Commit Graph

107 Commits

Author SHA1 Message Date
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
zenix
22d8c2efff feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
なるみ
1d363f65a9 indicator: use rma indicator in atr 2022-04-19 13:45:23 +08:00
なるみ
167f9d3eaf indicator: make parameters of update method consistent 2022-04-19 13:45:23 +08:00
なるみ
2896527c56 indicator: add rolling moving average 2022-04-18 11:43:05 +08:00
なるみ
7b4c68f766 indicator: add average true range indicator 2022-04-17 17:30:49 +08:00
Fredrik
f866787c21 improved indicators 2022-04-14 23:43:04 +02:00
Zenix
b57c94fe12
Merge pull request #505 from zenixls2/feature/series
feature: add pinescript series interface
2022-04-13 11:13:56 +09:00
なるみ
0de03e37fc Rename AbsoluteValues to Abs 2022-04-11 23:39:25 +08:00
zenix
af61952e40 fix: series not been updated 2022-04-11 17:04:56 +09:00
zenix
be0755d755 fix: simplify stoch indicator using float64slice. add ToReverseArray 2022-04-11 17:04:56 +09:00
zenix
339d36d61b feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series 2022-04-11 17:04:56 +09:00
zenix
7778f9b590 feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x. 2022-04-11 17:04:56 +09:00
zenix
e171101d90 fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual 2022-04-11 17:04:56 +09:00
zenix
567e7bd214 add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface 2022-04-11 17:04:56 +09:00
zenix
fac61f27dc feature: add pinescript series interface 2022-04-11 17:04:56 +09:00
なるみ
18aa60077b Make VWAP better 2022-03-29 17:18:04 +08:00
なるみ
e92a872059 Fix test case 2022-03-29 02:45:33 +08:00
なるみ
e68d5f0536 Rename variables 2022-03-29 02:40:08 +08:00