWithNewValue(newAroonUpValue float64, newAroonDwnValue float64, streamBarIndex int)

type AroonOsc 

type AroonOsc struct {
	*AroonOscWithoutStorage

	// public variables
	Data []float64
}

An AroonOsc (AroonOsc)

func NewAroonOsc 

func NewAroonOsc(timePeriod int) (indicator *AroonOsc, err error)

NewAroonOsc creates an Aroon Oscillator (AroonOsc) for online usage

func NewAroonOscForStream 

func NewAroonOscForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *AroonOsc, err error)

NewAroonOscForStream creates an Aroon Oscillator (AroonOsc) for online usage with a source data stream

func NewAroonOscForStreamWithSrcLen 

func NewAroonOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *AroonOsc, err error)

NewAroonOscForStreamWithSrcLen creates an Aroon Oscillator (AroonOsc) for offline usage with a source data stream

func NewAroonOscWithSrcLen 

func NewAroonOscWithSrcLen(sourceLength uint, timePeriod int) (indicator *AroonOsc, err error)

NewAroonOscWithSrcLen creates an Aroon Oscillator (AroonOsc) for offline usage

func NewDefaultAroonOsc 

func NewDefaultAroonOsc() (indicator *AroonOsc, err error)

NewDefaultAroonOsc creates an Aroon Oscillator (AroonOsc) for online usage with default parameters

  • timePeriod: 14

func NewDefaultAroonOscForStream 

func NewDefaultAroonOscForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *AroonOsc, err error)

NewDefaultAroonOscForStream creates an Aroon Oscillator (AroonOsc) for online usage with a source data stream

func NewDefaultAroonOscForStreamWithSrcLen 

func NewDefaultAroonOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *AroonOsc, err error)

NewDefaultAroonOscForStreamWithSrcLen creates an Aroon Oscillator (AroonOsc) for offline usage with a source data stream

func NewDefaultAroonOscWithSrcLen 

func NewDefaultAroonOscWithSrcLen(sourceLength uint) (indicator *AroonOsc, err error)

NewDefaultAroonOscWithSrcLen creates an Aroon Oscillator (AroonOsc) for offline usage with default parameters

func (*AroonOsc) ReceiveDOHLCVTick 

func (ind *AroonOsc) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AroonOsc) UpdateIndicatorWithNewValue 

func (ind AroonOsc) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AroonOscWithoutStorage 

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

func NewAroonOscWithoutStorage 

func NewAroonOscWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *AroonOscWithoutStorage, err error)

func (AroonOscWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AroonOscWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AroonWithoutStorage 

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

An Aroon (Aroon), no storage, for use in other indicators

func NewAroonWithoutStorage 

func NewAroonWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionAroon) (indicator *AroonWithoutStorage, err error)

NewAroonWithoutStorage creates an Aroon (Aroon) without storage

func (*AroonWithoutStorage) ReceiveDOHLCVTick 

func (ind *AroonWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AroonWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AroonWithoutStorage) UpdateIndicatorWithNewValue(newAroonUpValue float64, newAroonDwnValue float64, streamBarIndex int)

type Atr 

type Atr struct {
	*AtrWithoutStorage

	// public variables
	Data []float64
}

An Average True Range Indicator (Atr)

func NewAtr 

func NewAtr(timePeriod int) (indicator *Atr, err error)

NewAtr creates an Average True Range (Atr) for online usage

func NewAtrForStream 

func NewAtrForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Atr, err error)

NewAtrForStream creates an Average True Range (Atr) for online usage with a source data stream

func NewAtrForStreamWithSrcLen 

func NewAtrForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Atr, err error)

NewAtrForStreamWithSrcLen creates an Average True Range (Atr) for offline usage with a source data stream

func NewAtrWithSrcLen 

func NewAtrWithSrcLen(sourceLength uint, timePeriod int) (indicator *Atr, err error)

NewAtrWithSrcLen creates an Average True Range (Atr) for offline usage

func NewDefaultAtr 

func NewDefaultAtr() (indicator *Atr, err error)

NewDefaultAtr creates an Average True Range (Atr) for online usage with default parameters

  • timePeriod: 14

func NewDefaultAtrForStream 

func NewDefaultAtrForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Atr, err error)

NewDefaultAtrForStream creates an Average True Range (Atr) for online usage with a source data stream

func NewDefaultAtrForStreamWithSrcLen 

func NewDefaultAtrForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Atr, err error)

NewDefaultAtrForStreamWithSrcLen creates an Average True Range (Atr) for offline usage with a source data stream

func NewDefaultAtrWithSrcLen 

func NewDefaultAtrWithSrcLen(sourceLength uint) (indicator *Atr, err error)

NewDefaultAtrWithSrcLen creates an Average True Range (Atr) for offline usage with default parameters

func (Atr) UpdateIndicatorWithNewValue 

func (ind Atr) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AtrWithoutStorage 

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

An Average True Range Indicator (Atr), no storage, for use in other indicators

func NewAtrWithoutStorage 

func NewAtrWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *AtrWithoutStorage, err error)

NewAtrWithoutStorage creates an Average True Range Indicator (Atr) without storage

func (*AtrWithoutStorage) ReceiveDOHLCVTick 

func (ind *AtrWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AtrWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AtrWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AvgPrice 

type AvgPrice struct {
	*AvgPriceWithoutStorage

	// public variables
	Data []float64
}

An Average Price Indicator

func NewAvgPrice 

func NewAvgPrice() (indicator *AvgPrice, err error)

NewAvgPrice creates an Average Price (AvgPrice) for online usage

func NewAvgPriceForStream 

func NewAvgPriceForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *AvgPrice, err error)

NewAvgPriceForStream creates an Avgerage Price Indicator(AvgPrice) for online usage with a source data stream

func NewAvgPriceForStreamWithSrcLen 

func NewAvgPriceForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *AvgPrice, err error)

NewAvgPriceForStreamWithSrcLen creates an Avgerage Price Indicator(AvgPrice) for offline usage with a source data stream

func NewAvgPriceWithSrcLen 

func NewAvgPriceWithSrcLen(sourceLength uint) (indicator *AvgPrice, err error)

NewAvgPriceWithSrcLen creates an Avgerage Price Indicator(AvgPrice) for offline usage

func (AvgPrice) UpdateIndicatorWithNewValue 

func (ind AvgPrice) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type AvgPriceWithoutStorage 

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

An Average Price (AvgPrice), no storage, for use in other indicators

func NewAvgPriceWithoutStorage 

func NewAvgPriceWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *AvgPriceWithoutStorage, err error)

NewAvgPriceWithoutStorage creates an Average Price(AvgPrice) without storage

func (*AvgPriceWithoutStorage) ReceiveDOHLCVTick 

func (ind *AvgPriceWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (AvgPriceWithoutStorage) UpdateIndicatorWithNewValue 

func (ind AvgPriceWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type BollingerBands 

type BollingerBands struct {
	*BollingerBandsWithoutStorage

	// public variables
	UpperBand  []float64
	MiddleBand []float64
	LowerBand  []float64
	// contains filtered or unexported fields
}

A Bollinger Band Indicator

func NewBollingerBands 

func NewBollingerBands(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *BollingerBands, err error)

NewBollingerBands creates a Bollinger Band Indicator (BollingerBand) for online usage

func NewBollingerBandsForStream 

func NewBollingerBandsForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *BollingerBands, err error)

NewBollingerBandsForStream creates a Bollinger Bands Indicator (BollingerBand) for online usage with a source data stream

func NewBollingerBandsForStreamWithSrcLen 

func NewBollingerBandsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *BollingerBands, err error)

NewBollingerBandsForStreamWithSrcLen creates a Bollinger Bands Indicator (BollingerBand) for online usage with a source data stream

func NewBollingerBandsWithSrcLen 

func NewBollingerBandsWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *BollingerBands, err error)

NewBollingerBandsWithSrcLen creates a Bollinger Band Indicator (BollingerBand) for offline usage

func NewDefaultBollingerBands 

func NewDefaultBollingerBands() (indicator *BollingerBands, err error)

NewDefaultBollingerBands creates a Bollinger Band Indicator (BollingerBand) for online usage with default parameters

  • timePeriod: 5
  • selectData: useClosePrice

func NewDefaultBollingerBandsForStream 

func NewDefaultBollingerBandsForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *BollingerBands, err error)

NewDefaultBollingerBandsForStream creates a Bollinger Bands Indicator (BollingerBand) for online usage with a source data stream

func NewDefaultBollingerBandsForStreamWithSrcLen 

func NewDefaultBollingerBandsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *BollingerBands, err error)

NewDefaultBollingerBandsForStreamWithSrcLen creates a Bollinger Bands Indicator (BollingerBand) for online usage with a source data stream

func NewDefaultBollingerBandsWithSrcLen 

func NewDefaultBollingerBandsWithSrcLen(sourceLength uint) (indicator *BollingerBands, err error)

NewDefaultBollingerBandsWithSrcLen creates a Bollinger Band Indicator (BollingerBand) for offline usage

func (*BollingerBands) ReceiveDOHLCVTick 

func (ind *BollingerBands) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (BollingerBands) UpdateIndicatorWithNewValue 

func (ind BollingerBands) UpdateIndicatorWithNewValue(newUpperBandValue float64, newMiddleBandValue float64, newLowerBandValue float64, streamBarIndex int)

type BollingerBandsWithoutStorage 

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

A Bollinger Band Indicator (BollingerBand), no storage, for use in other indicators

func NewBollingerBandsWithoutStorage 

func NewBollingerBandsWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionBollinger) (indicator *BollingerBandsWithoutStorage, err error)

NewBollingerBandsWithoutStorage creates a Bollinger Band Indicator (BollingerBand) without storage

func (*BollingerBandsWithoutStorage) RecieveTick 

func (ind *BollingerBandsWithoutStorage) RecieveTick(tickData float64, streamBarIndex int)

ReceiveTick consumes a source data float price tick

func (BollingerBandsWithoutStorage) UpdateIndicatorWithNewValue 

func (ind BollingerBandsWithoutStorage) UpdateIndicatorWithNewValue(newUpperBandValue float64, newMiddleBandValue float64, newLowerBandValue float64, streamBarIndex int)

type Cci 

type Cci struct {
	*CciWithoutStorage

	// public variables
	Data []float64
}

A Commodity Channel Index Indicator (Cci)

func NewCci 

func NewCci(timePeriod int) (indicator *Cci, err error)

NewCci creates a Commodity Channel Index Indicator (Cci) for online usage

func NewCciForStream 

func NewCciForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Cci, err error)

NewCciForStream creates a Commodity Channel Index (Cci) for online usage with a source data stream

func NewCciForStreamWithSrcLen 

func NewCciForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Cci, err error)

NewCciForStreamWithSrcLen creates a Commodity Channel Index (Cci) for offline usage with a source data stream

func NewCciWithSrcLen 

func NewCciWithSrcLen(sourceLength uint, timePeriod int) (indicator *Cci, err error)

NewCciWithSrcLen creates a Commodity Channel Index (Cci) for offline usage

func NewDefaultCci 

func NewDefaultCci() (indicator *Cci, err error)

NewDefaultCci creates a Commodity Channel Index (Cci) for online usage with default parameters

  • timePeriod: 14

func NewDefaultCciForStream 

func NewDefaultCciForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Cci, err error)

NewDefaultCciForStream creates a Commodity Channel Index (Cci) for online usage with a source data stream

func NewDefaultCciForStreamWithSrcLen 

func NewDefaultCciForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Cci, err error)

NewDefaultCciForStreamWithSrcLen creates a Commodity Channel Index (Cci) for offline usage with a source data stream

func NewDefaultCciWithSrcLen 

func NewDefaultCciWithSrcLen(sourceLength uint) (indicator *Cci, err error)

NewDefaultCciWithSrcLen creates a Commodity Channel Index (Cci) for offline usage with default parameters

func (*Cci) ReceiveDOHLCVTick 

func (ind *Cci) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Cci) UpdateIndicatorWithNewValue 

func (ind Cci) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type CciWithoutStorage 

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

A Commodity Channel Index Indicator (Cci), no storage, for use in other indicators

func NewCciWithoutStorage 

func NewCciWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *CciWithoutStorage, err error)

NewCciWithoutStorage creates a Commodity Channel Index Indicator (Cci) without storage

func (CciWithoutStorage) UpdateIndicatorWithNewValue 

func (ind CciWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type ChaikinOsc 

type ChaikinOsc struct {
	*ChaikinOscWithoutStorage

	// public variables
	Data []float64
}

A Chaikin Oscillator Indicator (ChaikinOsc)

func NewChaikinOsc 

func NewChaikinOsc(fastTimePeriod int, slowTimePeriod int) (indicator *ChaikinOsc, err error)

NewChaikinOsc creates a Chaikin Oscillator (ChaikinOsc) for online usage

func NewChaikinOscForStream 

func NewChaikinOscForStream(priceStream gotrade.DOHLCVStreamSubscriber, fastTimePeriod int, slowTimePeriod int) (indicator *ChaikinOsc, err error)

NewChaikinOscForStream creates a Chaikin Oscillator (ChaikinOsc) for online usage with a source data stream

func NewChaikinOscForStreamWithSrcLen 

func NewChaikinOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, fastTimePeriod int, slowTimePeriod int) (indicator *ChaikinOsc, err error)

NewChaikinOscForStreamWithSrcLen creates a Chaikin Oscillator (ChaikinOsc) for offline usage with a source data stream

func NewChaikinOscWithSrcLen 

func NewChaikinOscWithSrcLen(sourceLength uint, fastTimePeriod int, slowTimePeriod int) (indicator *ChaikinOsc, err error)

NewChaikinOscWithSrcLen creates a Chaikin Oscillator (ChaikinOsc) for offline usage

func NewDefaultChaikinOsc 

func NewDefaultChaikinOsc() (indicator *ChaikinOsc, err error)

NewDefaultChaikinOsc creates a Chaikin Oscillator (ChaikinOsc) for online usage with default parameters

  • fastTimePeriod: 3
  • slowTimePeriod: 10

func NewDefaultChaikinOscForStream 

func NewDefaultChaikinOscForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *ChaikinOsc, err error)

NewDefaultChaikinOscForStream creates a Chaikin Oscillator (ChaikinOsc) for online usage with a source data stream

func NewDefaultChaikinOscForStreamWithSrcLen 

func NewDefaultChaikinOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *ChaikinOsc, err error)

NewDefaultChaikinOscForStreamWithSrcLen creates a Chaikin Oscillator (ChaikinOsc) for offline usage with a source data stream

func NewDefaultChaikinOscWithSrcLen 

func NewDefaultChaikinOscWithSrcLen(sourceLength uint) (indicator *ChaikinOsc, err error)

NewDefaultChaikinOscWithSrcLen creates a Chaikin Oscillator (ChaikinOsc) for offline usage with default parameters

func (*ChaikinOsc) ReceiveDOHLCVTick 

func (ind *ChaikinOsc) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (ChaikinOsc) UpdateIndicatorWithNewValue 

func (ind ChaikinOsc) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type ChaikinOscWithoutStorage 

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

A Chaikin Oscillator Indicator (ChaikinOsc), no storage, for use in other indicators

func NewChaikinOscWithoutStorage 

func NewChaikinOscWithoutStorage(fastTimePeriod int, slowTimePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *ChaikinOscWithoutStorage, err error)

NewChaikinOscWithoutStorage creates a Chaikin Oscillator Indicator (ChaikinOsc) without storage This should be as simple as EMA(Adl,3) - EMA(Adl,10), however it seems the TA-Lib emas are intialised with the first adl value and not offset like the macd to conincide, they are both calculated from the 2nd bar and used before their lookback period is reached - so the emas are calculated inline and not using the general EmaWithoutStorage

func (ChaikinOscWithoutStorage) UpdateIndicatorWithNewValue 

func (ind ChaikinOscWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Dema 

type Dema struct {
	*DemaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Double Exponential Moving Average Indicator (Dema)

func NewDefaultDema 

func NewDefaultDema() (indicator *Dema, err error)

NewDefaultDema creates a Double Exponential Moving Average (Dema) for online usage with default parameters

  • timePeriod: 30
  • selectData: useClosePrice

func NewDefaultDemaForStream 

func NewDefaultDemaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Dema, err error)

NewDefaultDemaForStream creates a Double Exponential Moving Average (Dema) for online usage with a source data stream

func NewDefaultDemaForStreamWithSrcLen 

func NewDefaultDemaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Dema, err error)

NewDefaultDemaForStreamWithSrcLen creates a Double Exponential Moving Average (Dema) for offline usage with a source data stream

func NewDefaultDemaWithSrcLen 

func NewDefaultDemaWithSrcLen(sourceLength uint) (indicator *Dema, err error)

NewDefaultDemaWithSrcLen creates a Double Exponential Moving Average (Dema) for offline usage with default parameters

func NewDema 

func NewDema(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Dema, err error)

NewDema creates a Double Exponential Moving Average (Dema) for online usage

func NewDemaForStream 

func NewDemaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Dema, err error)

NewDemaForStream creates a Double Exponential Moving Average (Dema) for online usage with a source data stream

func NewDemaForStreamWithSrcLen 

func NewDemaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Dema, err error)

NewDemaForStreamWithSrcLen creates a Double Exponential Moving Average (Dema) for offline usage with a source data stream

func NewDemaWithSrcLen 

func NewDemaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Dema, err error)

NewDemaWithSrcLen creates a Double Exponential Moving Average (Dema) for offline usage

func (*Dema) ReceiveDOHLCVTick 

func (dema *Dema) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Dema) UpdateIndicatorWithNewValue 

func (ind Dema) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type DemaWithoutStorage 

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

A Double Exponential Moving Average Indicator (Dema), no storage, for use in other indicators

func NewDemaWithoutStorage 

func NewDemaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *DemaWithoutStorage, err error)

NewDemaWithoutStorage creates a Double Exponential Moving Average Indicator (Dema) without storage

func (*DemaWithoutStorage) ReceiveTick 

func (dema *DemaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (DemaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind DemaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Dx 

type Dx struct {
	*DxWithoutStorage

	// public variables
	Data []float64
}

A Directional Movement Index Indicator (Dx)

func NewDefaultDx 

func NewDefaultDx() (indicator *Dx, err error)

NewDefaultDx creates a Directional Movement Index (Dx) for online usage with default parameters

  • timePeriod: 14

func NewDefaultDxForStream 

func NewDefaultDxForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Dx, err error)

NewDefaultDxForStream creates a Directional Movement Index (Dx) for online usage with a source data stream

func NewDefaultDxForStreamWithSrcLen 

func NewDefaultDxForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Dx, err error)

NewDefaultDxForStreamWithSrcLen creates a Directional Movement Index (Dx) for offline usage with a source data stream

func NewDefaultDxWithSrcLen 

func NewDefaultDxWithSrcLen(sourceLength uint) (indicator *Dx, err error)

NewDefaultDxWithSrcLen creates a Directional Movement Index (Dx) for offline usage with default parameters

func NewDx 

func NewDx(timePeriod int) (indicator *Dx, err error)

NewDx creates a Directional Movement Index Indicator (Dx) for online usage

func NewDxForStream 

func NewDxForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Dx, err error)

NewDxForStream creates a Directional Movement Index (Dx) for online usage with a source data stream

func NewDxForStreamWithSrcLen 

func NewDxForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Dx, err error)

NewDxForStreamWithSrcLen creates a Directional Movement Index (Dx) for offline usage with a source data stream

func NewDxWithSrcLen 

func NewDxWithSrcLen(sourceLength uint, timePeriod int) (indicator *Dx, err error)

NewDxWithSrcLen creates a Directional Movement Index (Dx) for offline usage

func (Dx) UpdateIndicatorWithNewValue 

func (ind Dx) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type DxWithoutStorage 

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

An Directional Movement Index Indicator (Dx), no storage, for use in other indicators

func NewDxWithoutStorage 

func NewDxWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *DxWithoutStorage, err error)

NewDxWithoutStorage creates a Directional Movement Index Indicator (Dx) without storage

func (*DxWithoutStorage) ReceiveDOHLCVTick 

func (ind *DxWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (DxWithoutStorage) UpdateIndicatorWithNewValue 

func (ind DxWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Ema 

type Ema struct {
	*EmaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

An Exponential Moving Average Indicator (Ema)

func NewDefaultEma 

func NewDefaultEma() (indicator *Ema, err error)

NewDefaultEma creates an Exponential Moving Average (Ema) for online usage with default parameters

  • timePeriod: 25

func NewDefaultEmaForStream 

func NewDefaultEmaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Ema, err error)

NewDefaultEmaForStream creates an Exponential Moving Average (Ema) for online usage with a source data stream

func NewDefaultEmaForStreamWithSrcLen 

func NewDefaultEmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Ema, err error)

NewDefaultEmaForStreamWithSrcLen creates an Exponential Moving Average (Ema) for offline usage with a source data stream

func NewDefaultEmaWithSrcLen 

func NewDefaultEmaWithSrcLen(sourceLength uint) (indicator *Ema, err error)

NewDefaultEmaWithSrcLen creates an Exponential Moving Average (Ema) for offline usage with default parameters

func NewEma 

func NewEma(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Ema, err error)

NewEma creates an Exponential Moving Average Indicator (Ema) for online usage

func NewEmaForStream 

func NewEmaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Ema, err error)

NewEmaForStream creates an Exponential Moving Average (Ema) for online usage with a source data stream

func NewEmaForStreamWithSrcLen 

func NewEmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Ema, err error)

NewEmaForStreamWithSrcLen creates an Exponential Moving Average (Ema) for offline usage with a source data stream

func NewEmaWithSrcLen 

func NewEmaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Ema, err error)

NewEmaWithSrcLen creates an Exponential Moving Average (Ema) for offline usage

func (*Ema) ReceiveDOHLCVTick 

func (ind *Ema) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Ema) UpdateIndicatorWithNewValue 

func (ind Ema) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type EmaWithoutStorage 

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

An Exponential Moving Average Indicator (Ema), no storage, for use in other indicators

func NewEmaWithoutStorage 

func NewEmaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *EmaWithoutStorage, err error)

NewEmaWithoutStorage creates an Exponential Moving Average Indicator (Ema) without storage

func (*EmaWithoutStorage) ReceiveTick 

func (ind *EmaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (EmaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind EmaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Hhv 

type Hhv struct {
	*HhvWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Highest High Value Indicator (hhv)

func NewDefaultHhv 

func NewDefaultHhv() (indicator *Hhv, err error)

NewDefaultHhv creates a Highest High Value Indicator (Hhv) for online usage with default parameters

  • timePeriod: 25

func NewDefaultHhvForStream 

func NewDefaultHhvForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Hhv, err error)

NewDefaultHhvForStream creates a Highest High Value Indicator (Hhv)for online usage with a source data stream

func NewDefaultHhvForStreamWithSrcLen 

func NewDefaultHhvForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Hhv, err error)

NewDefaultHhvForStreamWithSrcLen creates a Highest High Value Indicator (Hhv)for offline usage with a source data stream

func NewDefaultHhvWithSrcLen 

func NewDefaultHhvWithSrcLen(sourceLength uint) (indicator *Hhv, err error)

NewDefaultHhvWithSrcLen creates a Highest High Value Indicator (Hhv)for offline usage with default parameters

func NewHhv 

func NewHhv(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Hhv, err error)

NewHhv creates a Highest High Value Indicator (Hhv) for online usage

func NewHhvForStream 

func NewHhvForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Hhv, err error)

NewHhvForStream creates a Highest High Value Indicator (Hhv)for online usage with a source data stream

func NewHhvForStreamWithSrcLen 

func NewHhvForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Hhv, err error)

NewHhvForStreamWithSrcLen creates a Highest High Value Indicator (Hhv)for offline usage with a source data stream

func NewHhvWithSrcLen 

func NewHhvWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Hhv, err error)

NewHhvWithSrcLen creates a Highest High Value Indicator (Hhv)for offline usage

func (*Hhv) ReceiveDOHLCVTick 

func (ind *Hhv) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Hhv) UpdateIndicatorWithNewValue 

func (ind Hhv) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type HhvBars 

type HhvBars struct {
	*HhvBarsWithoutStorage

	// public variables
	Data []int64
	// contains filtered or unexported fields
}

A Highest High Value Bars Indicator (HhvBars)

func NewDefaultHhvBars 

func NewDefaultHhvBars() (indicator *HhvBars, err error)

NewDefaultHhvBars creates a Highest High Value Indicator (HhvBars) for online usage with default parameters

  • timePeriod: 25

func NewDefaultHhvBarsForStream 

func NewDefaultHhvBarsForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *HhvBars, err error)

NewDefaultHhvBarsForStream creates a Highest High Value Indicator (HhvBars)for online usage with a source data stream

func NewDefaultHhvBarsForStreamWithSrcLen 

func NewDefaultHhvBarsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *HhvBars, err error)

NewDefaultHhvBarsForStreamWithSrcLen creates a Highest High Value Indicator (HhvBars)for offline usage with a source data stream

func NewDefaultHhvBarsWithSrcLen 

func NewDefaultHhvBarsWithSrcLen(sourceLength uint) (indicator *HhvBars, err error)

NewDefaultHhvBarsWithSrcLen creates a Highest High Value Indicator (HhvBars)for offline usage with default parameters

func NewHhvBars 

func NewHhvBars(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *HhvBars, err error)

NewHhvBars creates a Highest High Value Bars Indicator (HhvBars) for online usage

func NewHhvBarsForStream 

func NewHhvBarsForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *HhvBars, err error)

NewHhvBarsForStream creates a Highest High Value Indicator (HhvBars)for online usage with a source data stream

func NewHhvBarsForStreamWithSrcLen 

func NewHhvBarsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *HhvBars, err error)

NewHhvBarsForStreamWithSrcLen creates a Highest High Value Indicator (HhvBars)for offline usage with a source data stream

func NewHhvBarsWithSrcLen 

func NewHhvBarsWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *HhvBars, err error)

NewHhvBarsWithSrcLen creates a Highest High Value Indicator (HhvBars)for offline usage

func (*HhvBars) ReceiveDOHLCVTick 

func (ind *HhvBars) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (HhvBars) UpdateIndicatorWithNewValue 

func (ind HhvBars) UpdateIndicatorWithNewValue(newValue int64, streamBarIndex int)

type HhvBarsWithoutStorage 

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

A Highest High Value Bars Indicator (HhvBars), no storage, for use in other indicators

func NewHhvBarsWithoutStorage 

func NewHhvBarsWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionInt) (indicator *HhvBarsWithoutStorage, err error)

NewHhvBarsWithoutStorage creates a Highest High Value Bars Indicator Indicator (HhvBars) without storage

func (*HhvBarsWithoutStorage) ReceiveTick 

func (ind *HhvBarsWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (HhvBarsWithoutStorage) UpdateIndicatorWithNewValue 

func (ind HhvBarsWithoutStorage) UpdateIndicatorWithNewValue(newValue int64, streamBarIndex int)

type HhvWithoutStorage 

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

A Highest High Value Indicator (Hhv), no storage, for use in other indicators

func NewHhvWithoutStorage 

func NewHhvWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *HhvWithoutStorage, err error)

NewHhvWithoutStorage creates a Highest High Value Indicator (Hhv) without storage

func (*HhvWithoutStorage) ReceiveTick 

func (ind *HhvWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (HhvWithoutStorage) UpdateIndicatorWithNewValue 

func (ind HhvWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Indicator 

type Indicator interface {
	// the source data bar number from which this indicator is valid, starts at bar 1.
	ValidFromBar() int
	// the lookback period, if applicable, the amount of lag the indicator displays with regards to the source data.
	GetLookbackPeriod() int
	// the length of the transformed data generated by the indicator.
	Length() int
}

type IndicatorWithFloatBounds 

type IndicatorWithFloatBounds interface {
	// the minimum bound of the transformed data generated by the indicator.
	MinValue() float64
	// the maximum bound of the transformed data generated by the indicator.
	MaxValue() float64
}

type IndicatorWithIntBounds 

type IndicatorWithIntBounds interface {
	// the minimum bound of the transformed data generated by the indicator.
	MinValue() int64
	// the maximum bound of the transformed data generated by the indicator.
	MaxValue() int64
}

type IndicatorWithTimePeriod 

type IndicatorWithTimePeriod interface {
	GetTimePeriod() int
}

type Kama 

type Kama struct {
	*KamaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Kaufman Adaptive Moving Average Indicator (Kama)

func NewDefaultKama 

func NewDefaultKama() (indicator *Kama, err error)

NewDefaultKama creates a Kaufman Adaptive Moving Average Indicator (Kama) for online usage with default parameters

  • timePeriod: 25

func NewDefaultKamaForStream 

func NewDefaultKamaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Kama, err error)

NewDefaultKamaForStream creates a Kaufman Adaptive Moving Average Indicator (Kama) for online usage with a source data stream

func NewDefaultKamaForStreamWithSrcLen 

func NewDefaultKamaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Kama, err error)

NewDefaultKamaForStreamWithSrcLen creates a Kaufman Adaptive Moving Average Indicator (Kama) for offline usage with a source data stream

func NewDefaultKamaWithSrcLen 

func NewDefaultKamaWithSrcLen(sourceLength uint) (indicator *Kama, err error)

NewDefaultKamaWithSrcLen creates a Kaufman Adaptive Moving Average Indicator (Kama) for offline usage with default parameters

func NewKama 

func NewKama(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Kama, err error)

NewKama creates a Kaufman Adaptive Moving Average Indicator (Kama) for online usage

func NewKamaForStream 

func NewKamaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Kama, err error)

NewKamaForStream creates a Kaufman Adaptive Moving Average Indicator (Kama) for online usage with a source data stream

func NewKamaForStreamWithSrcLen 

func NewKamaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Kama, err error)

NewKamaForStreamWithSrcLen creates a Kaufman Adaptive Moving Average Indicator (Kama) for offline usage with a source data stream

func NewKamaWithSrcLen 

func NewKamaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Kama, err error)

NewKamaWithSrcLen creates a Kaufman Adaptive Moving Average Indicator (Kama) for offline usage

func (*Kama) ReceiveDOHLCVTick 

func (ind *Kama) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Kama) UpdateIndicatorWithNewValue 

func (ind Kama) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type KamaWithoutStorage 

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

A Kaufman Adaptive Moving Average Indicator (Kama), no storage, for use in other indicators

func NewKamaWithoutStorage 

func NewKamaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *KamaWithoutStorage, err error)

NewKamaWithoutStorage creates a Kaufman Adaptive Moving Average Indicator (Kama) without storage

func (*KamaWithoutStorage) ReceiveTick 

func (ind *KamaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (KamaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind KamaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type LinReg 

type LinReg struct {
	*LinRegWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Linear Regression Indicator (LinReg)

func NewDefaultLinReg 

func NewDefaultLinReg() (indicator *LinReg, err error)

NewDefaultLinReg creates a Linear Regression Indicator (LinReg) for online usage with default parameters

  • timePeriod: 14

func NewDefaultLinRegForStream 

func NewDefaultLinRegForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinReg, err error)

NewDefaultLinRegForStream creates a Linear Regression Indicator (LinReg) for online usage with a source data stream

func NewDefaultLinRegForStreamWithSrcLen 

func NewDefaultLinRegForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinReg, err error)

NewDefaultLinRegForStreamWithSrcLen creates a Linear Regression Indicator (LinReg) for offline usage with a source data stream

func NewDefaultLinRegWithSrcLen 

func NewDefaultLinRegWithSrcLen(sourceLength uint) (indicator *LinReg, err error)

NewDefaultLinRegWithSrcLen creates a Linear Regression Indicator (LinReg) for offline usage with default parameters

func NewLinReg 

func NewLinReg(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinReg, err error)

NewLinReg creates a Linear Regression Indicator (LinReg) for online usage

func NewLinRegForStream 

func NewLinRegForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinReg, err error)

NewLinRegForStream creates a Linear Regression Indicator (LinReg) for online usage with a source data stream

func NewLinRegForStreamWithSrcLen 

func NewLinRegForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinReg, err error)

NewLinRegForStreamWithSrcLen creates a Linear Regression Indicator (LinReg) for offline usage with a source data stream

func NewLinRegWithSrcLen 

func NewLinRegWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinReg, err error)

NewLinRegWithSrcLen creates a Linear Regression Indicator (LinReg) for offline usage

func (LinReg) GetLookbackPeriod 

func (ind LinReg) GetLookbackPeriod() int

func (LinReg) IncDataLength 

func (ind LinReg) IncDataLength()

func (LinReg) Length 

func (ind LinReg) Length() int

func (LinReg) MaxValue 

func (ind LinReg) MaxValue() float64

func (LinReg) MinValue 

func (ind LinReg) MinValue() float64

func (*LinReg) ReceiveDOHLCVTick 

func (ind *LinReg) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (LinReg) SetValidFromBar 

func (ind LinReg) SetValidFromBar(streamBarIndex int)

func (LinReg) UpdateMinMax 

func (ind LinReg) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (LinReg) ValidFromBar 

func (ind LinReg) ValidFromBar() int

type LinRegAng 

type LinRegAng struct {
	*LinRegWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Linear Regression Angle Indicator (LinRegAng)

func NewDefaultLinRegAng 

func NewDefaultLinRegAng() (indicator *LinRegAng, err error)

NewDefaultLinRegAng creates a Linear Regression Angle Indicator (LinRegAng) for online usage with default parameters

  • timePeriod: 14

func NewDefaultLinRegAngForStream 

func NewDefaultLinRegAngForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegAng, err error)

NewDefaultLinRegAngForStream creates a Linear Regression Angle Indicator (LinRegAng) for online usage with a source data stream

func NewDefaultLinRegAngForStreamWithSrcLen 

func NewDefaultLinRegAngForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegAng, err error)

NewDefaultLinRegAngForStreamWithSrcLen creates a Linear Regression Angle Indicator (LinRegAng) for offline usage with a source data stream

func NewDefaultLinRegAngWithSrcLen 

func NewDefaultLinRegAngWithSrcLen(sourceLength uint) (indicator *LinRegAng, err error)

NewDefaultLinRegAngWithSrcLen creates a Linear Regression Angle Indicator (LinRegAng) for offline usage with default parameters

func NewLinRegAng 

func NewLinRegAng(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegAng, err error)

NewLinRegAng creates a Linear Regression Angle Indicator (LinRegAng) for online usage

func NewLinRegAngForStream 

func NewLinRegAngForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegAng, err error)

NewLinRegAngForStream creates a Linear Regression Angle Indicator (LinRegAng) for online usage with a source data stream

func NewLinRegAngForStreamWithSrcLen 

func NewLinRegAngForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegAng, err error)

NewLinRegAngForStreamWithSrcLen creates a Linear Regression Angle Indicator (LinRegAng) for offline usage with a source data stream

func NewLinRegAngWithSrcLen 

func NewLinRegAngWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegAng, err error)

NewLinRegAngWithSrcLen creates a Linear Regression Angle Indicator (LinRegAng) for offline usage

func (LinRegAng) GetLookbackPeriod 

func (ind LinRegAng) GetLookbackPeriod() int

func (LinRegAng) IncDataLength 

func (ind LinRegAng) IncDataLength()

func (LinRegAng) Length 

func (ind LinRegAng) Length() int

func (LinRegAng) MaxValue 

func (ind LinRegAng) MaxValue() float64

func (LinRegAng) MinValue 

func (ind LinRegAng) MinValue() float64

func (*LinRegAng) ReceiveDOHLCVTick 

func (ind *LinRegAng) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (LinRegAng) SetValidFromBar 

func (ind LinRegAng) SetValidFromBar(streamBarIndex int)

func (LinRegAng) UpdateMinMax 

func (ind LinRegAng) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (LinRegAng) ValidFromBar 

func (ind LinRegAng) ValidFromBar() int

type LinRegInt 

type LinRegInt struct {
	*LinRegWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Linear Regression Intercept Indicator (LinRegInt)

func NewDefaultLinRegInt 

func NewDefaultLinRegInt() (indicator *LinRegInt, err error)

NewDefaultLinRegInt creates a Linear Regression Intercept Indicator (LinRegInt) for online usage with default parameters

  • timePeriod: 14

func NewDefaultLinRegIntForStream 

func NewDefaultLinRegIntForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegInt, err error)

NewDefaultLinRegIntForStream creates a Linear Regression Intercept Indicator (LinRegInt) for online usage with a source data stream

func NewDefaultLinRegIntForStreamWithSrcLen 

func NewDefaultLinRegIntForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegInt, err error)

NewDefaultLinRegIntForStreamWithSrcLen creates a Linear Regression Intercept Indicator (LinRegInt) for offline usage with a source data stream

func NewDefaultLinRegIntWithSrcLen 

func NewDefaultLinRegIntWithSrcLen(sourceLength uint) (indicator *LinRegInt, err error)

NewDefaultLinRegIntWithSrcLen creates a Linear Regression Intercept Indicator (LinRegInt) for offline usage with default parameters

func NewLinRegInt 

func NewLinRegInt(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegInt, err error)

NewLinRegInt creates a Linear Regression Intercept Indicator (LinRegInt) for online usage

func NewLinRegIntForStream 

func NewLinRegIntForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegInt, err error)

NewLinRegIntForStream creates a Linear Regression Intercept Indicator (LinRegInt) for online usage with a source data stream

func NewLinRegIntForStreamWithSrcLen 

func NewLinRegIntForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegInt, err error)

NewLinRegIntForStreamWithSrcLen creates a Linear Regression Intercept Indicator (LinRegInt) for offline usage with a source data stream

func NewLinRegIntWithSrcLen 

func NewLinRegIntWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegInt, err error)

NewLinRegIntWithSrcLen creates a Linear Regression Intercept Indicator (LinRegInt) for offline usage

func (LinRegInt) GetLookbackPeriod 

func (ind LinRegInt) GetLookbackPeriod() int

func (LinRegInt) IncDataLength 

func (ind LinRegInt) IncDataLength()

func (LinRegInt) Length 

func (ind LinRegInt) Length() int

func (LinRegInt) MaxValue 

func (ind LinRegInt) MaxValue() float64

func (LinRegInt) MinValue 

func (ind LinRegInt) MinValue() float64

func (*LinRegInt) ReceiveDOHLCVTick 

func (ind *LinRegInt) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (LinRegInt) SetValidFromBar 

func (ind LinRegInt) SetValidFromBar(streamBarIndex int)

func (LinRegInt) UpdateMinMax 

func (ind LinRegInt) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (LinRegInt) ValidFromBar 

func (ind LinRegInt) ValidFromBar() int

type LinRegSlp 

type LinRegSlp struct {
	*LinRegWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Linear Regression Intercept Indicator (LinRegInt)

func NewDefaultLinRegSlp 

func NewDefaultLinRegSlp() (indicator *LinRegSlp, err error)

NewDefaultLinRegSlp creates a Linear Regression Slope Indicator (LinRegSlp) for online usage with default parameters

  • timePeriod: 14

func NewDefaultLinRegSlpForStream 

func NewDefaultLinRegSlpForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegSlp, err error)

NewDefaultLinRegSlpForStream creates a Linear Regression Slope Indicator (LinRegSlp) for online usage with a source data stream

func NewDefaultLinRegSlpForStreamWithSrcLen 

func NewDefaultLinRegSlpForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LinRegSlp, err error)

NewDefaultLinRegSlpForStreamWithSrcLen creates a Linear Regression Slope Indicator (LinRegSlp) for offline usage with a source data stream

func NewDefaultLinRegSlpWithSrcLen 

func NewDefaultLinRegSlpWithSrcLen(sourceLength uint) (indicator *LinRegSlp, err error)

NewDefaultLinRegSlpWithSrcLen creates a Linear Regression Slope Indicator (LinRegSlp) for offline usage with default parameters

func NewLinRegSlp 

func NewLinRegSlp(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegSlp, err error)

NewLinRegSlp creates a Linear Regression Slope Indicator (LinRegSlp) for online usage

func NewLinRegSlpForStream 

func NewLinRegSlpForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegSlp, err error)

NewLinRegSlpForStream creates a Linear Regression Slope Indicator (LinRegSlp) for online usage with a source data stream

func NewLinRegSlpForStreamWithSrcLen 

func NewLinRegSlpForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegSlp, err error)

NewLinRegSlpForStreamWithSrcLen creates a Linear Regression Slope Indicator (LinRegSlp) for offline usage with a source data stream

func NewLinRegSlpWithSrcLen 

func NewLinRegSlpWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LinRegSlp, err error)

NewLinRegSlpWithSrcLen creates a Linear Regression Slope Indicator (LinRegSlp) for offline usage

func (LinRegSlp) GetLookbackPeriod 

func (ind LinRegSlp) GetLookbackPeriod() int

func (LinRegSlp) IncDataLength 

func (ind LinRegSlp) IncDataLength()

func (LinRegSlp) Length 

func (ind LinRegSlp) Length() int

func (LinRegSlp) MaxValue 

func (ind LinRegSlp) MaxValue() float64

func (LinRegSlp) MinValue 

func (ind LinRegSlp) MinValue() float64

func (*LinRegSlp) ReceiveDOHLCVTick 

func (ind *LinRegSlp) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (LinRegSlp) SetValidFromBar 

func (ind LinRegSlp) SetValidFromBar(streamBarIndex int)

func (LinRegSlp) UpdateMinMax 

func (ind LinRegSlp) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (LinRegSlp) ValidFromBar 

func (ind LinRegSlp) ValidFromBar() int

type LinRegWithoutStorage 

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

A Linear Regression Indicator (LinReg), no storage, for use in other indicators

func NewLinRegWithoutStorage 

func NewLinRegWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionLinearReg) (indicator *LinRegWithoutStorage, err error)

NewLinRegWithoutStorage creates a Linear Regression Indicator (LinReg) without storage

func (LinRegWithoutStorage) GetLookbackPeriod 

func (ind LinRegWithoutStorage) GetLookbackPeriod() int

func (LinRegWithoutStorage) IncDataLength 

func (ind LinRegWithoutStorage) IncDataLength()

func (LinRegWithoutStorage) Length 

func (ind LinRegWithoutStorage) Length() int

func (LinRegWithoutStorage) MaxValue 

func (ind LinRegWithoutStorage) MaxValue() float64

func (LinRegWithoutStorage) MinValue 

func (ind LinRegWithoutStorage) MinValue() float64

func (*LinRegWithoutStorage) ReceiveTick 

func (ind *LinRegWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (LinRegWithoutStorage) SetValidFromBar 

func (ind LinRegWithoutStorage) SetValidFromBar(streamBarIndex int)

func (LinRegWithoutStorage) UpdateMinMax 

func (ind LinRegWithoutStorage) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (LinRegWithoutStorage) ValidFromBar 

func (ind LinRegWithoutStorage) ValidFromBar() int

type Llv 

type Llv struct {
	*LlvWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Lowest Low Value Indicator (hhv)

func NewDefaultLlv 

func NewDefaultLlv() (indicator *Llv, err error)

NewDefaultLlv creates a Lowest Low Value Indicator (Llv) for online usage with default parameters

  • timePeriod: 25

func NewDefaultLlvForStream 

func NewDefaultLlvForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Llv, err error)

NewDefaultLlvForStream creates a Lowest Low Value Indicator (Llv)for online usage with a source data stream

func NewDefaultLlvForStreamWithSrcLen 

func NewDefaultLlvForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Llv, err error)

NewDefaultLlvForStreamWithSrcLen creates a Lowest Low Value Indicator (Llv)for offline usage with a source data stream

func NewDefaultLlvWithSrcLen 

func NewDefaultLlvWithSrcLen(sourceLength uint) (indicator *Llv, err error)

NewDefaultLlvWithSrcLen creates a Lowest Low Value Indicator (Llv)for offline usage with default parameters

func NewLlv 

func NewLlv(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Llv, err error)

NewLlv creates a Lowest Low Value Indicator (Llv) for online usage

func NewLlvForStream 

func NewLlvForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Llv, err error)

NewLlvForStream creates a Lowest Low Value Indicator (Llv)for online usage with a source data stream

func NewLlvForStreamWithSrcLen 

func NewLlvForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Llv, err error)

NewLlvForStreamWithSrcLen creates a Lowest Low Value Indicator (Llv)for offline usage with a source data stream

func NewLlvWithSrcLen 

func NewLlvWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Llv, err error)

NewLlvWithSrcLen creates a Lowest Low Value Indicator (Llv)for offline usage

func (*Llv) ReceiveDOHLCVTick 

func (ind *Llv) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Llv) UpdateIndicatorWithNewValue 

func (ind Llv) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type LlvBars 

type LlvBars struct {
	*LlvBarsWithoutStorage

	// public variables
	Data []int64
	// contains filtered or unexported fields
}

A Lowest Low Value Bars Indicator (LlvBars)

func NewDefaultLlvBars 

func NewDefaultLlvBars() (indicator *LlvBars, err error)

NewDefaultLlvBars creates a Lowest Low Value Indicator (LlvBars) for online usage with default parameters

  • timePeriod: 25

func NewDefaultLlvBarsForStream 

func NewDefaultLlvBarsForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LlvBars, err error)

NewDefaultLlvBarsForStream creates a Lowest Low Value Indicator (LlvBars)for online usage with a source data stream

func NewDefaultLlvBarsForStreamWithSrcLen 

func NewDefaultLlvBarsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *LlvBars, err error)

NewDefaultLlvBarsForStreamWithSrcLen creates a Lowest Low Value Indicator (LlvBars)for offline usage with a source data stream

func NewDefaultLlvBarsWithSrcLen 

func NewDefaultLlvBarsWithSrcLen(sourceLength uint) (indicator *LlvBars, err error)

NewDefaultLlvBarsWithSrcLen creates a Lowest Low Value Indicator (LlvBars)for offline usage with default parameters

func NewLlvBars 

func NewLlvBars(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LlvBars, err error)

NewLlvBars creates a Lowest Low Value Bars Indicator (LlvBars) for online usage

func NewLlvBarsForStream 

func NewLlvBarsForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LlvBars, err error)

NewLlvBarsForStream creates a Lowest Low Value Indicator (LlvBars)for online usage with a source data stream

func NewLlvBarsForStreamWithSrcLen 

func NewLlvBarsForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LlvBars, err error)

NewLlvBarsForStreamWithSrcLen creates a Lowest Low Value Indicator (LlvBars)for offline usage with a source data stream

func NewLlvBarsWithSrcLen 

func NewLlvBarsWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *LlvBars, err error)

NewLlvBarsWithSrcLen creates a Lowest Low Value Indicator (LlvBars)for offline usage

func (*LlvBars) ReceiveDOHLCVTick 

func (ind *LlvBars) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (LlvBars) UpdateIndicatorWithNewValue 

func (ind LlvBars) UpdateIndicatorWithNewValue(newValue int64, streamBarIndex int)

type LlvBarsWithoutStorage 

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

A Lowest Low Value Bars Indicator (LlvBars), no storage, for use in other indicators

func NewLlvBarsWithoutStorage 

func NewLlvBarsWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionInt) (indicator *LlvBarsWithoutStorage, err error)

NewLlvBarsWithoutStorage creates a Lowest Low Value Bars Indicator Indicator (LlvBars) without storage

func (*LlvBarsWithoutStorage) ReceiveTick 

func (ind *LlvBarsWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (LlvBarsWithoutStorage) UpdateIndicatorWithNewValue 

func (ind LlvBarsWithoutStorage) UpdateIndicatorWithNewValue(newValue int64, streamBarIndex int)

type LlvWithoutStorage 

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

A Lowest Low Value Indicator (Llv), no storage, for use in other indicators

func NewLlvWithoutStorage 

func NewLlvWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *LlvWithoutStorage, err error)

NewLlvWithoutStorage creates a Lowest Low Value Indicator Indicator (Llv) without storage

func (*LlvWithoutStorage) ReceiveTick 

func (ind *LlvWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (LlvWithoutStorage) UpdateIndicatorWithNewValue 

func (ind LlvWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Macd 

type Macd struct {

	// public variables
	Macd      []float64
	Signal    []float64
	Histogram []float64
	// contains filtered or unexported fields
}

A Moving Average Convergence-Divergence (Macd) Indicator

func NewDefaultMacd 

func NewDefaultMacd() (indicator *Macd, err error)

NewDefaultMacd creates a Moving Average Convergence Divergence Indicator (Macd) for online usage with default parameters 

fastTimePeriod - 12
slowTimePeriod - 26
signalTimePeriod - 9

func NewDefaultMacdForStream 

func NewDefaultMacdForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Macd, err error)

NewDefaultMacdForStream creates a Moving Average Convergence Divergence Indicator (Macd) for online usage with a source data stream

func NewDefaultMacdForStreamWithSrcLen 

func NewDefaultMacdForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Macd, err error)

NewDefaultMacdForStreamWithSrcLen creates a Moving Average Convergence Divergence Indicator (Macd) for offline usage with a source data stream

func NewDefaultMacdWithSrcLen 

func NewDefaultMacdWithSrcLen(sourceLength uint) (indicator *Macd, err error)

NewDefaultMacdWithSrcLen creates a Moving Average Convergence Divergence Indicator (Macd) for offline usage with default parameters

func NewMacd 

func NewMacd(fastTimePeriod int, slowTimePeriod int, signalTimePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Macd, err error)

NewMacd creates a Moving Average Convergence Divergence Indicator (Macd) for online usage

func NewMacdForStream 

func NewMacdForStream(priceStream gotrade.DOHLCVStreamSubscriber, fastTimePeriod int, slowTimePeriod int, signalTimePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Macd, err error)

NewMacdForStream creates a Moving Average Convergence Divergence Indicator (Macd) for online usage with a source data stream

func NewMacdForStreamWithSrcLen 

func NewMacdForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, fastTimePeriod int, slowTimePeriod int, signalTimePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Macd, err error)

NewMacdForStreamWithSrcLen creates a Moving Average Convergence Divergence Indicator (Macd) for offline usage with a source data stream

func NewMacdWithSrcLen 

func NewMacdWithSrcLen(sourceLength uint, fastTimePeriod int, slowTimePeriod int, signalTimePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Macd, err error)

NewMacdWithSrcLen creates a Moving Average Convergence Divergence Indicator (Macd) for offline usage

func (Macd) GetLookbackPeriod 

func (ind Macd) GetLookbackPeriod() int

func (Macd) IncDataLength 

func (ind Macd) IncDataLength()

func (Macd) Length 

func (ind Macd) Length() int

func (Macd) MaxValue 

func (ind Macd) MaxValue() float64

func (Macd) MinValue 

func (ind Macd) MinValue() float64

func (*Macd) ReceiveDOHLCVTick 

func (ind *Macd) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (*Macd) ReceiveTick 

func (ind *Macd) ReceiveTick(tickData float64, streamBarIndex int)

func (Macd) SetValidFromBar 

func (ind Macd) SetValidFromBar(streamBarIndex int)

func (Macd) UpdateMinMax 

func (ind Macd) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (Macd) ValidFromBar 

func (ind Macd) ValidFromBar() int

type MedPrice 

type MedPrice struct {
	*MedPriceWithoutStorage

	// public variables
	Data []float64
}

A Median Price Indicator (MedPrice)

func NewMedPrice 

func NewMedPrice() (indicator *MedPrice, err error)

func NewMedPriceForStream 

func NewMedPriceForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MedPrice, err error)

NewMedPriceForStream creates a Median Price Indicator (MedPrice) for online usage with a source data stream

func NewMedPriceForStreamWithSrcLen 

func NewMedPriceForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MedPrice, err error)

NewMedPriceForStreamWithSrcLen creates a Median Price Indicator (MedPrice) for offline usage with a source data stream

func NewMedPriceWithSrcLen 

func NewMedPriceWithSrcLen(sourceLength uint) (indicator *MedPrice, err error)

NewMedPriceWithSrcLen creates a Median Price Indicator (MedPrice) for offline usage

func (MedPrice) UpdateIndicatorWithNewValue 

func (ind MedPrice) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MedPriceWithoutStorage 

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

A Median Price Indicator (MedPrice), no storage, for use in other indicators

func NewMedPriceWithoutStorage 

func NewMedPriceWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *MedPriceWithoutStorage, err error)

NewMedPriceWithoutStorage creates a Median Price Indicator (MedPrice) without storage

func (*MedPriceWithoutStorage) ReceiveDOHLCVTick 

func (ind *MedPriceWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (MedPriceWithoutStorage) UpdateIndicatorWithNewValue 

func (ind MedPriceWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Mfi 

type Mfi struct {
	*MfiWithoutStorage

	// public variables
	Data []float64
}

A Money Flow Index Indicator (Mfi)

func NewDefaultMfi 

func NewDefaultMfi() (indicator *Mfi, err error)

NewDefaultMfi creates a Money Flow Index Indicator (Mfi) for online usage with default parameters

  • timePeriod: 25

func NewDefaultMfiForStream 

func NewDefaultMfiForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Mfi, err error)

NewDefaultMfiForStream creates a Money Flow Index Indicator (Mfi) for online usage with a source data stream

func NewDefaultMfiForStreamWithSrcLen 

func NewDefaultMfiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Mfi, err error)

NewDefaultMfiForStreamWithSrcLen creates a Money Flow Index Indicator (Mfi) for offline usage with a source data stream

func NewDefaultMfiWithSrcLen 

func NewDefaultMfiWithSrcLen(sourceLength uint) (indicator *Mfi, err error)

NewDefaultMfiWithSrcLen creates a Money Flow Index Indicator (Mfi) for offline usage with default parameters

func NewMfi 

func NewMfi(timePeriod int) (indicator *Mfi, err error)

NewMfi creates a Money Flow Index Indicator (Mfi) for online usage

func NewMfiForStream 

func NewMfiForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Mfi, err error)

NewMfiForStream creates a Money Flow Index Indicator (Mfi) for online usage with a source data stream

func NewMfiForStreamWithSrcLen 

func NewMfiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *Mfi, err error)

NewMfiForStreamWithSrcLen creates a Money Flow Index Indicator (Mfi) for offline usage with a source data stream

func NewMfiWithSrcLen 

func NewMfiWithSrcLen(sourceLength uint, timePeriod int) (indicator *Mfi, err error)

NewMfiWithSrcLen creates a Money Flow Index Indicator (Mfi) for offline usage

func (Mfi) UpdateIndicatorWithNewValue 

func (ind Mfi) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MfiWithoutStorage 

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

A Money Flow Index Indicator (Mfi), no storage, for use in other indicators

func NewMfiWithoutStorage 

func NewMfiWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *MfiWithoutStorage, err error)

NewMfiWithoutStorage creates a Money Flow Index Indicator (Mfi) without storage

func (*MfiWithoutStorage) ReceiveDOHLCVTick 

func (ind *MfiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (MfiWithoutStorage) UpdateIndicatorWithNewValue 

func (ind MfiWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MinusDi 

type MinusDi struct {
	*MinusDiWithoutStorage

	// public variables
	Data []float64
}

A Minus Directional Indicator (MinusDi)

func NewDefaultMinusDi 

func NewDefaultMinusDi() (indicator *MinusDi, err error)

NewDefaultMinusDi creates a Minus Directional Indicator (MinusDi) for online usage with default parameters

  • timePeriod: 14

func NewDefaultMinusDiForStream 

func NewDefaultMinusDiForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MinusDi, err error)

NewDefaultMinusDiForStream creates a Minus Directional Indicator (MinusDi) for online usage with a source data stream

func NewDefaultMinusDiForStreamWithSrcLen 

func NewDefaultMinusDiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MinusDi, err error)

NewDefaultMinusDiForStreamWithSrcLen creates a Minus Directional Indicator (MinusDi) for offline usage with a source data stream

func NewDefaultMinusDiWithSrcLen 

func NewDefaultMinusDiWithSrcLen(sourceLength uint) (indicator *MinusDi, err error)

NewDefaultMinusDiWithSrcLen creates a Minus Directional Indicator (MinusDi) for offline usage with default parameters

func NewMinusDi 

func NewMinusDi(timePeriod int) (indicator *MinusDi, err error)

NewMinusDi creates a Minus Directional Indicator (MinusDi) for online usage

func NewMinusDiForStream 

func NewMinusDiForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *MinusDi, err error)

NewMinusDiForStream creates a Minus Directional Indicator (MinusDi) for online usage with a source data stream

func NewMinusDiForStreamWithSrcLen 

func NewMinusDiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *MinusDi, err error)

NewMinusDiForStreamWithSrcLen creates a Minus Directional Indicator (MinusDi) for offline usage with a source data stream

func NewMinusDiWithSrcLen 

func NewMinusDiWithSrcLen(sourceLength uint, timePeriod int) (indicator *MinusDi, err error)

NewMinusDiWithSrcLen creates a Minus Directional Indicator (MinusDi) for offline usage

func (MinusDi) UpdateIndicatorWithNewValue 

func (ind MinusDi) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MinusDiWithoutStorage 

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

A Minus Directional Indicator (MinusDi), no storage, for use in other indicators

func NewMinusDiWithoutStorage 

func NewMinusDiWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *MinusDiWithoutStorage, err error)

NewMinusDiWithoutStorage creates a Minus Directional Indicator (MinusDi) without storage

func (*MinusDiWithoutStorage) ReceiveDOHLCVTick 

func (ind *MinusDiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (MinusDiWithoutStorage) UpdateIndicatorWithNewValue 

func (ind MinusDiWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MinusDm 

type MinusDm struct {
	*MinusDmWithoutStorage

	// public variables
	Data []float64
}

A Minus Directional Movement Indicator (MinusDm)

func NewDefaultMinusDm 

func NewDefaultMinusDm() (indicator *MinusDm, err error)

NewDefaultMinusDm creates a Minus Directional Movement Indicator (MinusDm) for online usage with default parameters

  • timePeriod: 14

func NewDefaultMinusDmForStream 

func NewDefaultMinusDmForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MinusDm, err error)

NewDefaultMinusDmForStream creates a Minus Directional Movement Indicator (MinusDm) for online usage with a source data stream

func NewDefaultMinusDmForStreamWithSrcLen 

func NewDefaultMinusDmForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *MinusDm, err error)

NewDefaultMinusDmForStreamWithSrcLen creates a Minus Directional Movement Indicator (MinusDm) for offline usage with a source data stream

func NewDefaultMinusDmWithSrcLen 

func NewDefaultMinusDmWithSrcLen(sourceLength uint) (indicator *MinusDm, err error)

NewDefaultMinusDmWithSrcLen creates a Minus Directional Movement Indicator (MinusDm) for offline usage with default parameters

func NewMinusDm 

func NewMinusDm(timePeriod int) (indicator *MinusDm, err error)

NewMinusDm creates a Minus Directional Movement Indicator (MinusDm) for online usage

func NewMinusDmForStream 

func NewMinusDmForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *MinusDm, err error)

NewMinusDmForStream creates a Minus Directional Movement Indicator (MinusDm) for online usage with a source data stream

func NewMinusDmForStreamWithSrcLen 

func NewMinusDmForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *MinusDm, err error)

NewMinusDmForStreamWithSrcLen creates a Minus Directional Movement Indicator (MinusDm) for offline usage with a source data stream

func NewMinusDmWithSrcLen 

func NewMinusDmWithSrcLen(sourceLength uint, timePeriod int) (indicator *MinusDm, err error)

NewMinusDmWithSrcLen creates a Minus Directional Movement Indicator (MinusDm) for offline usage

func (MinusDm) UpdateIndicatorWithNewValue 

func (ind MinusDm) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MinusDmWithoutStorage 

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

A Minus Directional Movement Indicator (MinusDm), no storage, for use in other indicators

func NewMinusDmWithoutStorage 

func NewMinusDmWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *MinusDmWithoutStorage, err error)

NewMinusDmWithoutStorage creates a Minus Directional Movement Indicator (MinusDm) without storage

func (*MinusDmWithoutStorage) ReceiveDOHLCVTick 

func (ind *MinusDmWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (MinusDmWithoutStorage) UpdateIndicatorWithNewValue 

func (ind MinusDmWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Mom 

type Mom struct {
	*MomWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Momentum Indicator (Mom)

func NewDefaultMom 

func NewDefaultMom() (indicator *Mom, err error)

NewDefaultMom creates a Momentum (Mom) for online usage with default parameters

  • timePeriod: 10
  • selectData: useClosePrice

func NewDefaultMomForStream 

func NewDefaultMomForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Mom, err error)

NewDefaultMomForStream creates a Momentum (Mom) for online usage with a source data stream

func NewDefaultMomForStreamWithSrcLen 

func NewDefaultMomForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Mom, err error)

NewDefaultMomForStreamWithSrcLen creates a Momentum (Mom) for offline usage with a source data stream

func NewDefaultMomWithSrcLen 

func NewDefaultMomWithSrcLen(sourceLength uint) (indicator *Mom, err error)

NewDefaultMomWithSrcLen creates a Momentum (Mom) for offline usage with default parameters

func NewMom 

func NewMom(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Mom, err error)

NewMom creates a Momentum (Mom) for online usage

func NewMomForStream 

func NewMomForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Mom, err error)

NewMomForStream creates a Momentum (Mom) for online usage with a source data stream

func NewMomForStreamWithSrcLen 

func NewMomForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Mom, err error)

NewMomForStreamWithSrcLen creates a Momentum (Mom) for offline usage with a source data stream

func NewMomWithSrcLen 

func NewMomWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Mom, err error)

NewMomWithSrcLen creates a Momentum (Mom) for offline usage

func (*Mom) ReceiveDOHLCVTick 

func (ind *Mom) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Mom) UpdateIndicatorWithNewValue 

func (ind Mom) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type MomWithoutStorage 

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

A Momentum Indicator (Mom), no storage, for use in other indicators

func NewMomWithoutStorage 

func NewMomWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *MomWithoutStorage, err error)

NewMomWithoutStorage creates a Momentum Indicator (Mom) without storage

func (*MomWithoutStorage) ReceiveTick 

func (ind *MomWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (MomWithoutStorage) UpdateIndicatorWithNewValue 

func (ind MomWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Obv 

type Obv struct {
	*ObvWithoutStorage

	// public variables
	Data []float64
}

A On Balance Volume Indicator (Obv)

func NewObv 

func NewObv() (indicator *Obv, err error)

NewObv creates an On Balance Volume Indicator (Obv) for online usage

func NewObvForStream 

func NewObvForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Obv, err error)

NewObvForStream creates an On Balance Volume (Obv) for online usage with a source data stream

func NewObvForStreamWithSrcLen 

func NewObvForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Obv, err error)

NewObvForStreamWithSrcLen creates an On Balance Volume (Obv) for offline usage with a source data stream

func NewObvWithSrcLen 

func NewObvWithSrcLen(sourceLength uint) (indicator *Obv, err error)

NewObvWithSrcLen creates an On Balance Volume (Obv) for offline usage

func (Obv) UpdateIndicatorWithNewValue 

func (ind Obv) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type ObvWithoutStorage 

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

An On Balance Volume Indicator (Obv), no storage, for use in other indicators

func NewObvWithoutStorage 

func NewObvWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *ObvWithoutStorage, err error)

NewObvWithoutStorage creates an On Balance Volume Indicator (Obv) without storage

func (*ObvWithoutStorage) ReceiveDOHLCVTick 

func (ind *ObvWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (ObvWithoutStorage) UpdateIndicatorWithNewValue 

func (ind ObvWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type PlusDi 

type PlusDi struct {
	*PlusDiWithoutStorage

	// public variables
	Data []float64
}

A Plus Directional Indicator (PlusDi)

func NewDefaultPlusDi 

func NewDefaultPlusDi() (indicator *PlusDi, err error)

NewDefaultPlusDi creates a Plus Directional Indicator (PlusDi) for online usage with default parameters

  • timePeriod: 14

func NewDefaultPlusDiForStream 

func NewDefaultPlusDiForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *PlusDi, err error)

NewDefaultPlusDiForStream creates a Plus Directional Indicator (PlusDi) for online usage with a source data stream

func NewDefaultPlusDiForStreamWithSrcLen 

func NewDefaultPlusDiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *PlusDi, err error)

NewDefaultPlusDiForStreamWithSrcLen creates a Plus Directional Indicator (PlusDi) for offline usage with a source data stream

func NewDefaultPlusDiWithSrcLen 

func NewDefaultPlusDiWithSrcLen(sourceLength uint) (indicator *PlusDi, err error)

NewDefaultPlusDiWithSrcLen creates a Plus Directional Indicator (PlusDi) for offline usage with default parameters

func NewPlusDi 

func NewPlusDi(timePeriod int) (indicator *PlusDi, err error)

NewPlusDi creates a Plus Directional Indicator (PlusDi) for online usage

func NewPlusDiForStream 

func NewPlusDiForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *PlusDi, err error)

NewPlusDiForStream creates a Plus Directional Indicator (PlusDi) for online usage with a source data stream

func NewPlusDiForStreamWithSrcLen 

func NewPlusDiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *PlusDi, err error)

NewPlusDiForStreamWithSrcLen creates a Plus Directional Indicator (PlusDi) for offline usage with a source data stream

func NewPlusDiWithSrcLen 

func NewPlusDiWithSrcLen(sourceLength uint, timePeriod int) (indicator *PlusDi, err error)

NewPlusDiWithSrcLen creates a Plus Directional Indicator (PlusDi) for offline usage

func (PlusDi) UpdateIndicatorWithNewValue 

func (ind PlusDi) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type PlusDiWithoutStorage 

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

A Plus Directional Indicator (PlusDi), no storage, for use in other indicators

func NewPlusDiWithoutStorage 

func NewPlusDiWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *PlusDiWithoutStorage, err error)

NewPlusDiWithoutStorage creates a Plus Directional Indicator (PlusDi) without storage

func (*PlusDiWithoutStorage) ReceiveDOHLCVTick 

func (ind *PlusDiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (PlusDiWithoutStorage) UpdateIndicatorWithNewValue 

func (ind PlusDiWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type PlusDm 

type PlusDm struct {
	*PlusDmWithoutStorage

	// public variables
	Data []float64
}

A Plus Directional Movement Indicator (PlusDm)

func NewDefaultPlusDm 

func NewDefaultPlusDm() (indicator *PlusDm, err error)

NewDefaultPlusDm creates a Plus Directional Movement Indicator (PlusDm) for online usage with default parameters

  • timePeriod: 14

func NewDefaultPlusDmForStream 

func NewDefaultPlusDmForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *PlusDm, err error)

NewDefaultPlusDmForStream creates a Plus Directional Movement Indicator (PlusDm) for online usage with a source data stream

func NewDefaultPlusDmForStreamWithSrcLen 

func NewDefaultPlusDmForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *PlusDm, err error)

NewDefaultPlusDmForStreamWithSrcLen creates a Plus Directional Movement Indicator (PlusDm) for offline usage with a source data stream

func NewDefaultPlusDmWithSrcLen 

func NewDefaultPlusDmWithSrcLen(sourceLength uint) (indicator *PlusDm, err error)

NewDefaultPlusDmWithSrcLen creates a Plus Directional Movement Indicator (PlusDm) for offline usage with default parameters

func NewPlusDm 

func NewPlusDm(timePeriod int) (indicator *PlusDm, err error)

NewPlusDm creates a Plus Directional Movement Indicator (PlusDm) for online usage

func NewPlusDmForStream 

func NewPlusDmForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *PlusDm, err error)

NewPlusDmForStream creates a Plus Directional Movement Indicator (PlusDm) for online usage with a source data stream

func NewPlusDmForStreamWithSrcLen 

func NewPlusDmForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *PlusDm, err error)

NewPlusDmForStreamWithSrcLen creates a Plus Directional Movement Indicator (PlusDm) for offline usage with a source data stream

func NewPlusDmWithSrcLen 

func NewPlusDmWithSrcLen(sourceLength uint, timePeriod int) (indicator *PlusDm, err error)

NewPlusDmWithSrcLen creates a Plus Directional Movement Indicator (PlusDm) for offline usage

func (PlusDm) UpdateIndicatorWithNewValue 

func (ind PlusDm) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type PlusDmWithoutStorage 

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

A Plus Directional Movement Indicator (PlusDm), no storage, for use in other indicators

func NewPlusDmWithoutStorage 

func NewPlusDmWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *PlusDmWithoutStorage, err error)

NewPlusDmWithoutStorage creates a Plus Directional Movement Indicator (PlusDm) without storage

func (*PlusDmWithoutStorage) ReceiveDOHLCVTick 

func (ind *PlusDmWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (PlusDmWithoutStorage) UpdateIndicatorWithNewValue 

func (ind PlusDmWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Roc 

type Roc struct {
	*RocWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Rate of Change Indicator (Roc)

func NewDefaultRoc 

func NewDefaultRoc() (indicator *Roc, err error)

NewDefaultRoc creates a Rate of Change Indicator (Roc) for online usage with default parameters

  • timePeriod: 10

func NewDefaultRocForStream 

func NewDefaultRocForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Roc, err error)

NewDefaultRocForStream creates a Rate of Change Indicator (Roc) for online usage with a source data stream

func NewDefaultRocForStreamWithSrcLen 

func NewDefaultRocForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Roc, err error)

NewDefaultRocForStreamWithSrcLen creates a Rate of Change Indicator (Roc) for offline usage with a source data stream

func NewDefaultRocWithSrcLen 

func NewDefaultRocWithSrcLen(sourceLength uint) (indicator *Roc, err error)

NewDefaultRocWithSrcLen creates a Rate of Change Indicator (Roc) for offline usage with default parameters

func NewRoc 

func NewRoc(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Roc, err error)

NewRoc creates a Rate of Change Indicator (Roc) for online usage

func NewRocForStream 

func NewRocForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Roc, err error)

NewRocForStream creates a Rate of Change Indicator (Roc) for online usage with a source data stream

func NewRocForStreamWithSrcLen 

func NewRocForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Roc, err error)

NewRocForStreamWithSrcLen creates a Rate of Change Indicator (Roc) for offline usage with a source data stream

func NewRocWithSrcLen 

func NewRocWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Roc, err error)

NewRocWithSrcLen creates a Rate of Change Indicator (Roc) for offline usage

func (*Roc) ReceiveDOHLCVTick 

func (ind *Roc) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Roc) UpdateIndicatorWithNewValue 

func (ind Roc) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocP 

type RocP struct {
	*RocPWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Rate of Change Percentage Indicator (RocP)

func NewDefaultRocP 

func NewDefaultRocP() (indicator *RocP, err error)

NewDefaultRocP creates a Rate of Change Percentage Indicator (RocP) for online usage with default parameters

  • timePeriod: 10

func NewDefaultRocPForStream 

func NewDefaultRocPForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocP, err error)

NewDefaultRocPForStream creates a Rate of Change Percentage Indicator (RocP) for online usage with a source data stream

func NewDefaultRocPForStreamWithSrcLen 

func NewDefaultRocPForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocP, err error)

NewDefaultRocPForStreamWithSrcLen creates a Rate of Change Percentage Indicator (RocP) for offline usage with a source data stream

func NewDefaultRocPWithSrcLen 

func NewDefaultRocPWithSrcLen(sourceLength uint) (indicator *RocP, err error)

NewDefaultRocPWithSrcLen creates a Rate of Change Percentage Indicator (RocP) for offline usage with default parameters

func NewRocP 

func NewRocP(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocP, err error)

NewRocP creates a Rate of Change Percentage Indicator (RocP) for online usage

func NewRocPForStream 

func NewRocPForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocP, err error)

NewRocPForStream creates a Rate of Change Percentage Indicator (RocP) for online usage with a source data stream

func NewRocPForStreamWithSrcLen 

func NewRocPForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocP, err error)

NewRocPForStreamWithSrcLen creates a Rate of Change Percentage Indicator (RocP) for offline usage with a source data stream

func NewRocPWithSrcLen 

func NewRocPWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocP, err error)

NewRocPWithSrcLen creates a Rate of Change Percentage Indicator (RocP) for offline usage

func (*RocP) ReceiveDOHLCVTick 

func (ind *RocP) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (RocP) UpdateIndicatorWithNewValue 

func (ind RocP) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocPWithoutStorage 

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

A Rate of Change Percentage Indicator (RocP), no storage, for use in other indicators

func NewRocPWithoutStorage 

func NewRocPWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *RocPWithoutStorage, err error)

NewRocPWithoutStorage creates a Rate of Change Percentage Indicator (RocP) without storage

func (*RocPWithoutStorage) ReceiveTick 

func (ind *RocPWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (RocPWithoutStorage) UpdateIndicatorWithNewValue 

func (ind RocPWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocR 

type RocR struct {
	*RocRWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Rate of Change Ratio Indicator (RocR)

func NewDefaultRocR 

func NewDefaultRocR() (indicator *RocR, err error)

NewDefaultRocR creates a Rate of Change Ratio Indicator (RocR) for online usage with default parameters

  • timePeriod: 10

func NewDefaultRocRForStream 

func NewDefaultRocRForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocR, err error)

NewDefaultRocRForStream creates a Rate of Change Ratio Indicator (RocR) for online usage with a source data stream

func NewDefaultRocRForStreamWithSrcLen 

func NewDefaultRocRForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocR, err error)

NewDefaultRocRForStreamWithSrcLen creates a Rate of Change Ratio Indicator (RocR) for offline usage with a source data stream

func NewDefaultRocRWithSrcLen 

func NewDefaultRocRWithSrcLen(sourceLength uint) (indicator *RocR, err error)

NewDefaultRocRWithSrcLen creates a Rate of Change Ratio Indicator (RocR) for offline usage with default parameters

func NewRocR 

func NewRocR(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR, err error)

NewRocR creates a Rate of Change Ratio Indicator (RocR) for online usage

func NewRocRForStream 

func NewRocRForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR, err error)

NewRocRForStream creates a Rate of Change Ratio Indicator (RocR) for online usage with a source data stream

func NewRocRForStreamWithSrcLen 

func NewRocRForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR, err error)

NewRocRForStreamWithSrcLen creates a Rate of Change Ratio Indicator (RocR) for offline usage with a source data stream

func NewRocRWithSrcLen 

func NewRocRWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR, err error)

NewRocRWithSrcLen creates a Rate of Change Ratio Indicator (RocR) for offline usage

func (*RocR) ReceiveDOHLCVTick 

func (ind *RocR) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (RocR) UpdateIndicatorWithNewValue 

func (ind RocR) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocR100 

type RocR100 struct {
	*RocR100WithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Rate of Change Ratio Indicator (RocR)

func NewDefaultRocR100 

func NewDefaultRocR100() (indicator *RocR100, err error)

/ NewDefaultRocR100 creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for online usage with default parameters

  • timePeriod: 10

func NewDefaultRocR100ForStream 

func NewDefaultRocR100ForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocR100, err error)

NewDefaultRocR100ForStream creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for online usage with a source data stream

func NewDefaultRocR100ForStreamWithSrcLen 

func NewDefaultRocR100ForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *RocR100, err error)

NewDefaultRocR100ForStreamWithSrcLen creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for offline usage with a source data stream

func NewDefaultRocR100WithSrcLen 

func NewDefaultRocR100WithSrcLen(sourceLength uint) (indicator *RocR100, err error)

NewDefaultRocR100WithSrcLen creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for offline usage with default parameters

func NewRocR100 

func NewRocR100(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR100, err error)

NewRocR100 creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for online usage

func NewRocR100ForStream 

func NewRocR100ForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR100, err error)

NewRocR100ForStream creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for online usage with a source data stream

func NewRocR100ForStreamWithSrcLen 

func NewRocR100ForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR100, err error)

NewRocR100ForStreamWithSrcLen creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for offline usage with a source data stream

func NewRocR100WithSrcLen 

func NewRocR100WithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *RocR100, err error)

NewRocR100WithSrcLen creates a Rate of Change Ratio 100 Scale Indicator (RocR100) for offline usage

func (*RocR100) ReceiveDOHLCVTick 

func (ind *RocR100) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (RocR100) UpdateIndicatorWithNewValue 

func (ind RocR100) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocR100WithoutStorage 

type RocR100WithoutStorage struct {
	// contains filtered or unexported fields
}

A Rate of Change Ratio 100 Scale Indicator (RocR100), no storage, for use in other indicators

func NewRocR100WithoutStorage 

func NewRocR100WithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *RocR100WithoutStorage, err error)

NewRocR100WithoutStorage creates a Rate of Change Ratio 100 Scale Indicator (RocR100) without storage

func (*RocR100WithoutStorage) ReceiveTick 

func (ind *RocR100WithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (RocR100WithoutStorage) UpdateIndicatorWithNewValue 

func (ind RocR100WithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocRWithoutStorage 

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

A Rate of Change Ratio Indicator (RocR), no storage, for use in other indicators

func NewRocRWithoutStorage 

func NewRocRWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *RocRWithoutStorage, err error)

NewRocRWithoutStorage creates a Rate of Change Ratio Indicator (RocR) without storage

func (*RocRWithoutStorage) ReceiveTick 

func (ind *RocRWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (RocRWithoutStorage) UpdateIndicatorWithNewValue 

func (ind RocRWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RocWithoutStorage 

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

A Rate of Change Indicator (Roc), no storage, for use in other indicators

func NewRocWithoutStorage 

func NewRocWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *RocWithoutStorage, err error)

NewRocWithoutStorage creates a Rate of Change Indicator (Roc) without storage

func (*RocWithoutStorage) ReceiveTick 

func (ind *RocWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (RocWithoutStorage) UpdateIndicatorWithNewValue 

func (ind RocWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Rsi 

type Rsi struct {
	*RsiWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Relative Strength Indicator (Rsi)

func NewDefaultRsi 

func NewDefaultRsi() (indicator *Rsi, err error)

NewDefaultRsi creates a Relative Strength Indicator (Rsi) for online usage with default parameters

  • timePeriod: 14

func NewDefaultRsiForStream 

func NewDefaultRsiForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Rsi, err error)

NewDefaultRsiForStream creates a Relative Strength Indicator (Rsi) for online usage with a source data stream

func NewDefaultRsiForStreamWithSrcLen 

func NewDefaultRsiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Rsi, err error)

NewDefaultRsiForStreamWithSrcLen creates a Relative Strength Indicator (Rsi) for offline usage with a source data stream

func NewDefaultRsiWithSrcLen 

func NewDefaultRsiWithSrcLen(sourceLength uint) (indicator *Rsi, err error)

NewDefaultRsiWithSrcLen creates a Relative Strength Indicator (Rsi) for offline usage with default parameters

func NewRsi 

func NewRsi(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Rsi, err error)

NewRsi creates a Relative Strength Indicator (Rsi) for online usage

func NewRsiForStream 

func NewRsiForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Rsi, err error)

NewRsiForStream creates a Relative Strength Indicator (Rsi) for online usage with a source data stream

func NewRsiForStreamWithSrcLen 

func NewRsiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Rsi, err error)

NewRsiForStreamWithSrcLen creates a Relative Strength Indicator (Rsi) for offline usage with a source data stream

func NewRsiWithSrcLen 

func NewRsiWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Rsi, err error)

NewRsiWithSrcLen creates a Relative Strength Indicator (Rsi) for offline usage

func (*Rsi) ReceiveDOHLCVTick 

func (ind *Rsi) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Rsi) UpdateIndicatorWithNewValue 

func (ind Rsi) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type RsiWithoutStorage 

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

A Relative Strength Indicator (Rsi), no storage, for use in other indicators

func NewRsiWithoutStorage 

func NewRsiWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *RsiWithoutStorage, err error)

NewRsiWithoutStorage creates a Relative Strength Indicator (Rsi) without storage

func (*RsiWithoutStorage) ReceiveTick 

func (ind *RsiWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (RsiWithoutStorage) UpdateIndicatorWithNewValue 

func (ind RsiWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Sar 

type Sar struct {
	*SarWithoutStorage

	// public variables
	Data []float64
}

A Stop and Reverse Indicator (Sar)

func NewDefaultSar 

func NewDefaultSar() (indicator *Sar, err error)

NewDefaultSar creates a Stop and Reverse Indicator (Sar) for online usage with default parameters

  • accelerationFactor: 0.02
  • accelerationFactorMax: 0.2

func NewDefaultSarForStream 

func NewDefaultSarForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Sar, err error)

NewDefaultSarForStream creates a Stop and Reverse Indicator (Sar) for online usage with a source data stream

func NewDefaultSarForStreamWithSrcLen 

func NewDefaultSarForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Sar, err error)

NewDefaultSarForStreamWithSrcLen creates a Stop and Reverse Indicator (Sar) for offline usage with a source data stream

func NewDefaultSarWithSrcLen 

func NewDefaultSarWithSrcLen(sourceLength uint) (indicator *Sar, err error)

NewDefaultSarWithSrcLen creates a Stop and Reverse Indicator (Sar) for offline usage with default parameters

func NewSar 

func NewSar(accelerationFactor float64, accelerationFactorMax float64) (indicator *Sar, err error)

NewSar creates a Stop and Reverse Indicator (Sar) for online usage

func NewSarForStream 

func NewSarForStream(priceStream gotrade.DOHLCVStreamSubscriber, accelerationFactor float64, accelerationFactorMax float64) (indicator *Sar, err error)

NewSarForStream creates a Stop and Reverse Indicator (Sar) for online usage with a source data stream

func NewSarForStreamWithSrcLen 

func NewSarForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, accelerationFactor float64, accelerationFactorMax float64) (indicator *Sar, err error)

NewSarForStreamWithSrcLen creates a Stop and Reverse Indicator (Sar) for offline usage with a source data stream

func NewSarWithSrcLen 

func NewSarWithSrcLen(sourceLength uint, accelerationFactor float64, accelerationFactorMax float64) (indicator *Sar, err error)

NewSarWithSrcLen creates a Stop and Reverse Indicator (Sar) for offline usage

func (Sar) UpdateIndicatorWithNewValue 

func (ind Sar) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type SarWithoutStorage 

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

A Stop and Reverse Indicator (Sar), no storage, for use in other indicators

func NewSarWithoutStorage 

func NewSarWithoutStorage(accelerationFactor float64, accelerationFactorMax float64, valueAvailableAction ValueAvailableActionFloat) (indicator *SarWithoutStorage, err error)

func (*SarWithoutStorage) ReceiveDOHLCVTick 

func (ind *SarWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (SarWithoutStorage) UpdateIndicatorWithNewValue 

func (ind SarWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Sma 

type Sma struct {
	*SmaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Simple Moving Average Indicator (Sma)

func NewDefaultSma 

func NewDefaultSma() (indicator *Sma, err error)

NewDefaultSma creates a Simple Moving Average Indicator (Sma) for online usage with default parameters

  • timePeriod: 10

func NewDefaultSmaForStream 

func NewDefaultSmaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Sma, err error)

NewDefaultSmaForStream creates a Simple Moving Average Indicator (Sma) for online usage with a source data stream

func NewDefaultSmaForStreamWithSrcLen 

func NewDefaultSmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Sma, err error)

NewDefaultSmaForStreamWithSrcLen creates a Simple Moving Average Indicator (Sma) for offline usage with a source data stream

func NewDefaultSmaWithSrcLen 

func NewDefaultSmaWithSrcLen(sourceLength uint) (indicator *Sma, err error)

NewDefaultSmaWithSrcLen creates a Simple Moving Average Indicator (Sma) for offline usage with default parameters

func NewSma 

func NewSma(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Sma, err error)

NewSma creates a Simple Moving Average Indicator (Sma) for online usage

func NewSmaForStream 

func NewSmaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Sma, err error)

NewSmaForStream creates a Simple Moving Average Indicator (Sma) for online usage with a source data stream

func NewSmaForStreamWithSrcLen 

func NewSmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Sma, err error)

NewSmaForStreamWithSrcLen creates a Simple Moving Average Indicator (Sma) for offline usage with a source data stream

func NewSmaWithSrcLen 

func NewSmaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Sma, err error)

NewSmaWithSrcLen creates a Simple Moving Average Indicator (Sma) for offline usage

func (*Sma) ReceiveDOHLCVTick 

func (ind *Sma) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Sma) UpdateIndicatorWithNewValue 

func (ind Sma) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type SmaWithoutStorage 

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

A Simple Moving Average Indicator (Sma), no storage, for use in other indicators

func NewSmaWithoutStorage 

func NewSmaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *SmaWithoutStorage, err error)

NewSmaWithoutStorage creates a Simple Moving Average Indicator (Sma) without storage

func (*SmaWithoutStorage) ReceiveTick 

func (ind *SmaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (SmaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind SmaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type StdDev 

type StdDev struct {
	*StdDevWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Standard Deviation Indicator (StdDev)

func NewDefaultStdDev 

func NewDefaultStdDev() (indicator *StdDev, err error)

NewDefaultStdDev creates a Standard Deviation Indicator (StdDev) for online usage with default parameters

  • timePeriod: 10

func NewDefaultStdDevForStream 

func NewDefaultStdDevForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StdDev, err error)

NewDefaultStdDevForStream creates a Standard Deviation Indicator (StdDev) for online usage with a source data stream

func NewDefaultStdDevForStreamWithSrcLen 

func NewDefaultStdDevForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StdDev, err error)

NewDefaultStdDevForStreamWithSrcLen creates a Standard Deviation Indicator (StdDev) for offline usage with a source data stream

func NewDefaultStdDevWithSrcLen 

func NewDefaultStdDevWithSrcLen(sourceLength uint) (indicator *StdDev, err error)

NewDefaultStdDevWithSrcLen creates a Standard Deviation Indicator (StdDev) for offline usage with default parameters

func NewStdDev 

func NewStdDev(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *StdDev, err error)

NewStdDev creates a Standard Deviation Indicator (StdDev) for online usage

func NewStdDevForStream 

func NewStdDevForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *StdDev, err error)

NewStdDevForStream creates a Standard Deviation Indicator (StdDev) for online usage with a source data stream

func NewStdDevForStreamWithSrcLen 

func NewStdDevForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *StdDev, err error)

NewStdDevForStreamWithSrcLen creates a Standard Deviation Indicator (StdDev) for offline usage with a source data stream

func NewStdDevWithSrcLen 

func NewStdDevWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *StdDev, err error)

NewStdDevWithSrcLen creates a Standard Deviation Indicator (StdDev) for offline usage

func (*StdDev) ReceiveDOHLCVTick 

func (stdDev *StdDev) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (StdDev) UpdateIndicatorWithNewValue 

func (ind StdDev) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type StdDevWithoutStorage 

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

A Standard Deviation Indicator (StdDev), no storage, for use in other indicators

func NewStdDevWithoutStorage 

func NewStdDevWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *StdDevWithoutStorage, err error)

func (*StdDevWithoutStorage) ReceiveTick 

func (stdDev *StdDevWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (StdDevWithoutStorage) UpdateIndicatorWithNewValue 

func (ind StdDevWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type StochOsc 

type StochOsc struct {
	*StochOscWithoutStorage

	// public variables
	SlowK []float64
	SlowD []float64
}

A Stochastic Oscillator Indicator (StochOsc)

func NewDefaultStochOsc 

func NewDefaultStochOsc() (indicator *StochOsc, err error)

NewDefaultStochOsc creates a Stochastic Oscillator Indicator (StochOsc) for online usage with default parameters

  • fastKTimePeriod : 5
  • slowKTimePeriod : 3
  • slowDTimePeriod : 3

func NewDefaultStochOscForStream 

func NewDefaultStochOscForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StochOsc, err error)

NewDefaultStochOscForStream creates a Stochastic Oscillator Indicator (StochOsc) for online usage with a source data stream

func NewDefaultStochOscForStreamWithSrcLen 

func NewDefaultStochOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StochOsc, err error)

NewDefaultStochOscForStreamWithSrcLen creates a Stochastic Oscillator Indicator (StochOsc) for offline usage with a source data stream

func NewDefaultStochOscWithSrcLen 

func NewDefaultStochOscWithSrcLen(sourceLength uint) (indicator *StochOsc, err error)

NewDefaultStochOscWithSrcLen creates a Stochastic Oscillator Indicator (StochOsc) for offline usage with default parameters

func NewStochOsc 

func NewStochOsc(fastKTimePeriod int, slowKTimePeriod int, slowDTimePeriod int) (indicator *StochOsc, err error)

NewStochOsc creates a Stochastic Oscillator Indicator (StochOsc) for online usage

func NewStochOscForStream 

func NewStochOscForStream(priceStream gotrade.DOHLCVStreamSubscriber, fastKTimePeriod int, slowKTimePeriod int, slowDTimePeriod int) (indicator *StochOsc, err error)

NewStochOscForStream creates a Stochastic Oscillator Indicator (StochOsc) for online usage with a source data stream

func NewStochOscForStreamWithSrcLen 

func NewStochOscForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, fastKTimePeriod int, slowKTimePeriod int, slowDTimePeriod int) (indicator *StochOsc, err error)

NewStochOscForStreamWithSrcLen creates a Stochastic Oscillator Indicator (StochOsc) for offline usage with a source data stream

func NewStochOscWithSrcLen 

func NewStochOscWithSrcLen(sourceLength uint, fastKTimePeriod int, slowKTimePeriod int, slowDTimePeriod int) (indicator *StochOsc, err error)

NewStochOscWithSrcLen creates a Stochastic Oscillator Indicator (StochOsc) for offline usage

func (StochOsc) UpdateIndicatorWithNewValue 

func (ind StochOsc) UpdateIndicatorWithNewValue(newSlowKValue float64, newSlowDValue float64, streamBarIndex int)

type StochOscWithoutStorage 

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

A Stochastic Oscillator Indicator (StochOsc), no storage, for use in other indicators

func NewStochOscWithoutStorage 

func NewStochOscWithoutStorage(fastKTimePeriod int, slowKTimePeriod int, slowDTimePeriod int, valueAvailableAction ValueAvailableActionStoch) (indicator *StochOscWithoutStorage, err error)

NewStochOscWithoutStorage creates a Stochastic Oscillator Indicator (StochOsc) without storage

func (*StochOscWithoutStorage) ReceiveDOHLCVTick 

func (ind *StochOscWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (StochOscWithoutStorage) UpdateIndicatorWithNewValue 

func (ind StochOscWithoutStorage) UpdateIndicatorWithNewValue(newSlowKValue float64, newSlowDValue float64, streamBarIndex int)

type StochRsi 

type StochRsi struct {
	*StochRsiWithoutStorage

	// public variables
	SlowK []float64
	SlowD []float64
}

A Stochastic Relative Strength Indicator (StochRsi)

func NewDefaultStochRsi 

func NewDefaultStochRsi() (indicator *StochRsi, err error)

NewDefaultStochRsi creates a Stochastic Relative Strength Indicator (StochRsi) for online usage with default parameters

  • timePeriod : 14
  • fastKTimePeriod : 5
  • fastDTimePeriod : 3

func NewDefaultStochRsiForStream 

func NewDefaultStochRsiForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StochRsi, err error)

NewDefaultStochRsiForStream creates a Stochastic Relative Strength Indicator (StochRsi) for online usage with a source data stream

func NewDefaultStochRsiForStreamWithSrcLen 

func NewDefaultStochRsiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *StochRsi, err error)

NewDefaultStochRsiForStreamWithSrcLen creates a Stochastic Relative Strength Indicator (StochRsi) for offline usage with a source data stream

func NewDefaultStochRsiWithSrcLen 

func NewDefaultStochRsiWithSrcLen(sourceLength uint) (indicator *StochRsi, err error)

NewDefaultStochRsiWithSrcLen creates a Stochastic Relative Strength Indicator (StochRsi) for offline usage with default parameters

func NewStochRsi 

func NewStochRsi(timePeriod int, fastKTimePeriod int, fastDTimePeriod int) (indicator *StochRsi, err error)

NewStochRsi creates a Stochastic Relative Strength Indicator (StochRsi) for online usage

func NewStochRsiForStream 

func NewStochRsiForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, fastKTimePeriod int, fastDTimePeriod int) (indicator *StochRsi, err error)

NewStochRsiForStream creates a Stochastic Relative Strength Indicator (StochRsi) for online usage with a source data stream

func NewStochRsiForStreamWithSrcLen 

func NewStochRsiForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, fastKTimePeriod int, fastDTimePeriod int) (indicator *StochRsi, err error)

NewStochRsiForStreamWithSrcLen creates a Stochastic Relative Strength Indicator (StochRsi) for offline usage with a source data stream

func NewStochRsiWithSrcLen 

func NewStochRsiWithSrcLen(sourceLength uint, timePeriod int, fastKTimePeriod int, fastDTimePeriod int) (indicator *StochRsi, err error)

NewStochRsiWithSrcLen creates a Stochastic Relative Strength Indicator (StochRsi) for offline usage

func (StochRsi) UpdateIndicatorWithNewValue 

func (ind StochRsi) UpdateIndicatorWithNewValue(newSlowKValue float64, newSlowDValue float64, streamBarIndex int)

type StochRsiWithoutStorage 

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

A Stochastic Relative Strength Indicator (StochRsi), no storage, for use in other indicators

func NewStochRsiWithoutStorage 

func NewStochRsiWithoutStorage(timePeriod int, fastKTimePeriod int, fastDTimePeriod int, valueAvailableAction ValueAvailableActionStoch) (indicator *StochRsiWithoutStorage, err error)

NewStochRsiWithoutStorage creates a Stochastic Relative Strength Indicator (StochRsi) without storage

func (*StochRsiWithoutStorage) ReceiveDOHLCVTick 

func (ind *StochRsiWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (StochRsiWithoutStorage) UpdateIndicatorWithNewValue 

func (ind StochRsiWithoutStorage) UpdateIndicatorWithNewValue(newSlowKValue float64, newSlowDValue float64, streamBarIndex int)

type Tema 

type Tema struct {
	*TemaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Tripple Exponential Moving Average Indicator (Tema)

func NewDefaultTema 

func NewDefaultTema() (indicator *Tema, err error)

NewDefaultTema creates a Tripple Exponential Moving Average Indicator (Tema) for online usage with default parameters

  • timePeriod: 30

func NewDefaultTemaForStream 

func NewDefaultTemaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Tema, err error)

NewDefaultTemaForStream creates a Tripple Exponential Moving Average Indicator (Tema) for online usage with a source data stream

func NewDefaultTemaForStreamWithSrcLen 

func NewDefaultTemaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Tema, err error)

NewDefaultTemaForStreamWithSrcLen creates a Tripple Exponential Moving Average Indicator (Tema) for offline usage with a source data stream

func NewDefaultTemaWithSrcLen 

func NewDefaultTemaWithSrcLen(sourceLength uint) (indicator *Tema, err error)

NewDefaultTemaWithSrcLen creates a Tripple Exponential Moving Average Indicator (Tema) for offline usage with default parameters

func NewTema 

func NewTema(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tema, err error)

NewTema creates a Tripple Exponential Moving Average Indicator (Tema) for online usage

func NewTemaForStream 

func NewTemaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tema, err error)

NewTemaForStream creates a Tripple Exponential Moving Average Indicator (Tema) for online usage with a source data stream

func NewTemaForStreamWithSrcLen 

func NewTemaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tema, err error)

NewTemaForStreamWithSrcLen creates a Tripple Exponential Moving Average Indicator (Tema) for offline usage with a source data stream

func NewTemaWithSrcLen 

func NewTemaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tema, err error)

NewTemaWithSrcLen creates a Tripple Exponential Moving Average Indicator (Tema) for offline usage

func (*Tema) ReceiveDOHLCVTick 

func (ind *Tema) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Tema) UpdateIndicatorWithNewValue 

func (ind Tema) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type TemaWithoutStorage 

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

A Tripple Exponential Moving Average Indicator (Tema), no storage, for use in other indicators

func NewTemaWithoutStorage 

func NewTemaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *TemaWithoutStorage, err error)

func (*TemaWithoutStorage) ReceiveTick 

func (ind *TemaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (TemaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind TemaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Trima 

type Trima struct {
	*TrimaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Triangular Moving Average Indicator (Trima)

func NewDefaultTrima 

func NewDefaultTrima() (indicator *Trima, err error)

NewDefaultTrima creates a Triangular Moving Average Indicator (Trima) for online usage with default parameters

  • timePeriod: 30

func NewDefaultTrimaForStream 

func NewDefaultTrimaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Trima, err error)

NewDefaultTrimaForStream creates a Triangular Moving Average Indicator (Trima) for online usage with a source data stream

func NewDefaultTrimaForStreamWithSrcLen 

func NewDefaultTrimaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Trima, err error)

NewDefaultTrimaForStreamWithSrcLen creates a Triangular Moving Average Indicator (Trima) for offline usage with a source data stream

func NewDefaultTrimaWithSrcLen 

func NewDefaultTrimaWithSrcLen(sourceLength uint) (indicator *Trima, err error)

NewDefaultTrimaWithSrcLen creates a Triangular Moving Average Indicator (Trima) for offline usage with default parameters

func NewTrima 

func NewTrima(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Trima, err error)

NewTrima creates a Triangular Moving Average Indicator (Trima) for online usage

func NewTrimaForStream 

func NewTrimaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Trima, err error)

NewTrimaForStream creates a Triangular Moving Average Indicator (Trima) for online usage with a source data stream

func NewTrimaForStreamWithSrcLen 

func NewTrimaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Trima, err error)

NewTrimaForStreamWithSrcLen creates a Triangular Moving Average Indicator (Trima) for offline usage with a source data stream

func NewTrimaWithSrcLen 

func NewTrimaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Trima, err error)

NewTrimaWithSrcLen creates a Triangular Moving Average Indicator (Trima) for offline usage

func (*Trima) ReceiveDOHLCVTick 

func (tema *Trima) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Trima) UpdateIndicatorWithNewValue 

func (ind Trima) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type TrimaWithoutStorage 

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

A Triangular Moving Average Indicator (Trima), no storage, for use in other indicators

func NewTrimaWithoutStorage 

func NewTrimaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *TrimaWithoutStorage, err error)

NewTrimaWithoutStorage creates a Triangular Moving Average Indicator (Trima) without storage

func (*TrimaWithoutStorage) ReceiveTick 

func (tema *TrimaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (TrimaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind TrimaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type TrueRange 

type TrueRange struct {
	*TrueRangeWithoutStorage

	// public variables
	Data []float64
}

A True Range Indicator (TrueRange)

func NewTrueRange 

func NewTrueRange() (indicator *TrueRange, err error)

NewTrueRange creates a True Range Indicator (TrueRange) for online usage

func NewTrueRangeForStream 

func NewTrueRangeForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *TrueRange, err error)

NewTrueRangeForStream creates a True Range Indicator (TrueRange) for online usage with a source data stream

func NewTrueRangeForStreamWithSrcLen 

func NewTrueRangeForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *TrueRange, err error)

NewTrueRangeForStreamWithSrcLen creates a True Range Indicator (TrueRange) for offline usage with a source data stream

func NewTrueRangeWithSrcLen 

func NewTrueRangeWithSrcLen(sourceLength uint) (indicator *TrueRange, err error)

NewTrueRangeWithSrcLen creates a True Range Indicator (TrueRange) for offline usage

func (TrueRange) UpdateIndicatorWithNewValue 

func (ind TrueRange) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type TrueRangeWithoutStorage 

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

A True Range Indicator (TrueRange), no storage, for use in other indicators

func NewTrueRangeWithoutStorage 

func NewTrueRangeWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *TrueRangeWithoutStorage, err error)

NewTrueRangeWithoutStorage creates a True Range Indicator (TrueRange) without storage

func (*TrueRangeWithoutStorage) ReceiveDOHLCVTick 

func (ind *TrueRangeWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (TrueRangeWithoutStorage) UpdateIndicatorWithNewValue 

func (ind TrueRangeWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Tsf 

type Tsf struct {
	*LinRegWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Time Series Forecast Indicator (Tsf)

func NewDefaultTsf 

func NewDefaultTsf() (indicator *Tsf, err error)

NewDefaultTsf creates a Time Series Forecast Indicator (Tsf) for online usage with default parameters

  • timePeriod: 10

func NewDefaultTsfForStream 

func NewDefaultTsfForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Tsf, err error)

NewDefaultTsfForStream creates a Time Series Forecast Indicator (Tsf) for online usage with a source data stream

func NewDefaultTsfForStreamWithSrcLen 

func NewDefaultTsfForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Tsf, err error)

NewDefaultTsfForStreamWithSrcLen creates a Time Series Forecast Indicator (Tsf) for offline usage with a source data stream

func NewDefaultTsfWithSrcLen 

func NewDefaultTsfWithSrcLen(sourceLength uint) (indicator *Tsf, err error)

NewDefaultTsfWithSrcLen creates a Time Series Forecast Indicator (Tsf) for offline usage with default parameters

func NewTsf 

func NewTsf(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tsf, err error)

NewTsf creates a Time Series Forecast Indicator (Tsf) for online usage

func NewTsfForStream 

func NewTsfForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tsf, err error)

NewTsfForStream creates a Time Series Forecast Indicator (Tsf) for online usage with a source data stream

func NewTsfForStreamWithSrcLen 

func NewTsfForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tsf, err error)

NewTsfForStreamWithSrcLen creates a Time Series Forecast Indicator (Tsf) for offline usage with a source data stream

func NewTsfWithSrcLen 

func NewTsfWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Tsf, err error)

NewTsfWithSrcLen creates a Time Series Forecast Indicator (Tsf) for offline usage

func (Tsf) GetLookbackPeriod 

func (ind Tsf) GetLookbackPeriod() int

func (Tsf) IncDataLength 

func (ind Tsf) IncDataLength()

func (Tsf) Length 

func (ind Tsf) Length() int

func (Tsf) MaxValue 

func (ind Tsf) MaxValue() float64

func (Tsf) MinValue 

func (ind Tsf) MinValue() float64

func (*Tsf) ReceiveDOHLCVTick 

func (ind *Tsf) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Tsf) SetValidFromBar 

func (ind Tsf) SetValidFromBar(streamBarIndex int)

func (Tsf) UpdateMinMax 

func (ind Tsf) UpdateMinMax(minCandidate float64, maxCandidate float64)

func (Tsf) ValidFromBar 

func (ind Tsf) ValidFromBar() int

type TypPrice 

type TypPrice struct {
	*TypPriceWithoutStorage

	// public variables
	Data []float64
}

A Typical Price Indicator (TypPrice)

func NewTypPrice 

func NewTypPrice() (indicator *TypPrice, err error)

NewTypPrice creates a Typical Price Indicator (TypPrice) for online usage

func NewTypPriceForStream 

func NewTypPriceForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *TypPrice, err error)

NewTypPriceForStream creates a Typical Price Indicator (TypPrice) for online usage with a source data stream

func NewTypPriceForStreamWithSrcLen 

func NewTypPriceForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *TypPrice, err error)

NewTypPriceForStreamWithSrcLen creates a Typical Price Indicator (TypPrice) for offline usage with a source data stream

func NewTypPriceWithSrcLen 

func NewTypPriceWithSrcLen(sourceLength uint) (indicator *TypPrice, err error)

NewTypPriceWithSrcLen creates a Typical Price Indicator (TypPrice) for offline usage

func (TypPrice) UpdateIndicatorWithNewValue 

func (ind TypPrice) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type TypPriceWithoutStorage 

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

func NewTypPriceWithoutStorage 

func NewTypPriceWithoutStorage(valueAvailableAction ValueAvailableActionFloat) (indicator *TypPriceWithoutStorage, err error)

func (*TypPriceWithoutStorage) ReceiveDOHLCVTick 

func (ind *TypPriceWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (TypPriceWithoutStorage) UpdateIndicatorWithNewValue 

func (ind TypPriceWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type ValueAvailableActionAroon 

type ValueAvailableActionAroon func(dataItemAroonUp float64, dataItemAroonDown float64, streamBarIndex int)

type ValueAvailableActionBollinger 

type ValueAvailableActionBollinger func(dataItemUpperBand float64, dataItemMiddleBand float64, dataItemLowerBand float64, streamBarIndex int)

type ValueAvailableActionDOHLCV 

type ValueAvailableActionDOHLCV func(dataItem gotrade.DOHLCV, streamBarIndex int)

type ValueAvailableActionFloat 

type ValueAvailableActionFloat func(dataItem float64, streamBarIndex int)

type ValueAvailableActionInt 

type ValueAvailableActionInt func(dataItem int64, streamBarIndex int)

type ValueAvailableActionLinearReg 

type ValueAvailableActionLinearReg func(dataItem float64, slope float64, intercept float64, streamBarIndex int)

type ValueAvailableActionMacd 

type ValueAvailableActionMacd func(dataItemMacd float64, dataItemSignal float64, dataItemHistogram float64, streamBarIndex int)

type ValueAvailableActionStoch 

type ValueAvailableActionStoch func(dataItemK float64, dataItemD float64, streamBarIndex int)

type Var 

type Var struct {
	*VarWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Variance Indicator (Var)

func NewDefaultVar 

func NewDefaultVar() (indicator *Var, err error)

NewDefaultVar creates a Variance Indicator (Var) for online usage with default parameters

  • timePeriod: 10

func NewDefaultVarForStream 

func NewDefaultVarForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Var, err error)

NewDefaultVarForStream creates a Variance Indicator (Var) for online usage with a source data stream

func NewDefaultVarForStreamWithSrcLen 

func NewDefaultVarForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Var, err error)

NewDefaultVarForStreamWithSrcLen creates a Variance Indicator (Var) for offline usage with a source data stream

func NewDefaultVarWithSrcLen 

func NewDefaultVarWithSrcLen(sourceLength uint) (indicator *Var, err error)

NewDefaultVarWithSrcLen creates a Variance Indicator (Var) for offline usage with default parameters

func NewVar 

func NewVar(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Var, err error)

NewVar creates a Variance Indicator (Var) for online usage

func NewVarForStream 

func NewVarForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Var, err error)

NewVarForStream creates a Variance Indicator (Var) for online usage with a source data stream

func NewVarForStreamWithSrcLen 

func NewVarForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Var, err error)

NewVarForStreamWithSrcLen creates a Variance Indicator (Var) for offline usage with a source data stream

func NewVarWithSrcLen 

func NewVarWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Var, err error)

NewVarWithSrcLen creates a Variance Indicator (Var) for offline usage

func (*Var) ReceiveDOHLCVTick 

func (ind *Var) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Var) UpdateIndicatorWithNewValue 

func (ind Var) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type VarWithoutStorage 

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

A Variance Indicator (Var), no storage, for use in other indicators

func NewVarWithoutStorage 

func NewVarWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *VarWithoutStorage, err error)

NewVarWithoutStorage creates a Variance Indicator (Var) without storage

func (*VarWithoutStorage) ReceiveTick 

func (ind *VarWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance - Knuth

func (VarWithoutStorage) UpdateIndicatorWithNewValue 

func (ind VarWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type WillR 

type WillR struct {
	*WillRWithoutStorage

	// public variables
	Data []float64
}

A Simple Moving Average Indicator

func NewDefaultWillR 

func NewDefaultWillR() (indicator *WillR, err error)

NewDefaultWillR creates a Williams Percent R Indicator (WillR) for online usage with default parameters

  • timePeriod: 14

func NewDefaultWillRForStream 

func NewDefaultWillRForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *WillR, err error)

NewDefaultWillRForStream creates a Williams Percent R Indicator (WillR) for online usage with a source data stream

func NewDefaultWillRForStreamWithSrcLen 

func NewDefaultWillRForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *WillR, err error)

NewDefaultWillRForStreamWithSrcLen creates a Williams Percent R Indicator (WillR) for offline usage with a source data stream

func NewDefaultWillRWithSrcLen 

func NewDefaultWillRWithSrcLen(sourceLength uint) (indicator *WillR, err error)

NewDefaultWillRWithSrcLen creates a Williams Percent R Indicator (WillR) for offline usage with default parameters

func NewWillR 

func NewWillR(timePeriod int) (indicator *WillR, err error)

NewWillR creates a Williams Percent R Indicator (WillR) for online usage

func NewWillRForStream 

func NewWillRForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *WillR, err error)

NewWillRForStream creates a Williams Percent R Indicator (WillR) for online usage with a source data stream

func NewWillRForStreamWithSrcLen 

func NewWillRForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int) (indicator *WillR, err error)

NewWillRForStreamWithSrcLen creates a Williams Percent R Indicator (WillR) for offline usage with a source data stream

func NewWillRWithSrcLen 

func NewWillRWithSrcLen(sourceLength uint, timePeriod int) (indicator *WillR, err error)

NewWillRWithSrcLen creates a Williams Percent R Indicator (WillR) for offline usage

func (WillR) UpdateIndicatorWithNewValue 

func (ind WillR) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type WillRWithoutStorage 

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

A Williamns Percent R Indicator

func NewWillRWithoutStorage 

func NewWillRWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *WillRWithoutStorage, err error)

NewWillRWithoutStorage creates a Williams Percent R Indicator (WillR) without storage

func (*WillRWithoutStorage) ReceiveDOHLCVTick 

func (ind *WillRWithoutStorage) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (WillRWithoutStorage) UpdateIndicatorWithNewValue 

func (ind WillRWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type Wma 

type Wma struct {
	*WmaWithoutStorage

	// public variables
	Data []float64
	// contains filtered or unexported fields
}

A Weighted Moving Average Indicator (Wma)

func NewDefaultWma 

func NewDefaultWma() (indicator *Wma, err error)

NewDefaultWma creates a Weighted Moving Average Indicator (Wma) for online usage with default parameters

  • timePeriod: 10

func NewDefaultWmaForStream 

func NewDefaultWmaForStream(priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Wma, err error)

NewDefaultWmaForStream creates a Weighted Moving Average Indicator (Wma) for online usage with a source data stream

func NewDefaultWmaForStreamWithSrcLen 

func NewDefaultWmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber) (indicator *Wma, err error)

NewDefaultWmaForStreamWithSrcLen creates a Weighted Moving Average Indicator (Wma) for offline usage with a source data stream

func NewDefaultWmaWithSrcLen 

func NewDefaultWmaWithSrcLen(sourceLength uint) (indicator *Wma, err error)

NewDefaultWmaWithSrcLen creates a Weighted Moving Average Indicator (Wma) for offline usage with default parameters

func NewWma 

func NewWma(timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Wma, err error)

NewWma creates a Weighted Moving Average Indicator (Wma) for online usage

func NewWmaForStream 

func NewWmaForStream(priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Wma, err error)

NewWmaForStream creates a Weighted Moving Average Indicator (Wma) for online usage with a source data stream

func NewWmaForStreamWithSrcLen 

func NewWmaForStreamWithSrcLen(sourceLength uint, priceStream gotrade.DOHLCVStreamSubscriber, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Wma, err error)

NewWmaForStreamWithSrcLen creates a Weighted Moving Average Indicator (Wma) for offline usage with a source data stream

func NewWmaWithSrcLen 

func NewWmaWithSrcLen(sourceLength uint, timePeriod int, selectData gotrade.DOHLCVDataSelectionFunc) (indicator *Wma, err error)

NewWmaWithSrcLen creates a Weighted Moving Average Indicator (Wma) for offline usage

func (*Wma) ReceiveDOHLCVTick 

func (ind *Wma) ReceiveDOHLCVTick(tickData gotrade.DOHLCV, streamBarIndex int)

ReceiveDOHLCVTick consumes a source data DOHLCV price tick

func (Wma) UpdateIndicatorWithNewValue 

func (ind Wma) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

type WmaWithoutStorage 

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

A Weighted Moving Average Indicator (Wma), no storage, for use in other indicators

func NewWmaWithoutStorage 

func NewWmaWithoutStorage(timePeriod int, valueAvailableAction ValueAvailableActionFloat) (indicator *WmaWithoutStorage, err error)

NewWmaWithoutStorage creates a Weighted Moving Average Indicator (Wma) without storage

func (*WmaWithoutStorage) ReceiveTick 

func (ind *WmaWithoutStorage) ReceiveTick(tickData float64, streamBarIndex int)

func (WmaWithoutStorage) UpdateIndicatorWithNewValue 

func (ind WmaWithoutStorage) UpdateIndicatorWithNewValue(newValue float64, streamBarIndex int)

Source Files

View all Source files

Jump to

Keyboard shortcuts

? : This menu
/ : Search site
f or F : Jump to
y or Y : Canonical URL
go.dev uses cookies from Google to deliver and enhance the quality of its services and to analyze traffic. Learn more.