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img

img

 
 

LICENSE.md

LICENSE.md

 
 

README.md

README.md

 
 

center_of_gravity.go

center_of_gravity.go

 
 

center_of_gravity_test.go

center_of_gravity_test.go

 
 

cyber_cycle.go

cyber_cycle.go

 
 

cyber_cycle_test.go

cyber_cycle_test.go

 
 

extent.go

extent.go

 
 

fama.go

fama.go

 
 

fama_test.go

fama_test.go

 
 

fisher_transform.go

fisher_transform.go

 
 

fisher_transform_test.go

fisher_transform_test.go

 
 

frama.go

frama.go

 
 

frama_test.go

frama_test.go

 
 

gaussian_filter.go

gaussian_filter.go

 
 

gaussian_filter_test.go

gaussian_filter_test.go

 
 

inverse_fisher_transform.go

inverse_fisher_transform.go

 
 

inverse_fisher_transform_test.go

inverse_fisher_transform_test.go

 
 

laguerre_filter.go

laguerre_filter.go

 
 

laguerre_filter_test.go

laguerre_filter_test.go

 
 

laguerre_rsi.go

laguerre_rsi.go

 
 

laguerre_rsi_test.go

laguerre_rsi_test.go

 
 

mama.go

mama.go

 
 

mama_test.go

mama_test.go

 
 

plt.go

plt.go

 
 

re_flex.go

re_flex.go

 
 

re_flex_test.go

re_flex_test.go

 
 

roofing_filter.go

roofing_filter.go

 
 

roofing_filter_test.go

roofing_filter_test.go

 
 

super_smoother.go

super_smoother.go

 
 

super_smoother_test.go

super_smoother_test.go

 
 

trend_flex.go

trend_flex.go

 
 

trend_flex_test.go

trend_flex_test.go

 
 

zero_lag.go

zero_lag.go

 
 

zero_lag_test.go

zero_lag_test.go

 
 

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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.

About

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

Topics

trading technical-analysis ta-lib indicators ehlers-indicators

Resources

Readme

License

MIT license
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