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samjtro / ttrader

algorithmic terminal trading using go-tda

Home Page:https://github.com/samjtro/go-tda

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Chaikin indicator is slow, possibly incorrect

samjtro opened this issue · comments

commented

I decided to remove d.Chaikin() from Set() after running Chaikin got me into Response Times of 700-900ms; far above the standard 130-190ms I'm used to for this project. It takes a ton of time because I have so many iterative structures. On top of that, I'm not sure it's returns are even worthwhile.

This function needs to be updated; I will eventually get to it after I have finished the rest but if someone else wants to jump on it feel free. The structures need to be simplified, the calculation needs to be rewritten and the final value must be error-checked.