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Indicators is a Julia package offering efficient implementations of many technical analysis indicators and algorithms. This work is inspired by the TTR package in R and the Python implementation of TA-Lib, and the ultimate goal is to implement all of the functionality of these offerings (and more) in Julia. This package has been written to be able to interface with both native Julia Array types, as well as the TS time series type from the Temporal package. Contributions are of course always welcome for wrapping any of these functions in methods for other types and/or packages out there, as are suggestions for other indicators to add to the lists.
Features
- Momentum Indicators
- Volatility Indicators
- Examples available
- MACD (moving average convergence-divergence)
- SMI (stochastic momentum indicator)
- KAMA (Kaufman adaptive moving average)
Project Samples
Categories
Data VisualizationLicense
MIT LicenseFollow Indicators.jl
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