indicators

Overview ¶

Package indicators provides technical-analysis indicator helpers — moving averages, oscillators, bands, and volume studies — for trading bots.

The numeric kernels are a thin, hardened wrapper over the pure-Go TA-Lib port github.com/markcheno/go-talib, so outputs match the de-facto TA-Lib reference, including its initialization conventions (for example, the first true range is seeded at 0). The wrapper adds three guarantees the bare port does not:

• Panic-free. Every function validates its arguments and returns a typed *InputError on misuse (a period below the indicator's minimum, or input series of differing lengths). Too-short input is not an error: it returns an all-NaN result of the input length — the normal "still warming up" state. A defensive recover converts any unexpected port panic into the same typed error, so bad input can never crash the host process.

• Explicit warm-up. An indicator is undefined until enough samples have accumulated (its lookback). Those leading positions are returned as NaN, never 0: a bare 0 is indistinguishable from a legitimate zero reading of a centered oscillator. Callers test with math.IsNaN; the count of leading NaN values is the indicator's lookback.

• Float confined to the signal layer. Indicators operate on float64. Convert decimal price/quantity strings to float64 once, at the boundary, and use indicator outputs only as signals — never round-trip a float back into an order price, quantity, or balance, which stay decimal strings end to end.

Batch and streaming ¶

Each indicator has a batch form (whole input slice in, full output slice out, of equal length) and a streaming form (a Stream). A Stream feeds one sample — or one OHLCV bar — at a time via Update and returns the latest value(s), NaN until warmed up. This is the natural shape for reacting to a live market feed bar by bar.

A Stream maintains a bounded window of recent samples. Windowed indicators (SMA, WMA, Bollinger Bands, Stochastic, CCI, Williams %R, Aroon, ROC, Momentum, MFI) are exact. Recursive indicators (EMA, DEMA, TEMA, RSI, ATR, NATR, ADX, MACD, Stochastic RSI) carry effectively unbounded history in the reference definition; a Stream computes them over a bounded recent window, so each result converges to the batch value after the warm-up region and stays within floating-point noise of it thereafter. On-balance volume (OBV) is cumulative, and its Stream carries the full running total. A Stream is not safe for concurrent use.

Indicators ¶

Trend and moving averages: SMA, EMA, WMA, DEMA, TEMA.

Momentum and oscillators: RSI, MACD, Stochastic, Stochastic RSI, CCI, ROC, Momentum, Williams %R.

Volatility and bands: Bollinger Bands, ATR, NATR.

Directional: ADX, Aroon.

Volume: OBV, MFI.

Multi-component indicators return a result struct: MACD (MACD, Signal, Histogram), Bollinger Bands (Upper, Middle, Lower), Stochastic and Stochastic RSI (K, D), and Aroon (Down, Up).