indicator

package
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 Go to latest Published: Apr 8, 2024 License: AGPL-3.0 Imports: 8 Imported by: 0

Documentation

Index

Constants

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const DPeriod int = 3
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const DefaultEMVScale float64 = 100000000.
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const MaxNumOfALMA = 5_000
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const MaxNumOfALMATruncateSize = 100
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const MaxNumOfATR = 1000
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const MaxNumOfATRTruncateSize = 500
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const MaxNumOfEWMA = 1_000

These numbers should be aligned with bbgo MaxNumOfKLines and MaxNumOfKLinesTruncate

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const MaxNumOfEWMATruncateSize = 500
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const MaxNumOfRMA = 1000
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const MaxNumOfRMATruncateSize = 500
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const MaxNumOfSMA = 5_000
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const MaxNumOfSMATruncateSize = 100
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const MaxNumOfStdev = 600
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const MaxNumOfStdevTruncateSize = 300
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const MaxNumOfVOL = 5_000
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const MaxNumOfVOLTruncateSize = 100
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const MaxNumOfWWMA = 5_000
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const MaxNumOfWWMATruncateSize = 100

Variables

This section is empty.

Functions

func CalculateKLinesEMA 

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

func Min 

func Min(x, y int) int

Types 

type AD struct {
	types.SeriesBase
	types.IntervalWindow
	Values   floats.Slice
	PrePrice float64

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

ad implements accumulation/distribution indicator

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

func (*AD) CalculateAndUpdate 

func (inc *AD) CalculateAndUpdate(kLines []types.KLine)

func (*AD) EmitUpdate 

func (inc *AD) EmitUpdate(value float64)

func (*AD) Index 

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

func (*AD) Last 

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

func (*AD) Length 

func (inc *AD) Length() int

func (*AD) OnUpdate 

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

func (*AD) Update 

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

type ALMA 

type ALMA struct {
	types.SeriesBase
	types.IntervalWindow         // required
	Offset               float64 // required: recommend to be 0.5
	Sigma                int     // required: recommend to be 5

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

Refer: Arnaud Legoux Moving Average Refer: https://capital.com/arnaud-legoux-moving-average Also check https://github.com/DaveSkender/Stock.Indicators/blob/main/src/a-d/Alma/Alma.cs

The Arnaud Legoux Moving Average (ALMA) is a technical analysis indicator that is used to smooth price data and reduce the lag associated with traditional moving averages. It was developed by Arnaud Legoux and is based on the weighted moving average, with the weighting factors determined using a Gaussian function. The ALMA is calculated by taking the weighted moving average of the input data using weighting factors that are based on the standard deviation of the data and the specified length of the moving average. This resulting average is then plotted on the price chart as a line, which can be used to make predictions about future price movements. The ALMA is typically more responsive to changes in the underlying data than a simple moving average, but may be less reliable in trending markets.

@param offset: Gaussian applied to the combo line. 1->ema, 0->sma @param sigma: the standard deviation applied to the combo line. This makes the combo line sharper

func (*ALMA) CalculateAndUpdate 

func (inc *ALMA) CalculateAndUpdate(allKLines []types.KLine)

func (*ALMA) EmitUpdate 

func (inc *ALMA) EmitUpdate(value float64)

func (*ALMA) Index 

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

func (*ALMA) Last 

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

func (*ALMA) Length 

func (inc *ALMA) Length() int

func (*ALMA) OnUpdate 

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

func (*ALMA) Update 

func (inc *ALMA) Update(value float64)

type ATR 

type ATR struct {
	types.SeriesBase
	types.IntervalWindow
	PercentageVolatility floats.Slice

	PreviousClose float64
	RMA           *RMA

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

func (*ATR) Clone 

func (inc *ATR) Clone() *ATR

func (*ATR) EmitUpdate 

func (inc *ATR) EmitUpdate(value float64)

func (*ATR) Index 

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

func (*ATR) Last 

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

func (*ATR) Length 

func (inc *ATR) Length() int

func (*ATR) OnUpdate 

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

func (*ATR) PushK 

func (inc *ATR) PushK(k types.KLine)

func (*ATR) TestUpdate 

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

func (*ATR) Update 

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

type ATRP 

type ATRP struct {
	types.SeriesBase
	types.IntervalWindow
	PercentageVolatility floats.Slice

	PreviousClose float64
	RMA           *RMA

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

ATRP is the average true range percentage See also https://www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/atrp

The Average True Range Percentage (ATRP) is a technical analysis indicator that measures the volatility of a security's price. It is calculated by dividing the Average True Range (ATR) of the security by its closing price, and then multiplying the result by 100 to convert it to a percentage. The ATR is a measure of the range of a security's price, taking into account gaps between trading periods and any limit moves (sharp price movements that are allowed under certain exchange rules). The ATR is typically smoothed using a moving average to make it more responsive to changes in the underlying price data. The ATRP is a useful indicator for traders because it provides a way to compare the volatility of different securities, regardless of their individual prices. It can also be used to identify potential entry and exit points for trades based on changes in the security's volatility.

Calculation: 

ATRP = (Average True Range / Close) * 100

func (*ATRP) Bind 

func (inc *ATRP) Bind(updater KLineWindowUpdater)

func (*ATRP) CalculateAndUpdate 

func (inc *ATRP) CalculateAndUpdate(kLines []types.KLine)

func (*ATRP) EmitUpdate 

func (inc *ATRP) EmitUpdate(value float64)

func (*ATRP) Index 

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

func (*ATRP) Last 

func (inc *ATRP) Last(i int) float64

func (*ATRP) Length 

func (inc *ATRP) Length() int

func (*ATRP) OnUpdate 

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

func (*ATRP) PushK 

func (inc *ATRP) PushK(k types.KLine)

func (*ATRP) Update 

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

type BOLL 

type BOLL struct {
	types.IntervalWindow

	// K is the multiplier of Std, generally it's 2
	K float64

	SMA    *SMA
	StdDev *StdDev

	UpBand   floats.Slice
	DownBand floats.Slice

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

func (*BOLL) Bind 

func (inc *BOLL) Bind(updater KLineWindowUpdater)

func (*BOLL) BindK 

func (inc *BOLL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*BOLL) CalculateAndUpdate 

func (inc *BOLL) CalculateAndUpdate(allKLines []types.KLine)

func (*BOLL) EmitUpdate 

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

func (*BOLL) GetDownBand 

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

func (*BOLL) GetSMA 

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

func (*BOLL) GetStdDev 

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

func (*BOLL) GetUpBand 

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

func (*BOLL) LastDownBand 

func (inc *BOLL) LastDownBand() float64

func (*BOLL) LastUpBand 

func (inc *BOLL) LastUpBand() float64

func (*BOLL) LoadK 

func (inc *BOLL) LoadK(allKLines []types.KLine)

func (*BOLL) OnUpdate 

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

func (*BOLL) PushK 

func (inc *BOLL) PushK(k types.KLine)

func (*BOLL) Update 

func (inc *BOLL) Update(value float64)

type BandType 

type BandType int

type CA 

type CA struct {
	types.SeriesBase
	Interval types.Interval
	Values   floats.Slice
	// contains filtered or unexported fields
}

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

func (*CA) CalculateAndUpdate 

func (inc *CA) CalculateAndUpdate(allKLines []types.KLine)

func (*CA) EmitUpdate 

func (inc *CA) EmitUpdate(value float64)

func (*CA) Index 

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

func (*CA) Last 

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

func (*CA) Length 

func (inc *CA) Length() int

func (*CA) OnUpdate 

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

func (*CA) PushK 

func (inc *CA) PushK(k types.KLine)

func (*CA) Update 

func (inc *CA) Update(x float64)

type CCI 

type CCI struct {
	types.SeriesBase
	types.IntervalWindow
	Input        floats.Slice
	TypicalPrice floats.Slice
	MA           floats.Slice
	Values       floats.Slice

	UpdateCallbacks []func(value float64)
}

func (*CCI) CalculateAndUpdate 

func (inc *CCI) CalculateAndUpdate(allKLines []types.KLine)

func (*CCI) EmitUpdate 

func (inc *CCI) EmitUpdate(value float64)

func (*CCI) Index 

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

func (*CCI) Last 

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

func (*CCI) Length 

func (inc *CCI) Length() int

func (*CCI) OnUpdate 

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

func (*CCI) PushK 

func (inc *CCI) PushK(k types.KLine)

func (*CCI) Update 

func (inc *CCI) Update(value float64)

type DEMA 

type DEMA struct {
	types.IntervalWindow
	types.SeriesBase
	Values floats.Slice

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

func (*DEMA) Bind 

func (inc *DEMA) Bind(updater KLineWindowUpdater)

func (*DEMA) CalculateAndUpdate 

func (inc *DEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*DEMA) Clone 

func (inc *DEMA) Clone() *DEMA

func (*DEMA) EmitUpdate 

func (inc *DEMA) EmitUpdate(value float64)

func (*DEMA) Index 

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

func (*DEMA) Last 

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

func (*DEMA) Length 

func (inc *DEMA) Length() int

func (*DEMA) OnUpdate 

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

func (*DEMA) PushK 

func (inc *DEMA) PushK(k types.KLine)

func (*DEMA) TestUpdate 

func (inc *DEMA) TestUpdate(value float64) *DEMA

func (*DEMA) Update 

func (inc *DEMA) Update(value float64)

type DMI 

type DMI struct {
	types.IntervalWindow

	ADXSmoothing int

	DMP               types.UpdatableSeriesExtend
	DMN               types.UpdatableSeriesExtend
	DIPlus            *types.Queue
	DIMinus           *types.Queue
	ADX               types.UpdatableSeriesExtend
	PrevHigh, PrevLow float64
	// contains filtered or unexported fields
}

func (*DMI) CalculateAndUpdate 

func (inc *DMI) CalculateAndUpdate(allKLines []types.KLine)

func (*DMI) EmitUpdate 

func (inc *DMI) EmitUpdate(diplus float64, diminus float64, adx float64)

func (*DMI) GetADX 

func (inc *DMI) GetADX() types.SeriesExtend

func (*DMI) GetDIMinus 

func (inc *DMI) GetDIMinus() types.SeriesExtend

func (*DMI) GetDIPlus 

func (inc *DMI) GetDIPlus() types.SeriesExtend

func (*DMI) Length 

func (inc *DMI) Length() int

func (*DMI) OnUpdate 

func (inc *DMI) OnUpdate(cb func(diplus float64, diminus float64, adx float64))

func (*DMI) PushK 

func (inc *DMI) PushK(k types.KLine)

func (*DMI) Update 

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

type Drift 

type Drift struct {
	types.SeriesBase
	types.IntervalWindow

	Values    floats.Slice
	MA        types.UpdatableSeriesExtend
	LastValue float64

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

func (*Drift) Bind 

func (inc *Drift) Bind(updater KLineWindowUpdater)

func (*Drift) CalculateAndUpdate 

func (inc *Drift) CalculateAndUpdate(allKLines []types.KLine)

func (*Drift) Clone 

func (inc *Drift) Clone() (out *Drift)

func (*Drift) EmitUpdate 

func (inc *Drift) EmitUpdate(value float64)

func (*Drift) Index 

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

func (*Drift) Last 

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

func (*Drift) Length 

func (inc *Drift) Length() int

func (*Drift) OnUpdate 

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

func (*Drift) PushK 

func (inc *Drift) PushK(k types.KLine)

func (*Drift) TestUpdate 

func (inc *Drift) TestUpdate(value float64) *Drift

func (*Drift) Update 

func (inc *Drift) Update(value float64)

func (*Drift) ZeroPoint 

func (inc *Drift) ZeroPoint() float64

Assume that MA is SMA

type EMV 

type EMV struct {
	types.SeriesBase
	types.IntervalWindow

	Values   *SMA
	EMVScale float64

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

func (*EMV) EmitUpdate 

func (inc *EMV) EmitUpdate(value float64)

func (*EMV) Index 

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

func (*EMV) Last 

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

func (*EMV) Length 

func (inc *EMV) Length() int

func (*EMV) OnUpdate 

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

func (*EMV) PushK 

func (inc *EMV) PushK(k types.KLine)

func (*EMV) Update 

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

type EWMA 

type EWMA struct {
	types.IntervalWindow
	types.SeriesBase

	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*EWMA) Clone 

func (inc *EWMA) Clone() *EWMA

func (*EWMA) EmitUpdate 

func (inc *EWMA) EmitUpdate(value float64)

func (*EWMA) Index 

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

func (*EWMA) Last 

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

func (*EWMA) Length 

func (inc *EWMA) Length() int

func (*EWMA) OnUpdate 

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

func (*EWMA) PushK 

func (inc *EWMA) PushK(k types.KLine)

func (*EWMA) TestUpdate 

func (inc *EWMA) TestUpdate(value float64) *EWMA

func (*EWMA) Update 

func (inc *EWMA) Update(value float64)

type FisherTransform 

type FisherTransform struct {
	types.SeriesBase
	types.IntervalWindow

	Values floats.Slice

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

Fisher Transform

The Fisher Transform is a technical analysis indicator that is used to identify potential turning points in the price of a security. It is based on the idea that prices tend to be normally distributed, with most price movements being small and relatively insignificant. The Fisher Transform converts this normal distribution into a symmetrical, Gaussian distribution, with a peak at zero and a range of -1 to +1. This transformation allows for more accurate identification of price extremes, which can be used to make predictions about potential trend reversals. The Fisher Transform is calculated by taking the natural logarithm of the ratio of the security's current price to its moving average, and then double-smoothing the result. This resulting line is called the Fisher Transform line, and can be plotted on the price chart along with the security's price.

func (*FisherTransform) Clone 

func (inc *FisherTransform) Clone() types.UpdatableSeriesExtend

func (*FisherTransform) EmitUpdate 

func (inc *FisherTransform) EmitUpdate(value float64)

func (*FisherTransform) Index 

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

func (*FisherTransform) Last 

func (inc *FisherTransform) Last(i int) float64

func (*FisherTransform) Length 

func (inc *FisherTransform) Length() int

func (*FisherTransform) OnUpdate 

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

func (*FisherTransform) Update 

func (inc *FisherTransform) Update(value float64)

type GHFilter 

type GHFilter struct {
	types.SeriesBase
	types.IntervalWindow

	Values floats.Slice

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

func (*GHFilter) EmitUpdate 

func (inc *GHFilter) EmitUpdate(value float64)

func (*GHFilter) Index 

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

func (*GHFilter) Last 

func (inc *GHFilter) Last(i int) float64

func (*GHFilter) Length 

func (inc *GHFilter) Length() int

func (*GHFilter) OnUpdate 

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

func (*GHFilter) PushK 

func (inc *GHFilter) PushK(k types.KLine)

func (*GHFilter) Update 

func (inc *GHFilter) Update(value float64)

type GMA 

type GMA struct {
	types.SeriesBase
	types.IntervalWindow
	SMA             *SMA
	UpdateCallbacks []func(value float64)
}

func (*GMA) BindK 

func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*GMA) Clone 

func (inc *GMA) Clone() (out *GMA)

func (*GMA) EmitUpdate 

func (inc *GMA) EmitUpdate(value float64)

func (*GMA) Index 

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

func (*GMA) Last 

func (inc *GMA) Last(i int) float64

func (*GMA) Length 

func (inc *GMA) Length() int

func (*GMA) LoadK 

func (inc *GMA) LoadK(allKLines []types.KLine)

func (*GMA) OnUpdate 

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

func (*GMA) PushK 

func (inc *GMA) PushK(k types.KLine)

func (*GMA) TestUpdate 

func (inc *GMA) TestUpdate(value float64) *GMA

func (*GMA) Update 

func (inc *GMA) Update(value float64)

type HULL 

type HULL struct {
	types.SeriesBase
	types.IntervalWindow
	// contains filtered or unexported fields
}

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

The Hull Moving Average (HMA) is a technical analysis indicator that uses a weighted moving average to reduce the lag in simple moving averages. It was developed by Alan Hull, who sought to create a moving average that was both fast and smooth. The HMA is calculated by first taking the weighted moving average of the input data using a weighting factor of W, where W is the square root of the length of the moving average. The result is then double-smoothed by taking the weighted moving average of this result using a weighting factor of W/2. This final average forms the HMA line, which can be used to make predictions about future price movements.

func (*HULL) EmitUpdate 

func (inc *HULL) EmitUpdate(value float64)

func (*HULL) Index 

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

func (*HULL) Last 

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

func (*HULL) Length 

func (inc *HULL) Length() int

func (*HULL) OnUpdate 

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

func (*HULL) PushK 

func (inc *HULL) PushK(k types.KLine)

func (*HULL) Update 

func (inc *HULL) Update(value float64)

type KLineCalculateUpdater 

type KLineCalculateUpdater interface {
	CalculateAndUpdate(allKLines []types.KLine)
}

type KLineClosedBinder 

type KLineClosedBinder interface {
	BindK(target KLineClosedEmitter, symbol string, interval types.Interval)
}

type KLineClosedEmitter 

type KLineClosedEmitter interface {
	OnKLineClosed(func(k types.KLine))
}

KLineClosedEmitter is currently applied to the market data stream the market data stream emits the KLine closed event to the listeners.

type KLinePusher 

type KLinePusher interface {
	PushK(k types.KLine)
}

KLinePusher provides an interface for API user to push kline value to the indicator. The indicator implements its own way to calculate the value from the given kline object.

type KLineWindowUpdater 

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

type KalmanFilter 

type KalmanFilter struct {
	types.SeriesBase
	types.IntervalWindow
	AdditionalSmoothWindow uint

	Values floats.Slice

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

func (*KalmanFilter) EmitUpdate 

func (inc *KalmanFilter) EmitUpdate(value float64)

func (*KalmanFilter) Index 

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

func (*KalmanFilter) Last 

func (inc *KalmanFilter) Last(i int) float64

func (*KalmanFilter) Length 

func (inc *KalmanFilter) Length() int

func (*KalmanFilter) OnUpdate 

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

func (*KalmanFilter) PushK 

func (inc *KalmanFilter) PushK(k types.KLine)

func (*KalmanFilter) Update 

func (inc *KalmanFilter) Update(value float64)

type KlingerOscillator 

type KlingerOscillator struct {
	types.SeriesBase
	types.IntervalWindow
	Fast types.UpdatableSeries
	Slow types.UpdatableSeries
	VF   VolumeForce
	// contains filtered or unexported fields
}

Refer: Klinger Oscillator Refer URL: https://www.investopedia.com/terms/k/klingeroscillator.asp Explanation: The Klinger Oscillator is a technical indicator that was developed by Stephen Klinger. It is based on the assumption that there is a relationship between money flow and price movement in the stock market. The Klinger Oscillator is calculated by taking the difference between a 34-period and 55-period moving average. Usually the indicator is using together with a 9-period or 13-period of moving average as the signal line. This indicator is often used to identify potential turning points in the market, as well as to confirm the strength of a trend.

func (*KlingerOscillator) BindK 

func (inc *KlingerOscillator) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*KlingerOscillator) EmitUpdate 

func (inc *KlingerOscillator) EmitUpdate(value float64)

func (*KlingerOscillator) Last 

func (inc *KlingerOscillator) Last(i int) float64

func (*KlingerOscillator) Length 

func (inc *KlingerOscillator) Length() int

func (*KlingerOscillator) OnUpdate 

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

func (*KlingerOscillator) PushK 

func (inc *KlingerOscillator) PushK(k types.KLine)

func (*KlingerOscillator) Update 

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

type LinReg 

type LinReg struct {
	types.SeriesBase
	types.IntervalWindow

	// Values are the slopes of linear regression baseline
	Values floats.Slice
	// ValueRatios are the ratio of slope to the price
	ValueRatios floats.Slice

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

LinReg is Linear Regression baseline

func (*LinReg) BindK 

func (lr *LinReg) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*LinReg) EmitUpdate 

func (lr *LinReg) EmitUpdate(value float64)

func (*LinReg) Index 

func (lr *LinReg) Index(i int) float64

Index returns the slope of specified index

func (*LinReg) IndexRatio 

func (lr *LinReg) IndexRatio(i int) float64

IndexRatio returns the slope ratio

func (*LinReg) Last 

func (lr *LinReg) Last(i int) float64

Last slope of linear regression baseline

func (*LinReg) LastRatio 

func (lr *LinReg) LastRatio() float64

LastRatio of slope to price

func (*LinReg) Length 

func (lr *LinReg) Length() int

Length of the slope values

func (*LinReg) LengthRatio 

func (lr *LinReg) LengthRatio() int

LengthRatio of the slope ratio values

func (*LinReg) LoadK 

func (lr *LinReg) LoadK(allKLines []types.KLine)

func (*LinReg) OnUpdate 

func (lr *LinReg) OnUpdate(cb func(value float64))

func (*LinReg) PushK 

func (lr *LinReg) PushK(k types.KLine)

func (*LinReg) Update 

func (lr *LinReg) Update(kline types.KLine)

Update Linear Regression baseline slope

type Line 

type Line struct {
	types.SeriesBase
	types.IntervalWindow

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

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

func NewLine 

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

func (*Line) Bind 

func (l *Line) Bind(updater KLineWindowUpdater)

func (*Line) Index 

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

func (*Line) Last 

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

func (*Line) Length 

func (l *Line) Length() int

func (*Line) SetXY1 

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

func (*Line) SetXY2 

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

type MACDConfig 

type MACDConfig struct {
	types.IntervalWindow // 9

	// ShortPeriod is the short term period EMA, usually 12
	ShortPeriod int `json:"short"`
	// LongPeriod is the long term period EMA, usually 26
	LongPeriod int `json:"long"`
}

type MACDLegacy 

type MACDLegacy struct {
	MACDConfig

	Values floats.Slice `json:"-"`

	Histogram floats.Slice `json:"-"`

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

func (*MACDLegacy) EmitUpdate 

func (inc *MACDLegacy) EmitUpdate(macd float64, signal float64, histogram float64)

func (*MACDLegacy) Last 

func (inc *MACDLegacy) Last(i int) float64

func (*MACDLegacy) Length 

func (inc *MACDLegacy) Length() int

func (*MACDLegacy) MACD 

func (inc *MACDLegacy) MACD() types.SeriesExtend

func (*MACDLegacy) OnUpdate 

func (inc *MACDLegacy) OnUpdate(cb func(macd float64, signal float64, histogram float64))

func (*MACDLegacy) PushK 

func (inc *MACDLegacy) PushK(k types.KLine)

func (*MACDLegacy) Singals 

func (inc *MACDLegacy) Singals() types.SeriesExtend

func (*MACDLegacy) Update 

func (inc *MACDLegacy) Update(x float64)

type MACDValues 

type MACDValues struct {
	types.SeriesBase
	*MACDLegacy
}

func (*MACDValues) Index 

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

func (*MACDValues) Last 

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

func (*MACDValues) Length 

func (inc *MACDValues) Length() int

type OBV 

type OBV struct {
	types.SeriesBase
	types.IntervalWindow
	Values   floats.Slice
	PrePrice float64
	EndTime  time.Time
	// contains filtered or unexported fields
}

obv implements on-balance volume indicator

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

On-Balance Volume (OBV) is a technical analysis indicator that uses volume information to predict changes in stock price. The idea behind OBV is that volume precedes price: when the OBV is rising, it means that buyers are becoming more aggressive and that the stock price is likely to follow suit. When the OBV is falling, it indicates that sellers are becoming more aggressive and that the stock price is likely to decrease. OBV is calculated by adding the volume on days when the stock price closes higher and subtracting the volume on days when the stock price closes lower. This running total forms the OBV line, which can then be used to make predictions about future stock price movements.

func (*OBV) Bind 

func (inc *OBV) Bind(updater KLineWindowUpdater)

func (*OBV) CalculateAndUpdate 

func (inc *OBV) CalculateAndUpdate(kLines []types.KLine)

func (*OBV) EmitUpdate 

func (inc *OBV) EmitUpdate(value float64)

func (*OBV) Index 

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

func (*OBV) Last 

func (inc *OBV) Last(i int) float64

func (*OBV) OnUpdate 

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

func (*OBV) PushK 

func (inc *OBV) PushK(k types.KLine)

func (*OBV) Update 

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

type PSAR 

type PSAR struct {
	types.SeriesBase
	types.IntervalWindow
	High    *types.Queue
	Low     *types.Queue
	Values  floats.Slice // Stop and Reverse
	AF      float64      // Acceleration Factor
	EP      float64
	Falling bool

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

func (*PSAR) BindK 

func (inc *PSAR) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*PSAR) EmitUpdate 

func (inc *PSAR) EmitUpdate(value float64)

func (*PSAR) Last 

func (inc *PSAR) Last(i int) float64

func (*PSAR) Length 

func (inc *PSAR) Length() int

func (*PSAR) OnUpdate 

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

func (*PSAR) PushK 

func (inc *PSAR) PushK(k types.KLine)

func (*PSAR) Update 

func (inc *PSAR) Update(high, low float64)

type Pivot 

type Pivot struct {
	types.IntervalWindow

	// Values
	Lows  floats.Slice // higher low
	Highs floats.Slice // lower high

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

func (*Pivot) Bind 

func (inc *Pivot) Bind(updater KLineWindowUpdater)

func (*Pivot) CalculateAndUpdate 

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

func (*Pivot) EmitUpdate 

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

func (*Pivot) LastHigh 

func (inc *Pivot) LastHigh() float64

func (*Pivot) LastLow 

func (inc *Pivot) LastLow() float64

func (*Pivot) OnUpdate 

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

type PivotHigh 

type PivotHigh struct {
	types.SeriesBase

	types.IntervalWindow

	Highs   floats.Slice
	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PivotHigh) EmitUpdate 

func (inc *PivotHigh) EmitUpdate(value float64)

func (*PivotHigh) Last 

func (inc *PivotHigh) Last(i int) float64

func (*PivotHigh) Length 

func (inc *PivotHigh) Length() int

func (*PivotHigh) OnUpdate 

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

func (*PivotHigh) PushK 

func (inc *PivotHigh) PushK(k types.KLine)

func (*PivotHigh) Update 

func (inc *PivotHigh) Update(value float64)

type PivotLow 

type PivotLow struct {
	types.SeriesBase

	types.IntervalWindow

	Lows    floats.Slice
	Values  floats.Slice
	EndTime time.Time
	// contains filtered or unexported fields
}

func (*PivotLow) EmitUpdate 

func (inc *PivotLow) EmitUpdate(value float64)

func (*PivotLow) Last 

func (inc *PivotLow) Last(i int) float64

func (*PivotLow) Length 

func (inc *PivotLow) Length() int

func (*PivotLow) OnUpdate 

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

func (*PivotLow) PushK 

func (inc *PivotLow) PushK(k types.KLine)

func (*PivotLow) Update 

func (inc *PivotLow) Update(value float64)

type PivotSupertrend 

type PivotSupertrend struct {
	types.SeriesBase
	types.IntervalWindow
	ATRMultiplier float64 `json:"atrMultiplier"`
	PivotWindow   int     `json:"pivotWindow"`

	AverageTrueRange *ATR // Value must be set when initialized in strategy

	PivotLow  *PivotLow  // Value must be set when initialized in strategy
	PivotHigh *PivotHigh // Value must be set when initialized in strategy

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

func (*PivotSupertrend) BindK 

func (inc *PivotSupertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*PivotSupertrend) Direction 

func (inc *PivotSupertrend) Direction() types.Direction

GetDirection return the current trend

func (*PivotSupertrend) EmitUpdate 

func (inc *PivotSupertrend) EmitUpdate(value float64)

func (*PivotSupertrend) GetSignal 

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

GetSignal returns signal (Down, None or Up)

func (*PivotSupertrend) Index 

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

func (*PivotSupertrend) Last 

func (inc *PivotSupertrend) Last(i int) float64

func (*PivotSupertrend) LastSupertrendResistance 

func (inc *PivotSupertrend) LastSupertrendResistance() float64

LastSupertrendResistance return the current supertrend resistance value

func (*PivotSupertrend) LastSupertrendSupport 

func (inc *PivotSupertrend) LastSupertrendSupport() float64

LastSupertrendSupport return the current supertrend support value

func (*PivotSupertrend) Length 

func (inc *PivotSupertrend) Length() int

func (*PivotSupertrend) LoadK 

func (inc *PivotSupertrend) LoadK(allKLines []types.KLine)

func (*PivotSupertrend) OnUpdate 

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

func (*PivotSupertrend) PushK 

func (inc *PivotSupertrend) PushK(k types.KLine)

func (*PivotSupertrend) Update 

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

type RMA 

type RMA struct {
	types.SeriesBase
	types.IntervalWindow

	Values  floats.Slice
	EndTime time.Time

	Adjust bool
	// contains filtered or unexported fields
}

func (*RMA) Bind 

func (inc *RMA) Bind(updater KLineWindowUpdater)

func (*RMA) CalculateAndUpdate 

func (inc *RMA) CalculateAndUpdate(kLines []types.KLine)

func (*RMA) Clone 

func (inc *RMA) Clone() types.UpdatableSeriesExtend

func (*RMA) EmitUpdate 

func (inc *RMA) EmitUpdate(value float64)

func (*RMA) Index 

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

func (*RMA) Last 

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

func (*RMA) Length 

func (inc *RMA) Length() int

func (*RMA) OnUpdate 

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

func (*RMA) PushK 

func (inc *RMA) PushK(k types.KLine)

func (*RMA) Update 

func (inc *RMA) Update(x float64)

type RSI 

type RSI struct {
	types.SeriesBase
	types.IntervalWindow
	Values          floats.Slice
	Prices          floats.Slice
	PreviousAvgLoss float64
	PreviousAvgGain float64

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

func (*RSI) Bind 

func (inc *RSI) Bind(updater KLineWindowUpdater)

func (*RSI) CalculateAndUpdate 

func (inc *RSI) CalculateAndUpdate(kLines []types.KLine)

func (*RSI) EmitUpdate 

func (inc *RSI) EmitUpdate(value float64)

func (*RSI) Index 

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

func (*RSI) Last 

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

func (*RSI) Length 

func (inc *RSI) Length() int

func (*RSI) OnUpdate 

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

func (*RSI) PushK 

func (inc *RSI) PushK(k types.KLine)

func (*RSI) Update 

func (inc *RSI) Update(price float64)

type SMA 

type SMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice

	EndTime time.Time

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

func (*SMA) BindK 

func (inc *SMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*SMA) Clone 

func (inc *SMA) Clone() types.UpdatableSeriesExtend

func (*SMA) EmitUpdate 

func (inc *SMA) EmitUpdate(value float64)

func (*SMA) Index 

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

func (*SMA) Last 

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

func (*SMA) Length 

func (inc *SMA) Length() int

func (*SMA) LoadK 

func (inc *SMA) LoadK(allKLines []types.KLine)

func (*SMA) OnUpdate 

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

func (*SMA) PushK 

func (inc *SMA) PushK(k types.KLine)

func (*SMA) Update 

func (inc *SMA) Update(value float64)

type SSF 

type SSF struct {
	types.SeriesBase
	types.IntervalWindow
	Poles int

	Values floats.Slice

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

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

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

func (*SSF) CalculateAndUpdate 

func (inc *SSF) CalculateAndUpdate(allKLines []types.KLine)

func (*SSF) EmitUpdate 

func (inc *SSF) EmitUpdate(value float64)

func (*SSF) Index 

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

func (*SSF) Last 

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

func (*SSF) Length 

func (inc *SSF) Length() int

func (*SSF) OnUpdate 

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

func (*SSF) PushK 

func (inc *SSF) PushK(k types.KLine)

func (*SSF) Update 

func (inc *SSF) Update(value float64)

type STOCH 

type STOCH struct {
	types.IntervalWindow
	K floats.Slice
	D floats.Slice

	HighValues floats.Slice
	LowValues  floats.Slice

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

func (*STOCH) EmitUpdate 

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

func (*STOCH) GetD 

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

func (*STOCH) GetK 

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

func (*STOCH) LastD 

func (inc *STOCH) LastD() float64

func (*STOCH) LastK 

func (inc *STOCH) LastK() float64

func (*STOCH) OnUpdate 

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

func (*STOCH) PushK 

func (inc *STOCH) PushK(k types.KLine)

func (*STOCH) Update 

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

type Simple 

type Simple interface {
	KLinePusher
	Last(int) float64
	OnUpdate(f func(value float64))
}

Simple is the simple indicator that only returns one float64 value

type StdDev 

type StdDev struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice

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

func (*StdDev) EmitUpdate 

func (inc *StdDev) EmitUpdate(value float64)

func (*StdDev) Index 

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

func (*StdDev) Last 

func (inc *StdDev) Last(i int) float64

func (*StdDev) Length 

func (inc *StdDev) Length() int

func (*StdDev) OnUpdate 

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

func (*StdDev) PushK 

func (inc *StdDev) PushK(k types.KLine)

func (*StdDev) Update 

func (inc *StdDev) Update(value float64)

type Supertrend 

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

	AverageTrueRange *ATR

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

func (*Supertrend) Bind 

func (inc *Supertrend) Bind(updater KLineWindowUpdater)

func (*Supertrend) BindK 

func (inc *Supertrend) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*Supertrend) CalculateAndUpdate 

func (inc *Supertrend) CalculateAndUpdate(kLines []types.KLine)

func (*Supertrend) Direction 

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

GetDirection return the current trend

func (*Supertrend) EmitUpdate 

func (inc *Supertrend) EmitUpdate(value float64)

func (*Supertrend) GetSignal 

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

func (*Supertrend) Index 

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

func (*Supertrend) Last 

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

func (*Supertrend) LastSupertrendResistance 

func (inc *Supertrend) LastSupertrendResistance() float64

LastSupertrendResistance return the current supertrend resistance

func (*Supertrend) LastSupertrendSupport 

func (inc *Supertrend) LastSupertrendSupport() float64

LastSupertrendSupport return the current supertrend support

func (*Supertrend) Length 

func (inc *Supertrend) Length() int

func (*Supertrend) LoadK 

func (inc *Supertrend) LoadK(allKLines []types.KLine)

func (*Supertrend) OnUpdate 

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

func (*Supertrend) PushK 

func (inc *Supertrend) PushK(k types.KLine)

func (*Supertrend) Update 

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

type TEMA 

type TEMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice
	A1     *EWMA
	A2     *EWMA
	A3     *EWMA

	UpdateCallbacks []func(value float64)
}

func (*TEMA) Bind 

func (inc *TEMA) Bind(updater KLineWindowUpdater)

func (*TEMA) CalculateAndUpdate 

func (inc *TEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*TEMA) EmitUpdate 

func (inc *TEMA) EmitUpdate(value float64)

func (*TEMA) Index 

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

func (*TEMA) Last 

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

func (*TEMA) Length 

func (inc *TEMA) Length() int

func (*TEMA) OnUpdate 

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

func (*TEMA) PushK 

func (inc *TEMA) PushK(k types.KLine)

func (*TEMA) Update 

func (inc *TEMA) Update(value float64)

type TILL 

type TILL struct {
	types.SeriesBase
	types.IntervalWindow
	VolumeFactor float64
	// contains filtered or unexported fields
}

func (*TILL) Bind 

func (inc *TILL) Bind(updater KLineWindowUpdater)

func (*TILL) BindK 

func (inc *TILL) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*TILL) CalculateAndUpdate 

func (inc *TILL) CalculateAndUpdate(allKLines []types.KLine)

func (*TILL) EmitUpdate 

func (inc *TILL) EmitUpdate(value float64)

func (*TILL) Index 

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

func (*TILL) Last 

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

func (*TILL) Length 

func (inc *TILL) Length() int

func (*TILL) LoadK 

func (inc *TILL) LoadK(allKLines []types.KLine)

func (*TILL) OnUpdate 

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

func (*TILL) PushK 

func (inc *TILL) PushK(k types.KLine)

func (*TILL) Update 

func (inc *TILL) Update(value float64)

type TMA 

type TMA struct {
	types.SeriesBase
	types.IntervalWindow

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

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

func (*TMA) EmitUpdate 

func (inc *TMA) EmitUpdate(value float64)

func (*TMA) Index 

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

func (*TMA) Last 

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

func (*TMA) Length 

func (inc *TMA) Length() int

func (*TMA) OnUpdate 

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

func (*TMA) PushK 

func (inc *TMA) PushK(k types.KLine)

func (*TMA) Update 

func (inc *TMA) Update(value float64)

type TSI 

type TSI struct {
	types.SeriesBase
	types.Interval
	FastWindow int
	SlowWindow int
	PrevValue  float64
	Values     floats.Slice
	Pcs        *EWMA
	Pcds       *EWMA
	Apcs       *EWMA
	Apcds      *EWMA
	// contains filtered or unexported fields
}

Refer: True Strength Index Refer URL: https://www.investopedia.com/terms/t/tsi.asp

func (*TSI) BindK 

func (inc *TSI) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*TSI) EmitUpdate 

func (inc *TSI) EmitUpdate(value float64)

func (*TSI) Index 

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

func (*TSI) Last 

func (inc *TSI) Last(i int) float64

func (*TSI) Length 

func (inc *TSI) Length() int

func (*TSI) OnUpdate 

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

func (*TSI) PushK 

func (inc *TSI) PushK(k types.KLine)

func (*TSI) Update 

func (inc *TSI) Update(value float64)

type UtBotAlert 

type UtBotAlert struct {
	types.IntervalWindow
	KeyValue float64 `json:"keyValue"` // Should be ATRMultiplier

	Values []types.Direction

	AverageTrueRange *ATR // Value must be set when initialized in strategy

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

func NewUtBotAlert 

func NewUtBotAlert(iw types.IntervalWindow, keyValue float64) *UtBotAlert

func (*UtBotAlert) BindK 

func (inc *UtBotAlert) BindK(target KLineClosedEmitter, symbol string, interval types.Interval)

func (*UtBotAlert) EmitUpdate 

func (inc *UtBotAlert) EmitUpdate(value types.Direction)

func (*UtBotAlert) GetSignal 

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

GetSignal returns signal (down, none or up)

func (*UtBotAlert) Index 

func (inc *UtBotAlert) Index(i int) types.Direction

func (*UtBotAlert) Last 

func (inc *UtBotAlert) Last() types.Direction

func (*UtBotAlert) Length 

func (inc *UtBotAlert) Length() int

func (*UtBotAlert) LoadK 

func (inc *UtBotAlert) LoadK(allKLines []types.KLine)

LoadK calculates the initial values

func (*UtBotAlert) OnUpdate 

func (inc *UtBotAlert) OnUpdate(cb func(value types.Direction))

func (*UtBotAlert) PushK 

func (inc *UtBotAlert) PushK(k types.KLine)

func (*UtBotAlert) Update 

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

type VIDYA 

type VIDYA struct {
	types.SeriesBase
	types.IntervalWindow
	Values floats.Slice
	// contains filtered or unexported fields
}

func (*VIDYA) Bind 

func (inc *VIDYA) Bind(updater KLineWindowUpdater)

func (*VIDYA) CalculateAndUpdate 

func (inc *VIDYA) CalculateAndUpdate(allKLines []types.KLine)

func (*VIDYA) EmitUpdate 

func (inc *VIDYA) EmitUpdate(value float64)

func (*VIDYA) Index 

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

func (*VIDYA) Last 

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

func (*VIDYA) Length 

func (inc *VIDYA) Length() int

func (*VIDYA) OnUpdate 

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

func (*VIDYA) PushK 

func (inc *VIDYA) PushK(k types.KLine)

func (*VIDYA) Update 

func (inc *VIDYA) Update(value float64)

type VWAP 

type VWAP struct {
	types.SeriesBase
	types.IntervalWindow
	Values      floats.Slice
	Prices      floats.Slice
	Volumes     floats.Slice
	WeightedSum float64
	VolumeSum   float64

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

func (*VWAP) Bind 

func (inc *VWAP) Bind(updater KLineWindowUpdater)

func (*VWAP) CalculateAndUpdate 

func (inc *VWAP) CalculateAndUpdate(allKLines []types.KLine)

func (*VWAP) EmitUpdate 

func (inc *VWAP) EmitUpdate(value float64)

func (*VWAP) Index 

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

func (*VWAP) Last 

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

func (*VWAP) Length 

func (inc *VWAP) Length() int

func (*VWAP) OnUpdate 

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

func (*VWAP) PushK 

func (inc *VWAP) PushK(k types.KLine)

func (*VWAP) Update 

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

type VWMA 

type VWMA struct {
	types.SeriesBase
	types.IntervalWindow

	Values         floats.Slice
	PriceVolumeSMA *SMA
	VolumeSMA      *SMA

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

func (*VWMA) Bind 

func (inc *VWMA) Bind(updater KLineWindowUpdater)

func (*VWMA) CalculateAndUpdate 

func (inc *VWMA) CalculateAndUpdate(allKLines []types.KLine)

func (*VWMA) EmitUpdate 

func (inc *VWMA) EmitUpdate(value float64)

func (*VWMA) Index 

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

func (*VWMA) Last 

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

func (*VWMA) Length 

func (inc *VWMA) Length() int

func (*VWMA) OnUpdate 

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

func (*VWMA) PushK 

func (inc *VWMA) PushK(k types.KLine)

func (*VWMA) Update 

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

type Volatility 

type Volatility struct {
	types.SeriesBase
	types.IntervalWindow
	Values  floats.Slice
	EndTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*Volatility) Bind 

func (inc *Volatility) Bind(updater KLineWindowUpdater)

func (*Volatility) CalculateAndUpdate 

func (inc *Volatility) CalculateAndUpdate(allKLines []types.KLine)

func (*Volatility) EmitUpdate 

func (inc *Volatility) EmitUpdate(value float64)

func (*Volatility) Index 

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

func (*Volatility) Last 

func (inc *Volatility) Last(i int) float64

func (*Volatility) Length 

func (inc *Volatility) Length() int

func (*Volatility) OnUpdate 

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

type VolumeForce 

type VolumeForce struct {
	Value float64
	// contains filtered or unexported fields
}

Utility to hold the state of calculation

func (*VolumeForce) Update 

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

type VolumeProfile 

type VolumeProfile struct {
	types.IntervalWindow
	Delta float64
	// contains filtered or unexported fields
}

The Volume Profile is a technical analysis tool that is used to visualize the distribution of trading volume at different price levels in a security. It is typically plotted as a histogram or heatmap on the price chart, with the x-axis representing the price levels and the y-axis representing the trading volume. The Volume Profile can be used to identify areas of support and resistance, as well as potential entry and exit points for trades.

func (*VolumeProfile) PointOfControlAboveEqual 

func (inc *VolumeProfile) PointOfControlAboveEqual(price float64, limit ...float64) (resultPrice float64, vol float64)

Get Resistance Level by finding PoC

func (*VolumeProfile) PointOfControlBelowEqual 

func (inc *VolumeProfile) PointOfControlBelowEqual(price float64, limit ...float64) (resultPrice float64, vol float64)

Get Support Level by finding PoC

func (*VolumeProfile) Update 

func (inc *VolumeProfile) Update(price, volume float64, timestamp types.Time)

type WWMA 

type WWMA struct {
	types.SeriesBase
	types.IntervalWindow
	Values       floats.Slice
	LastOpenTime time.Time

	UpdateCallbacks []func(value float64)
}

func (*WWMA) Bind 

func (inc *WWMA) Bind(updater KLineWindowUpdater)

func (*WWMA) CalculateAndUpdate 

func (inc *WWMA) CalculateAndUpdate(allKLines []types.KLine)

func (*WWMA) EmitUpdate 

func (inc *WWMA) EmitUpdate(value float64)

func (*WWMA) Index 

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

func (*WWMA) Last 

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

func (*WWMA) Length 

func (inc *WWMA) Length() int

func (*WWMA) OnUpdate 

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

func (*WWMA) PushK 

func (inc *WWMA) PushK(k types.KLine)

func (*WWMA) Update 

func (inc *WWMA) Update(value float64)

type WeightedDrift 

type WeightedDrift struct {
	types.SeriesBase
	types.IntervalWindow

	Values          floats.Slice
	MA              types.UpdatableSeriesExtend
	Weight          *types.Queue
	LastValue       float64
	UpdateCallbacks []func(value float64)
	// contains filtered or unexported fields
}

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

func (*WeightedDrift) Bind 

func (inc *WeightedDrift) Bind(updater KLineWindowUpdater)

func (*WeightedDrift) CalculateAndUpdate 

func (inc *WeightedDrift) CalculateAndUpdate(allKLines []types.KLine)

func (*WeightedDrift) Clone 

func (inc *WeightedDrift) Clone() (out *WeightedDrift)

func (*WeightedDrift) EmitUpdate 

func (inc *WeightedDrift) EmitUpdate(value float64)

func (*WeightedDrift) Index 

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

func (*WeightedDrift) Last 

func (inc *WeightedDrift) Last(i int) float64

func (*WeightedDrift) Length 

func (inc *WeightedDrift) Length() int

func (*WeightedDrift) OnUpdate 

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

func (*WeightedDrift) PushK 

func (inc *WeightedDrift) PushK(k types.KLine)

func (*WeightedDrift) TestUpdate 

func (inc *WeightedDrift) TestUpdate(value float64, weight float64) *WeightedDrift

func (*WeightedDrift) Update 

func (inc *WeightedDrift) Update(value float64, weight float64)

func (*WeightedDrift) ZeroPoint 

func (inc *WeightedDrift) ZeroPoint() float64

Assume that MA is SMA

type ZLEMA 

type ZLEMA struct {
	types.SeriesBase
	types.IntervalWindow
	// contains filtered or unexported fields
}

func (*ZLEMA) Bind 

func (inc *ZLEMA) Bind(updater KLineWindowUpdater)

func (*ZLEMA) CalculateAndUpdate 

func (inc *ZLEMA) CalculateAndUpdate(allKLines []types.KLine)

func (*ZLEMA) EmitUpdate 

func (inc *ZLEMA) EmitUpdate(value float64)

func (*ZLEMA) Index 

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

func (*ZLEMA) Last 

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

func (*ZLEMA) Length 

func (inc *ZLEMA) Length() int

func (*ZLEMA) OnUpdate 

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

func (*ZLEMA) PushK 

func (inc *ZLEMA) PushK(k types.KLine)

func (*ZLEMA) Update 

func (inc *ZLEMA) Update(value float64)

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