volatility

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

Package volatility contains the volatility 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

• func AllStrategies() []strategy.Strategy
• type BollingerBandsStrategy
  • func NewBollingerBandsStrategy() *BollingerBandsStrategy
  • func (b *BollingerBandsStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
  • func (*BollingerBandsStrategy) Name() string
  • func (b *BollingerBandsStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
• type SuperTrendStrategy
  • func NewSuperTrendStrategy() *SuperTrendStrategy
  • func NewSuperTrendStrategyWith(superTrend *volatility.SuperTrend[float64]) *SuperTrendStrategy
  • func (s *SuperTrendStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
  • func (s *SuperTrendStrategy) Name() string
  • func (s *SuperTrendStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

func AllStrategies

func AllStrategies() []strategy.Strategy

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

type BollingerBandsStrategy

BollingerBandsStrategy represents the configuration parameters for calculating the Bollinger Bands strategy. A closing value crossing above the upper band suggets a Buy signal, while crossing below the lower band indivates a Sell signal.

type BollingerBandsStrategy struct {
    strategy.Strategy

    // BollingerBands represents the configuration parameters for calculating the Bollinger Bands.
    BollingerBands *volatility.BollingerBands[float64]
}

func NewBollingerBandsStrategy

func NewBollingerBandsStrategy() *BollingerBandsStrategy

NewBollingerBandsStrategy function initializes a new Bollinger Bands strategy instance.

func (*BollingerBandsStrategy) Compute

func (b *BollingerBandsStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

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

func (*BollingerBandsStrategy) Name

func (*BollingerBandsStrategy) Name() string

Name returns the name of the strategy.

func (*BollingerBandsStrategy) Report

func (b *BollingerBandsStrategy) Report(c <-chan *asset.Snapshot) *helper.Report

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

type SuperTrendStrategy

SuperTrendStrategy represents the configuration parameters for calculating the Super Trend strategy. A closing value crossing above the Super Trend suggets a Buy signal, while crossing below the Super Trend indivates a Sell signal.

type SuperTrendStrategy struct {
    // SuperTrend represents the configuration parameters for calculating the Super Trend.
    SuperTrend *volatility.SuperTrend[float64]
}

func NewSuperTrendStrategy

func NewSuperTrendStrategy() *SuperTrendStrategy

NewSuperTrendStrategy function initializes a new Super Trend strategy instance.

func NewSuperTrendStrategyWith

func NewSuperTrendStrategyWith(superTrend *volatility.SuperTrend[float64]) *SuperTrendStrategy

NewSuperTrendStrategyWith function initializes a new Super Trend strategy with the given Super Trend instance.

func (*SuperTrendStrategy) Compute

func (s *SuperTrendStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action

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

func (*SuperTrendStrategy) Name

func (s *SuperTrendStrategy) Name() string

Name returns the name of the strategy.

func (*SuperTrendStrategy) Report

func (s *SuperTrendStrategy) 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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