API Documentation

ADX{Tohlcv}(; di_period = 14, adx_period = 14, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ADX type implements an Average Directional Index indicator.

Output

• ADXVal: A value containing adx, plus_di, and minus_di values

ALMA{T}(; period = ALMA_PERIOD, offset = ALMA_OFFSET, sigma = ALMA_SIGMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The ALMA type implements an Arnaud Legoux Moving Average indicator.

AO{Tohlcv}(; fast_period = AO_FAST_PERIOD, slow_period = AO_SLOW_PERIOD, fast_ma = SMA, slow_ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The AO type implements an Awesome Oscillator indicator.

ATR{Tohlcv}(; period = ATR_PERIOD, ma = SMMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ATR type implements an Average True Range indicator.

AccuDist{Tohlcv}(input_filter = always_true, input_modifier = identity)

The AccuDist type implements an Accumulation and Distribution indicator.

Aroon{Tohlcv}(; period = Aroon_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The Aroon type implements an Aroon indicator.

Output

• AroonVal: A value containing up and down values

BB{T}(; period = BB_PERIOD, std_dev_mult = BB_STD_DEV_MULT, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The BB type implements Bollinger Bands indicator.

Output

• BBVal: A value containing lower, central, and upper band values

BOP{Tohlcv}(input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The BOP type implements a Balance Of Power indicator.

CCI{Tohlcv}(; period=CCI_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The CCI type implements a Commodity Channel Index.

CHOP{Tohlcv}(; period = CHOP_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The CHOP type implements a Choppiness Index indicator.

ChaikinOsc{Tohlcv}(; fast_period = ChaikinOsc_FAST_PERIOD, slow_period = ChaikinOsc_SLOW_PERIOD, fast_ma = EMA, slow_ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ChaikinOsc type implements a Chaikin Oscillator.

ChandeKrollStop{Tohlcv}(; atr_period = ChandeKrollStop_ATR_PERIOD, atr_mult = ChandeKrollStop_ATR_MULT, period = ChandeKrollStop_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ChandeKrollStop type implements a ChandeKrollStop indicator.

Output

• ChandeKrollStopVal: A value containing short_stop and long_stop values

CoppockCurve{T}(; fast_roc_period = CoppockCurve_FAST_ROC_PERIOD, slow_roc_period = CoppockCurve_SLOW_ROC_PERIOD, wma_period = CoppockCurve_WMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The CoppockCurve type implements a Coppock Curve indicator.

DEMA{T}(; period = DEMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The DEMA type implements a Double Exponential Moving Average indicator.

DPO{T}(; period = DPO_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The DPO type implements a Detrended Price Oscillator indicator.

DonchianChannels{Tohlcv}(; period = DonchianChannels_ATR_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The DonchianChannels type implements a Donchian Channels indicator.

Output

• DonchianChannelsVal: A value containing lower, central, and upper channel values

EMA{T}(; period = EMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The EMA type implements an Exponential Moving Average indicator.

GannHiloActivator{T}(; period=GANN_HILO_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The GannHiloActivator type implements a Gann HiLo Activator indicator.

GannSwingChart{T}(; min_bars=GANN_SWING_MIN_BARS, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The GannSwingChart type implements Gann Swing Chart analysis for trend detection.

This indicator identifies:

• Upswings: Two consecutive higher highs
• Downswings: Two consecutive lower lows
• Trend changes: When prices break previous swing peaks/valleys

Parameters

• min_bars: Minimum number of bars to confirm a swing (default: 2)

Output

• GannSwingChartVal: Contains trend state, swing levels, and change signals

EMV{Tohlcv}(; period = EMV_PERIOD, volume_div = EMV_VOLUME_DIV, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The EMV type implements a Ease of Movement indicator.

ForceIndex{Tohlcv}(; period = ForceIndex_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ForceIndex type implements a Force Index indicator.

HMA{T}(; period = HMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The HMA type implements a Hull Moving Average indicator.

KAMA{T}(; period = KAMA_PERIOD, fast_ema_constant_period = KAMA_FAST_EMA_CONSTANT_PERIOD, slow_ema_constant_period = KAMA_SLOW_EMA_CONSTANT_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The KAMA type implements a Kaufman's Adaptive Moving Average indicator.

KST{T}(;
    roc1_period = KST_ROC1_PERIOD,
    roc1_ma_period = KST_ROC1_MA_PERIOD,
    roc2_period = KST_ROC2_PERIOD,
    roc2_ma_period = KST_ROC2_MA_PERIOD,
    roc3_period = KST_ROC3_PERIOD,
    roc3_ma_period = KST_ROC3_MA_PERIOD,
    roc4_period = KST_ROC4_PERIOD,
    roc4_ma_period = KST_ROC4_MA_PERIOD,
    signal_period = KST_SIGNAL_PERIOD,
    ma = SMA,
    input_filter = always_true,
    input_modifier = identity,
    input_modifier_return_type = T
)

The KST type implements Know Sure Thing indicator.

Output

• KSTVal: A value containing kst and signal values

KVO{Tohlcv}(; fast_period = KVO_FAST_PERIOD, slow_period = KVO_SLOW_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The KVO type implements a Klinger Volume Oscillator.

KeltnerChannels{Tohlcv}(; ma_period = KeltnerChannels_MA_PERIOD, atr_period = KeltnerChannels_ATR_PERIOD, atr_mult_up = KeltnerChannels_ATR_MULT_UP, atr_mult_down = KeltnerChannels_ATR_MULT_DOWN, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The KeltnerChannels type implements a Keltner Channels indicator.

Output

• KeltnerChannelsVal: A value containing lower, central, and upper channel values

MACD{T}(; fast_period = MACD_FAST_PERIOD, slow_period = MACD_SLOW_PERIOD, signal_period = MACD_SIGNAL_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The MACD type implements Moving Average Convergence Divergence indicator.

Output

• MACDVal: A value containing macd, signal, and histogram values

MassIndex{T}(; ma_period = MassIndex_MA_PERIOD, ma_ma_period = MassIndex_MA_MA_PERIOD, ma_ratio_period = MassIndex_MA_RATIO_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The MassIndex type implements a Commodity Channel Index.

McGinleyDynamic{T}(; period = McGinleyDynamic_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The McGinleyDynamic type implements a McGinley Dynamic indicator.

MeanDev{T}(; period = MeanDev_PERIOD, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The MeanDev type implements a Mean Deviation indicator.

NATR{Tohlcv}(; period = ATR_PERIOD, ma = SMMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The NATR type implements a Normalized Average True Range indicator.

OBV{Tohlcv}(input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The OBV type implements On Balance Volume indicator.

ParabolicSAR{Tohlcv}(; atr_period = ParabolicSAR_ATR_PERIOD, mult = ParabolicSAR_MULT, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The ParabolicSAR type implements a Super Trend indicator.

Output

• ParabolicSARVal: A value containing value, trend, ep, and accel_factor values

PeakValleyDetector{T}(; lookback=PEAK_VALLEY_LOOKBACK, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The PeakValleyDetector type identifies significant peaks and valleys in price data.

This indicator detects:

• Peaks: Local high points where price is higher than surrounding bars
• Valleys: Local low points where price is lower than surrounding bars
• Support/Resistance levels based on these peaks and valleys

Parameters

• lookback: Number of bars to look back/forward for peak/valley confirmation (default: 5)

Output

• PeakValleyVal: Contains peak/valley levels and detection signals

Implements REQ-003: Identify peaks and valleys of each swing

PivotsHL{Tohlcv}(; high_period = PivotsHL_HIGH_PERIOD, low_period = PivotsHL_LOW_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The PivotsHL type implements a High/Low Pivots Indicator.

Output

• PivotsHLVal: A value containing ohlcv, type, and isnew values

ROC{T}(; period = ROC_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The ROC type implements a Rate Of Change indicator.

RSI{T}(; period = SMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The RSI type implements a Relative Strength Index indicator.

SFX{Tohlcv}(; atr_period = SFX_ATR_PERIOD, std_dev_period = SFX_STD_DEV_PERIOD, std_dev_smoothing_period = SFX_STD_DEV_SMOOTHING_PERIOD, ma = SMA, , input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The SFX type implements a SFX indicator.

Output

• SFXVal: A value containing atr, std_dev, and ma_std_dev values

SMA{T1}(; period = SMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T2)

The SMA type implements a Simple Moving Average indicator.

fit!(o, val) with o of type SMA will catch val of type T1

input val will be filtered using input_filter function (true means that val will be provided to o)

input val will be modified/transformed using input_modifier function (default is identity function which means that val won't be modified)

input_modifier_return_type is the type T2 of return of the input_modifier function it's also type of indicator value

by default T2 = T1

IN = false means that indicator is of "single input" type IN = true means that indicator is of "multiple input" (candle) type

SMMA{T}(; period = SMMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The SMMA type implements a SMoothed Moving Average indicator.

SMMA can also in american technical analysis litterature be named Wilder's moving average.

SOBV{Tohlcv}(; period = SOBV_PERIOD, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The SOBV type implements a Smoothed On Balance Volume indicator.

SupportResistanceLevel{T}(; input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The SupportResistanceLevel type calculates and monitors support and resistance levels.

This indicator tracks:

• Support levels from previous swing valleys
• Resistance levels from previous swing peaks
• Break signals when price penetrates these levels

Output

• SupportResistanceLevelVal: Contains S/R levels and break signals

Implements REQ-040 to REQ-043: Support/Resistance level calculation and monitoring

RetracementCalculator{T}(; retracement_pct=0.38, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The RetracementCalculator type calculates retracement levels for swing trading.

This indicator calculates:

• 38% retracement levels for both long and short positions
• Current retracement percentage from swing peaks/valleys
• Signals when specific retracement levels are hit

Parameters

• retracement_pct: Retracement percentage to calculate (default: 0.38 for 38%)

Output

• RetracementVal: Contains retracement levels and hit signals

Implements REQ-310 to REQ-313: Calculate and monitor 38% retracement levels

STC{T}(; fast_macd_period = STC_FAST_MACD_PERIOD, slow_macd_period = STC_SLOW_MACD_PERIOD, stoch_period = STC_STOCH_PERIOD, stoch_smoothing_period = STC_STOCH_SMOOTHING_PERIOD, ma = SMA, , input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The STC type implements a Schaff Trend Cycle indicator.

StdDev{T}(; period = StdDev_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The StdDev type implements a Standard Deviation indicator.

Stoch{Tohlcv}(; period = STOCH_PERIOD, smoothing_period = STOCH_SMOOTHING_PERIOD, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The Stoch type implements the Stochastic indicator.

Output

• StochVal: A value containing k and d values

StochRSI{T}(; rsi_period = StochRSI_RSI_PERIOD, stoch_period = StochRSI_STOCH_PERIOD, k_smoothing_period = StochRSI_K_SMOOTHING_PERIOD, d_smoothing_period = StochRSI_D_SMOOTHING_PERIOD, ma = SMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tval)

The StochRSI type implements Stochastic RSI indicator.

Output

• StochRSIVal: A value containing k and d values

SuperTrend{Tohlcv}(; atr_period = SuperTrend_ATR_PERIOD, mult = SuperTrend_MULT, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The SuperTrend type implements a Super Trend indicator.

Output

• SuperTrendVal: A value containing value and trend values

T3{T}(; period = T3_PERIOD, factor = T3_FACTOR, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The T3 type implements a T3 Moving Average indicator.

TEMA{T}(; period = TEMA_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The TEMA type implements a Triple Exponential Moving Average indicator.

TRIX{T}(; period = TRIX_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The TRIX type implements a TRIX Moving Average indicator.

TrueRange{Tohlcv}(; input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The TrueRange type implements a True Range indicator.

TSI{T}(; fast_period = TSI_FAST_PERIOD, slow_period = TSI_SLOW_PERIOD, ma = EMA, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The TSI type implements a True Strength Index indicator.

TTM{Tohlcv}(; atr_period = TTM_ATR_PERIOD, std_dev_period = TTM_STD_DEV_PERIOD, std_dev_smoothing_period = TTM_STD_DEV_SMOOTHING_PERIOD, ma = SMA)

The TTM type implements a TTM indicator.

Output

• TTMVal: A value containing squeeze and histogram values

UO{Tohlcv}(; fast_period = UO_FAST_PERIOD, mid_period = UO_MID_PERIOD, slow_period = UO_SLOW_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The UO type implements an Ultimate Oscillator.

VTX{Tohlcv}(; period = VTX_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The VTX type implements a Vortex Indicator.

Output

• VTXVal: A value containing plus_vtx and minus_vtx values

VWAP{Tohlcv}(input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The VWAP type implements a Volume Weighted Moving Average indicator.

VWMA{Tohlcv}(; period = VWMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = Tohlcv)

The VWMA type implements a Volume Weighted Moving Average indicator.

WMA{T}(; period = WMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The WMA type implements a Weighted Moving Average indicator.

ZLEMA{T}(; period=ZLEMA_PERIOD, input_filter = always_true, input_modifier = identity, input_modifier_return_type = T)

The ZLEMA type implements a Zero Lag Exponential Moving Average indicator.

ADXVal{Tval}

Return value type for Average Directional Index indicator.

Fields

• adx::Union{Missing,Tval}: Average Directional Index value (trend strength)
• plus_di::Tval: Plus Directional Indicator (+DI)
• minus_di::Tval: Minus Directional Indicator (-DI)

See also: ADX

AroonVal{Tval}

Return value type for Aroon indicator.

Fields

• up::Tval: Aroon Up (time since highest high)
• down::Tval: Aroon Down (time since lowest low)

See also: Aroon

BBVal{Tval}

Return value type for Bollinger Bands indicator containing three bands.

Fields

• lower::Tval: Lower band (central - stddevmult * standard deviation)
• central::Tval: Central band (moving average)
• upper::Tval: Upper band (central + stddevmult * standard deviation)

See also: BB

ChandeKrollStopVal{Tval}

Return value type for Chande Kroll Stop indicator.

Fields

• short_stop::Tval: Short stop level (for short positions)
• long_stop::Tval: Long stop level (for long positions)

See also: ChandeKrollStop

DonchianChannelsVal{Tval}

Return value type for Donchian Channels indicator.

Fields

• lower::Tval: Lower channel (lowest low over period)
• central::Tval: Central line (midpoint between upper and lower)
• upper::Tval: Upper channel (highest high over period)

See also: DonchianChannels

GannHiloActivatorVal{T}

A struct representing the result of the Gann HiLo Activator calculation.

• high: The calculated high value or missing if not enough data.
• low: The calculated low value or missing if not enough data.

GannSwingChartVal{T}

A struct representing the result of the Gann Swing Chart calculation.

• trend: Current trend state (:uptrend or :downtrend)
• swing_high: Current swing high value or missing
• swing_low: Current swing low value or missing
• trend_changed: Boolean indicating if trend changed in this period

KSTVal{Tval}

Return value type for Know Sure Thing (KST) indicator.

Fields

• kst::Tval: KST line (weighted sum of smoothed ROC values)
• signal::Union{Missing,Tval}: Signal line (moving average of KST)

See also: KST

KeltnerChannelsVal{Tval}

Return value type for Keltner Channels indicator.

Fields

• lower::Tval: Lower channel (central - ATR * multiplier)
• central::Tval: Central line (moving average)
• upper::Tval: Upper channel (central + ATR * multiplier)

See also: KeltnerChannels

MACDVal{Tval}

Return value type for Moving Average Convergence Divergence indicator.

Fields

• macd::Union{Missing,Tval}: MACD line (fast MA - slow MA)
• signal::Union{Missing,Tval}: Signal line (MA of MACD line)
• histogram::Union{Missing,Tval}: MACD histogram (MACD - signal)

See also: MACD

ParabolicSARVal{Tval}

Return value type for Parabolic SAR indicator.

Fields

• value::Tval: SAR value (stop and reverse price level)
• trend::SARTrend.TrendEnum: Current trend direction (UP or DOWN)
• ep::Tval: Extreme point (highest high or lowest low)
• accel_factor::Tval: Current acceleration factor

See also: ParabolicSAR

PeakValleyVal{T}

A struct representing detected peaks and valleys.

• peak: Current peak value or missing
• valley: Current valley value or missing
• peak_bar_index: Index of peak bar or missing
• valley_bar_index: Index of valley bar or missing
• is_new_peak: Boolean indicating if this is a newly detected peak
• is_new_valley: Boolean indicating if this is a newly detected valley

PivotsHLVal{Tohlcv}

Return value type for High/Low Pivots indicator.

Fields

• ohlcv::Tohlcv: OHLCV data at the pivot point
• type::HLType.HLTypeEnum: Type of pivot (HIGH or LOW)
• isnew::Bool: Whether this is a new pivot point

See also: PivotsHL

RetracementVal{T}

A struct representing retracement calculation results.

• retracement_38_long: 38% retracement level for long positions (B - (B-A) × 0.38)
• retracement_38_short: 38% retracement level for short positions (B + (A-B) × 0.38)
• swing_start: Point A of the swing
• swing_end: Point B of the swing
• current_retracement_pct: Current retracement percentage from swing_end
• is_38_retracement_hit: Boolean indicating if 38% retracement was hit

SFXVal{Tval}

Return value type for SFX indicator.

Fields

• atr::Union{Missing,Tval}: Average True Range
• std_dev::Tval: Standard deviation of price
• ma_std_dev::Union{Missing,Tval}: Moving average of standard deviation

See also: SFX

SupportResistanceLevelVal{T}

A struct representing support and resistance levels.

• support_level: Current support level (previous valley)
• resistance_level: Current resistance level (previous peak)
• support_active: Boolean indicating if support is holding
• resistance_active: Boolean indicating if resistance is holding
• support_broken: Boolean indicating if support was broken this period
• resistance_broken: Boolean indicating if resistance was broken this period

StochVal{Tprice}

Return value type for Stochastic oscillator indicator.

Fields

• k::Tprice: %K line (fast stochastic)
• d::Union{Missing,Tprice}: %D line (slow stochastic, smoothed %K)

See also: Stoch

StochRSIVal{Tval}

Return value type for Stochastic RSI indicator.

Fields

• k::Tval: %K line (stochastic of RSI)
• d::Union{Missing,Tval}: %D line (smoothed %K)

See also: StochRSI

SuperTrendVal{Tval}

Return value type for Super Trend indicator.

Fields

• value::Tval: Super Trend value (support/resistance level)
• trend::Trend.TrendEnum: Current trend direction (UP or DOWN)

See also: SuperTrend

TTMVal{Tval}

Return value type for TTM Squeeze indicator.

Fields

• squeeze::Bool: Squeeze status (true = squeeze on, false = squeeze off)
• histogram::Tval: Momentum histogram value

See also: TTM

VTXVal{Tval}

Return value type for Vortex Indicator.

Fields

• plus_vtx::Tval: Plus Vortex Indicator (+VI)
• minus_vtx::Tval: Minus Vortex Indicator (-VI)

See also: VTX

OHLCV{Ttime,Tprice,Tvol}

Represents OHLCV (Open, High, Low, Close, Volume) candlestick data with optional timestamp.

Fields

• open::Tprice: Opening price of the period
• high::Tprice: Highest price during the period
• low::Tprice: Lowest price during the period
• close::Tprice: Closing price of the period
• volume::Tvol: Trading volume during the period (optional, defaults to missing)
• time::Ttime: Timestamp of the candlestick (optional, defaults to missing)

OHLCVFactory{Ttime,Tprice,Tvol}

Factory for creating multiple OHLCV candlesticks from vectors of price data.

Fields

• open::Vector{Tprice}: Vector of opening prices
• high::Vector{Tprice}: Vector of high prices
• low::Vector{Tprice}: Vector of low prices
• close::Vector{Tprice}: Vector of closing prices
• volume::Vector{Tvol}: Vector of volumes (optional)
• time::Vector{Ttime}: Vector of timestamps (optional)

Use Base.collect(factory) to generate a vector of OHLCV instances.

MAFactory

Factory for creating moving average indicators with a specific type parameter.

Fields

• T::Type: The type parameter to use when constructing the moving average indicator

Usage

factory = MAFactory(Float64)
ma = factory(SMA, period = 10)  # Creates SMA{Float64}(period = 10)

TabOHLCV

Sample OHLCV data table implementing the Tables.jl interface.

Contains template financial data with Date indices and Float64 price/volume values.

Fields

• Index::Vector{Date}: Vector of dates
• Open::Vector{Float64}: Opening prices
• High::Vector{Float64}: High prices
• Low::Vector{Float64}: Low prices
• Close::Vector{Float64}: Closing prices
• Volume::Vector{Float64}: Trading volumes

TechnicalIndicatorWrapper{T}

Wraps a technical indicator type with its constructor arguments for deferred instantiation.

Fields

• indicator_type::T: The type of technical indicator to construct
• args::Tuple: Positional arguments for the indicator constructor
• kwargs::Base.Pairs: Keyword arguments for the indicator constructor

TechnicalIndicatorResults{Ttime,Tout}

Container for technical indicator results implementing the Tables.jl interface.

Fields

• name::Symbol: Name of the indicator
• fieldnames::Tuple: Names of the output fields
• fieldtypes::Tuple: Types of the output fields
• index::Vector{Ttime}: Vector of timestamps/indices
• output::Vector{Tout}: Vector of indicator output values

SamplingPeriod

Defines a time period for resampling data.

Fields

• type::TimeUnitType.TimeUnitTypeEnum: Type of time unit (SEC, MIN, HOUR, DAY)
• length::Integer: Length of the period in the specified time units

Resampler

Resamples time-series data according to a specified sampling period.

Fields

• sampling_period::SamplingPeriod: The sampling period to use for resampling

TimedEvent

Represents a data point with an associated timestamp.

Fields

• time: Timestamp of the event
• data: The data value at this time

AgregatedStat

Holds aggregated statistical data for a time period.

Fields

• time: Timestamp of the aggregated period
• data: The aggregated statistical value

StatBuilder

Builder for creating new statistical aggregation instances.

Fields

• agg: A callable that creates new aggregation instances when invoked

OHLC{Tprice}

Mutable OHLC (Open, High, Low, Close) data structure for resampling price data.

Fields

• status::OHLCStatus.OHLCStatusEnum: Status of the OHLC data (INIT, NEW, USED)
• open::Tprice: Opening price
• high::Tprice: Highest price
• low::Tprice: Lowest price
• close::Tprice: Closing price

OHLCStat{T} <: OnlineStat{T}

Online statistic for computing OHLC values from streaming price data.

Fields

• ohlc::OHLC: The current OHLC values
• n::Int: Number of observations processed

ResamplerBy <: OnlineStat{TimedEvent}

Online statistic that resamples timed events into aggregated periods.

Fields

• agg::AgregatedStat: Current aggregated statistic
• n::Int: Number of observations processed
• sampling_period::SamplingPeriod: The sampling period to use
• stat_builder::StatBuilder: Builder for creating new aggregation instances
• input_modifier::Function: Function to modify input data before processing
• input_filter::Function: Function to filter input data

StatLag(ind, b)

Track a moving window (previous b copies) of ind.

Example

ind = SMA{Float64}(period = 3)
prices = [10.81, 10.58, 10.07, 10.58, 10.56, 10.4, 10.74, 10.16, 10.29, 9.4, 9.62]
ind = StatLag(ind, 4)
fit!(ind, prices)
ind.lag[end-1]

TechnicalIndicatorIterator(indicator_type, iterable_input, args...; kwargs...)

Returns an iterator.

Example

using OnlineTechnicalIndicators
using OnlineTechnicalIndicators.SampleData: CLOSE_TMPL

SISO indicator

itr = TechnicalIndicatorIterator(SMA, CLOSE_TMPL; period = 3)

println("First iteration")
for val in itr
    println(val)
end

println("")

println("Second iteration")
Iterators.reset!(itr)
for val in itr
    println(val)
end

println("")

println("Third iteration with collect")
# itr = TechnicalIndicatorIterator(SMA, CLOSE_TMPL; period = 3)
# or
Iterators.reset!(itr)
println(eltype(itr))
println(collect(itr))

println("")

SIMO indicator

itr = TechnicalIndicatorIterator(BB, CLOSE_TMPL)
println(collect(itr))

update_levels!(sr::SupportResistanceLevel, peak_valley_val)

Update support and resistance levels from external peak/valley detection. This method allows integration with PeakValleyDetector results.