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);

asserteq!(ema.next(9.0), 6.75); asserteq!(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

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