Package com.quantfinlib.indicators
package com.quantfinlib.indicators
Technical analysis engine:
Indicators
(21 batch indicators over primitive arrays, NaN warm-ups) and
StreamingIndicators (O(1)-per-tick
incremental versions for live/HFT strategies). The two are verified
bit-identical by parity tests, so a strategy backtested on batch
arrays behaves exactly the same running live on streaming updates.-
ClassDescriptionTechnical Indicator Engine: production-ready implementations of the standard technical analysis toolkit.direction: +1 = uptrend (value is support), -1 = downtrend (value is resistance).Incremental O(1)-per-tick indicators for live/HFT strategies: update state with each new value instead of recomputing arrays.Exponential moving average seeded with the SMA of the first
periodvalues.MACD line, signal and histogram, matching the batch seeding exactly.Wilder RSI; NaN untilperiodprice changes have been observed.Simple moving average over a fixed window; NaN until the window fills.Cumulative volume-weighted average price.