import "github.com/cinar/indicator/v2/strategy/trend"Package trend contains the trend strategy functions.
This package belongs to the Indicator project. Indicator is a Golang module that supplies a variety of technical indicators, strategies, and a backtesting framework for analysis.
Copyright (c) 2021-2024 Onur Cinar.
The source code is provided under GNU AGPLv3 License.
https://github.com/cinar/indicator
The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.
- Constants
- func AllStrategies() []strategy.Strategy
- type ApoStrategy
- type AroonStrategy
- type BopStrategy
- type CciStrategy
- type DemaStrategy
- type EnvelopeStrategy
- func NewEnvelopeStrategy() *EnvelopeStrategy
- func NewEnvelopeStrategyWith(envelope *trend.Envelope[float64]) *EnvelopeStrategy
- func (e *EnvelopeStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
- func (e *EnvelopeStrategy) Name() string
- func (e *EnvelopeStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type GoldenCrossStrategy
- func NewGoldenCrossStrategy() *GoldenCrossStrategy
- func NewGoldenCrossStrategyWith(fastPeriod, slowPeriod int) *GoldenCrossStrategy
- func (t *GoldenCrossStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action
- func (*GoldenCrossStrategy) Name() string
- func (t *GoldenCrossStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type KamaStrategy
- func NewKamaStrategy() *KamaStrategy
- func NewKamaStrategyWith(erPeriod, fastScPeriod, slowScPeriod int) *KamaStrategy
- func (k *KamaStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
- func (k *KamaStrategy) Name() string
- func (k *KamaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type KdjStrategy
- type MacdStrategy
- func NewMacdStrategy() *MacdStrategy
- func NewMacdStrategyWith(period1, period2, period3 int) *MacdStrategy
- func (m *MacdStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
- func (m *MacdStrategy) Name() string
- func (m *MacdStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type QstickStrategy
- type TrimaStrategy
- type TripleMovingAverageCrossoverStrategy
- func NewTripleMovingAverageCrossoverStrategy() *TripleMovingAverageCrossoverStrategy
- func NewTripleMovingAverageCrossoverStrategyWith(fastPeriod, mediumPeriod, slowPeriod int) *TripleMovingAverageCrossoverStrategy
- func (t *TripleMovingAverageCrossoverStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action
- func (*TripleMovingAverageCrossoverStrategy) Name() string
- func (t *TripleMovingAverageCrossoverStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type TrixStrategy
- type TsiStrategy
- func NewTsiStrategy() *TsiStrategy
- func NewTsiStrategyWith(firstSmoothingPeriod, secondSmoothingPeriod, signalPeriod int) *TsiStrategy
- func (t *TsiStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
- func (t *TsiStrategy) IdlePeriod() int
- func (t *TsiStrategy) Name() string
- func (t *TsiStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
- type VwmaStrategy
const (
// DefaultDemaStrategyPeriod1 is the first DEMA period.
DefaultDemaStrategyPeriod1 = 5
// DefaultDemaStrategyPeriod2 is the second DEMA period.
DefaultDemaStrategyPeriod2 = 35
)const (
// DefaultGoldenCrossStrategyFastPeriod is the default golden cross strategy fast period.
DefaultGoldenCrossStrategyFastPeriod = 50
// DefaultGoldenCrossStrategySlowPeriod is the default golden cross strategy slow period.
DefaultGoldenCrossStrategySlowPeriod = 200
)const (
// DefaultTrimaStrategyShortPeriod is the first TRIMA period.
DefaultTrimaStrategyShortPeriod = 20
// DefaultTrimaStrategyLongPeriod is the second TRIMA period.
DefaultTrimaStrategyLongPeriod = 50
)const (
// DefaultTripleMovingAverageCrossoverStrategyFastPeriod is the default triple moving average crossover strategy fast period.
DefaultTripleMovingAverageCrossoverStrategyFastPeriod = 21
// DefaultTripleMovingAverageCrossoverStrategyMediumPeriod is the default triple moving average crossover strategy medium period.
DefaultTripleMovingAverageCrossoverStrategyMediumPeriod = 50
// DefaultTripleMovingAverageCrossoverStrategySlowPeriod is the default triple moving average crossover strategy slow period.
DefaultTripleMovingAverageCrossoverStrategySlowPeriod = 200
)const (
// DefaultTsiStrategySignalPeriod is the default signal line period of 12.
DefaultTsiStrategySignalPeriod = 12
)const (
// DefaultVwmaStrategyPeriod is the default VWMA period.
DefaultVwmaStrategyPeriod = 20
)func AllStrategies
func AllStrategies() []strategy.StrategyAllStrategies returns a slice containing references to all available trend strategies.
type ApoStrategy
ApoStrategy represents the configuration parameters for calculating the APO strategy. An APO value crossing above zero suggests a bullish trend, while crossing below zero indicates a bearish trend. Positive APO values signify an upward trend, while negative values signify a downward trend.
type ApoStrategy struct {
// Apo represents the configuration parameters for calculating the
// Absolute Price Oscillator (APO).
Apo *trend.Apo[float64]
}func NewApoStrategy
func NewApoStrategy() *ApoStrategyNewApoStrategy function initializes a new APO strategy instance with the default parameters.
func (*ApoStrategy) Compute
func (a *ApoStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*ApoStrategy) Name
func (*ApoStrategy) Name() stringName returns the name of the strategy.
func (*ApoStrategy) Report
func (a *ApoStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type AroonStrategy
AroonStrategy represents the configuration parameters for calculating the Aroon strategy. Aroon is a technical analysis tool that gauges trend direction and strength in asset prices. It comprises two lines: Aroon Up and Aroon Down. Aroon Up measures uptrend strength, while Aroon Down measures downtrend strength. When Aroon Up exceeds Aroon Down, it suggests a bullish trend; when Aroon Down surpasses Aroon Up, it indicates a bearish trend.
type AroonStrategy struct {
// Aroon represent the configuration for calculating the Aroon indicator.
Aroon *trend.Aroon[float64]
}func NewAroonStrategy
func NewAroonStrategy() *AroonStrategyNewAroonStrategy function initializes a new Aroon strategy instance with the default parameters.
func (*AroonStrategy) Compute
func (a *AroonStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*AroonStrategy) Name
func (*AroonStrategy) Name() stringName returns the name of the strategy.
func (*AroonStrategy) Report
func (a *AroonStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type BopStrategy
BopStrategy gauges the strength of buying and selling forces using the Balance of Power (BoP) indicator. A positive BoP value suggests an upward trend, while a negative value indicates a downward trend. A BoP value of zero implies equilibrium between the two forces.
type BopStrategy struct {
// Bop represents the configuration parameters for calculating the
// Balance of Power (BoP).
Bop *trend.Bop[float64]
}func NewBopStrategy
func NewBopStrategy() *BopStrategyNewBopStrategy function initializes a new BoP strategy instance with the default parameters.
func (*BopStrategy) Compute
func (b *BopStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*BopStrategy) Name
func (*BopStrategy) Name() stringName returns the name of the strategy.
func (*BopStrategy) Report
func (b *BopStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type CciStrategy
CciStrategy represents the configuration parameters for calculating the CCI strategy. A CCI value crossing above the 100+ suggests a bullish trend, while crossing below the 100- indicates a bearish trend.
type CciStrategy struct {
// Cci represents the configuration parameters for calculating the CCI.
Cci *trend.Cci[float64]
}func NewCciStrategy
func NewCciStrategy() *CciStrategyNewCciStrategy function initializes a new CCI strategy instance.
func (*CciStrategy) Compute
func (t *CciStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*CciStrategy) Name
func (*CciStrategy) Name() stringName returns the name of the strategy.
func (*CciStrategy) Report
func (t *CciStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type DemaStrategy
DemaStrategy represents the configuration parameters for calculating the DEMA strategy. A bullish cross occurs when DEMA with 5 days period moves above DEMA with 35 days period. A bearish cross occurs when DEMA with 35 days period moves above DEMA With 5 days period.
type DemaStrategy struct {
// Dema1 represents the configuration parameters for
// calculating the first DEMA.
Dema1 *trend.Dema[float64]
// Dema2 represents the configuration parameters for
// calculating the second DEMA.
Dema2 *trend.Dema[float64]
}func NewDemaStrategy
func NewDemaStrategy() *DemaStrategyNewDemaStrategy function initializes a new DEMA strategy instance with the default parameters.
func (*DemaStrategy) Compute
func (d *DemaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*DemaStrategy) Name
func (*DemaStrategy) Name() stringName returns the name of the strategy.
func (*DemaStrategy) Report
func (d *DemaStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type EnvelopeStrategy
EnvelopeStrategy represents the configuration parameters for calculating the Envelope strategy. When the closing is above the upper band suggests a Sell recommendation, and when the closing is below the lower band suggests a buy recommendation.
type EnvelopeStrategy struct {
// Envelope is the envelope indicator instance.
Envelope *trend.Envelope[float64]
}func NewEnvelopeStrategy
func NewEnvelopeStrategy() *EnvelopeStrategyNewEnvelopeStrategy function initializes a new Envelope strategy with the default parameters.
func NewEnvelopeStrategyWith(envelope *trend.Envelope[float64]) *EnvelopeStrategyNewEnvelopeStrategyWith function initializes a new Envelope strategy with the given Envelope instance.
func (*EnvelopeStrategy) Compute
func (e *EnvelopeStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*EnvelopeStrategy) Name
func (e *EnvelopeStrategy) Name() stringName returns the name of the strategy.
func (*EnvelopeStrategy) Report
func (e *EnvelopeStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type GoldenCrossStrategy
GoldenCrossStrategy defines the parameters used to calculate the Golden Cross trading strategy. This strategy uses two Exponential Moving Averages (EMAs) with different lengths to identify potential buy and sell signals. - A buy signal is generated when the **fastest** EMA crosses above the **slowest** EMAs. - A sell signal is generated when the fastest EMA crosses below the slowest EMAs. - Otherwise, the strategy recommends holding the asset.
type GoldenCrossStrategy struct {
// FastEma is the fastest EMA.
FastEma *trend.Ema[float64]
// SlowEma is the slowest EMA.
SlowEma *trend.Ema[float64]
}func NewGoldenCrossStrategy() *GoldenCrossStrategyNewGoldenCrossStrategy function initializes a new Golden Cross strategy instance with the default parameters.
func NewGoldenCrossStrategyWith(fastPeriod, slowPeriod int) *GoldenCrossStrategyNewGoldenCrossStrategyWith function initializes a new Golden Cross strategy instance with the given periods.
func (*GoldenCrossStrategy) Compute
func (t *GoldenCrossStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*GoldenCrossStrategy) Name
func (*GoldenCrossStrategy) Name() stringName returns the name of the strategy.
func (*GoldenCrossStrategy) Report
func (t *GoldenCrossStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type KamaStrategy
KamaStrategy represents the configuration parameters for calculating the KAMA strategy. A closing price crossing above the KAMA suggests a bullish trend, while crossing below the KAMA indicates a bearish trend.
type KamaStrategy struct {
// Kama represents the configuration parameters for calculating the Kaufman's Adaptive Moving Average (KAMA).
Kama *trend.Kama[float64]
}func NewKamaStrategy
func NewKamaStrategy() *KamaStrategyNewKamaStrategy function initializes a new KAMA strategy instance.
func NewKamaStrategyWith
func NewKamaStrategyWith(erPeriod, fastScPeriod, slowScPeriod int) *KamaStrategyNewKamaStrategyWith function initializes a new KAMA strategy instance with the given parameters.
func (*KamaStrategy) Compute
func (k *KamaStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*KamaStrategy) Name
func (k *KamaStrategy) Name() stringName returns the name of the strategy.
func (*KamaStrategy) Report
func (k *KamaStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type KdjStrategy
KdjStrategy represents the configuration parameters for calculating the KDJ strategy. Generates BUY action when j value crosses above both k and d values. Generates SELL action when j value crosses below both k and d values.
type KdjStrategy struct {
// Kdj represents the configuration parameters for calculating the KDJ.
Kdj *trend.Kdj[float64]
}func NewKdjStrategy
func NewKdjStrategy() *KdjStrategyNewKdjStrategy function initializes a new KDJ strategy instance.
func (*KdjStrategy) Compute
func (kdj *KdjStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*KdjStrategy) Name
func (*KdjStrategy) Name() stringName returns the name of the strategy.
func (*KdjStrategy) Report
func (kdj *KdjStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type MacdStrategy
MacdStrategy represents the configuration parameters for calculating the MACD strategy. A MACD value crossing above the signal line suggests a bullish trend, while crossing below the signal line indicates a bearish trend.
type MacdStrategy struct {
// Macd represents the configuration parameters for calculating the
// Moving Average Convergence Divergence (MACD).
Macd *trend.Macd[float64]
}func NewMacdStrategy
func NewMacdStrategy() *MacdStrategyNewMacdStrategy function initializes a new MACD strategy instance.
func NewMacdStrategyWith
func NewMacdStrategyWith(period1, period2, period3 int) *MacdStrategyNewMacdStrategyWith function initializes a new MACD strategy instance with the given parameters.
func (*MacdStrategy) Compute
func (m *MacdStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*MacdStrategy) Name
func (m *MacdStrategy) Name() stringName returns the name of the strategy.
func (*MacdStrategy) Report
func (m *MacdStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type QstickStrategy
QstickStrategy represents the configuration parameters for calculating the Qstick strategy. Qstick is a momentum indicator used to identify an asset's trend by looking at the SMA of the difference between its closing and opening.
A Qstick above zero indicates increasing buying pressure, while a Qstick below zero indicates increasing selling pressure.
type QstickStrategy struct {
// Qstick represents the configuration parameters for calculating the Qstick.
Qstick *momentum.Qstick[float64]
}func NewQstickStrategy
func NewQstickStrategy() *QstickStrategyNewQstickStrategy function initializes a new Qstick strategy instance.
func (*QstickStrategy) Compute
func (q *QstickStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*QstickStrategy) Name
func (*QstickStrategy) Name() stringName returns the name of the strategy.
func (*QstickStrategy) Report
func (q *QstickStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type TrimaStrategy
TrimaStrategy represents the configuration parameters for calculating the TRIMA strategy. A bullish cross occurs when the short TRIMA moves above the long TRIMA. A bearish cross occurs when the short TRIMA moves below the long TRIME.
type TrimaStrategy struct {
// Trima1 represents the configuration parameters for calculating the short TRIMA.
Short *trend.Trima[float64]
// Trima2 represents the configuration parameters for calculating the long TRIMA.
Long *trend.Trima[float64]
}func NewTrimaStrategy
func NewTrimaStrategy() *TrimaStrategyNewTrimaStrategy function initializes a new TRIMA strategy instance with the default parameters.
func (*TrimaStrategy) Compute
func (t *TrimaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*TrimaStrategy) Name
func (*TrimaStrategy) Name() stringName returns the name of the strategy.
func (*TrimaStrategy) Report
func (t *TrimaStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
TripleMovingAverageCrossoverStrategy defines the parameters used to calculate the Triple Moving Average Crossover trading strategy. This strategy uses three Exponential Moving Averages (EMAs) with different lengths to identify potential buy and sell signals. - A buy signal is generated when the **fastest** EMA crosses above both the **medium** and **slowest** EMAs. - A sell signal is generated when the fastest EMA crosses below both the medium and slowest EMAs. - Otherwise, the strategy recommends holding the asset.
type TripleMovingAverageCrossoverStrategy struct {
// FastEma is the fastest EMA.
FastEma *trend.Ema[float64]
// MediumEma is the meium EMA.
MediumEma *trend.Ema[float64]
// SlowEma is the slowest EMA.
SlowEma *trend.Ema[float64]
}func NewTripleMovingAverageCrossoverStrategy() *TripleMovingAverageCrossoverStrategyNewTripleMovingAverageCrossoverStrategy function initializes a new Triple Moving Average Crossover strategy instance with the default parameters.
func NewTripleMovingAverageCrossoverStrategyWith(fastPeriod, mediumPeriod, slowPeriod int) *TripleMovingAverageCrossoverStrategyNewTripleMovingAverageCrossoverStrategyWith function initializes a new Triple Moving Average Crossover strategy instance with the given periods.
func (*TripleMovingAverageCrossoverStrategy) Compute
func (t *TripleMovingAverageCrossoverStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*TripleMovingAverageCrossoverStrategy) Name
func (*TripleMovingAverageCrossoverStrategy) Name() stringName returns the name of the strategy.
func (*TripleMovingAverageCrossoverStrategy) Report
func (t *TripleMovingAverageCrossoverStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type TrixStrategy
TrixStrategy represents the configuration parameters for calculating the TRIX strategy. A TRIX value crossing above the zero line suggests a bullish trend, while crossing below the zero line indicates a bearish trend.
type TrixStrategy struct {
// Trix represents the configuration parameters for calculating the TRIX.
Trix *trend.Trix[float64]
}func NewTrixStrategy
func NewTrixStrategy() *TrixStrategyNewTrixStrategy function initializes a new TRIX strategy instance.
func (*TrixStrategy) Compute
func (t *TrixStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*TrixStrategy) Name
func (*TrixStrategy) Name() stringName returns the name of the strategy.
func (*TrixStrategy) Report
func (t *TrixStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type TsiStrategy
TsiStrategy represents the configuration parameters for calculating the TSI strategy. When the TSI is above zero and crossing above the signal line suggests a bullish trend, while TSI being below zero and crossing below the signal line indicates a bearish trend.
Signal Line = Ema(12, TSI)
When TSI > 0, TSI > Signal Line, Buy.
When TSI < 0, TSI < Signal Line, Sell.const
type TsiStrategy struct {
// Tsi represents the configuration parameters for calculating the True Strength Index (TSI).
Tsi *trend.Tsi[float64]
// Signal line is the moving average of the TSI.
Signal trend.Ma[float64]
}func NewTsiStrategy
func NewTsiStrategy() *TsiStrategyNewTsiStrategy function initializes a new TSI strategy instance.
func NewTsiStrategyWith
func NewTsiStrategyWith(firstSmoothingPeriod, secondSmoothingPeriod, signalPeriod int) *TsiStrategyNewTsiStrategyWith function initializes a new TSI strategy instance with the given parameters.
func (*TsiStrategy) Compute
func (t *TsiStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*TsiStrategy) IdlePeriod
func (t *TsiStrategy) IdlePeriod() intIdlePeriod is the initial period that TSI strategy yield any results.
func (*TsiStrategy) Name
func (t *TsiStrategy) Name() stringName returns the name of the strategy.
func (*TsiStrategy) Report
func (t *TsiStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
type VwmaStrategy
VwmaStrategy represents the configuration parameters for calculating the VWMA strategy. The VwmaStrategy function uses SMA and VWMA indicators to provide a BUY action when VWMA is above SMA, and a SELL signal when VWMA is below SMA, a HOLD otherwse.
type VwmaStrategy struct {
// VWMA indicator.
Vwma *trend.Vwma[float64]
// SMA indicator.
Sma *trend.Sma[float64]
}func NewVwmaStrategy
func NewVwmaStrategy() *VwmaStrategyNewVwmaStrategy function initializes a new VWMA strategy instance with the default parameters.
func (*VwmaStrategy) Compute
func (v *VwmaStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.ActionCompute processes the provided asset snapshots and generates a stream of actionable recommendations.
func (*VwmaStrategy) Name
func (*VwmaStrategy) Name() stringName returns the name of the strategy.
func (*VwmaStrategy) Report
func (v *VwmaStrategy) Report(c <-chan *asset.Snapshot) *helper.ReportReport processes the provided asset snapshots and generates a report annotated with the recommended actions.
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