README.md

Technical Analysis Library in Kotlin

It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Close, High, Low, Volume). It is built on dataframe and multik.

The library has implemented 38 indicators:

Volume

ID	Name
1	Money Flow Index (MFI)
2	Accumulation/Distribution Index (ADI)
3	On-Balance Volume (OBV)
4	Chaikin Money Flow (CMF)
5	Force Index (FI)
6	Ease of Movement (EoM, EMV)
7	Volume-price Trend (VPT)
8	Negative Volume Index (NVI)
9	Volume Weighted Average Price (VWAP)

Volatility

ID	Name
10	Average True Range (ATR)
11	Bollinger Bands (BB)
12	Keltner Channel (KC)
13	Donchian Channel (DC)
14	Ulcer Index (UI)

Trend

ID	Name
15	Simple Moving Average (SMA)
16	Exponential Moving Average (EMA)
17	Moving Average Convergence Divergence (MACD)
18	Vortex Indicator (VI)
19	Trix (TRIX)
20	Mass Index (MI)
21	Detrended Price Oscillator (DPO)
22	KST Oscillator (KST)
23	Ichimoku Kinkō Hyō (Ichimoku)
24	Schaff Trend Cycle (STC)
25	Aroon Indicator

Momentum

ID	Name
26	Relative Strength Index (RSI)
27	Stochastic RSI (SRSI)
28	True strength index (TSI)
29	Ultimate Oscillator (UO)
30	Stochastic Oscillator (SR)
31	Williams %R (WR)
32	Awesome Oscillator (AO)
33	Rate of Change (ROC)
34	Percentage Price Oscillator (PPO)
35	Percentage Volume Oscillator (PVO)

Others

ID	Name
36	Daily Return (DR)
37	Daily Log Return (DLR)
38	Cumulative Return (CR)

How to use

implementation("io.github.velkonost:technical-analysis:0.1.2")

Example

See ExampleRunner to get code examples