https://github.com/mathiswellmann/go_ehlers_indicators

A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers
https://github.com/mathiswellmann/go_ehlers_indicators

ehlers-indicators indicators ta-lib technical-analysis trading

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

• Host: GitHub
• URL: https://github.com/mathiswellmann/go_ehlers_indicators
• Owner: MathisWellmann
• License: mit
• Created: 2020-01-30T13:39:30.000Z (about 6 years ago)
• Default Branch: master
• Last Pushed: 2020-11-19T19:15:49.000Z (about 5 years ago)
• Last Synced: 2023-07-11T03:36:16.137Z (over 2 years ago)
• Topics: ehlers-indicators, indicators, ta-lib, technical-analysis, trading
• Language: Go
• Homepage:
• Size: 802 KB
• Stars: 33
• Watchers: 2
• Forks: 10
• Open Issues: 2
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

          
# 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](https://github.com/MathisWellmann/go_timeseries_generator).

### Installation:

``

go get github.com/MathisWellmann/go_ehlers_indicators

``

### Indicators / Filters include:

- [FAMA](https://www.mesasoftware.com/papers/MAMA.pdf)

- [Laguerre Filter](http://mesasoftware.com/papers/TimeWarp.pdf)

- [FRAMA (Fractal adaptive moving average)](http://mesasoftware.com/papers/FRAMA.pdf)

- [Cyber Cycle](https://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf)

- [Center of Gravity](https://mesasoftware.com/papers/TheCGOscillator.pdf)

- [Fisher Transform](https://www.mesasoftware.com/papers/UsingTheFisherTransform.pdf)

- [Inverse FisherTransform](http://www.mesasoftware.com/papers/TheInverseFisherTransform.pdf)

- ReFlex

- TrendFlex

- [MAMA (MESA adaptive moving average)](https://www.mesasoftware.com/papers/MAMA.pdf)

- [Laguerre RSI](http://mesasoftware.com/papers/TimeWarp.pdf)

- [Roofing Filter](http://www.mesasoftware.com/papers/PredictiveIndicatorsForEffectiveTrading%20Strategies.pdf)

- [Super Smoother](http://www.mesasoftware.com/papers/PredictiveIndicatorsForEffectiveTrading%20Strategies.pdf)

- [Gaussian Filter](https://www.mesasoftware.com/papers/GaussianFilters.pdf)

### Images:

With synthetic data from [MathisWellmann/timeseries_generator](https://github.com/MathisWellmann/timeseries_generator)

![fama](img/fama.png)

![laguerre_filter](img/laguerre_filter.png)

![frama](img/frama.png)

![super_smoother](img/super_smoother.png)

![cyber_cycle](img/cyber_cycle.png)

![center_of_gravity](img/center_of_gravity.png)

![mama](img/mama.png)

![gaussian_filter](img/gaussian_filter_p3.png)

![re_flex](img/re_flex.png)

![trend_flex](img/trend_flex.png)

![laguerre_rsi](img/laguerre_rsi.png)

![Roofing Filter](img/roofing_filter.png)

![fisher_transform](img/fisher_transform.png)

![inverse_fisher_transform](img/inverse_fisher_transform.png)

### TODOs:

- Swiss Army Knife Indicator

- [Ehlers Filter](http://mesasoftware.com/papers/EhlersFilters.pdf)

- (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.