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A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers

License: MIT License

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go_ehlers_indicators's Introduction

Ehlers Indicators and Filters

A collection of John Ehlers technical analysis indicators and filters written in pure go Every indicator includes tests and a graph on synthetic data.

Installation:

go get github.com/MathisWellmann/go_ehlers_indicators

Indicators / Filters include:

Images:

With synthetic data from MathisWellmann/timeseries_generator

fama laguerre_filter frama super_smoother cyber_cycle center_of_gravity mama gaussian_filter re_flex trend_flex laguerre_rsi Roofing Filter fisher_transform inverse_fisher_transform

TODOs:

  • Swiss Army Knife Indicator
  • Ehlers Filter
  • (maybe) Empirical mode decomposition
  • (maybe) Fourier Transform for traders

Feel free to post a pull-request for more indicators or in case I made a mistake.

go_ehlers_indicators's People

Contributors

mathiswellmann avatar

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