indicator

Documentation

Index

• Constants
• func TrendWithFlatMaxDiffInPercent(val bool) func(*Trend)
• type AverageTrueRange
  • func (ind *AverageTrueRange) Calculate(index int) float64
• type AverageVolume
  • func NewAverageVolume(series *timeseries.TimeSeries, period int) *AverageVolume
  • func (av *AverageVolume) Calculate(index int) float64
• type ExponentialMovingAverage
  • func NewExponentialMovingAverage(series *timeseries.TimeSeries, smoothInterval int) (*ExponentialMovingAverage, error)
  • func (a *ExponentialMovingAverage) Calculate(index int) float64
• type Indicator
  • func NewAverageTrueRange(series *timeseries.TimeSeries, period int) Indicator
• type MockIndicator
  • func (_m *MockIndicator) Calculate(index int) float64
• type Trend
  • func NewTrend(fastEMAIndicator Indicator, slowEMAIndicator Indicator, flatMaxDiff float64, ...) *Trend
  • func (t *Trend) Calculate(index int) float64
• type TrendOption
• type VolumeWeightedAveragePrice
  • func NewVolumeWeightedAveragePrice(series *timeseries.TimeSeries) *VolumeWeightedAveragePrice
  • func (v *VolumeWeightedAveragePrice) Calculate(index int) float64

Constants

const (
	FlatTrend float64 = 0
	UpTrend   float64 = 1
	DownTrend float64 = -1
)

Functions

func TrendWithFlatMaxDiffInPercent

func TrendWithFlatMaxDiffInPercent(val bool) func(*Trend)

TrendWithFlatMaxDiffInPercent allows to pass flatMaxDiff in percent. The default value is false

Types

type AverageTrueRange

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

AverageTrueRange represents indicator to calculate Average True Range (ATR) https://en.wikipedia.org/wiki/Average_true_range

func (*AverageTrueRange) Calculate

func (ind *AverageTrueRange) Calculate(index int) float64

type AverageVolume

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

AverageVolume is a indicator to calculate average volume for given smoothInterval using simple moving average

func NewAverageVolume

func NewAverageVolume(series *timeseries.TimeSeries, period int) *AverageVolume

func (*AverageVolume) Calculate

func (av *AverageVolume) Calculate(index int) float64

type ExponentialMovingAverage

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

ExponentialMovingAverage represents indicator to calculate Exponential Moving Average (EMA)

func NewExponentialMovingAverage

func NewExponentialMovingAverage(series *timeseries.TimeSeries, smoothInterval int) (*ExponentialMovingAverage, error)

func (*ExponentialMovingAverage) Calculate

func (a *ExponentialMovingAverage) Calculate(index int) float64

type Indicator

type Indicator interface {
	Calculate(index int) float64 // index of trading candle
}

Indicator represents interface for indicators

func NewAverageTrueRange

func NewAverageTrueRange(series *timeseries.TimeSeries, period int) Indicator

type MockIndicator

type MockIndicator struct {
	mock.Mock
}

MockIndicator is an autogenerated mock type for the Indicator type

func (*MockIndicator) Calculate

func (_m *MockIndicator) Calculate(index int) float64

Calculate provides a mock function with given fields: index

type Trend

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

Trend returns a trend direction. It bases on fast (with shorter period) and slow EMA. flatMaxDiff allows setting max difference between fast and slow EMA when Calculate returns the flat.

func NewTrend

func NewTrend(
	fastEMAIndicator Indicator,
	slowEMAIndicator Indicator,
	flatMaxDiff float64,
	opts ...TrendOption,
) *Trend

func (*Trend) Calculate

func (t *Trend) Calculate(index int) float64

type TrendOption

type TrendOption func(*Trend)

type VolumeWeightedAveragePrice

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

VolumeWeightedAveragePrice represents indicator to calculate volume-weighted average price (VWAP). More details https://en.wikipedia.org/wiki/Volume-weighted_average_price

func NewVolumeWeightedAveragePrice

func NewVolumeWeightedAveragePrice(series *timeseries.TimeSeries) *VolumeWeightedAveragePrice

NewVolumeWeightedAveragePrice creates VolumeWeightedAveragePrice

func (*VolumeWeightedAveragePrice) Calculate

func (v *VolumeWeightedAveragePrice) Calculate(index int) float64

Calculate returns VWAP value for candle with given index