Envelope trend indicator and Envelope strategy are added.

README.md

@@ -27,6 +27,7 @@ The following list of indicators are currently supported by this package:
 -	[Balance of Power (BoP)](trend/README.md#type-bop)
 -	Chande Forecast Oscillator (CFO)
 -	[Community Channel Index (CCI)](trend/README.md#type-cci)
+-   [Envelope](trend/README.md#type-envelope)
 -	[Hull Moving Average (HMA)](trend/README.md#type-hma)
 -	[Double Exponential Moving Average (DEMA)](trend/README.md#type-dema)
 -	[Exponential Moving Average (EMA)](trend/README.md#type-ema)

strategy/README.md

@@ -35,7 +35,7 @@ The information provided on this project is strictly for informational purposes
 - [type Action](<#Action>)
   - [func \(a Action\) Annotation\(\) string](<#Action.Annotation>)
 - [type AndStrategy](<#AndStrategy>)
-  - [func NewAndStrategy\(name string\) \*AndStrategy](<#NewAndStrategy>)
+  - [func NewAndStrategy\(name string, strategies ...Strategy\) \*AndStrategy](<#NewAndStrategy>)
   - [func \(a \*AndStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan Action](<#AndStrategy.Compute>)
   - [func \(a \*AndStrategy\) Name\(\) string](<#AndStrategy.Name>)
   - [func \(a \*AndStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#AndStrategy.Report>)
@@ -51,7 +51,7 @@ The information provided on this project is strictly for informational purposes
   - [func \(a \*MajorityStrategy\) Name\(\) string](<#MajorityStrategy.Name>)
   - [func \(a \*MajorityStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#MajorityStrategy.Report>)
 - [type OrStrategy](<#OrStrategy>)
-  - [func NewOrStrategy\(name string\) \*OrStrategy](<#NewOrStrategy>)
+  - [func NewOrStrategy\(name string, strategies ...Strategy\) \*OrStrategy](<#NewOrStrategy>)
   - [func \(a \*OrStrategy\) Compute\(snapshots \<\-chan \*asset.Snapshot\) \<\-chan Action](<#OrStrategy.Compute>)
   - [func \(a \*OrStrategy\) Name\(\) string](<#OrStrategy.Name>)
   - [func \(a \*OrStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#OrStrategy.Report>)
@@ -194,7 +194,7 @@ type AndStrategy struct {
 ### func [NewAndStrategy](<https://github.com/cinar/indicator/blob/master/strategy/and_strategy.go#L26>)
 
 ```go
-func NewAndStrategy(name string) *AndStrategy
+func NewAndStrategy(name string, strategies ...Strategy) *AndStrategy
 ```
 
 NewAndStrategy function initializes an empty and strategies group with the given name.
@@ -347,7 +347,7 @@ type OrStrategy struct {
 ### func [NewOrStrategy](<https://github.com/cinar/indicator/blob/master/strategy/or_strategy.go#L23>)
 
 ```go
-func NewOrStrategy(name string) *OrStrategy
+func NewOrStrategy(name string, strategies ...Strategy) *OrStrategy
 ```
 
 NewOrStrategy function initializes an empty or strategies group with the given name.

strategy/trend/envelope_strategy.go

@@ -0,0 +1,120 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package trend
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/asset"
+	"github.com/cinar/indicator/v2/helper"
+	"github.com/cinar/indicator/v2/strategy"
+	"github.com/cinar/indicator/v2/trend"
+)
+
+// 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]
+}
+
+// NewEnvelopeStrategy function initializes a new Envelope strategy with the default parameters.
+func NewEnvelopeStrategy() *EnvelopeStrategy {
+	return NewEnvelopeStrategyWith(
+		trend.NewEnvelopeWithSma[float64](),
+	)
+}
+
+// NewEnvelopeStrategyWith function initializes a new Envelope strategy with the given Envelope instance.
+func NewEnvelopeStrategyWith(envelope *trend.Envelope[float64]) *EnvelopeStrategy {
+	return &EnvelopeStrategy{
+		Envelope: envelope,
+	}
+}
+
+// Name returns the name of the strategy.
+func (e *EnvelopeStrategy) Name() string {
+	return fmt.Sprintf("Envelope Strategy (%s)", e.Envelope.String())
+}
+
+// Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+func (e *EnvelopeStrategy) Compute(snapshots <-chan *asset.Snapshot) <-chan strategy.Action {
+	closingsSplice := helper.Duplicate(
+		asset.SnapshotsAsClosings(snapshots),
+		2,
+	)
+
+	uppers, middles, lowers := e.Envelope.Compute(closingsSplice[0])
+	go helper.Drain(middles)
+
+	actions := helper.Operate3(uppers, lowers, closingsSplice[1], func(upper, lower, closing float64) strategy.Action {
+		// When the closing is below the lower band suggests a buy recommendation.
+		if closing < lower {
+			return strategy.Buy
+		}
+
+		// When the closing is above the upper band suggests a Sell recommendation.
+		if closing > upper {
+			return strategy.Sell
+		}
+
+		return strategy.Hold
+	})
+
+	// Envelope start only after a full period.
+	actions = helper.Shift(actions, e.Envelope.IdlePeriod(), strategy.Hold)
+
+	return actions
+}
+
+// Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+func (e *EnvelopeStrategy) Report(c <-chan *asset.Snapshot) *helper.Report {
+	//
+	// snapshots[0] -> dates
+	// snapshots[1] -> closings[0] -> closings
+	//                 closings[1] -> envelope -> upper
+	//                                         -> middle
+	//                                         -> lower
+	// snapshots[2] -> actions     -> annotations
+	//              -> outcomes
+	//
+	snapshotsSplice := helper.Duplicate(c, 3)
+
+	dates := helper.Skip(
+		asset.SnapshotsAsDates(snapshotsSplice[0]),
+		e.Envelope.IdlePeriod(),
+	)
+
+	closingsSplice := helper.Duplicate(asset.SnapshotsAsClosings(snapshotsSplice[1]), 2)
+	closingsSplice[1] = helper.Skip(closingsSplice[1], t.IdlePeriod())
+
+	tsisSplice := helper.Duplicate(t.Tsi.Compute(closingsSplice[0]), 2)
+	tsisSplice[0] = helper.Skip(tsisSplice[0], t.Signal.IdlePeriod())
+
+	signals := t.Signal.Compute(tsisSplice[1])
+
+	actions, outcomes := strategy.ComputeWithOutcome(t, snapshotsSplice[2])
+	actions = helper.Skip(actions, t.IdlePeriod())
+	outcomes = helper.Skip(outcomes, t.IdlePeriod())
+
+	annotations := strategy.ActionsToAnnotations(actions)
+	outcomes = helper.MultiplyBy(outcomes, 100)
+
+	report := helper.NewReport(t.Name(), dates)
+	report.AddChart()
+	report.AddChart()
+
+	report.AddColumn(helper.NewNumericReportColumn("Close", closingsSplice[1]))
+
+	report.AddColumn(helper.NewNumericReportColumn("TSI", tsisSplice[0]), 1)
+	report.AddColumn(helper.NewNumericReportColumn("Signal", signals), 1)
+
+	report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1)
+
+	report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 2)
+
+	return report
+}

trend/README.md

@@ -49,6 +49,13 @@ The information provided on this project is strictly for informational purposes
   - [func \(e \*Ema\[T\]\) Compute\(c \<\-chan T\) \<\-chan T](<#Ema[T].Compute>)
   - [func \(e \*Ema\[T\]\) IdlePeriod\(\) int](<#Ema[T].IdlePeriod>)
   - [func \(e \*Ema\[T\]\) String\(\) string](<#Ema[T].String>)
+- [type Envelope](<#Envelope>)
+  - [func NewEnvelope\[T helper.Number\]\(ma Ma\[T\], percentage T\) \*Envelope\[T\]](<#NewEnvelope>)
+  - [func NewEnvelopeWithEma\[T helper.Number\]\(\) \*Envelope\[T\]](<#NewEnvelopeWithEma>)
+  - [func NewEnvelopeWithSma\[T helper.Number\]\(\) \*Envelope\[T\]](<#NewEnvelopeWithSma>)
+  - [func \(e \*Envelope\[T\]\) Compute\(closings \<\-chan T\) \(\<\-chan T, \<\-chan T, \<\-chan T\)](<#Envelope[T].Compute>)
+  - [func \(e \*Envelope\[T\]\) IdlePeriod\(\) int](<#Envelope[T].IdlePeriod>)
+  - [func \(e \*Envelope\[T\]\) String\(\) string](<#Envelope[T].String>)
 - [type Hma](<#Hma>)
   - [func NewHmaWithPeriod\[T helper.Number\]\(period int\) \*Hma\[T\]](<#NewHmaWithPeriod>)
   - [func \(h \*Hma\[T\]\) Compute\(values \<\-chan T\) \<\-chan T](<#Hma[T].Compute>)
@@ -172,6 +179,18 @@ const (
 )
 ```
 
+<a name="DefaultEnvelopePercentage"></a>
+
+```go
+const (
+    // DefaultEnvelopePercentage is the default envelope percentage of 20%.
+    DefaultEnvelopePercentage = 20
+
+    // DefaultEnvelopePeriod is the default envelope period of 20.
+    DefaultEnvelopePeriod = 20
+)
+```
+
 <a name="DefaultKamaErPeriod"></a>
 
 ```go
@@ -627,6 +646,75 @@ func (e *Ema[T]) String() string
 
 String is the string representation of the EMA.
 
+<a name="Envelope"></a>
+## type [Envelope](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L22-L28>)
+
+Envelope represents the parameters neededd to calcualte the Envelope.
+
+```go
+type Envelope[T helper.Number] struct {
+    // Ma is the moving average used.
+    Ma  Ma[T]
+
+    // Percentage is the envelope percentage.
+    Percentage T
+}
+```
+
+<a name="NewEnvelope"></a>
+### func [NewEnvelope](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L31>)
+
+```go
+func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]
+```
+
+NewEnvelope function initializes a new Envelope instance with the default parameters.
+
+<a name="NewEnvelopeWithEma"></a>
+### func [NewEnvelopeWithEma](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L47>)
+
+```go
+func NewEnvelopeWithEma[T helper.Number]() *Envelope[T]
+```
+
+NewEnvelopeWithEma function initializes a new Envelope instance using EMA.
+
+<a name="NewEnvelopeWithSma"></a>
+### func [NewEnvelopeWithSma](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L39>)
+
+```go
+func NewEnvelopeWithSma[T helper.Number]() *Envelope[T]
+```
+
+NewEnvelopeWithSma function initalizes a new Envelope instance using SMA.
+
+<a name="Envelope[T].Compute"></a>
+### func \(\*Envelope\[T\]\) [Compute](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L55>)
+
+```go
+func (e *Envelope[T]) Compute(closings <-chan T) (<-chan T, <-chan T, <-chan T)
+```
+
+Compute function takes a channel of numbers and computes the Envelope over the specified period.
+
+<a name="Envelope[T].IdlePeriod"></a>
+### func \(\*Envelope\[T\]\) [IdlePeriod](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L75>)
+
+```go
+func (e *Envelope[T]) IdlePeriod() int
+```
+
+IdlePeriod is the initial period that Envelope yield any results.
+
+<a name="Envelope[T].String"></a>
+### func \(\*Envelope\[T\]\) [String](<https://github.com/cinar/indicator/blob/master/trend/envelope.go#L80>)
+
+```go
+func (e *Envelope[T]) String() string
+```
+
+String is the string representation of the Envelope.
+
 <a name="Hma"></a>
 ## type [Hma](<https://github.com/cinar/indicator/blob/master/trend/hma.go#L21-L30>)
 

trend/envelope.go

@@ -0,0 +1,82 @@
+// Copyright (c) 2021-2024 Onur Cinar.
+// The source code is provided under GNU AGPLv3 License.
+// https://github.com/cinar/indicator
+
+package trend
+
+import (
+	"fmt"
+
+	"github.com/cinar/indicator/v2/helper"
+)
+
+const (
+	// DefaultEnvelopePercentage is the default envelope percentage of 20%.
+	DefaultEnvelopePercentage = 20
+
+	// DefaultEnvelopePeriod is the default envelope period of 20.
+	DefaultEnvelopePeriod = 20
+)
+
+// Envelope represents the parameters neededd to calcualte the Envelope.
+type Envelope[T helper.Number] struct {
+	// Ma is the moving average used.
+	Ma Ma[T]
+
+	// Percentage is the envelope percentage.
+	Percentage T
+}
+
+// NewEnvelope function initializes a new Envelope instance with the default parameters.
+func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T] {
+	return &Envelope[T]{
+		Ma:         ma,
+		Percentage: percentage,
+	}
+}
+
+// NewEnvelopeWithSma function initalizes a new Envelope instance using SMA.
+func NewEnvelopeWithSma[T helper.Number]() *Envelope[T] {
+	return NewEnvelope(
+		NewSmaWithPeriod[T](DefaultEnvelopePeriod),
+		DefaultEnvelopePercentage,
+	)
+}
+
+// NewEnvelopeWithEma function initializes a new Envelope instance using EMA.
+func NewEnvelopeWithEma[T helper.Number]() *Envelope[T] {
+	return NewEnvelope(
+		NewEmaWithPeriod[T](DefaultEnvelopePeriod),
+		DefaultEnvelopePercentage,
+	)
+}
+
+// Compute function takes a channel of numbers and computes the Envelope over the specified period.
+func (e *Envelope[T]) Compute(closings <-chan T) (<-chan T, <-chan T, <-chan T) {
+	middleSplice := helper.Duplicate(
+		e.Ma.Compute(closings),
+		3,
+	)
+
+	upper := helper.MultiplyBy(
+		middleSplice[0],
+		1+(e.Percentage/100),
+	)
+
+	lower := helper.MultiplyBy(
+		middleSplice[2],
+		1-(e.Percentage/100),
+	)
+
+	return upper, middleSplice[1], lower
+}
+
+// IdlePeriod is the initial period that Envelope yield any results.
+func (e *Envelope[T]) IdlePeriod() int {
+	return e.Ma.IdlePeriod()
+}
+
+// String is the string representation of the Envelope.
+func (e *Envelope[T]) String() string {
+	return fmt.Sprintf("Envelope(%s,%v)", e.Ma.String(), e.Percentage)
+}