volume

Sep 21, 2025

Changes in this version

+ const DefaultPercentBandMFIStrategyMfiBuyAt

+ const DefaultPercentBandMFIStrategyMfiSellAt

+ const DefaultPercentBandMFIStrategyPercentBBuyAt

+ const DefaultPercentBandMFIStrategyPercentBSellAt

+ type PercentBandMFIStrategy struct

+ BuyMfiAt float64

+ BuyPercentBAt float64

+ MoneyFlowIndex *volume.Mfi[float64]

+ PercentB *volatility.PercentB[float64]

+ SellMfiAt float64

+ SellPercentBAt float64

+ func NewPercentBandMFIStrategy() *PercentBandMFIStrategy

+ func NewPercentBandMFIStrategyWith(sellPercentBAt, buyPercentBAt, sellMfiAt, buyMfiAt float64) *PercentBandMFIStrategy

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

+ func (m *PercentBandMFIStrategy) Name() string

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

Dec 24, 2024

Changes in this version

+ type WeightedAveragePriceStrategy struct

+ WeightedAveragePrice *volume.Vwap[float64]

+ func NewWeightedAveragePriceStrategy() *WeightedAveragePriceStrategy

+ func NewWeightedAveragePriceStrategyWith(period int) *WeightedAveragePriceStrategy

+ func (v *WeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (v *WeightedAveragePriceStrategy) Name() string

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

Oct 20, 2024

Changes in this version

+ type EaseOfMovementStrategy struct

+ EaseOfMovement *volume.Emv[float64]

+ func NewEaseOfMovementStrategy() *EaseOfMovementStrategy

+ func NewEaseOfMovementStrategyWith(period int) *EaseOfMovementStrategy

+ func (e *EaseOfMovementStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (e *EaseOfMovementStrategy) Name() string

+ func (e *EaseOfMovementStrategy) Report(snapshots <-chan *asset.Snapshot) *helper.Report

+ type ForceIndexStrategy struct

+ ForceIndex *volume.Fi[float64]

+ func NewForceIndexStrategy() *ForceIndexStrategy

+ func NewForceIndexStrategyWith(period int) *ForceIndexStrategy

+ func (f *ForceIndexStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (f *ForceIndexStrategy) Name() string

+ func (f *ForceIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

+ type VolumeWeightedAveragePriceStrategy struct

+ VolumeWeightedAveragePrice *volume.Vwap[float64]

+ func NewVolumeWeightedAveragePriceStrategy() *VolumeWeightedAveragePriceStrategy

+ func NewVolumeWeightedAveragePriceStrategyWith(period int) *VolumeWeightedAveragePriceStrategy

+ func (v *VolumeWeightedAveragePriceStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (v *VolumeWeightedAveragePriceStrategy) Name() string

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

Oct 17, 2024

Changes in this version

+ const DefaultMoneyFlowIndexStrategyBuyAt

+ const DefaultMoneyFlowIndexStrategySellAt

+ const DefaultNegativeVolumeIndexStrategyEmaPeriod

+ func AllStrategies() []strategy.Strategy

+ type ChaikinMoneyFlowStrategy struct

+ ChaikinMoneyFlow *volume.Cmf[float64]

+ func NewChaikinMoneyFlowStrategy() *ChaikinMoneyFlowStrategy

+ func NewChaikinMoneyFlowStrategyWith(period int) *ChaikinMoneyFlowStrategy

+ func (c *ChaikinMoneyFlowStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (c *ChaikinMoneyFlowStrategy) Name() string

+ func (c *ChaikinMoneyFlowStrategy) Report(snapshots <-chan *asset.Snapshot) *helper.Report

+ type MoneyFlowIndexStrategy struct

+ BuyAt float64

+ MoneyFlowIndex *volume.Mfi[float64]

+ SellAt float64

+ func NewMoneyFlowIndexStrategy() *MoneyFlowIndexStrategy

+ func NewMoneyFlowIndexStrategyWith(sellAt, buyAt float64) *MoneyFlowIndexStrategy

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

+ func (m *MoneyFlowIndexStrategy) Name() string

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

+ type NegativeVolumeIndexStrategy struct

+ NegativeVolumeIndex *volume.Nvi[float64]

+ NegativeVolumeIndexEma *trend.Ema[float64]

+ func NewNegativeVolumeIndexStrategy() *NegativeVolumeIndexStrategy

+ func NewNegativeVolumeIndexStrategyWith(emaPeriod int) *NegativeVolumeIndexStrategy

+ func (n *NegativeVolumeIndexStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

+ func (n *NegativeVolumeIndexStrategy) Name() string

+ func (n *NegativeVolumeIndexStrategy) Report(c <-chan *asset.Snapshot) *helper.Report