trend

package
v2.0.0-beta.1 Latest Latest
Warning

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

 Go to latest Published: May 8, 2024 License: AGPL-3.0 Imports: 6 Imported by: 4

README

trend

import "github.com/cinar/indicator/strategy/trend"

Package trend contains the trend strategy functions.

This package belongs to the Indicator project. Indicator is a Golang module that supplies a variety of technical indicators, strategies, and a backtesting framework for analysis.

License
Copyright (c) 2021-2023 Onur Cinar.
The source code is provided under GNU AGPLv3 License.
https://github.com/cinar/indicator
Disclaimer

The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.

Index

Constants

const (
    // DefaultDemaStrategyPeriod1 is the first DEMA period.
    DefaultDemaStrategyPeriod1 = 5

    // DefaultDemaStrategyPeriod2 is the second DEMA period.
    DefaultDemaStrategyPeriod2 = 35
)


const (
    // DefaultTrimaStrategyShortPeriod is the first TRIMA period.
    DefaultTrimaStrategyShortPeriod = 20

    // DefaultTrimaStrategyLongPeriod is the second TRIMA period.
    DefaultTrimaStrategyLongPeriod = 50
)


const (
    // DefaultVwmaStrategyPeriod is the default VWMA period.
    DefaultVwmaStrategyPeriod = 20
)

func AllStrategies

func AllStrategies() []strategy.Strategy

AllStrategies returns a slice containing references to all available trend strategies.

type ApoStrategy

ApoStrategy represents the configuration parameters for calculating the APO strategy. An APO value crossing above zero suggests a bullish trend, while crossing below zero indicates a bearish trend. Positive APO values signify an upward trend, while negative values signify a downward trend.

type ApoStrategy struct {
    strategy.Strategy

    // Apo represents the configuration parameters for calculating the
    // Absolute Price Oscillator (APO).
    Apo *trend.Apo[float64]
}

func NewApoStrategy
func NewApoStrategy() *ApoStrategy

NewApoStrategy function initializes a new APO strategy instance with the default parameters.

func (*ApoStrategy) Compute
func (a *ApoStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*ApoStrategy) Name
func (*ApoStrategy) Name() string

Name returns the name of the strategy.

func (*ApoStrategy) Report
func (a *ApoStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type AroonStrategy

AroonStrategy represents the configuration parameters for calculating the Aroon strategy. Aroon is a technical analysis tool that gauges trend direction and strength in asset prices. It comprises two lines: Aroon Up and Aroon Down. Aroon Up measures uptrend strength, while Aroon Down measures downtrend strength. When Aroon Up exceeds Aroon Down, it suggests a bullish trend; when Aroon Down surpasses Aroon Up, it indicates a bearish trend.

type AroonStrategy struct {
    strategy.Strategy

    // Aroon represent the configuration for calculating the Aroon indicator.
    Aroon *trend.Aroon[float64]
}

func NewAroonStrategy
func NewAroonStrategy() *AroonStrategy

NewAroonStrategy function initializes a new Aroon strategy instance with the default parameters.

func (*AroonStrategy) Compute
func (a *AroonStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*AroonStrategy) Name
func (*AroonStrategy) Name() string

Name returns the name of the strategy.

func (*AroonStrategy) Report
func (a *AroonStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type BopStrategy

BopStrategy gauges the strength of buying and selling forces using the Balance of Power (BoP) indicator. A positive BoP value suggests an upward trend, while a negative value indicates a downward trend. A BoP value of zero implies equilibrium between the two forces.

type BopStrategy struct {
    strategy.Strategy

    // Bop represents the configuration parameters for calculating the
    // Balance of Power (BoP).
    Bop *trend.Bop[float64]
}

func NewBopStrategy
func NewBopStrategy() *BopStrategy

NewBopStrategy function initializes a new BoP strategy instance with the default parameters.

func (*BopStrategy) Compute
func (b *BopStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*BopStrategy) Name
func (*BopStrategy) Name() string

Name returns the name of the strategy.

func (*BopStrategy) Report
func (b *BopStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type CciStrategy

CciStrategy represents the configuration parameters for calculating the CCI strategy. A CCI value crossing above the 100+ suggests a bullish trend, while crossing below the 100- indicates a bearish trend.

type CciStrategy struct {
    strategy.Strategy

    // Cci represents the configuration parameters for calculating the CCI.
    Cci *trend.Cci[float64]
}

func NewCciStrategy
func NewCciStrategy() *CciStrategy

NewCciStrategy function initializes a new CCI strategy instance.

func (*CciStrategy) Compute
func (t *CciStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*CciStrategy) Name
func (*CciStrategy) Name() string

Name returns the name of the strategy.

func (*CciStrategy) Report
func (t *CciStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type DemaStrategy

DemaStrategy represents the configuration parameters for calculating the DEMA strategy. A bullish cross occurs when DEMA with 5 days period moves above DEMA with 35 days period. A bearish cross occurs when DEMA with 35 days period moves above DEMA With 5 days period.

type DemaStrategy struct {
    strategy.Strategy

    // Dema1 represents the configuration parameters for
    // calculating the first DEMA.
    Dema1 *trend.Dema[float64]

    // Dema2 represents the configuration parameters for
    // calculating the second DEMA.
    Dema2 *trend.Dema[float64]
}

func NewDemaStrategy
func NewDemaStrategy() *DemaStrategy

NewDemaStrategy function initializes a new DEMA strategy instance with the default parameters.

func (*DemaStrategy) Compute
func (d *DemaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*DemaStrategy) Name
func (*DemaStrategy) Name() string

Name returns the name of the strategy.

func (*DemaStrategy) Report
func (d *DemaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type KdjStrategy

KdjStrategy represents the configuration parameters for calculating the KDJ strategy. Generates BUY action when j value crosses above both k and d values. Generates SELL action when j value crosses below both k and d values.

type KdjStrategy struct {
    strategy.Strategy

    // Kdj represents the configuration parameters for calculating the KDJ.
    Kdj *trend.Kdj[float64]
}

func NewKdjStrategy
func NewKdjStrategy() *KdjStrategy

NewKdjStrategy function initializes a new KDJ strategy instance.

func (*KdjStrategy) Compute
func (kdj *KdjStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*KdjStrategy) Name
func (*KdjStrategy) Name() string

Name returns the name of the strategy.

func (*KdjStrategy) Report
func (kdj *KdjStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type MacdStrategy

MacdStrategy represents the configuration parameters for calculating the MACD strategy. A MACD value crossing above the signal line suggests a bullish trend, while crossing below the signal line indicates a bearish trend.

type MacdStrategy struct {
    strategy.Strategy

    // Macd represents the configuration parameters for calculating the
    // Moving Average Convergence Divergence (MACD).
    Macd *trend.Macd[float64]
}

func NewMacdStrategy
func NewMacdStrategy() *MacdStrategy

NewMacdStrategy function initializes a new MACD strategy instance.

func (*MacdStrategy) Compute
func (m *MacdStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*MacdStrategy) Name
func (*MacdStrategy) Name() string

Name returns the name of the strategy.

func (*MacdStrategy) Report
func (m *MacdStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type QstickStrategy

QstickStrategy represents the configuration parameters for calculating the Qstick strategy. Qstick is a momentum indicator used to identify an asset's trend by looking at the SMA of the difference between its closing and opening.

A Qstick above zero indicates increasing buying pressure, while a Qstick below zero indicates increasing selling pressure.

type QstickStrategy struct {
    strategy.Strategy

    // Qstick represents the configuration parameters for calculating the Qstick.
    Qstick *momentum.Qstick[float64]
}

func NewQstickStrategy
func NewQstickStrategy() *QstickStrategy

NewQstickStrategy function initializes a new Qstick strategy instance.

func (*QstickStrategy) Compute
func (q *QstickStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*QstickStrategy) Name
func (*QstickStrategy) Name() string

Name returns the name of the strategy.

func (*QstickStrategy) Report
func (q *QstickStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type TrimaStrategy

TrimaStrategy represents the configuration parameters for calculating the TRIMA strategy. A bullish cross occurs when the short TRIMA moves above the long TRIMA. A bearish cross occurs when the short TRIMA moves below the long TRIME.

type TrimaStrategy struct {
    strategy.Strategy

    // Trima1 represents the configuration parameters for calculating the short TRIMA.
    Short *trend.Trima[float64]

    // Trima2 represents the configuration parameters for calculating the long TRIMA.
    Long *trend.Trima[float64]
}

func NewTrimaStrategy
func NewTrimaStrategy() *TrimaStrategy

NewTrimaStrategy function initializes a new TRIMA strategy instance with the default parameters.

func (*TrimaStrategy) Compute
func (t *TrimaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*TrimaStrategy) Name
func (*TrimaStrategy) Name() string

Name returns the name of the strategy.

func (*TrimaStrategy) Report
func (t *TrimaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type TrixStrategy

TrixStrategy represents the configuration parameters for calculating the TRIX strategy. A TRIX value crossing above the zero line suggests a bullish trend, while crossing below the zero line indicates a bearish trend.

type TrixStrategy struct {
    strategy.Strategy

    // Trix represents the configuration parameters for calculating the TRIX.
    Trix *trend.Trix[float64]
}

func NewTrixStrategy
func NewTrixStrategy() *TrixStrategy

NewTrixStrategy function initializes a new TRIX strategy instance.

func (*TrixStrategy) Compute
func (t *TrixStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*TrixStrategy) Name
func (*TrixStrategy) Name() string

Name returns the name of the strategy.

func (*TrixStrategy) Report
func (t *TrixStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type VwmaStrategy

VwmaStrategy represents the configuration parameters for calculating the VWMA strategy. The VwmaStrategy function uses SMA and VWMA indicators to provide a BUY action when VWMA is above SMA, and a SELL signal when VWMA is below SMA, a HOLD otherwse.

type VwmaStrategy struct {
    strategy.Strategy

    // VWMA indicator.
    Vwma *trend.Vwma[float64]

    // SMA indicator.
    Sma *trend.Sma[float64]
}

func NewVwmaStrategy
func NewVwmaStrategy() *VwmaStrategy

NewVwmaStrategy function initializes a new VWMA strategy instance with the default parameters.

func (*VwmaStrategy) Compute
func (v *VwmaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*VwmaStrategy) Name
func (*VwmaStrategy) Name() string

Name returns the name of the strategy.

func (*VwmaStrategy) Report
func (v *VwmaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

Generated by gomarkdoc

Documentation

Overview

Package trend contains the trend strategy functions.

This package belongs to the Indicator project. Indicator is a Golang module that supplies a variety of technical indicators, strategies, and a backtesting framework for analysis.

License 

Copyright (c) 2021-2024 Onur Cinar.
The source code is provided under GNU AGPLv3 License.
https://github.com/cinar/indicator

Disclaimer

The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.

Index

Constants

View Source 
const (
	// DefaultDemaStrategyPeriod1 is the first DEMA period.
	DefaultDemaStrategyPeriod1 = 5

	// DefaultDemaStrategyPeriod2 is the second DEMA period.
	DefaultDemaStrategyPeriod2 = 35
)
View Source 
const (
	// DefaultTrimaStrategyShortPeriod is the first TRIMA period.
	DefaultTrimaStrategyShortPeriod = 20

	// DefaultTrimaStrategyLongPeriod is the second TRIMA period.
	DefaultTrimaStrategyLongPeriod = 50
)
View Source 
const (
	// DefaultVwmaStrategyPeriod is the default VWMA period.
	DefaultVwmaStrategyPeriod = 20
)

Variables

This section is empty.

Functions

func AllStrategies 

func AllStrategies() []strategy.Strategy

AllStrategies returns a slice containing references to all available trend strategies.

Types

type ApoStrategy 

type ApoStrategy struct {
	strategy.Strategy

	// Apo represents the configuration parameters for calculating the
	// Absolute Price Oscillator (APO).
	Apo *trend.Apo[float64]
}

ApoStrategy represents the configuration parameters for calculating the APO strategy. An APO value crossing above zero suggests a bullish trend, while crossing below zero indicates a bearish trend. Positive APO values signify an upward trend, while negative values signify a downward trend.

func NewApoStrategy 

func NewApoStrategy() *ApoStrategy

NewApoStrategy function initializes a new APO strategy instance with the default parameters.

func (*ApoStrategy) Compute 

func (a *ApoStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*ApoStrategy) Name 

func (*ApoStrategy) Name() string

Name returns the name of the strategy.

func (*ApoStrategy) Report 

func (a *ApoStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type AroonStrategy 

type AroonStrategy struct {
	strategy.Strategy

	// Aroon represent the configuration for calculating the Aroon indicator.
	Aroon *trend.Aroon[float64]
}

AroonStrategy represents the configuration parameters for calculating the Aroon strategy. Aroon is a technical analysis tool that gauges trend direction and strength in asset prices. It comprises two lines: Aroon Up and Aroon Down. Aroon Up measures uptrend strength, while Aroon Down measures downtrend strength. When Aroon Up exceeds Aroon Down, it suggests a bullish trend; when Aroon Down surpasses Aroon Up, it indicates a bearish trend.

func NewAroonStrategy 

func NewAroonStrategy() *AroonStrategy

NewAroonStrategy function initializes a new Aroon strategy instance with the default parameters.

func (*AroonStrategy) Compute 

func (a *AroonStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*AroonStrategy) Name 

func (*AroonStrategy) Name() string

Name returns the name of the strategy.

func (*AroonStrategy) Report 

func (a *AroonStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type BopStrategy 

type BopStrategy struct {
	strategy.Strategy

	// Bop represents the configuration parameters for calculating the
	// Balance of Power (BoP).
	Bop *trend.Bop[float64]
}

BopStrategy gauges the strength of buying and selling forces using the Balance of Power (BoP) indicator. A positive BoP value suggests an upward trend, while a negative value indicates a downward trend. A BoP value of zero implies equilibrium between the two forces.

func NewBopStrategy 

func NewBopStrategy() *BopStrategy

NewBopStrategy function initializes a new BoP strategy instance with the default parameters.

func (*BopStrategy) Compute 

func (b *BopStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*BopStrategy) Name 

func (*BopStrategy) Name() string

Name returns the name of the strategy.

func (*BopStrategy) Report 

func (b *BopStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type CciStrategy 

type CciStrategy struct {
	strategy.Strategy

	// Cci represents the configuration parameters for calculating the CCI.
	Cci *trend.Cci[float64]
}

CciStrategy represents the configuration parameters for calculating the CCI strategy. A CCI value crossing above the 100+ suggests a bullish trend, while crossing below the 100- indicates a bearish trend.

func NewCciStrategy 

func NewCciStrategy() *CciStrategy

NewCciStrategy function initializes a new CCI strategy instance.

func (*CciStrategy) Compute 

func (t *CciStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*CciStrategy) Name 

func (*CciStrategy) Name() string

Name returns the name of the strategy.

func (*CciStrategy) Report 

func (t *CciStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type DemaStrategy 

type DemaStrategy struct {
	strategy.Strategy

	// Dema1 represents the configuration parameters for
	// calculating the first DEMA.
	Dema1 *trend.Dema[float64]

	// Dema2 represents the configuration parameters for
	// calculating the second DEMA.
	Dema2 *trend.Dema[float64]
}

DemaStrategy represents the configuration parameters for calculating the DEMA strategy. A bullish cross occurs when DEMA with 5 days period moves above DEMA with 35 days period. A bearish cross occurs when DEMA with 35 days period moves above DEMA With 5 days period.

func NewDemaStrategy 

func NewDemaStrategy() *DemaStrategy

NewDemaStrategy function initializes a new DEMA strategy instance with the default parameters.

func (*DemaStrategy) Compute 

func (d *DemaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*DemaStrategy) Name 

func (*DemaStrategy) Name() string

Name returns the name of the strategy.

func (*DemaStrategy) Report 

func (d *DemaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type KdjStrategy 

type KdjStrategy struct {
	strategy.Strategy

	// Kdj represents the configuration parameters for calculating the KDJ.
	Kdj *trend.Kdj[float64]
}

KdjStrategy represents the configuration parameters for calculating the KDJ strategy. Generates BUY action when j value crosses above both k and d values. Generates SELL action when j value crosses below both k and d values.

func NewKdjStrategy 

func NewKdjStrategy() *KdjStrategy

NewKdjStrategy function initializes a new KDJ strategy instance.

func (*KdjStrategy) Compute 

func (kdj *KdjStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*KdjStrategy) Name 

func (*KdjStrategy) Name() string

Name returns the name of the strategy.

func (*KdjStrategy) Report 

func (kdj *KdjStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type MacdStrategy 

type MacdStrategy struct {
	strategy.Strategy

	// Macd represents the configuration parameters for calculating the
	// Moving Average Convergence Divergence (MACD).
	Macd *trend.Macd[float64]
}

MacdStrategy represents the configuration parameters for calculating the MACD strategy. A MACD value crossing above the signal line suggests a bullish trend, while crossing below the signal line indicates a bearish trend.

func NewMacdStrategy 

func NewMacdStrategy() *MacdStrategy

NewMacdStrategy function initializes a new MACD strategy instance.

func NewMacdStrategyWith 

func NewMacdStrategyWith(period1, period2, period3 int) *MacdStrategy

NewMacdStrategyWith function initializes a new MACD strategy instance with the given parameters.

func (*MacdStrategy) Compute 

func (m *MacdStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*MacdStrategy) Name 

func (m *MacdStrategy) Name() string

Name returns the name of the strategy.

func (*MacdStrategy) Report 

func (m *MacdStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type QstickStrategy 

type QstickStrategy struct {
	strategy.Strategy

	// Qstick represents the configuration parameters for calculating the Qstick.
	Qstick *momentum.Qstick[float64]
}

QstickStrategy represents the configuration parameters for calculating the Qstick strategy. Qstick is a momentum indicator used to identify an asset's trend by looking at the SMA of the difference between its closing and opening.

A Qstick above zero indicates increasing buying pressure, while a Qstick below zero indicates increasing selling pressure.

func NewQstickStrategy 

func NewQstickStrategy() *QstickStrategy

NewQstickStrategy function initializes a new Qstick strategy instance.

func (*QstickStrategy) Compute 

func (q *QstickStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*QstickStrategy) Name 

func (*QstickStrategy) Name() string

Name returns the name of the strategy.

func (*QstickStrategy) Report 

func (q *QstickStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type TrimaStrategy 

type TrimaStrategy struct {
	strategy.Strategy

	// Trima1 represents the configuration parameters for calculating the short TRIMA.
	Short *trend.Trima[float64]

	// Trima2 represents the configuration parameters for calculating the long TRIMA.
	Long *trend.Trima[float64]
}

TrimaStrategy represents the configuration parameters for calculating the TRIMA strategy. A bullish cross occurs when the short TRIMA moves above the long TRIMA. A bearish cross occurs when the short TRIMA moves below the long TRIME.

func NewTrimaStrategy 

func NewTrimaStrategy() *TrimaStrategy

NewTrimaStrategy function initializes a new TRIMA strategy instance with the default parameters.

func (*TrimaStrategy) Compute 

func (t *TrimaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*TrimaStrategy) Name 

func (*TrimaStrategy) Name() string

Name returns the name of the strategy.

func (*TrimaStrategy) Report 

func (t *TrimaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type TrixStrategy 

type TrixStrategy struct {
	strategy.Strategy

	// Trix represents the configuration parameters for calculating the TRIX.
	Trix *trend.Trix[float64]
}

TrixStrategy represents the configuration parameters for calculating the TRIX strategy. A TRIX value crossing above the zero line suggests a bullish trend, while crossing below the zero line indicates a bearish trend.

func NewTrixStrategy 

func NewTrixStrategy() *TrixStrategy

NewTrixStrategy function initializes a new TRIX strategy instance.

func (*TrixStrategy) Compute 

func (t *TrixStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*TrixStrategy) Name 

func (*TrixStrategy) Name() string

Name returns the name of the strategy.

func (*TrixStrategy) Report 

func (t *TrixStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

type VwmaStrategy 

type VwmaStrategy struct {
	strategy.Strategy

	// VWMA indicator.
	Vwma *trend.Vwma[float64]

	// SMA indicator.
	Sma *trend.Sma[float64]
}

VwmaStrategy represents the configuration parameters for calculating the VWMA strategy. The VwmaStrategy function uses SMA and VWMA indicators to provide a BUY action when VWMA is above SMA, and a SELL signal when VWMA is below SMA, a HOLD otherwse.

func NewVwmaStrategy 

func NewVwmaStrategy() *VwmaStrategy

NewVwmaStrategy function initializes a new VWMA strategy instance with the default parameters.

func (*VwmaStrategy) Compute 

func (v *VwmaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*VwmaStrategy) Name 

func (*VwmaStrategy) Name() string

Name returns the name of the strategy.

func (*VwmaStrategy) Report 

func (v *VwmaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

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.