Indicator Go

Indicator is a Golang module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.

Important

I have recently started working on the v2 version. It is a complete rewrite of the library with the following goals:

Achieving and maintaining minimum of 90% code coverage.
Having test data in CSV format for each indicator and strategy for easyt validation.
Operating on data streams (Go channels) for both inputs and outputs.
Having each indicator and strategy fully configurable with no preset values.
Supporting all numeric formats using Golang generics.

Note

I also have a TypeScript version of this module now at Indicator TS.

👆 Indicators Provided

The following list of indicators are currently supported by this package:

📈 Trend Indicators

🚀 Momentum Indicators

🎢 Volatility Indicators

📢 Volume Indicators

🧠 Strategies Provided

Strategies relies on the following:

The following list of strategies are currently supported by this package:

📈 Trend Strategies

🚀 Momentum Strategies

🎢 Volatility Strategies

📢 Volume Strategies

🧪 Compound Strategies

⏳ Backtesting

Backtesting is the method for seeing how well a strategy would have done. The following backtesting functions are provided for evaluating strategies.

Usage

Install package.

go get github.com/cinar/indicator

Import indicator.

import (
    "github.com/cinar/indicator"
)

Disclaimer

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.

License

The v2.x.x and above are provided under GNU AGPLv3 License.

Copyright (c) 2021-2024 Onur Cinar.    
The source code is provided under GNU AGPLv3 License.

This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Affero General Public License as published
by the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.

This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
GNU Affero General Public License for more details.

You should have received a copy of the GNU Affero General Public License
along with this program.  If not, see <https://www.gnu.org/licenses/>.

The version v1.x.x is provided under MIT License.

Copyright (c) 2021-2024 Onur Cinar.
The source code is provided under MIT License.

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.

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