compound

import "github.com/cinar/indicator/v2/strategy/compound"

Package compound contains the compound strategy functions.

This package belongs to the Indicator project. Indicator is a Golang module that supplies a variety of technical indicators, strategies, and a backtesting framework for analysis.

License

Copyright (c) 2021-2024 Onur Cinar.
The source code is provided under GNU AGPLv3 License.
https://github.com/cinar/indicator

Disclaimer

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.

Index

• Constants
• func AllStrategies() []strategy.Strategy
• type MacdRsiStrategy
  • func NewMacdRsiStrategy() *MacdRsiStrategy
  • func NewMacdRsiStrategyWith(buyAt, sellAt float64) *MacdRsiStrategy
  • func (m *MacdRsiStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
  • func (m *MacdRsiStrategy) Name() string
  • func (m *MacdRsiStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Constants

const (
    // DefaultMacdRsiStrategyBuyAt defines the default RSI level at which a Buy action is generated.
    DefaultMacdRsiStrategyBuyAt = 30

    // DefaultMacdRsiStrategySellAt defines the default RSI level at which a Sell action is generated.
    DefaultMacdRsiStrategySellAt = 70
)

func AllStrategies

func AllStrategies() []strategy.Strategy

AllStrategies returns a slice containing references to all available compound strategies.

type MacdRsiStrategy

MacdRsiStrategy represents the configuration parameters for calculating the MACD-RSI strategy.

type MacdRsiStrategy struct {
    strategy.Strategy

    // MacdStrategy is the MACD strategy instance.
    MacdStrategy *trend.MacdStrategy

    // RsiStrategy is the RSI strategy instance.
    RsiStrategy *momentum.RsiStrategy
}

func NewMacdRsiStrategy

func NewMacdRsiStrategy() *MacdRsiStrategy

NewMacdRsiStrategy function initializes a new MACD-RSI strategy instance with the default parameters.

func NewMacdRsiStrategyWith

func NewMacdRsiStrategyWith(buyAt, sellAt float64) *MacdRsiStrategy

NewMacdRsiStrategyWith function initializes a new MACD-RSI strategy instance with the given parameters.

func (*MacdRsiStrategy) Compute

func (m *MacdRsiStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

Compute processes the provided asset snapshots and generates a stream of actionable recommendations.

func (*MacdRsiStrategy) Name

func (m *MacdRsiStrategy) Name() string

Name returns the name of the strategy.

func (*MacdRsiStrategy) Report

func (m *MacdRsiStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

Report processes the provided asset snapshots and generates a report annotated with the recommended actions.

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