### SMMA Usage Example

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to initialize and use the SMMA indicator.

```go
smma := trend.NewSmma[float64]()
smma.Period = 10

result := smma.Compute(c)
```

--------------------------------

### STC Usage Example

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to initialize and use the STC indicator.

```go
stc := trend.NewStc[float64]()
result := stc.Compute(closings)
```

--------------------------------

### Install Indicator Go Package

Source: https://github.com/cinar/indicator/blob/master/README.md

Installs the Indicator Go package using the go get command. Ensure you have Go installed and configured correctly.

```bash
go get github.com/cinar/indicator/v2
```

--------------------------------

### Qstick Configuration Example

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Example showing how to configure the SMA period for the Qstick indicator and compute its values using float64.

```go
qstick := momentum.Qstick[float64]()
qstick.Sma.Period = 50

values := qstick.Compute(openings, closings)
```

--------------------------------

### Kama Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to initialize and compute the Kama indicator. Requires a channel of numbers as input.

```go
kama := trend.NewKama[float64]()
result := kama.Compute(c)
```

--------------------------------

### KDJ Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Shows an example of initializing a KDJ indicator and computing its values using high, low, and closing price data. Ensure the input channels are properly set up.

```go
kdj := NewKdj[float64]()
values := kdj.Compute(highs, lows, closings)
```

--------------------------------

### PVO Calculation Example

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Example demonstrating how to initialize and compute the Percentage Volume Oscillator (PVO) using float64 values.

```go
pvo := momentum.Pvo[float64]()
p, s, h := pvo.Compute(volumes)
```

--------------------------------

### Example Usage of WilliamsR

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Example demonstrating how to initialize and compute WilliamsR values using float64 data.

```go
wr := momentum.WilliamsR[float64]()
values := wr.Compute(highs, lows, closings)
```

--------------------------------

### Example Usage of Bollinger Band Width

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Shows how to initialize a Bollinger Band Width indicator and compute its values from a channel of data. This example assumes a default configuration for the underlying Bollinger Bands.

```go
bbw := NewBollingerBandWidth[float64]()
bbw.Compute(c)
```

--------------------------------

### Example Usage of PPO

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Demonstrates how to initialize and use the PPO indicator to compute PPO, signal, and histogram values.

```go
ppo := momentum.Ppo[float64]()
p, s, h := ppo.Compute(closings)
```

--------------------------------

### Example Usage of Ichimoku Cloud

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Demonstrates how to initialize and use the Ichimoku Cloud indicator to compute its various components.

```go
ic := momentum.IchimokuCloud[float64]()
conversionLine, baseLine, leadingSpanA, leasingSpanB, laggingSpan := ic.Compute(highs, lows, closings)
```

--------------------------------

### Trix Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Demonstrates how to create a new Trix instance and compute its values using a channel of numbers.

```go
trix := trend.NewTrix[float64]()
result := trix.Compute(values)
```

--------------------------------

### WeightedClose Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to use the WeightedClose indicator.

```go
weightedClose := trend.NewWeightedClose[float64]()
result := weightedClose.Compute(highs, lows, closes)
```

--------------------------------

### Ulcer Index Calculation Example

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Demonstrates how to initialize and compute the Ulcer Index. This example shows the typical usage pattern for the indicator.

```go
ui := volatility.NewUlcerIndex[float64]()
ui.Compute(closings)
```

--------------------------------

### Tsi Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Demonstrates creating a new Tsi instance and computing its values using a channel of closing prices.

```go
tsi := trend.NewTsi[float64]()
result := tsi.Compute(closings)
```

--------------------------------

### CCI Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of initializing and computing the Commodity Channel Index (CCI) with a specified period.

```go
cmi := trend.NewCmi()
cmi.Period = 20
values = cmi.Compute(highs, lows, closings)
```

--------------------------------

### DataReport Begin Method

Source: https://github.com/cinar/indicator/blob/master/backtest/README.md

Called at the very start of the backtesting process, before any assets are processed.

```go
func (*DataReport) Begin(_ []string, _ []strategy.Strategy) error
```

--------------------------------

### Example Usage of McGinley Dynamic

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to create and use the McGinley Dynamic indicator. It initializes the indicator and computes a result.

```go
md := trend.NewMcGinleyDynamic[float64]()
result := md.Compute(c)
```

--------------------------------

### CFO Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of initializing and computing the Chande Forecast Oscillator (CFO) using a channel of closing prices.

```go
cfo := trend.NewCfo[float64]()
result := cfo.Compute(c)
```

--------------------------------

### Connors RSI Example Usage

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Example of how to initialize and compute Connors RSI. Requires a ConnorsRsi instance and a channel of closing prices.

```go
connorsRsi := momentum.NewConnorsRsi[float64]()
result := connorsRsi.Compute(closings)
```

--------------------------------

### Coppock Curve Example Usage

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Example of how to initialize and compute Coppock Curve. Requires a CoppockCurve instance and a channel of closing prices.

```go
cc := momentum.NewCoppockCurve[float64]()
result := cc.Compute(closings)
```

--------------------------------

### Run MCP Server

Source: https://github.com/cinar/indicator/blob/master/mcp/README.md

Starts the MCP server for backtesting functionality. Configures the server with necessary tools and handlers.

```go
func RunMCPServer() *server.MCPServer
```

--------------------------------

### MovingSum Configuration Example

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Demonstrates how to initialize and configure a MovingSum indicator. Set the 'Period' field to define the lookback window for summation.

```go
sum := trend.NewMovingSum[float64]()
sum.Period = 20
```

```go
type MovingSum[T helper.Number] struct {
    // Time period.
    Period int
}
```

--------------------------------

### Example Usage of Moving Linear Regression

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to create and use the Moving Linear Regression indicator. It initializes the indicator with a period and computes results.

```go
mlr := trend.NewMlrWithPeriod[float64](14)
rs := mlr.Compute(x , y)
```

--------------------------------

### DataReport AssetBegin Method

Source: https://github.com/cinar/indicator/blob/master/backtest/README.md

Called at the beginning of backtesting for a specific asset, allowing for any necessary setup.

```go
func (d *DataReport) AssetBegin(name string, strategies []strategy.Strategy) error
```

--------------------------------

### Initialize and Run Backtest in Go

Source: https://github.com/cinar/indicator/blob/master/README.md

This Go code snippet demonstrates how to set up and run a backtest. It initializes an HTML report, creates a backtest instance with a repository, adds an asset name and a strategy, and then executes the backtest.

```go
report := backtest.NewHTMLReport(outputDir)
bt := backtest.NewBacktest(repository, report)
bt.Names = append(bt.Names, "brk-b")
bt.Strategies = append(bt.Strategies, trend.NewApoStrategy())

err = bt.Run()
if err != nil {
	t.Fatal(err)
}
```

--------------------------------

### Initialize and Compute Keltner Channel

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Example of initializing a new KeltnerChannel and computing results using channels for highs, lows, and closings.

```go
dc := volatility.NewKeltnerChannel[float64]()
result := dc.Compute(highs, lows, closings)
```

--------------------------------

### In-Memory Repository Test

Source: https://github.com/cinar/indicator/blob/master/asset/GEMINI.md

Example test for the InMemoryRepository. This setup is useful for quick testing and validation of repository logic without external dependencies.

```go
func TestInMemoryRepository(t *testing.T) {
	repo := asset.NewInMemoryRepository()
	// test AddSnapshot, GetSnapshots, etc.
}
```

--------------------------------

### HTMLReport Begin Method

Source: https://github.com/cinar/indicator/blob/master/backtest/README.md

Callback function for HTMLReport at the start of the entire backtest. Used for initializing the overall report structure.

```go
func (h *HTMLReport) Begin(assetNames []string, _ []strategy.Strategy) error
```

--------------------------------

### Get McGinley Dynamic Idle Period

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Returns the initial period before the McGinley Dynamic indicator starts yielding results. This indicates the warm-up phase.

```go
func (m *McGinleyDynamic[T]) IdlePeriod() int
```

--------------------------------

### Get MLS Idle Period

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Returns the initial period before the Moving Least Square (MLS) indicator starts yielding results. This indicates the warm-up phase.

```go
func (m *Mls[T]) IdlePeriod() int
```

--------------------------------

### Get MLR Idle Period

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Returns the initial period before the Moving Linear Regression (MLR) indicator starts yielding results. This indicates the warm-up phase.

```go
func (m *Mlr[T]) IdlePeriod() int
```

--------------------------------

### Initialize AccelerationBands

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Creates a new AccelerationBands instance with default parameters. Use this to start calculating Acceleration Bands.

```go
func NewAccelerationBands[T helper.Number]() *AccelerationBands[T]
```

--------------------------------

### Get CHOP Idle Period

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the initial period before the Choppiness Index (CHOP) starts yielding results. This indicates the necessary data points for calculation.

```go
func (c *Chop[T]) IdlePeriod() int
```

--------------------------------

### Get Chandelier Exit Idle Period

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the initial period before Chandelier Exit starts yielding results. This indicates the necessary data points for calculation.

```go
func (c *ChandelierExit[T]) IdlePeriod() int
```

--------------------------------

### Initialize New WeightedCloseStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new instance of the WeightedCloseStrategy. This function provides a default setup for the strategy.

```go
func NewWeightedCloseStrategy() *WeightedCloseStrategy
```

--------------------------------

### Get ATR Idle Period

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the number of periods before the ATR indicator starts producing valid results. This is the warm-up period required for the moving average calculation.

```go
func (a *Atr[T]) IdlePeriod() int
```

--------------------------------

### Initialize and Compute Donchian Channel

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Example of initializing a new DonchianChannel and computing results using a slice of float64 values.

```go
dc := volatility.NewDonchianChannel[float64]()
result := dc.Compute(values)
```

--------------------------------

### Calculate Percent B Indicator Example

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Demonstrates how to calculate the %B indicator using closing prices. Includes initialization, computation, and output formatting.

```go
package main

import (
	"fmt"

	"github.com/cinar/indicator/v2/helper"
	"github.com/cinar/indicator/v2/volatility"
)

func main() {
	// Closing prices
	closes := helper.SliceToChan([]float64{
		318.600006, 315.839996, 316.149994, 310.570007, 307.779999,
		305.820007, 305.98999, 306.390015, 311.450012, 312.329987,
		309.290009, 301.910004, 300, 300.029999, 302,
		307.820007, 302.690002, 306.48999, 305.549988, 303.429993,
	})

	// Initialize the %B indicator
	percentB := volatility.NewPercentB[float64]()

	// Compute %B
	result := percentB.Compute(closes)

	// Round digits
	result = helper.RoundDigits(result, 2)

	fmt.Println(helper.ChanToSlice(result))
}
```

--------------------------------

### Get Bollinger Band Width Idle Period

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the number of periods before the Bollinger Band Width indicator starts producing valid results. This is determined by the lookback period of the underlying Bollinger Bands.

```go
func (b *BollingerBandWidth[T]) IdlePeriod() int
```

--------------------------------

### KST Example Usage

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Demonstrates how to initialize and configure a KST indicator with specific periods for ROC, SMA, and signal lines, and then compute the KST and signal results.

```go
kst := trend.NewKst[float64]()
kst.RocPeriod1 = 10
kst.RocPeriod2 = 15
kst.RocPeriod3 = 20
kst.RocPeriod4 = 30
kst.SmaPeriod1 = 10
kst.SmaPeriod2 = 10
kst.SmaPeriod3 = 10
kst.SmaPeriod4 = 15
kst.SignalPeriod = 9

kstResult, signalResult := kst.Compute(c)
```

--------------------------------

### Initialize NegativeVolumeIndexStrategy (Default)

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Negative Volume Index strategy instance with default parameters.

```go
func NewNegativeVolumeIndexStrategy() *NegativeVolumeIndexStrategy
```

--------------------------------

### FileSystemRepository Get Method Signature

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Signature for the Get method of FileSystemRepository. Fetches snapshots for a given asset name.

```go
func (r *FileSystemRepository) Get(name string) (<-chan *Snapshot, error)
```

--------------------------------

### Compute Actions for PercentBandMFIStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Processes asset snapshots to generate a stream of actionable recommendations. Requires a channel of asset snapshots.

```go
func (m *PercentBandMFIStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
```

--------------------------------

### NewFileSystemRepository Function

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Initializes a file system repository.

```APIDOC
### func [NewFileSystemRepository](<https://github.com/cinar/indicator/blob/master/asset/file_system_repository.go#L30>)

```go
func NewFileSystemRepository(base string, csvOptions ...helper.CsvOption[Snapshot]) *FileSystemRepository
```

NewFileSystemRepository initializes a file system repository with the given base directory and the CSV options.
```

--------------------------------

### Initialize New PercentBandMFIStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new PercentBandMFI strategy instance with default parameters. No arguments are required.

```go
func NewPercentBandMFIStrategy() *PercentBandMFIStrategy
```

--------------------------------

### InMemoryRepository Get Method Signature

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Signature for the Get method of InMemoryRepository. Retrieves snapshots from memory for a given asset name.

```go
func (r *InMemoryRepository) Get(name string) (<-chan *Snapshot, error)
```

--------------------------------

### Create New SQL Repository

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Connects to a SQL database for the asset repository using the provided driver, URL, and dialect.

```go
func NewSQLRepository(dbDriver, dbURL string, dialect SQLRepositoryDialect) (*SQLRepository, error)
```

--------------------------------

### TiingoRepository Initialization

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Initializes a file system repository with the given API key.

```APIDOC
## NewTiingoRepository

### Description
Initializes a file system repository with the given API key.

### Signature
```go
func NewTiingoRepository(apiKey string) *TiingoRepository
```
```

--------------------------------

### Initialize FileSystemRepository in Go

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Constructor for FileSystemRepository. It initializes the repository using a base directory and optional CSV parsing options for Snapshot data.

```go
func NewFileSystemRepository(base string, csvOptions ...helper.CsvOption[Snapshot]) *FileSystemRepository
```

--------------------------------

### Example Usage of Moving Least Square

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Example of how to create and use the Moving Least Square indicator. It initializes the indicator with a period and computes slope and intercept.

```go
mls := trend.NewMlsWithPeriod[float64](14)
ms, bs := mls.Compute(x , y)
```

--------------------------------

### Initialize PercentBandMFIStrategy with Custom Thresholds

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new PercentBandMFI strategy instance with custom thresholds for %B and MFI. Requires four float64 parameters.

```go
func NewPercentBandMFIStrategyWith(sellPercentBAt, buyPercentBAt, sellMfiAt, buyMfiAt float64) *PercentBandMFIStrategy
```

--------------------------------

### Initialize NegativeVolumeIndexStrategy (Custom)

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Negative Volume Index strategy instance with a specified EMA period.

```go
func NewNegativeVolumeIndexStrategyWith(emaPeriod int) *NegativeVolumeIndexStrategy
```

--------------------------------

### Get CfoStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the CfoStrategy.

```go
func (*CfoStrategy) Name() string
```

--------------------------------

### Get CciStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the CciStrategy.

```go
func (*CciStrategy) Name() string
```

--------------------------------

### Initialize New BopStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new BoP strategy instance with default parameters.

```go
func NewBopStrategy() *BopStrategy
```

--------------------------------

### Compute Actions with BopStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Processes asset snapshots to generate actionable recommendations using the BopStrategy.

```go
func (b *BopStrategy) Compute(c <-chan *asset.Snapshot) <-chan strategy.Action
```

--------------------------------

### Get BopStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the BopStrategy.

```go
func (*BopStrategy) Name() string
```

--------------------------------

### Get StopLossStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/decorator/README.md

Returns the name of the StopLossStrategy.

```go
func (s *StopLossStrategy) Name() string
```

--------------------------------

### Initialize ForceIndexStrategy with Default Parameters

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Force Index strategy instance using default settings.

```go
func NewForceIndexStrategy() *ForceIndexStrategy
```

--------------------------------

### Import Valuation Package

Source: https://github.com/cinar/indicator/blob/master/valuation/README.md

Import the valuation package for financial calculations.

```go
import "github.com/cinar/indicator/v2/valuation"
```

--------------------------------

### Get InverseStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/decorator/README.md

Returns the name of the InverseStrategy.

```go
func (i *InverseStrategy) Name() string
```

--------------------------------

### Get Name of MacdRsiStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/compound/README.md

Returns the name of the MACD-RSI strategy.

```go
func (m *MacdRsiStrategy) Name() string
```

--------------------------------

### Initialize EaseOfMovementStrategy with Default Parameters

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Ease of Movement strategy instance using default settings.

```go
func NewEaseOfMovementStrategy() *EaseOfMovementStrategy
```

--------------------------------

### Initialize New TrixStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new TrixStrategy instance with default parameters.

```go
func NewTrixStrategy() *TrixStrategy
```

--------------------------------

### Get KAMA Strategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the KAMA strategy.

```go
func (k *KamaStrategy) Name() string
```

--------------------------------

### Initialize New ObvStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new OBV strategy instance with default parameters. No arguments are required.

```go
func NewObvStrategy() *ObvStrategy
```

--------------------------------

### Get Name of NegativeVolumeIndexStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the name of the Negative Volume Index strategy.

```go
func (n *NegativeVolumeIndexStrategy) Name() string
```

--------------------------------

### Get Name of MoneyFlowIndexStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the name of the Money Flow Index strategy.

```go
func (m *MoneyFlowIndexStrategy) Name() string
```

--------------------------------

### Initialize WilliamsRStrategy with Custom Parameters

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Initializes a new Williams R strategy instance with custom buy and sell threshold parameters. Use this when default thresholds are not suitable.

```go
func NewWilliamsRStrategyWith(buyAt, sellAt float64) *WilliamsRStrategy
```

--------------------------------

### Get Name of ForceIndexStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the string name of the Force Index strategy.

```go
func (f *ForceIndexStrategy) Name() string
```

--------------------------------

### Initialize New DEMA Instance

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Initializes a new DEMA instance with default parameters. Use this when you need a DEMA calculation with standard settings.

```go
func NewDema[T helper.Number]() *Dema[T]

```

--------------------------------

### Initialize New Ichimoku Cloud Strategy

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Initializes a new Ichimoku Cloud strategy with default parameters. Use this when no custom configuration is needed.

```go
func NewIchimokuCloudStrategy() *IchimokuCloudStrategy
```

--------------------------------

### Get Name of EaseOfMovementStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the string name of the Ease of Movement strategy.

```go
func (e *EaseOfMovementStrategy) Name() string
```

--------------------------------

### TiingoRepository Get

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Attempts to return a channel of snapshots for the asset with the given name.

```APIDOC
## (*TiingoRepository) Get

### Description
Attempts to return a channel of snapshots for the asset with the given name.

### Signature
```go
func (r *TiingoRepository) Get(name string) (<-chan *Snapshot, error)
```
```

--------------------------------

### Initialize New Sync Instance

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

NewSync function initializes a new sync instance with the default parameters. Use this to create a Sync object.

```go
func NewSync() *Sync
```

--------------------------------

### Compute Actions for ObvStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Processes asset snapshots to generate a stream of actionable recommendations. Requires a channel of asset snapshots.

```go
func (s *ObvStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
```

--------------------------------

### Get Golden Cross Strategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the Golden Cross strategy.

```go
func (*GoldenCrossStrategy) Name() string
```

--------------------------------

### Get String Representation of Percent B

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the string representation of the %B indicator.

```go
func (p *PercentB[T]) String() string
```

--------------------------------

### Example Usage of ATR

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Demonstrates how to create a new ATR instance and compute the indicator using provided price data. Ensure that the input channels (highs, lows, closings) are populated before calling Compute.

```go
atr := NewAtr()
atr.Compute(highs, lows, closings)
```

--------------------------------

### Get PercentBandMFIStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the name of the PercentBandMFI strategy. This is a simple getter function.

```go
func (m *PercentBandMFIStrategy) Name() string
```

--------------------------------

### Get ObvStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the name of the OBV strategy. This is a simple getter function.

```go
func (s *ObvStrategy) Name() string
```

--------------------------------

### Compute Actions with CfoStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Processes asset snapshots and generates a stream of actionable recommendations using the CfoStrategy.

```go
func (c *CfoStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
```

--------------------------------

### Get ChaikinMoneyFlowStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Returns the string name of the Chaikin Money Flow strategy.

```go
func (c *ChaikinMoneyFlowStrategy) Name() string
```

--------------------------------

### Calculate EMV

Source: https://github.com/cinar/indicator/blob/master/volume/README.md

Initializes a new EMV instance with default parameters. Use this for standard EMV calculations.

```go
emv := volume.NewEmv[float64]()
result := emv.Compute(highs, lows, volumes)
```

--------------------------------

### Get All Compound Strategies

Source: https://github.com/cinar/indicator/blob/master/strategy/compound/README.md

Returns a slice containing references to all available compound strategies.

```go
func AllStrategies() []strategy.Strategy
```

--------------------------------

### Initialize MoneyFlowIndexStrategy (Default)

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Money Flow Index strategy instance with default parameters.

```go
func NewMoneyFlowIndexStrategy() *MoneyFlowIndexStrategy
```

--------------------------------

### Get WeightedCloseStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the WeightedCloseStrategy. This is useful for identifying the strategy in logs or reports.

```go
func (w *WeightedCloseStrategy) Name() string
```

--------------------------------

### Get MACD Strategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the MACD strategy. Useful for identification and logging.

```go
func (m *MacdStrategy) Name() string
```

--------------------------------

### Get KDJ Strategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the name of the KDJ strategy. Useful for identification and logging.

```go
func (*KdjStrategy) Name() string
```

--------------------------------

### NewEnvelopeStrategyWith Initialization

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new Envelope strategy with a provided Envelope instance.

```go
func NewEnvelopeStrategyWith(envelope *trend.Envelope[float64]) *EnvelopeStrategy
```

--------------------------------

### Get String Representation of Ultimate Oscillator

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

String returns the string representation of the Ultimate Oscillator.

```go
func (u *UltimateOscillator[T]) String() string
```

--------------------------------

### Get Strategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Returns the name of the Williams R strategy. This is a simple getter method.

```go
func (r *WilliamsRStrategy) Name() string
```

--------------------------------

### Hma IdlePeriod Method

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Returns the initial period before the HMA indicator starts yielding results.

```go
func (h *Hma[T]) IdlePeriod() int
```

--------------------------------

### Initialize PPO Indicator

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

Creates and initializes a new instance of the Percentage Price Oscillator (PPO) indicator.

```go
func NewPpo[T helper.Number]() *Ppo[T]
```

--------------------------------

### Envelope IdlePeriod Method

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Returns the initial period before the Envelope indicator starts yielding results.

```go
func (e *Envelope[T]) IdlePeriod() int
```

--------------------------------

### Initialize New CfoStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new CFO strategy instance with default parameters.

```go
func NewCfoStrategy() *CfoStrategy
```

--------------------------------

### TsiStrategy IdlePeriod Function

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Returns the initial period before the TSI strategy starts yielding results.

```go
func (t *TsiStrategy) IdlePeriod() int
```

--------------------------------

### Initialize MoneyFlowIndexStrategy (Custom)

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Initializes a new Money Flow Index strategy instance with custom buy and sell thresholds.

```go
func NewMoneyFlowIndexStrategyWith(sellAt, buyAt float64) *MoneyFlowIndexStrategy
```

--------------------------------

### NewEnvelopeStrategy Initialization

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new Envelope strategy with default parameters.

```go
func NewEnvelopeStrategy() *EnvelopeStrategy
```

--------------------------------

### Get KST String Representation

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Provides a string representation of the KST indicator. This is helpful for debugging or logging.

```go
func (k *Kst[T]) String() string
```

--------------------------------

### Initialize New ChaikinMoneyFlowStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/volume/README.md

Creates a new instance of the Chaikin Money Flow strategy with default parameters. No arguments are needed.

```go
func NewChaikinMoneyFlowStrategy() *ChaikinMoneyFlowStrategy
```

--------------------------------

### Get Asset Names from SQL Repository

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Retrieves the names of all assets currently stored in the SQL repository.

```go
func (s *SQLRepository) Assets() ([]string, error)
```

--------------------------------

### Get RsiStrategy Name

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Returns the name of the RSI strategy. This is useful for identifying the strategy in logs or configurations.

```go
func (r *RsiStrategy) Name() string
```

--------------------------------

### Create New Repository

Source: https://github.com/cinar/indicator/blob/master/asset/README.md

Function to build a new repository by the given name type and the configuration.

```go
func NewRepository(name, config string) (Repository, error)
```

--------------------------------

### Run MCP Server

Source: https://context7.com/cinar/indicator/llms.txt

Starts the Model Context Protocol (MCP) server, which exposes backtesting functionality. The server can be used to integrate with AI assistants and automated systems.

```go
import "github.com/cinar/indicator/mcp"

// Start the MCP server
server := mcp.RunMCPServer()

// The server exposes backtest tools that accept:
// - Strategy type (e.g., "rsi", "macd", "golden_cross")
// - OHLCV data arrays
// And returns action recommendations (Buy, Sell, Hold)

// Available strategy types
strategies := mcp.GetAllStrategyTypes()
// Returns: ["buy_and_hold", "rsi", "macd", "golden_cross", "aroon", ...]
```

--------------------------------

### Compute Trading Actions from Snapshots

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Processes asset snapshots to generate a stream of actionable trading recommendations. Requires a channel of asset snapshots as input.

```go
func (r *WilliamsRStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action
```

--------------------------------

### Initialize Default ChandelierExit

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Initializes a new Chandelier Exit instance with default parameters. Use this for standard trailing stop-loss calculations.

```go
func NewChandelierExit[T helper.Number]() *ChandelierExit[T]
```

--------------------------------

### Get WMA String Representation

Source: https://github.com/cinar/indicator/blob/master/trend/README.md

Provides a string representation of the WMA instance. This is helpful for debugging and logging purposes.

```go
func (w *Wma[T]) String() string
```

--------------------------------

### Initialize New CciStrategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new CCI strategy instance.

```go
func NewCciStrategy() *CciStrategy
```

--------------------------------

### Get Streak Idle Period in Go

Source: https://github.com/cinar/indicator/blob/master/momentum/README.md

IdlePeriod returns the initial period during which the Streak calculation will not yield any results.

```go
func (s *Streak[T]) IdlePeriod() int
```

--------------------------------

### Get Percent B Indicator Idle Period

Source: https://github.com/cinar/indicator/blob/master/volatility/README.md

Returns the initial period during which the %B indicator will not yield any results.

```go
func (p *PercentB[T]) IdlePeriod() int
```

--------------------------------

### Initialize WilliamsRStrategy with Default Parameters

Source: https://github.com/cinar/indicator/blob/master/strategy/momentum/README.md

Initializes a new Williams R strategy instance with default parameters. No specific setup is required beyond calling this function.

```go
func NewWilliamsRStrategy() *WilliamsRStrategy
```

--------------------------------

### Get Idle Period for VPT Indicator

Source: https://github.com/cinar/indicator/blob/master/volume/README.md

IdlePeriod returns the idle period for the Volume-Price Trend (VPT) indicator.

```go
func (*Vpt[T]) IdlePeriod() int
```

--------------------------------

### Get Idle Period for OBV Indicator

Source: https://github.com/cinar/indicator/blob/master/volume/README.md

IdlePeriod returns the idle period for the On-Balance Volume (OBV) indicator.

```go
func (*Obv[T]) IdlePeriod() int
```

--------------------------------

### Initialize New MACD Strategy

Source: https://github.com/cinar/indicator/blob/master/strategy/trend/README.md

Initializes a new MACD strategy instance with default parameters. Use this for a standard MACD calculation.

```go
func NewMacdStrategy() *MacdStrategy
```

--------------------------------

### Get Idle Period for FI Indicator

Source: https://github.com/cinar/indicator/blob/master/volume/README.md

IdlePeriod returns the idle period for the Force Index (FI) indicator.

```go
func (f *Fi[T]) IdlePeriod() int
```

--------------------------------

### Initialize New MacdRsiStrategy with Custom Parameters

Source: https://github.com/cinar/indicator/blob/master/strategy/compound/README.md

Initializes a new MACD-RSI strategy instance with user-specified buy and sell thresholds.

```go
func NewMacdRsiStrategyWith(buyAt, sellAt float64) *MacdRsiStrategy
```