volume

volume

import "github.com/cinar/indicator/v2/strategy/volume"

Package volume contains the volume 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
• func AllStrategies() []strategy.Strategy
• type ChaikinMoneyFlowStrategy
  • 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
  • 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
  • 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

Constants

const (
    // DefaultMoneyFlowIndexStrategySellAt is the default sell at of 80.
    DefaultMoneyFlowIndexStrategySellAt = 80

    // DefaultMoneyFlowIndexStrategyBuyAt is the default buy at of 20.
    DefaultMoneyFlowIndexStrategyBuyAt = 20
)

const (
    // DefaultNegativeVolumeIndexStrategyEmaPeriod is the default EMA period of 255.
    DefaultNegativeVolumeIndexStrategyEmaPeriod = 255
)

func AllStrategies

func AllStrategies() []strategy.Strategy

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

type ChaikinMoneyFlowStrategy

ChaikinMoneyFlowStrategy represents the configuration parameters for calculating the Chaikin Money Flow strategy. Recommends a Buy action when it crosses above 0, and recommends a Sell action when it crosses below 0.

type ChaikinMoneyFlowStrategy struct {
    // ChaikinMoneyFlow is the Chaikin Money Flow indicator instance.
    ChaikinMoneyFlow *volume.Cmf[float64]
}

func NewChaikinMoneyFlowStrategy

func NewChaikinMoneyFlowStrategy() *ChaikinMoneyFlowStrategy

NewChaikinMoneyFlowStrategy function initializes a new Chaikin Money Flow strategy instance with the default parameters.

func NewChaikinMoneyFlowStrategyWith

func NewChaikinMoneyFlowStrategyWith(period int) *ChaikinMoneyFlowStrategy

NewChaikinMoneyFlowStrategyWith function initializes a new Chaikin Money Flow strategy instance with the given parameters.

func (*ChaikinMoneyFlowStrategy) Compute

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

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

func (*ChaikinMoneyFlowStrategy) Name

func (c *ChaikinMoneyFlowStrategy) Name() string

Name function returns the name of the strategy.

func (*ChaikinMoneyFlowStrategy) Report

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

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

type MoneyFlowIndexStrategy

MoneyFlowIndexStrategy represents the configuration parameters for calculating the Money Flow Index strategy. Recommends a Sell action when it crosses over 80, and recommends a Buy action when it crosses below 20.

type MoneyFlowIndexStrategy struct {
    // MoneyFlowIndex is the Money Flow Index indicator instance.
    MoneyFlowIndex *volume.Mfi[float64]

    // SellAt is the sell at value.
    SellAt float64

    // BuyAt is the buy at value.
    BuyAt float64
}

func NewMoneyFlowIndexStrategy

func NewMoneyFlowIndexStrategy() *MoneyFlowIndexStrategy

NewMoneyFlowIndexStrategy function initializes a new Money Flow Index strategy instance with the default parameters.

func NewMoneyFlowIndexStrategyWith

func NewMoneyFlowIndexStrategyWith(sellAt, buyAt float64) *MoneyFlowIndexStrategy

NewMoneyFlowIndexStrategyWith function initializes a new Money Flow Index strategy instance with the given parameters.

func (*MoneyFlowIndexStrategy) Compute

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

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

func (*MoneyFlowIndexStrategy) Name

func (m *MoneyFlowIndexStrategy) Name() string

Name returns the name of the strategy.

func (*MoneyFlowIndexStrategy) Report

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

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

type NegativeVolumeIndexStrategy

NegativeVolumeIndexStrategy represents the configuration parameters for calculating the Negative Volume Index strategy. Recommends a Buy action when it crosses below its EMA, recommends a Sell action when it crosses above its EMA, and recommends a Hold action otherwise.

type NegativeVolumeIndexStrategy struct {
    // NegativeVolumeIndex is the Negative Volume Index indicator instance.
    NegativeVolumeIndex *volume.Nvi[float64]

    // NegativeVolumeIndexEma is the Negative Volume Index EMA instance.
    NegativeVolumeIndexEma *trend.Ema[float64]
}

func NewNegativeVolumeIndexStrategy

func NewNegativeVolumeIndexStrategy() *NegativeVolumeIndexStrategy

NewNegativeVolumeIndexStrategy function initializes a new Negative Volume Index strategy instance with the default parameters.

func NewNegativeVolumeIndexStrategyWith

func NewNegativeVolumeIndexStrategyWith(emaPeriod int) *NegativeVolumeIndexStrategy

NewNegativeVolumeIndexStrategyWith function initializes a new Negative Volume Index strategy instance with the given parameters.

func (*NegativeVolumeIndexStrategy) Compute

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

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

func (*NegativeVolumeIndexStrategy) Name

func (n *NegativeVolumeIndexStrategy) Name() string

Name returns the name of the strategy.

func (*NegativeVolumeIndexStrategy) Report

func (n *NegativeVolumeIndexStrategy) 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