YATA

Yet Another Technical Analysis library

YaTa implements most common technical analysis methods and indicators.

It also provides you an interface to create your own indicators.

Some commonly used methods:

• Accumulation-distribution index;
• Cross / CrossAbove / CrossUnder;
• Derivative (differential)
• Highest / Lowest / Highest-Lowest Delta
• Hull moving average
• Integral (sum)
• Linear regression moving average
• Momentum
• Pivot points
• Simple moving average
• Weighted moving average
• Volume weighted moving average
• Exponential moving average family: EMA, DMA, TMA, DEMA, TEMA
• Symmetrically weighted moving average

And many others. See all

Some commonly used indicators:

• Average Directional Index;
• Awesome Oscillator;
• Bollinger Bands;
• Commodity Channel Index;
• Detrended Price Oscillator;
• Ease Of Movement;
• Elders Force Index;
• Envelopes;
• Fisher Transform;
• Ichimoku Cloud;
• Keltner Channels;
• Moving Average Convergence Divergence (MACD);
• Money Flow Index;
• Price Channel Strategy;
• Relative Strength Index (RSI);
• Stochastic Oscillator;
• Trix;
• Woodies CCI;

And many others. See all

Method usage example

use yata::prelude::*;
use yata::methods::EMA;

// EMA of length=3
let mut ema = EMA::new(3, 3.0);

ema.next(3.0);
ema.next(6.0);

assert_eq!(ema.next(9.0), 6.75);
assert_eq!(ema.next(12.0), 9.375);

Indicator usage example

use yata::helpers::{RandomCandles, RegularMethods};
use yata::indicators::MACD;
use yata::prelude::*;

let mut candles = RandomCandles::new();
let mut macd = MACD::default();
macd.period3 = 4; // setting signal period MA to 4

macd.method1 = "sma".into(); // one way of defining methods inside indicators

macd.method3 = RegularMethods::TEMA; // another way of defining methods inside indicators

let mut macd = macd.init(candles.first());

for candle in candles.take(10) {
	let result = macd.next(candle);

	println!("{:?}", result);
}

Current usafe status

Currently there is no unsafe code in the crate.

Suggestions

You are welcome to give any suggestions about implementing new indicators and methods.

Say thanks

If you like this library and you want to say thanks, you can do it also by donating to bitcoin address 1P3gTnaTK9LKSYx2nETrKe2zjP4HMkdhvK