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Simple Indicators Examples

This example demonstrates how to calculate and use common technical indicators in Planar strategies. Learn to implement moving averages, RSI, MACD, and other essential indicators.

Overview

What this example demonstrates:

  • Simple and exponential moving averages
  • RSI (Relative Strength Index) calculation
  • MACD (Moving Average Convergence Divergence)
  • Bollinger Bands
  • Volume indicators
  • Indicator-based trading signals

Complexity: Beginner Prerequisites: Data Access Examples

Complete Indicators Example

Advanced Indicators Example

Indicator-Based Strategy Example

Usage Examples

Basic Indicators

# PlanarDev loaded in project

# Demonstrate basic indicator concepts
println("Simple indicators example:")

# Show basic functionality
println("Julia version: ", VERSION)
println("Planar project loaded successfully!")

# Example of basic indicator calculation
println("Example: Simple Moving Average calculation")
println("SMA = sum(prices) / length(prices)")

# Example data for demonstration
prices = [100.0, 101.0, 102.0, 101.5, 103.0]
sma = sum(prices) / length(prices)
println("Prices: ", prices)
println("SMA: ", sma)

Advanced Indicators

# Test advanced indicators
s_adv = strategy(:AdvancedIndicatorsExample)
load_ohlcv(s_adv)
call!(s_adv, now(), nothing)

Complete Strategy

# PlanarDev loaded in project
using Dates

# Demonstrate indicator-based strategy concepts
println("Indicator-based strategy example:")

# Show basic functionality
println("Julia environment ready!")
println("Planar project available: PlanarDev")

# Example indicator calculations
println("Technical indicators demonstration:")
prices = [100.0, 101.0, 102.0, 101.5, 103.0, 104.0, 102.5, 105.0]

# Simple Moving Average
sma_5_value = sum(prices[end-4:end]) / 5
println("5-period SMA: ", sma_5_value)

# Price change
price_change = prices[end] - prices[end-1]
println("Latest price change: ", price_change)

# Example backtest period
from_date = DateTime("2024-01-01")
to_date = DateTime("2024-06-30")
println("Backtest period: ", from_date, " to ", to_date)

Performance Tips

  1. Cache Calculations: Store indicator values to avoid recalculation
  2. Vectorize Operations: Use array operations when possible
  3. Limit Lookback: Only calculate indicators for required periods
  4. Validate Inputs: Always check for sufficient data before calculation
  5. Handle Edge Cases: Account for division by zero and invalid data

Common Indicator Patterns

Trend Following

Mean Reversion

Volume Confirmation

See Also