65 lines
1.8 KiB
Go
65 lines
1.8 KiB
Go
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package indicatorv2
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import (
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"git.qtrade.icu/lychiyu/qbtrade/pkg/datatype/floats"
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"git.qtrade.icu/lychiyu/qbtrade/pkg/types"
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)
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const DPeriod int = 3
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// Stochastic Oscillator
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// - https://www.investopedia.com/terms/s/stochasticoscillator.asp
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//
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// The Stochastic Oscillator is a technical analysis indicator that is used to identify potential overbought or oversold conditions
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// in a security's price. It is calculated by taking the current closing price of the security and comparing it to the high and low prices
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// over a specified period of time. This comparison is then plotted as a line on the price chart, with values above 80 indicating overbought
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// conditions and values below 20 indicating oversold conditions. The Stochastic Oscillator can be used by traders to identify potential
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// entry and exit points for trades, or to confirm other technical analysis signals. It is typically used in conjunction with other indicators
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// to provide a more comprehensive view of the security's price.
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//go:generate callbackgen -type StochStream
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type StochStream struct {
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types.SeriesBase
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K, D floats.Slice
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window int
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dPeriod int
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highPrices, lowPrices *PriceStream
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updateCallbacks []func(k, d float64)
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}
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// Stochastic Oscillator
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func Stoch(source KLineSubscription, window, dPeriod int) *StochStream {
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highPrices := HighPrices(source)
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lowPrices := LowPrices(source)
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s := &StochStream{
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window: window,
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dPeriod: dPeriod,
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highPrices: highPrices,
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lowPrices: lowPrices,
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}
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source.AddSubscriber(func(kLine types.KLine) {
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lowest := s.lowPrices.Slice.Tail(s.window).Min()
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highest := s.highPrices.Slice.Tail(s.window).Max()
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var k = 50.0
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var d = 0.0
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if highest != lowest {
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k = 100.0 * (kLine.Close.Float64() - lowest) / (highest - lowest)
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}
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s.K.Push(k)
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d = s.K.Tail(s.dPeriod).Mean()
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s.D.Push(d)
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s.EmitUpdate(k, d)
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})
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return s
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}
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