-
-
Notifications
You must be signed in to change notification settings - Fork 57
/
Copy pathstrategyInfo.ts
148 lines (145 loc) · 4.24 KB
/
strategyInfo.ts
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
// Copyright (c) 2022 Onur Cinar. All Rights Reserved.
// https://github.com/cinar/indicatorts
import { StrategyFunction } from '../strategy/strategyFunction';
// buy and hold
import { buyAndHoldStrategy } from '../strategy/buyAndHoldStrategy';
// momentum
import { awesomeOscillatorStrategy } from '../strategy/momentum/awesomeOscillatorStrategy';
import { ichimokuCloudStrategy } from '../strategy/momentum/ichimokuCloudStrategy';
import { rsi2Strategy } from '../strategy/momentum/rsi2Strategy';
import { stochasticOscillatorStrategy } from '../strategy/momentum/stochasticOscillatorStrategy';
import { williamsRStrategy } from '../strategy/momentum/williamsRStrategy';
// trend
import { absolutePriceOscillatorStrategy } from '../strategy/trend/absolutePriceOscillatorStrategy';
import { aroonStrategy } from '../strategy/trend/aroonStrategy';
import { balanceOfPowerStrategy } from '../strategy/trend/balanceOfPowerStrategy';
import { chandeForecastOscillatorStrategy } from '../strategy/trend/chandeForecastOscillatorStrategy';
import { kdjStrategy } from '../strategy/trend/kdjStrategy';
import { macdStrategy } from '../strategy/trend/macdStrategy';
import { psarStrategy } from '../strategy/trend/parabolicSarStrategy';
import { typicalPriceStrategy } from '../strategy/trend/typicalPriceStrategy';
import { vortexStrategy } from '../strategy/trend/vortexStrategy';
// volatility
import { accelerationBandsStrategy } from '../strategy/volatility/accelerationBandsStrategy';
import { bollingerBandsStrategy } from '../strategy/volatility/bollingerBandsStrategy';
import { projectionOscillatorStrategy } from '../strategy/volatility/projectionOscillatorStrategy';
// volume
import { chaikinMoneyFlowStrategy } from '../strategy/volume/chaikinMoneyFlowStrategy';
import { easeOfMovementStrategy } from '../strategy/volume/easeOfMovementStrategy';
import { forceIndexStrategy } from '../strategy/volume/forceIndexStrategy';
import { moneyFlowIndexStrategy } from '../strategy/volume/moneyFlowIndexStrategy';
import { negativeVolumeIndexStrategy } from '../strategy/volume/negativeVolumeIndexStrategy';
import { volumeWeightedAveragePriceStrategy } from '../strategy/volume/volumeWeightedAveragePriceStrategy';
/**
* Strategy info.
*/
export interface StrategyInfo {
name: string;
strategy: StrategyFunction;
}
/**
* Strategy infos.
*/
export const STRATEGY_INFOS: StrategyInfo[] = [
// buy and hold
{
name: 'Buy Hold',
strategy: buyAndHoldStrategy,
},
// momentum
{
name: 'Awesome Oscillator',
strategy: awesomeOscillatorStrategy,
},
{
name: 'RSI 2',
strategy: rsi2Strategy,
},
{
name: 'Ichimoku Cloud',
strategy: ichimokuCloudStrategy,
},
{
name: 'Stochastic Oscillator',
strategy: stochasticOscillatorStrategy,
},
{
name: 'Williams R',
strategy: williamsRStrategy,
},
// trend
{
name: 'Absolute Price Oscillator (APO)',
strategy: absolutePriceOscillatorStrategy,
},
{
name: 'Aroon Strategy',
strategy: aroonStrategy,
},
{
name: 'Balance of Power (BOM)',
strategy: balanceOfPowerStrategy,
},
{
name: 'Chande Forecast Oscillator (CFO)',
strategy: chandeForecastOscillatorStrategy,
},
{
name: 'KDJ Strategy',
strategy: kdjStrategy,
},
{
name: 'MACD Strategy',
strategy: macdStrategy,
},
{
name: 'Parabolic SAR',
strategy: psarStrategy,
},
{
name: 'Typical Price',
strategy: typicalPriceStrategy,
},
{
name: 'Vortex Strategy',
strategy: vortexStrategy,
},
// volatility
{
name: 'Acceleration Bands',
strategy: accelerationBandsStrategy,
},
{
name: 'Bollinger Bands',
strategy: bollingerBandsStrategy,
},
{
name: 'Projection Oscillator',
strategy: projectionOscillatorStrategy,
},
// volume
{
name: 'Chaikin Money Flow (CMF)',
strategy: chaikinMoneyFlowStrategy,
},
{
name: 'Ease of Movement (EMV)',
strategy: easeOfMovementStrategy,
},
{
name: 'Force Index',
strategy: forceIndexStrategy,
},
{
name: 'Money Flow Index',
strategy: moneyFlowIndexStrategy,
},
{
name: 'Negative Volume Index (NVI)',
strategy: negativeVolumeIndexStrategy,
},
{
name: 'Volume Weighted Average Price',
strategy: volumeWeightedAveragePriceStrategy,
},
];