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update to README to use read the docs closes #27
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milktrader committed Mar 23, 2015
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66 changes: 1 addition & 65 deletions README.md
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[![MarketTechnicals](http://pkg.julialang.org/badges/MarketTechnicals_release.svg)](http://pkg.julialang.org/?pkg=MarketTechnicals&ver=release)
[![Coverage Status](https://coveralls.io/repos/JuliaQuant/MarketTechnicals.jl/badge.png?branch=master)](https://coveralls.io/r/JuliaQuant/MarketTechnicals.jl?branch=master)

#### A toolkit for technical analysis of financial time series in Julia

Functions include a range of popular studies in TA including candlesticks, price levels,
momentum indicators, moving averages, volatility studies and volume analysis.

MarketTechnicals supports the TimeArray data structure found in the TimeSeries package. The data structure is lightweight and is
well-suited for technical analysis algorithms.

## Installation

````julia
julia> Pkg.add("MarketTechnicals")
````
The MarketData package provides `const` objects of price series data based on the TimeArray structure. The package is used in
testing and benchmarking, but may also be useful prototyping trading signals.

````julia
julia> Pkg.add("MarketData")
````

## A quick tour of the API

````julia
julia> using MarketTechnicals, MarketData

julia> findwhen(doji(ohlc))
5-element Array{Date{ISOCalendar},1}:
1980-10-14
1981-04-07
1981-05-08
1981-06-08
1981-07-14


julia> ema(cl, 10, wilder=true)
496x1 TimeArray{Float64,1} 1980-01-16 to 1981-12-31

Close
1980-01-16 | 108.89
1980-01-17 | 109.07
1980-01-18 | 109.27
1980-01-21 | 109.56
...
1981-12-24 | 123.44
1981-12-28 | 123.33
1981-12-29 | 123.16
1981-12-30 | 123.07
1981-12-31 | 123.02

julia> woodiespivots(ohlc)
504x7 TimeArray{Float64,2} 1980-01-04 to 1981-12-31

s3 s2 s1 pivot r1 r2 r3
1980-01-04 | 100.99 102.13 103.81 104.94 106.63 107.76 109.45
1980-01-07 | 103.54 104.31 105.53 106.30 107.52 108.29 109.51
1980-01-08 | 103.81 104.81 105.81 106.81 107.81 108.81 109.81
1980-01-09 | 104.45 105.37 107.45 108.37 110.45 111.37 113.45
...
1981-12-24 | 119.30 120.44 121.31 122.45 123.32 124.46 125.33
1981-12-28 | 120.31 120.94 121.80 122.43 123.29 123.92 124.78
1981-12-29 | 119.83 120.78 121.45 122.41 123.08 124.04 124.71
1981-12-30 | 119.00 120.06 120.78 121.84 122.56 123.62 124.34
1981-12-31 | 119.20 120.12 121.27 122.19 123.33 124.26 125.40
````

A toolkit for technical analysis of financial time series in Julia, with documentation provided [here.](http://markettechnicals.readthedocs.org/en/latest/)
12 changes: 12 additions & 0 deletions docs/source/candlesticks.rst
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The doji pattern is identified with a very small candle body, where the open and closing price are nearly identical. It suggests some ambivalence in the market
about what the fair value of the underlying asset is.

::

julia> using MarketTechnicals, MarketData

julia> findwhen(doji(ohlc))
5-element Array{Date{ISOCalendar},1}:
1980-10-14
1981-04-07
1981-05-08
1981-06-08
1981-07-14
15 changes: 15 additions & 0 deletions docs/source/levels.rst
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Woodies pivots
--------------
::

julia> woodiespivots(ohlc)
504x7 TimeArray{Float64,2} 1980-01-04 to 1981-12-31

s3 s2 s1 pivot r1 r2 r3
1980-01-04 | 100.99 102.13 103.81 104.94 106.63 107.76 109.45
1980-01-07 | 103.54 104.31 105.53 106.30 107.52 108.29 109.51
1980-01-08 | 103.81 104.81 105.81 106.81 107.81 108.81 109.81
1980-01-09 | 104.45 105.37 107.45 108.37 110.45 111.37 113.45
...
1981-12-24 | 119.30 120.44 121.31 122.45 123.32 124.46 125.33
1981-12-28 | 120.31 120.94 121.80 122.43 123.29 123.92 124.78
1981-12-29 | 119.83 120.78 121.45 122.41 123.08 124.04 124.71
1981-12-30 | 119.00 120.06 120.78 121.84 122.56 123.62 124.34
1981-12-31 | 119.20 120.12 121.27 122.19 123.33 124.26 125.40
15 changes: 15 additions & 0 deletions docs/source/movingaverages.rst
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exponential moving average
--------------------------
::
julia> ema(cl, 10, wilder=true)
496x1 TimeArray{Float64,1} 1980-01-16 to 1981-12-31

Close
1980-01-16 | 108.89
1980-01-17 | 109.07
1980-01-18 | 109.27
1980-01-21 | 109.56
...
1981-12-24 | 123.44
1981-12-28 | 123.33
1981-12-29 | 123.16
1981-12-30 | 123.07
1981-12-31 | 123.02

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