Structs§
- Average
True Range - Average true range (ATR).
- Bollinger
Bands - A Bollinger Bands (BB). (BB). It is a type of infinite impulse response filter that calculates Bollinger Bands using Exponential Moving Average. The Bollinger Bands are represented by Average EMA and standard deviaton that is moved ‘k’ times away in both directions from calculated average value.
- Bollinger
Bands Output - Efficiency
Ratio - Kaufman’s Efficiency Ratio (ER).
- Exponential
Moving Average - An exponential moving average (EMA), also known as an exponentially weighted moving average (EWMA).
- Fast
Stochastic - Fast stochastic oscillator.
- Maximum
- Returns the highest value in a given time frame.
- Minimum
- Returns the lowest value in a given time frame.
- Money
Flow Index - Money Flow Index (MFI).
- Moving
Average Convergence Divergence - Moving average converge divergence (MACD).
- OnBalance
Volume - On Balance Volume (OBV).
- Rate
OfChange - Rate of Change (ROC)
- Relative
Strength Index - The relative strength index (RSI).
- Simple
Moving Average - Simple moving average (SMA).
- Slow
Stochastic - Slow stochastic oscillator.
- Standard
Deviation - Standard deviation (SD).
- True
Range - The range of a day’s trading is simply high - low. The true range extends it to yesterday’s closing price if it was outside of today’s range.
- Weighted
Moving Average - Weighted moving average (SMA).