Indicator Go

Indicator is a Golang module that provides an extensive set of technical analysis indicators, strategies, and a framework for backtesting.

An extensive technical analysis library for research and education - 80+ indicators and backtesting framework.

Major improvements in v2:

• Enhanced Code Quality: A complete rewrite was undertaken to achieve and maintain at least 90% code coverage.
• Improved Testability: Each indicator and strategy have dedicated test data in CSV format for easier validation.
• Streamlined Data Handling: The library was rewritten to operate on data streams (Go channels) for both inputs and outputs. If you prefer using slices, helper functions like helper.SliceToChan and helper.ChanToSlice are available. Alternatively, you can still use the v1 version.
• Configurable Indicators and Strategies: All indicators and strategies were designed to be fully configurable with no preset values.
• Generics Support: The library leverages Golang generics to support various numeric data formats.

There is also a TypeScript version of this module at Indicator TS.

⚠️ Risk Disclosure & Legal Disclaimer

1. Strict Educational, Research, and Informational Purpose Notice: This repository, software library, documentation, and all associated tools, mathematical models, indicator calculations, example strategies, and backtesting utilities are provided strictly and solely for educational, academic, and research purposes. Nothing contained herein constitutes, or is intended to constitute, investment, financial, tax, legal, or trading advice. No communication or output from this software shall be construed as a recommendation, endorsement, solicitation, or offer to buy or sell any security, commodity, currency, digital asset, or other financial instrument.

2. Non-Advisory and Non-Fiduciary Status: The Indicator Authors, maintainers, contributors, and copyright holders are not registered investment advisers (RIAs), registered broker-dealers, commodity trading advisors (CTAs), commodity pool operators (CPOs), financial planners, or tax advisors with the U.S. Securities and Exchange Commission (SEC), the U.S. Commodity Futures Trading Commission (CFTC), the Financial Industry Regulatory Authority (FINRA), or any other regulatory agency or authority in any jurisdiction. The maintainers do not act in any fiduciary capacity, and no fiduciary, advisory, or professional-client relationship is established through the use of, contribution to, or access to this software.

3. Risk Disclosure Regarding Substantial Trading Losses and Leverage: Trading and investing in equities, options, futures, foreign exchange (Forex), commodities, and cryptocurrencies carries substantial risk of loss and is not suitable for all individuals or investors. Prices of financial instruments fluctuate significantly and unpredictably. The use of leverage, margin, or derivative contracts can rapidly amplify losses as well as gains, potentially resulting in the complete loss of all invested capital or losses exceeding initial deposits. You should carefully consider whether trading is appropriate for you in light of your personal financial condition, experience level, and risk tolerance, and you should consult with qualified, licensed financial advisors before making any investment or trading decisions.

4. CFTC-Style Hypothetical and Backtested Performance Disclosure (CFTC Rule 4.41): Hypothetical, simulated, or backtested performance results have inherent and significant limitations. Unlike an actual performance record, simulated results do not represent actual trading. Because trades have not actually been executed, results may over- or under-compensate for the impact, if any, of certain market factors, including but not limited to lack of liquidity, order execution delays, market impact, exchange fees, slippage, and spread. Furthermore, hypothetical and simulated trading programs are designed with the benefit of hindsight and retrospective knowledge of historical price movements. No representation or warranty is being made that any account, strategy, or portfolio will or is likely to achieve profits, avoid losses, or experience outcomes similar to those illustrated in any backtest, example, or simulation.

5. "AS IS" Software Liability Limitation & Disclaimers: This software is provided on an "AS IS" and "AS AVAILABLE" basis, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, TITLE, ACCURACY, COMPLETENESS, AND NON-INFRINGEMENT. IN NO EVENT SHALL THE AUTHORS, MAINTAINERS, CONTRIBUTORS, OR COPYRIGHT HOLDERS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, PUNITIVE, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, FINANCIAL LOSSES, TRADING LOSSES, LOSS OF CAPITAL, LOSS OF PROFITS, LOSS OF DATA, SYSTEM FAILURES, INACCURATE CALCULATIONS, OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND UNDER ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF OR INABILITY TO USE THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGES.

👆 Indicators Provided

The following list of indicators are currently supported by this package:

📈 Trend Indicators

• Absolute Price Oscillator (APO)
• Aroon Indicator
• Balance of Power (BoP)
• Chande Forecast Oscillator (CFO)
• Commodity Channel Index (CCI)
• Envelope
• Hull Moving Average (HMA)
• Detrended Price Oscillator (DPO)
• Double Exponential Moving Average (DEMA)
• Exponential Moving Average (EMA)
• Kaufman's Adaptive Moving Average (KAMA)
• Know Sure Thing (KST)
• Mass Index (MI)
• McGinley Dynamic
• Moving Average Convergence Divergence (MACD)
• Moving Least Square (MLS)
• Moving Linear Regression (MLR)
• Moving Max
• Moving Min
• Moving Sum
• Pivot Point
• Random Index (KDJ)
• Rate of Change (ROC)
• Stochastic
• Slow Stochastic
• Schaff Trend Cycle (STC)
• Rolling Moving Average (RMA)
• Simple Moving Average (SMA)
• Since Change
• Slope
• Smoothed Moving Average (SMMA)
• Triple Exponential Moving Average (TEMA)
• Triangular Moving Average (TRIMA)
• Triple Exponential Average (TRIX)
• True Strength Index (TSI)
• Tillson T3
• [Typical Price](https://github.com/cinar/indicator/blob/HEAD/trend/README.md#Typica