A collection of John Ehlers technical analysis indicators and filters written in pure go Every indicator includes tests and a graph on synthetic data.
go get github.com/MathisWellmann/go_ehlers_indicators
- FAMA
- Laguerre Filter
- FRAMA (Fractal adaptive moving average)
- Cyber Cycle
- Center of Gravity
- Fisher Transform
- Inverse FisherTransform
- ReFlex
- TrendFlex
- MAMA (MESA adaptive moving average)
- Laguerre RSI
- Roofing Filter
- Super Smoother
- Gaussian Filter
With synthetic data from MathisWellmann/timeseries_generator
- Swiss Army Knife Indicator
- Ehlers Filter
- (maybe) Empirical mode decomposition
- (maybe) Fourier Transform for traders
Feel free to post a pull-request for more indicators or in case I made a mistake.