More technical indicators

[femtotrader]

Hello,

A few months ago I wrote OnlineTechnicalIndicators.jl (previously known as IncTA.jl).

This project implements some Technical Analysis Indicators in Julia in an incremental approach.

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)

Maybe you should consider it (and contribute to this lib also)

Kind regards

[oliviermilla]

Hello @femtotrader, thank you for reaching out.

Your project looks great. I'll look deeper into it. Right now, Lucky implements indicators with specific points:

• Work with stream of data (dispatched by any quote/data source)
• Integration with Rocket.jl operators to allow for composition and async processing. The latter supposes that type composition be implemented finely to allow for the multiple dispatch of information throughout the chain.

Example of composition through Rocket operators: https://github.com/oliviermilla/Lucky.jl/blob/8bf2660b343ed1f5af6cf8182a86be5a788edbb1/src/operators/sma.jl#L5C17-L5C43

Example of consumer side dispatch:

Lucky.jl/examples/goldencross.jl

Line 80 in 8bf2660

function Rocket.on_next!(strat::GoldenCross, data::SlowIndicatorType)

Always happy to talk. 🚀

[femtotrader]

Thanks @oliviermilla for the kind words about my indicators project. I'm not yet very familiar with reactive programming (except I understand that it's what makes Pluto.jl notebooks so wonderful!
I will have first a deeper look at Rocket.jl