Tags: cinar/indicator
Tags
Implement Pivot Point indicator. (#302) (#335) This PR implements the Pivot Point indicator in the trend package. It supports Standard, Woodie, Camarilla, and Fibonacci calculation methods. The indicator uses the previous period's OHLC data to calculate support and resistance levels for the current period. Fixed #302
Docker image support added. (#325) # Describe Request Docker image support added. Fixed #288 # Change Type New feature. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit * **New Features** * Docker containerization for easy deployment, including containerized builds of the app and runtime. * Automated CI/CD publishing of Docker images on release tags. * Container entrypoint to run data synchronization and backtests with configurable options (API key, timeframe, asset selection, output location). * **Documentation** * Added Docker quick start, usage examples, and local build workflow to the README. <!-- end of auto-generated comment: release notes by coderabbit.ai -->
Connor RSI is added. (#321) # Describe Request Connor RSI is added. Fixed #256 # Change Type New indicator. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit ## Release Notes * **New Features** * Added Connors RSI momentum indicator with configurable periods for comprehensive trend analysis. * Added PercentRank utility functions for percentile-based rolling window calculations. * **Bug Fixes** * Corrected documentation references in volume strategy components. * **Tests** * Added test coverage for Connors RSI indicator with validation data. * **Chores** * Removed archived documentation and internal style guides. * Updated README documentation links for improved navigation. <!-- end of auto-generated comment: release notes by coderabbit.ai -->
Trend: Schaff Trend Cycle (STC) (#301) # Describe Request Trend: Schaff Trend Cycle (STC). Fixed #53 # Change Type New indicator. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit * **New Features** * Added Slow Stochastic indicator for trend analysis * Added Schaff Trend Cycle (STC) indicator for trend analysis * **Documentation** * Updated trend indicators reference with new indicator definitions <!-- end of auto-generated comment: release notes by coderabbit.ai -->
Fix calculations. (#293) # Describe Request Bug: APO calculation has incorrect EMA alignment Fixed #292 # Change Type Bug fix. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit * **Bug Fixes** * Improved synchronization of trend calculation timing to enhance consistency and accuracy in analysis results. <!-- end of auto-generated comment: release notes by coderabbit.ai -->
Fix the bollinger band strategy (#286) # Describe Request As mentioned in #269 the strategy seems to be invers Fixed #269 # Change Type correction for the signal actions <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit * **Bug Fixes** * Corrected signal-to-action mapping in the Bollinger Bands strategy: closes above the upper band now trigger Sell, and closes below the lower band trigger Buy. * Other behavior remains unchanged, including idle period handling and action sequencing. * Users may observe different trade executions around band crossings. * No changes to settings or public interfaces. <!-- end of auto-generated comment: release notes by coderabbit.ai --> Signed-off-by: Heiko Weber <[email protected]> Co-authored-by: Onur Cinar <[email protected]>
fix the calculation of the WMA (#279) # Describe Request This fix #274, WMA calculation, which formulas wasn't correct implemented. Fixed #274 # Change Type What is the type of this change. Correct formular of WMA is, i.e. WMA(5): `(P1 * 5) + (P2 * 4) + (P3 * 3) + (P4 * 2) + (P5 * 1) / (5 + 4 + 3 + 2 + 1). ` This makes it perfect for the divisor to be calulated only one (gauss formula: `(n * (n + 1) / 2)`. The testdata has been new caclulated manually via Excel, a WMA(3) and a WMA(5) … to be safe. <!-- This is an auto-generated comment: release notes by coderabbit.ai --> ## Summary by CodeRabbit * **Bug Fixes** * Corrected Weighted Moving Average calculation to use standard weighting and proper normalization, improving accuracy. * **Improvements** * Added input validation to prevent creating WMA with invalid periods, yielding clearer errors for bad configuration. * **Tests** * Expanded unit tests to validate WMA behavior for multiple periods (3 and 5) to increase reliability. <!-- end of auto-generated comment: release notes by coderabbit.ai --> --------- Signed-off-by: Heiko Weber <[email protected]> Co-authored-by: coderabbitai[bot] <136622811+coderabbitai[bot]@users.noreply.github.com> Co-authored-by: Onur Cinar <[email protected]>
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