Ichimoku Cloud indicator added.

Author: cinar

README.md

@@ -19,6 +19,7 @@ Indicator is a Golang module providing various stock technical analysis indicato
 - [On-Balance Volume (OBV)](#on-balance-volume-obv)
 - [Actual True Range (ATR)](#actual-true-range-atr)
 - [Chandelier Exit](#chandelier-exit)
+- [Ichimoku Cloud](#ichimoku-cloud)
 
 ## Usage
 
@@ -202,6 +203,22 @@ Chandelier Exit Short = 22-Period SMA Low + ATR(22) * 3
 chandelierExitLong, chandelierExitShort := indicator.ChandelierExit(high, low, close)
 ```
 
+#### Ichimoku Cloud
+
+The [IchimokuCloud](https://pkg.go.dev/github.com/cinar/indicator#IchimokuCloud), also known as Ichimoku Kinko Hyo, calculates a versatile indicator that defines support and resistence, identifies tred direction, gauges momentum, and provides trading signals.
+
+```
+Tenkan-sen (Conversion Line) = (9-Period High + 9-Period Low) / 2
+Kijun-sen (Base Line) = (26-Period High + 26-Period Low) / 2
+Senkou Span A (Leading Span A) = (Conversion Line + Base Line) / 2
+Senkou Span B (Leading Span B) = (52-Period High + 52-Period Low) / 2
+Chikou Span (Lagging Span) = Close plotted 26 days in the past.
+```
+
+```Golang
+conversionLine, baseLine, leadingSpanA, leadingSpanB, laggingLine := indicator.IchimokuCloud(high, low, close)
+```
+
 ## License
 
 The source code is provided under MIT License.

helper.go

@@ -65,3 +65,14 @@ func groupPositivesAndNegatives(values []float64) ([]float64, []float64) {
 
 	return positives, negatives
 }
+
+// Shift right for period.
+func shiftRight(period int, values []float64) []float64 {
+	result := make([]float64, len(values))
+
+	for i := period; i < len(result); i++ {
+		result[i] = values[i-period]
+	}
+
+	return result
+}

helper_test.go

@@ -147,3 +147,21 @@ func TestGroupPositivesAndNegatives(t *testing.T) {
 		}
 	}
 }
+
+func TestShiftRight(t *testing.T) {
+	values := []float64{1, 2, 3, 4, 5, 6, 7, 8, 9, 10}
+	expected := []float64{0, 0, 0, 0, 1, 2, 3, 4, 5, 6}
+	period := 4
+
+	actual := shiftRight(period, values)
+
+	if len(actual) != len(expected) {
+		t.Fatalf("actual %d expected %d", len(actual), len(expected))
+	}
+
+	for i := 0; i < len(actual); i++ {
+		if actual[i] != expected[i] {
+			t.Fatalf("at %d actual %f expected %f", i, actual[i], expected[i])
+		}
+	}
+}

indicator.go

@@ -216,3 +216,27 @@ func ChandelierExit(high, low, close []float64) ([]float64, []float64) {
 
 	return chandelierExitLong, chandelierExitShort
 }
+
+// Ichimoku Cloud. Also known as Ichimoku Kinko Hyo, is a versatile indicator that defines support and
+// resistence, identifies trend direction, gauges momentum, and provides trading signals.
+//
+// Tenkan-sen (Conversion Line) = (9-Period High + 9-Period Low) / 2
+// Kijun-sen (Base Line) = (26-Period High + 26-Period Low) / 2
+// Senkou Span A (Leading Span A) = (Conversion Line + Base Line) / 2
+// Senkou Span B (Leading Span B) = (52-Period High + 52-Period Low) / 2
+// Chikou Span (Lagging Span) = Close plotted 26 days in the past.
+//
+// Returns conversionLine, baseLine, leadingSpanA, leadingSpanB, laggingSpan
+func IchimokuCloud(high, low, close []float64) ([]float64, []float64, []float64, []float64, []float64) {
+	if len(high) != len(low) || len(low) != len(close) {
+		panic("not all same size")
+	}
+
+	conversionLine := divide(add(Max(9, high), Min(9, low)), float64(2))
+	baseLine := divide(add(Max(26, high), Min(26, low)), float64(2))
+	leadingSpanA := divide(add(conversionLine, baseLine), float64(2))
+	leadingSpanB := divide(add(Max(52, high), Min(52, low)), float64(2))
+	laggingLine := shiftRight(26, close)
+
+	return conversionLine, baseLine, leadingSpanA, leadingSpanB, laggingLine
+}