Indicator is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.
I also have a TypeScript version of this module now at Indicator TS.
The following list of indicators are currently supported by this package:
- Absolute Price Oscillator (APO)
- Aroon Indicator
- Balance of Power (BOP)
- Chande Forecast Oscillator (CFO)
- Community Channel Index (CMI)
- Double Exponential Moving Average (DEMA)
- Exponential Moving Average (EMA)
- Mass Index (MI)
- Moving Average Convergence Divergence (MACD)
- Moving Max
- Moving Min
- Moving Sum
- Parabolic SAR
- Qstick
- Random Index (KDJ)
- Simple Moving Average (SMA)
- Since Change
- Triple Exponential Moving Average (TEMA)
- Triangular Moving Average (TRIMA)
- Triple Exponential Average (TRIX)
- Typical Price
- Vortex Indicator
- Awesome Oscillator
- Chaikin Oscillator
- Ichimoku Cloud
- Relative Strength Index (RSI)
- Stochastic Oscillator
- Williams R
- Acceleration Bands
- Actual True Range (ATR)
- Bollinger Band Width
- Bollinger Bands
- Chandelier Exit
- Donchian Channel (DC)
- Keltner Channel (KC)
- Moving Standard Deviation (Std)
- Projection Oscillator (PO)
- Ulcer Index (UI)
- Accumulation/Distribution (A/D)
- Chaikin Money Flow (CMF)
- Ease of Movement (EMV)
- Force Index (FI)
- Money Flow Index (MFI)
- Negative Volume Index (NVI)
- On-Balance Volume (OBV)
- Volume Price Trend (VPT)
- Volume Weighted Average Price (VWAP)
Strategies relies on the following:
The following list of strategies are currently supported by this package:
- Chaikin Money Flow Strategy
- Ease of Movement Strategy
- Force Index Strategy
- Money Flow Index Strategy
- Negative Volume Index Strategy
- Volume Weighted Average Price Strategy
Backtesting is the method for seeing how well a strategy would have done. The following backtesting functions are provided for evaluating strategies.
Install package.
go get github.com/cinar/indicator
Import indicator.
import (
"github.com/cinar/indicator"
)
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.
Copyright (c) 2021 Onur Cinar. All Rights Reserved.
The source code is provided under MIT License.