Expand description
§indexes_rs Library
Welcome to the indexes_rs
library! This library provides a suite of technical indicators for financial market analysis. All indicators and related types are grouped under the v1
and v2
modules.
§Version 1 (v1)
The original collection of fundamental technical indicators including RSI, MACD, Bollinger Bands, and other essential indicators for technical analysis.
§Version 2 (v2)
An advanced collection of technical indicators specifically designed for cryptocurrency trading algorithms and sophisticated signal aggregation systems. This version focuses on volume-based indicators, trend strength measurement, and momentum analysis optimized for crypto market volatility.
The v2 indicators implemented in this library include:
- OBV (On Balance Volume): Volume-based momentum indicator that tracks cumulative volume flow.
- MFI (Money Flow Index): Volume-weighted RSI that combines price and volume for overbought/oversold analysis.
- Parabolic SAR: Trend-following indicator providing dynamic stop-loss levels and reversal signals.
- ADX (Average Directional Index): Measures trend strength regardless of direction, essential for trend filtering.
- CCI (Commodity Channel Index): Momentum oscillator for identifying cyclical trends and extreme conditions.
- Williams %R: Momentum indicator for detecting extreme overbought/oversold conditions.
- Standard Deviation: Mathematical foundation for volatility measurement and statistical analysis.
Each module contains its own implementation (typically in a main.rs
file) and associated tests (in a __tests__.rs
or _tests__
directory). For more details on each indicator, please refer to the documentation within the corresponding module.