Commit Graph

125 Commits

Author SHA1 Message Date
c9s
dd3bd6a325
indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
c9s
2ef8ecf3d9
indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
c9s
a5715c6aee
indicator: rewrite boll indicator with stddev indicator 2022-07-14 14:26:08 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
c9s
bbf01275cc
indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
c9s
7696c9f21e
indicator: improve rma preload 2022-07-14 10:54:46 +08:00
c9s
da4dbf4800
indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram 2022-07-14 10:45:22 +08:00
c9s
0b07fb5a83
indicator/macd: drop the legacy func calculateMACD 2022-07-14 10:36:16 +08:00
c9s
a7b7ed6610
rename to KLineClosedEmitter 2022-07-14 10:33:10 +08:00
c9s
77264342ce
indicator: add KLineLoader interface 2022-07-14 10:31:38 +08:00
c9s
cb481c660f
fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
c9s
e6c634690b
indicator: clean up ewma's CalculateAndUpdate 2022-07-14 09:29:54 +08:00
c9s
8d8d9a7c59
indicator/rsi: make update callback field private 2022-07-14 09:18:43 +08:00
c9s
b2538b6960
indicator: make callback field private 2022-07-14 09:18:43 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
c9s
c27f416dbc
indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
2022-07-14 09:18:42 +08:00
zenix
d1689a3b14 fix: add error message on wrong sizeof klines passed in calculateSMA 2022-07-13 12:33:57 +09:00
zenix
4e2adcf29e fix: sma calculation, length, and add test case 2022-07-13 12:28:41 +09:00
c9s
f91e1afe95
atrp: multiple 100 for percentage 2022-07-12 22:54:47 +08:00
zenix
70f4676340 feature: extend indicators, extend seriesbase methods 2022-06-29 21:49:02 +09:00
c9s
b9cbb9d478
skeleton: add detailed comment to the skeleton 2022-06-22 23:18:11 +08:00
zenix
55fa4cc8f1 fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
Andy Cheng
5c8cc397f9
Merge pull request #720 from andycheng123/fix/supertrend
fix: fix strategy supertrend
2022-06-17 10:26:09 +08:00
zenix
126974cd79 feature: dmi add test, fix: rma with Adjust setting (follow the implementation of pandas.DataFrame.ewm) 2022-06-16 19:55:14 +09:00
zenix
0a4379eec9 feature: add dmi indicator 2022-06-16 19:26:16 +09:00
zenix
0377ecd42d fix: ssf less indent 2022-06-16 13:02:00 +09:00
zenix
f4c4d631f8 feature: add Ehler's Super smoother filter 2022-06-15 20:09:33 +09:00
Andy Cheng
ae935971f4 indicator: fix wrong supertrend signal due to atr window not satisfied yet 2022-06-15 12:23:41 +08:00
Zenix
92b21e8fe6
Merge pull request #707 from zenixls2/feature/alma
feature: add basic implementation of alma indicator
2022-06-15 09:00:42 +09:00
c9s
5210b97a23
xmaker: update klines to boll indicator 2022-06-15 01:17:41 +08:00
zenix
f2c5ef296a feature: alma indicator add test 2022-06-14 17:51:06 +09:00
zenix
686d1dcaac feature: add basic implementation of alma indicator 2022-06-14 16:56:37 +09:00
c9s
fba0a20cda
fix pivot indicator: filter out zero lows and highs 2022-06-10 15:17:06 +08:00
c9s
e17535e651
pivotshort: fix position close bugs 2022-06-09 12:34:23 +08:00
zenix
8361689974 fix: check for div zero in drift indicator 2022-06-08 11:07:26 +09:00
zenix
9dd8dbbede feature: add drift indicator, split heikinashi's Queue 2022-06-08 01:21:18 +08:00
Andy Cheng
39615c8981 indicator: get supertrend signal 2022-06-07 16:44:15 +08:00
Andy Cheng
14e70007d9 indicator: supertrend 2022-06-07 16:44:15 +08:00
zenix
a2a186cfbb feature: add emv indicator, fix: sma 2022-05-31 16:28:38 +09:00
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
zenix
2bbb36031c fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
zenix
2311fbd95c feature: add cci indicator 2022-05-09 19:55:14 +09:00
なるみ
aa29fde9e3 indicator: add test case for boll 2022-05-03 22:28:40 +08:00
zenix
4eab82ee7b feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc 2022-04-28 20:09:15 +09:00
zenix
b3741771e3 fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
Zenix
a8f0c71a53
Merge pull request #545 from zenixls2/feature/ma_series
feature: add some new ma indicators
2022-04-25 21:01:17 +09:00
zenix
3d86330428 fix: python test code in indicator 2022-04-22 19:11:07 +09:00
zenix
c18f684afd test: add test cases for dema, hull, tema, till, vidya and zlema indicators 2022-04-22 19:02:26 +09:00
zenix
5dc69a6175 fix: fix change, feature: implement vidya and till 2022-04-21 19:28:11 +09:00