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aravindh-beiota's Issues
Allow volume to be dropped when writing OHLCV
Scope: OHLCVWriter.java
Fibonacci retracements and extensions
Cater to frequencies in new filename format
FXRateCalculator
Configure number of significant figures to be written
Scope: OHLCVWriter, IndicatorWriter
Update indicator files
Implement Channel patterns
Implement volume-based indicators: VPT, MVPT, VFI and FVE
Candlestick indicators
Leverage TA-Lib perhaps?
References:
Trendlines indicator yields inconsistent results in a multi-threaded environment
OHLCVChartVisualiser's built-in volume moving average appears displaced
Display trading signals on chart
OHLCVChartVisualiser currently allows price overlays and indicators. Enhance it to display trading signals, sourced either in raw form or from trading strategies.
Add indicator parameters to name
Harmonic Patterns
Support TimeSeries truncation and padding
Remove TA-Lib dependency
Scope: non-candlestick indicators.
Speed up Stochastic Oscillators
Caused by commit 29f4b30.
scope: FastStochastic, Stochastic, KDJ
Implement broadening formation patterns
Reference:
http://thepatternsite.com/visualcpindex.html
Consolidate indicators into one file to save space from redundant dates
How should the indicator reader segregate?
Speed up Tops and Bottoms indicators
Store extrema when encountered for future use.
Auto-create intermediate cross rates if required
Long-running trendlines might mask others
Especially when recent prices have appreciably detached from long-running trend.
Write faster
Time taken to write for signal and indicator generation: ~50% and up to 90% of execution time respectively (~1ms / file)
Not unanimous composite strategies not triggered
Occurs when current reference signal is neither buy nor sell.
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