OnlineTechnicalIndicators.jl

This project implements some Technical Analysis Indicators in Julia in an incremental approach ie using online algorithms.

It's inspired by Python project talipp which is used as "reference implementation" for unit tests.

It depends especially on OnlineStatsBase.jl and on Tables.jl.

Currently more than 50 technical analysis indicators are supported (SMA, EMA, SMMA, RSI, MeanDev, StdDev, ROC, WMA, KAMA, HMA, DPO, CoppockCurve, DEMA, TEMA, ALMA, McGinleyDynamic, ZLEMA, T3, TRIX, TSI ; BB, MACD, StochRSI, KST ; AccuDist, BOP, CCI, ChaikinOsc, VWMA, VWAP, AO, ATR, ForceIndex, OBV, SOBV, EMV, MassIndex, CHOP, KVO, UO ; Stoch, ADX, SuperTrend, VTX, DonchianChannels, KeltnerChannels, Aroon, ChandeKrollStop, ParabolicSAR, SFX, TTM, PivotsHL ; STC)

🚧 This software is under construction. API can have breaking changes.

Contents

• OnlineTechnicalIndicators.jl
• • Contents
• Package Features
• Install
• Usage
• Indicators support
• • Legend
• Learn more about OnlineTechnicalIndicators usage
• • Feeding a technical analysis indicator one observation at a time
  • Feeding a technical analysis indicator with a compatible Tables.jl table such as TSFrame
• Examples
• • OnlineTechnicalIndicators.jl notebook
  • Feed OnlineTechnicalIndicators indicators with live random data
  • Code examples
• OnlineTechnicalIndicators internals
• • Sub-indicator(s)
  • Composing new indicators
• Implementing your own indicator
• • Categorization of your indicator
  • Steps to implement your own indicator
• API Documentation
• • Indicators (alphabetically ordered)
  • Other