gruelbox/orko

Script Engine: Access to financial functions/Indicators

AwooOOoo opened this issue · 9 comments

AwooOOoo commented

Is your feature request related to a problem? Please describe.
Expose interface to the financial functions/Indicators that are available in the chart window.

Describe the solution you'd like
There are a lot of great functions/indicators drop-down in the chart window that I don't want to have to reinvent to build trading algorithms around so it would be good if there was a way to take advantage of them via the scripting interface. Perhaps we can expose a bunch of function handles you could call with their associated parameters.

First expose an indicators object;

{
  accumulationDistribution: <function object>,
  advanceDeclineLine: <function object>,
  advanceDeclineRatio: <function object>,
  ...
  ...
}

Each function would take 1 'parameters' object which contains all of the parameters for that function. The description of the parameters for each function would be described in documentation.

Documentation

Bollinger Bands Indicator:

A Bollinger Band® is a technical analysis tool defined by a set of trendlines plotted two standard deviations (positively and negatively) away from a simple moving average (SMA) of a security's price, but which can be adjusted to user preferences.
Reference: [https://www.investopedia.com/terms/a/accumulationdistribution.asp]

Input Parameters:
The bollinger bands indicator takes the following parameters as inputs.

{
  resolution: 'SAME_AS_SYMBOL',
  length: 20,
  source: 'close',
  stdDev: 2,
  offset: '0.0'
}

Output:
The bollinger bans indicator returns the following structure.

{
  upperBandValue: '0.5714',
  lowerBandValue: '0.5523'
}

Calling:

var bb = indicators.bollingerBands; // grabs the function handle
 
var result = bb({resolution: 'SAME_AS_SYMBOL', length: 20, source: 'close', stdDev: 2, offset: '0.0'});

The indicator would have access to all of the historic data so that the indicator provides a valid response for the specific inputs.

Describe alternatives you've considered
It may be better to create an instance of the indicator and provide a callback so it is persistent as opposed to essentially creating it with each call which would likely use a lot more resources

Additional context
Script Access to all of these =D
image

badgerwithagun commented

@all-contributors add @AwooOOoo for feature requests

allcontributors commented

@badgerwithagun

I couldn't determine any contributions to add, did you specify any contributions?
Please make sure to use valid contribution names.

AwooOOoo commented

@badgerwithagun,
Thanks for the add's. I wasn't familiar with the whole emoji / contributor thing and that getting added to channels could be automated. I'll try and remember that for future posts.

badgerwithagun commented

No need to do anything! I just add people when they make contributions.

  • 👍1
AwooOOoo commented

Currently working on integrating https://github.com/ta4j/ta4j so we have programmatic access to indicators etc.

Any objections to this package or do you have any other preferences?

badgerwithagun commented

I believe there's already an issue open (a very early one) covering this.

badgerwithagun commented

No objections