Project Structure

This page describes the directory layout and file organization of OnlineTechnicalIndicators.jl.

Directory Tree

OnlineTechnicalIndicators/
├── src/                                # Source code
│   ├── OnlineTechnicalIndicators.jl    # Main module entry point
│   ├── stats.jl                        # Statistical utilities
│   ├── sample_data.jl                  # Sample OHLCV data module
│   ├── resample.jl                     # Time-series resampling utilities
│   │
│   ├── candlesticks/                   # OHLCV data structures
│   │   ├── Candlesticks.jl             # Submodule definition
│   │   └── ohlcv.jl                    # OHLCV struct and OHLCVFactory
│   │
│   ├── internals/                      # Internal utilities
│   │   └── Internals.jl                # Helper functions for indicators
│   │
│   ├── indicators/                     # Technical indicators (60+)
│   │   ├── Indicators.jl               # Submodule definition and exports
│   │   │
│   │   │   # SISO (Single Input, Single Output)
│   │   ├── SMA.jl                      # Simple Moving Average
│   │   ├── EMA.jl                      # Exponential Moving Average
│   │   ├── SMMA.jl                     # Smoothed Moving Average
│   │   ├── WMA.jl                      # Weighted Moving Average
│   │   ├── DEMA.jl                     # Double EMA
│   │   ├── TEMA.jl                     # Triple EMA
│   │   ├── KAMA.jl                     # Kaufman Adaptive MA
│   │   ├── HMA.jl                      # Hull Moving Average
│   │   ├── ALMA.jl                     # Arnaud Legoux MA
│   │   ├── ZLEMA.jl                    # Zero-Lag EMA
│   │   ├── McGinleyDynamic.jl          # McGinley Dynamic
│   │   ├── T3.jl                       # Tillson T3
│   │   ├── RSI.jl                      # Relative Strength Index
│   │   ├── ROC.jl                      # Rate of Change
│   │   ├── DPO.jl                      # Detrended Price Oscillator
│   │   ├── CoppockCurve.jl             # Coppock Curve
│   │   ├── MeanDev.jl                  # Mean Deviation
│   │   ├── StdDev.jl                   # Standard Deviation
│   │   ├── TRIX.jl                     # Triple Smooth EMA ROC
│   │   ├── TSI.jl                      # True Strength Index
│   │   │
│   │   │   # SIMO (Single Input, Multiple Output)
│   │   ├── BB.jl                       # Bollinger Bands
│   │   ├── MACD.jl                     # Moving Average Convergence Divergence
│   │   ├── StochRSI.jl                 # Stochastic RSI
│   │   ├── KST.jl                      # Know Sure Thing
│   │   │
│   │   │   # MISO (Multiple Input, Single Output)
│   │   ├── TrueRange.jl                # True Range
│   │   ├── ATR.jl                      # Average True Range
│   │   ├── NATR.jl                     # Normalized ATR
│   │   ├── AccuDist.jl                 # Accumulation/Distribution
│   │   ├── OBV.jl                      # On Balance Volume
│   │   ├── SOBV.jl                     # Smoothed OBV
│   │   ├── MFI.jl                      # Money Flow Index
│   │   ├── BOP.jl                      # Balance of Power
│   │   ├── CCI.jl                      # Commodity Channel Index
│   │   ├── ChaikinOsc.jl               # Chaikin Oscillator
│   │   ├── VWMA.jl                     # Volume Weighted MA
│   │   ├── VWAP.jl                     # Volume Weighted Average Price
│   │   ├── AO.jl                       # Awesome Oscillator
│   │   ├── ForceIndex.jl               # Force Index
│   │   ├── EMV.jl                      # Ease of Movement
│   │   ├── MassIndex.jl                # Mass Index
│   │   ├── CHOP.jl                     # Choppiness Index
│   │   ├── KVO.jl                      # Klinger Volume Oscillator
│   │   ├── UO.jl                       # Ultimate Oscillator
│   │   ├── IntradayRange.jl            # Intraday Range
│   │   ├── RelativeIntradayRange.jl    # Relative Intraday Range
│   │   ├── ADR.jl                      # Average Daily Range
│   │   ├── ARDR.jl                     # Average Relative Daily Range
│   │   │
│   │   │   # MIMO (Multiple Input, Multiple Output)
│   │   ├── Stoch.jl                    # Stochastic Oscillator
│   │   ├── ADX.jl                      # Average Directional Index
│   │   ├── SuperTrend.jl               # SuperTrend
│   │   ├── VTX.jl                      # Vortex Indicator
│   │   ├── DonchianChannels.jl         # Donchian Channels
│   │   ├── KeltnerChannels.jl          # Keltner Channels
│   │   ├── Aroon.jl                    # Aroon Indicator
│   │   ├── ChandeKrollStop.jl          # Chande Kroll Stop
│   │   ├── ParabolicSAR.jl             # Parabolic SAR
│   │   ├── SFX.jl                      # SFX Indicator
│   │   ├── TTM.jl                      # TTM Squeeze
│   │   ├── PivotsHL.jl                 # Pivot High/Low
│   │   ├── GannHiloActivator.jl        # Gann HiLo Activator
│   │   ├── GannSwingChart.jl           # Gann Swing Chart
│   │   ├── PeakValleyDetector.jl       # Peak/Valley Detection
│   │   ├── RetracementCalculator.jl    # Retracement Levels
│   │   ├── SupportResistanceLevel.jl   # Support/Resistance
│   │   │
│   │   │   # Other
│   │   └── STC.jl                      # Schaff Trend Cycle
│   │
│   ├── patterns/                       # Candlestick patterns (13)
│   │   ├── Patterns.jl                 # Submodule definition
│   │   ├── PatternTypes.jl             # Pattern type enumerations
│   │   ├── PatternValues.jl            # Pattern value structs
│   │   │
│   │   │   # Single Candle Patterns
│   │   ├── Doji.jl                     # Doji pattern
│   │   ├── Hammer.jl                   # Hammer pattern
│   │   ├── ShootingStar.jl             # Shooting Star pattern
│   │   ├── Marubozu.jl                 # Marubozu pattern
│   │   ├── SpinningTop.jl              # Spinning Top pattern
│   │   │
│   │   │   # Two Candle Patterns
│   │   ├── Engulfing.jl                # Engulfing pattern
│   │   ├── Harami.jl                   # Harami pattern
│   │   ├── PiercingDarkCloud.jl        # Piercing/Dark Cloud patterns
│   │   ├── Tweezer.jl                  # Tweezer pattern
│   │   │
│   │   │   # Three Candle Patterns
│   │   ├── Star.jl                     # Morning/Evening Star
│   │   ├── ThreeSoldiersCrows.jl       # Three Soldiers/Crows
│   │   ├── ThreeInside.jl              # Three Inside patterns
│   │   │
│   │   │   # Composite
│   │   └── CandlestickPatternDetector.jl  # All patterns detector
│   │
│   ├── wrappers/                       # Indicator wrappers
│   │   ├── Wrappers.jl                 # Submodule definition
│   │   ├── dag.jl                      # DAGWrapper for StatDAG
│   │   └── smoother.jl                 # Generic smoothing wrapper
│   │
│   ├── factories/                      # Factory functions
│   │   ├── Factories.jl                # Submodule definition
│   │   └── MovingAverage.jl            # MA factory
│   │
│   └── other/                          # Integration utilities
│       ├── arrays_indicators.jl        # Array convenience functions
│       ├── tables_indicators.jl        # Tables.jl integration
│       ├── iterators.jl                # Iterator support
│       └── tsframes.jl                 # TSFrames integration
│
├── test/                               # Test suite
│   ├── runtests.jl                     # Test entry point
│   ├── test_ohlcv.jl                   # OHLCV tests
│   ├── test_indicators_interface.jl   # Interface tests
│   ├── test_ind_single_input_single_output.jl    # SISO tests
│   ├── test_ind_single_input_several_outputs.jl  # SIMO tests
│   ├── test_ind_OHLCV_input_single_output.jl     # MISO tests
│   ├── test_ind_OHLCV_input_several_outputs.jl   # MIMO tests
│   ├── test_gann_indicators.jl         # Gann indicator tests
│   ├── test_patterns.jl                # Pattern tests
│   └── test_resample.jl                # Resampling tests
│
├── docs/                               # Documentation
│   ├── make.jl                         # Documenter.jl build script
│   ├── Project.toml                    # Docs dependencies
│   └── src/                            # Documentation source
│       ├── index.md                    # Home page
│       ├── features.md                 # Package features
│       ├── install.md                  # Installation guide
│       ├── usage.md                    # Basic usage
│       ├── usage_more.md               # Advanced usage
│       ├── indicators_support.md       # Supported indicators
│       ├── examples.md                 # Usage examples
│       ├── internals.md                # Internal details
│       ├── implementing_your_indic.md  # Custom indicator guide
│       ├── migration.md                # Migration guide
│       ├── api.md                      # API reference
│       ├── projects.md                 # Related projects
│       └── patterns/                   # Pattern documentation
│           ├── index.md                # Pattern overview
│           ├── quickstart.md           # Pattern quick start
│           └── implementation.md       # Pattern implementation
│
├── Project.toml                        # Package dependencies
├── README.md                           # Repository readme
├── LICENSE                             # License file
└── WIKI.md                             # Comprehensive documentation

Key Files

Entry Point

src/OnlineTechnicalIndicators.jl is the main module entry point. It:

1. Exports submodule names (Candlesticks, Indicators, Patterns, etc.)
2. Defines abstract base types (TechnicalIndicator, etc.)
3. Includes core utilities (stats.jl)
4. Includes all submodules in dependency order

Submodule Definitions

Each submodule has a main file (e.g., Indicators.jl) that:

1. Imports dependencies from parent/sibling modules
2. Includes individual indicator/pattern files
3. Exports public types and functions
4. Defines is_multi_input for each type

Indicator Files

Each indicator file (e.g., SMA.jl) contains:

1. Default parameter constants
2. Docstring with formula and usage
3. Mutable struct definition
4. Constructor functions
5. _calculate_new_value implementation

Test Files

Tests are organized by indicator category:

• SISO: Single input, single output indicators
• SIMO: Single input, multiple output indicators
• MISO: OHLCV input, single output indicators
• MIMO: OHLCV input, multiple output indicators

Module Loading Order

The main module includes files in a specific order to satisfy dependencies:

1. stats.jl - Core utilities
2. candlesticks/Candlesticks.jl - OHLCV types
3. internals/Internals.jl - Internal utilities
4. sample_data.jl - Sample data
5. factories/MovingAverage.jl - MA factory (needed by indicators)
6. wrappers/dag.jl - DAGWrapper (needed by composed indicators)
7. indicators/Indicators.jl - All technical indicators
8. patterns/Patterns.jl - All pattern detectors
9. resample.jl - Resampling utilities
10. other/iterators.jl - Iterator support
11. wrappers/Wrappers.jl - Re-export module
12. factories/Factories.jl - Re-export module

See Also

• Architecture for module relationships and type hierarchy
• Data Flow for how data flows through indicators