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.
Copyright (c) 2021-2024 Onur Cinar.
The source code is provided under GNU AGPLv3 License.
https://github.com/cinar/indicator
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.
- func AllStrategies() []strategy.Strategy
- type BollingerBandsStrategy
- 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.StrategyAllStrategies returns a slice containing references to all available volatility strategies.
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 {
// BollingerBands represents the configuration parameters for calculating the Bollinger Bands.
BollingerBands *volatility.BollingerBands[float64]
}func NewBollingerBandsStrategy() *BollingerBandsStrategyNewBollingerBandsStrategy function initializes a new Bollinger Bands strategy instance.
func (*BollingerBandsStrategy) Compute
func (b *BollingerBandsStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*BollingerBandsStrategy) Name
func (*BollingerBandsStrategy) Name() stringName returns the name of the strategy.
func (*BollingerBandsStrategy) Report
func (b *BollingerBandsStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport 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() *SuperTrendStrategyNewSuperTrendStrategy function initializes a new Super Trend strategy instance.
func NewSuperTrendStrategyWith(superTrend *volatility.SuperTrend[float64]) *SuperTrendStrategyNewSuperTrendStrategyWith 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.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*SuperTrendStrategy) Name
func (s *SuperTrendStrategy) Name() stringName returns the name of the strategy.
func (*SuperTrendStrategy) Report
func (s *SuperTrendStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
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