yiii0012/moontalib/momentum

README
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ad
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adosc
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adx
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apo
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aroon
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aroonosc
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atr
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avg_price
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avgdev
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bbands
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bop
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cci
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cmo
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correl
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dema
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dx
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ema
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ema_from
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hma
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linearreg
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linearreg_angle
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linearreg_intercept
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linearreg_slope
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macd
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max
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med_price
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mfi
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midpoint
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midprice
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min
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minmax
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mom
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moving_average
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natr
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obv
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ppo
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roc
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rsi
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sma
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stddev
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stoch
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stochf
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sum
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tema
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tr_range
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trix
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tsf
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typ_price
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ultosc
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variance
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vwma
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wcl_price
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willr
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wma

yiii0012/moontalib/momentum does not have a README file

AdxResult

pub struct AdxResult {
  adx : Array[Double]
  plus_di : Array[Double]
  minus_di : Array[Double]
  dx : Array[Double]
}

ADX decomposition: the ADX trend-strength line, the +DI and -DI directional indicators, and the raw DX line that ADX smooths. All four arrays have the input length.

AroonResult

source

pub struct AroonResult {
  down : Array[Double]
  up : Array[Double]
}

Aroon decomposition: the down and up lines, both of input length.

Macd

source

pub struct Macd {
  macd : Array[Double]
  signal : Array[Double]
  hist : Array[Double]
}

MACD decomposition: the MACD line, its signal line and the histogram (MACD minus signal). All three arrays have the input length.

Stoch

source

pub struct Stoch {
  k : Array[Double]
  d : Array[Double]
}

Stochastic decomposition: the %K and %D lines, both of input length.

adx

source

fn adx(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> AdxResult raise @yiii0012/moontalib/base.TaError
TaError

Average Directional Index.

True range and directional movement are accumulated with Wilder's smoothing (s = s - s / period + current, seeded by a simple sum over the first period changes). +DI/-DI are valid from index period, and ADX (a Wilder average of the DX) from index 2 * period - 1. A zero smoothed true range (perfectly flat window) maps the DI lines to 0.

adx_lookback

source

fn adx_lookback(period : Int) -> Int

Number of leading NaN values produced by adx for the given period: 2 * period - 1 (the DI lines themselves are valid from period).

apo

source

fn apo(data : Array[Double], fast_period : Int, slow_period : Int, ma_type~ : @yiii0012/moontalib/base.MAType
MAType) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Absolute Price Oscillator: fast_MA - slow_MA with a selectable MA flavor.

aroon

source

fn aroon(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> AroonResult raise @yiii0012/moontalib/base.TaError
TaError

Aroon up/down.

For each bar the window spans the period bars before it plus itself (TA-Lib convention, period + 1 data points). up is 100 * (period - bars_since_highest_high) / period and down mirrors it with the lowest low; when several bars share the extreme, the most recent occurrence wins. A window containing NaN yields NaN for that position. Computed in O(n) via the base rolling argmax/argmin.

aroon_lookback

source

fn aroon_lookback(period : Int) -> Int

Number of leading NaN values produced by aroon for the given period.

aroonosc

source

fn aroonosc(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Aroon Oscillator: up - down. Ranges from -100 (downtrend) to +100 (uptrend) with the same window rules as aroon.

aroonosc_lookback

source

fn aroonosc_lookback(period : Int) -> Int

Number of leading NaN values produced by aroonosc for the given period.

bop

source

fn bop(candles : @yiii0012/moontalib/base.Candles
Candles) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Balance of Power (Igor Livshin): (close - open) / (high - low). A flat bar (high equals low) reads 0; any NaN component yields NaN.

cci

source

fn cci(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Commodity Channel Index (Donald Lambert): the deviation of the typical price (high + low + close) / 3 from its SMA, normalized by 0.015 * mean absolute deviation. A flat window (mean deviation 0) reads 0.

cci_lookback

source

fn cci_lookback(period : Int) -> Int

Number of leading NaN values produced by cci for the given period.

cmo

source

fn cmo(data : Array[Double], period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Chande Momentum Oscillator: 100 * (sum_up - sum_down) / (sum_up + sum_down) over the last period price changes. A completely flat window reads 0.

cmo_lookback

source

fn cmo_lookback(period : Int) -> Int

Number of leading NaN values produced by cmo for the given period.

dx

source

fn dx(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Directional Movement Index (DX): the raw 100 * |+DI - -DI| / (+DI + -DI) ratio that adx smooths, valid from index period.

dx_lookback

source

fn dx_lookback(period : Int) -> Int

Number of leading NaN values produced by dx for the given period.

macd

source

fn macd(data : Array[Double], fast_period : Int, slow_period : Int, signal_period : Int) -> Macd raise @yiii0012/moontalib/base.TaError
TaError

Moving Average Convergence/Divergence.

The MACD line is EMA(fast) - EMA(slow) and becomes valid at index slow_period - 1. The signal line is an EMA of the MACD line seeded with the SMA of the first signal_period MACD values, valid at index slow_period + signal_period - 2. Uses the SMA-seeded EMA of overlap (TA-Lib convention), so a NaN input poisons the chain from that point on.

macd_lookback

source

fn macd_lookback(slow_period : Int, signal_period : Int) -> Int

Number of leading NaN values: (slow - 1) + (signal - 1).

mom

source

fn mom(data : Array[Double], period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Momentum: x[i] - x[i - period]. NaN inputs yield NaN.

mom_lookback

source

fn mom_lookback(period : Int) -> Int

Number of leading NaN values produced by mom for the given period.

ppo

source

fn ppo(data : Array[Double], fast_period : Int, slow_period : Int, ma_type~ : @yiii0012/moontalib/base.MAType
MAType) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Percentage Price Oscillator: 100 * (fast_MA - slow_MA) / slow_MA. A zero slow MA yields NaN.

roc

source

fn roc(data : Array[Double], period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Rate of change in percent: 100 * (x[i] - x[i - period]) / x[i - period]. A zero base value yields NaN.

roc_lookback

source

fn roc_lookback(period : Int) -> Int

Number of leading NaN values produced by roc for the given period.

rsi

source

fn rsi(data : Array[Double], period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Relative Strength Index.

The seed is the simple average of gains and losses over the first period price changes; later averages use Wilder smoothing avg = (prev * (period - 1) + current) / period. The first value lands at index period. NaN inputs poison the seed and propagate forward.

rsi_lookback

source

fn rsi_lookback(period : Int) -> Int

Number of leading NaN values produced by rsi for the given period.

stoch

source

fn stoch(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int, k_slowing~ : Int, d_period~ : Int) -> Stoch raise @yiii0012/moontalib/base.TaError
TaError

Stochastic Oscillator (TA-Lib STOCH): raw %K is smoothed by an SMA over k_slowing bars (slow %K), and %D is an SMA of slow %K over d_period bars.

stoch_lookback

source

fn stoch_lookback(period : Int, k_slowing : Int, d_period : Int) -> Int

Number of leading NaN values produced by stoch: (period - 1) + (k_slowing - 1) + (d_period - 1).

stochf

source

fn stochf(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int, d_period~ : Int) -> Stoch raise @yiii0012/moontalib/base.TaError
TaError

Fast stochastic: raw %K plus its SMA over d_period (%D). The %D line is valid at index period + d_period - 2.

trix

source

fn trix(data : Array[Double], period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

TRIX: the percent rate of change of a triple-EMA, 100 * (e3[i] - e3[i - 1]) / e3[i - 1].

trix_lookback

source

fn trix_lookback(period : Int) -> Int

Number of leading NaN values produced by trix for the given period: 3 * (period - 1) + 1.

ultosc

source

fn ultosc(candles : @yiii0012/moontalib/base.Candles
Candles, p1~ : Int, p2~ : Int, p3~ : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Ultimate Oscillator.

Buying pressure is close - min(low, prev_close) and true range is max(high, prev_close) - min(low, prev_close). For each of the three periods the ratio sum(BP) / sum(TR) is taken, then blended as 100 * (4 * avg1 + 2 * avg2 + avg3) / 7 with avg1 <= avg2 <= avg3 the short / mid / long ratios. A window whose true-range sum is zero, or that contains NaN, yields NaN. The periods must satisfy p1 <= p2 <= p3.

ultosc_lookback

source

fn ultosc_lookback(p3 : Int) -> Int

Number of leading NaN values produced by ultosc: the longest period p3 (each output needs p3 buying-pressure / true-range values).

willr

source

fn willr(candles : @yiii0012/moontalib/base.Candles
Candles, period : Int) -> Array[Double] raise @yiii0012/moontalib/base.TaError
TaError

Williams %R: -100 * (highest_high - close) / (highest_high - lowest_low) over the window, computed through the identity %R = %K - 100. A flat window therefore reads -100, mirroring the raw %K rule (reads 0).

willr_lookback

source

fn willr_lookback(period : Int) -> Int

Number of leading NaN values produced by willr for the given period.

Source Files

Install

Download zip

TA-Lib-style technical analysis indicator library for MoonBit

moonbitfinancetradingtechnical-analysisindicators

yiii0012

Apache-2.0

github.com/yiii0012/moontalib-v01

Updated 3 hours ago

26 downloads

#AdxResult

#AroonResult

#Macd

#Stoch

#adx

#adx_lookback

#apo

#aroon

#aroon_lookback

#aroonosc

#aroonosc_lookback

#bop

#cci

#cci_lookback

#cmo

#cmo_lookback

#dx

#dx_lookback

#macd

#macd_lookback

#mom

#mom_lookback

#ppo

#roc

#roc_lookback

#rsi

#rsi_lookback

#stoch

#stoch_lookback

#stochf

#trix

#trix_lookback

#ultosc

#ultosc_lookback

#willr

#willr_lookback

Source Files

AdxResult

AroonResult

Macd

Stoch

adx

adx_lookback

apo

aroon

aroon_lookback

aroonosc

aroonosc_lookback

bop

cci

cci_lookback

cmo

cmo_lookback

dx

dx_lookback

macd

macd_lookback

mom

mom_lookback

ppo

roc

roc_lookback

rsi

rsi_lookback

stoch

stoch_lookback

stochf

trix

trix_lookback

ultosc

ultosc_lookback

willr

willr_lookback