TRIMA, VWMA, Typical Price.

README.md

@@ -46,10 +46,10 @@ The following list of indicators are currently supported by this package:
 - [Simple Moving Average (SMA)](trend/README.md#type-sma)
 - [Since Change](helper/README.md#func-since)
 - [Triple Exponential Moving Average (TEMA)](trend/README.md#type-tema)
-- Triangular Moving Average (TRIMA)
+- [Triangular Moving Average (TRIMA)](trend/README.md#type-trima)
 - Triple Exponential Average (TRIX)
-- Typical Price
-- Volume Weighted Moving Average (VWMA)
+- [Typical Price](trend/README.md#type-typicalprice)
+- [Volume Weighted Moving Average (VWMA)](trend/README.md#type-vwma)
 - Vortex Indicator
 
 ### Momentum Indicators
@@ -109,7 +109,8 @@ The following list of strategies are currently supported by this package:
 - [Random Index (KDJ) Strategy](strategy/README.md#type-kdjstrategy)
 - [Moving Average Convergence Divergence (MACD) Strategy](strategy/README.md#type-macdstrategy)
 - [Qstick Strategy](strategy/README.md#type-qstickstrategy)
-- Volume Weighted Moving Average (VWMA) Strategy
+- [Triangular Moving Average (TRIMA) Strategy](strategy/README.md#type-trimastrategy)
+- [Volume Weighted Moving Average (VWMA) Strategy](strategy/README.md#type-vwmastrategy)
 
 ### Momentum Strategies
 

strategy/README.md

@@ -78,6 +78,16 @@ The information provided on this project is strictly for informational purposes
   - [func \(q \*QstickStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#QstickStrategy.Report>)
 - [type Result](<#Result>)
 - [type Strategy](<#Strategy>)
+- [type TrimaStrategy](<#TrimaStrategy>)
+  - [func NewTrimaStrategy\(\) \*TrimaStrategy](<#NewTrimaStrategy>)
+  - [func \(t \*TrimaStrategy\) Compute\(c \<\-chan \*asset.Snapshot\) \<\-chan Action](<#TrimaStrategy.Compute>)
+  - [func \(\*TrimaStrategy\) Name\(\) string](<#TrimaStrategy.Name>)
+  - [func \(t \*TrimaStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#TrimaStrategy.Report>)
+- [type VwmaStrategy](<#VwmaStrategy>)
+  - [func NewVwmaStrategy\(\) \*VwmaStrategy](<#NewVwmaStrategy>)
+  - [func \(v \*VwmaStrategy\) Compute\(c \<\-chan \*asset.Snapshot\) \<\-chan Action](<#VwmaStrategy.Compute>)
+  - [func \(\*VwmaStrategy\) Name\(\) string](<#VwmaStrategy.Name>)
+  - [func \(v \*VwmaStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#VwmaStrategy.Report>)
 
 
 ## Constants
@@ -94,6 +104,27 @@ const (
 )
 ```
 
+<a name="DefaultTrimaStrategyShortPeriod"></a>
+
+```go
+const (
+    // DefaultTrimaStrategyShortPeriod is the first TRIMA period.
+    DefaultTrimaStrategyShortPeriod = 20
+
+    // DefaultTrimaStrategyLongPeriod is the second TRIMA period.
+    DefaultTrimaStrategyLongPeriod = 50
+)
+```
+
+<a name="DefaultVwmaStrategyPeriod"></a>
+
+```go
+const (
+    // DefaultVwmaStrategyPeriod is the default VWMA period.
+    DefaultVwmaStrategyPeriod = 20
+)
+```
+
 <a name="ActionsToAnnotations"></a>
 ## func [ActionsToAnnotations](<https://github.com/cinar/indicator/blob/v2/strategy/action.go#L46>)
 
@@ -661,4 +692,110 @@ type Strategy interface {
 }
 ```
 
+<a name="TrimaStrategy"></a>
+## type [TrimaStrategy](<https://github.com/cinar/indicator/blob/v2/strategy/trima_strategy.go#L24-L32>)
+
+TrimaStrategy represents the configuration parameters for calculating the TRIMA strategy. A bullish cross occurs when the short TRIMA moves above the long TRIMA. A bearish cross occurs when the short TRIMA moves below the long TRIME.
+
+```go
+type TrimaStrategy struct {
+    Strategy
+
+    // Trima1 represents the configuration parameters for calculating the short TRIMA.
+    Short *trend.Trima[float64]
+
+    // Trima2 represents the configuration parameters for calculating the long TRIMA.
+    Long *trend.Trima[float64]
+}
+```
+
+<a name="NewTrimaStrategy"></a>
+### func [NewTrimaStrategy](<https://github.com/cinar/indicator/blob/v2/strategy/trima_strategy.go#L36>)
+
+```go
+func NewTrimaStrategy() *TrimaStrategy
+```
+
+NewTrimaStrategy function initializes a new TRIMA strategy instance with the default parameters.
+
+<a name="TrimaStrategy.Compute"></a>
+### func \(\*TrimaStrategy\) [Compute](<https://github.com/cinar/indicator/blob/v2/strategy/trima_strategy.go#L55>)
+
+```go
+func (t *TrimaStrategy) Compute(c <-chan *asset.Snapshot) <-chan Action
+```
+
+Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+
+<a name="TrimaStrategy.Name"></a>
+### func \(\*TrimaStrategy\) [Name](<https://github.com/cinar/indicator/blob/v2/strategy/trima_strategy.go#L49>)
+
+```go
+func (*TrimaStrategy) Name() string
+```
+
+Name returns the name of the strategy.
+
+<a name="TrimaStrategy.Report"></a>
+### func \(\*TrimaStrategy\) [Report](<https://github.com/cinar/indicator/blob/v2/strategy/trima_strategy.go#L83>)
+
+```go
+func (t *TrimaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+```
+
+Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+
+<a name="VwmaStrategy"></a>
+## type [VwmaStrategy](<https://github.com/cinar/indicator/blob/v2/strategy/vwma_strategy.go#L21-L29>)
+
+VwmaStrategy represents the configuration parameters for calculating the VWMA strategy. The VwmaStrategy function uses SMA and VWMA indicators to provide a BUY action when VWMA is above SMA, and a SELL signal when VWMA is below SMA, a HOLD otherwse.
+
+```go
+type VwmaStrategy struct {
+    Strategy
+
+    // VWMA indicator.
+    Vwma *trend.Vwma[float64]
+
+    // SMA indicator.
+    Sma *trend.Sma[float64]
+}
+```
+
+<a name="NewVwmaStrategy"></a>
+### func [NewVwmaStrategy](<https://github.com/cinar/indicator/blob/v2/strategy/vwma_strategy.go#L32>)
+
+```go
+func NewVwmaStrategy() *VwmaStrategy
+```
+
+NewVwmaStrategy function initializes a new VWMA strategy instance with the default parameters.
+
+<a name="VwmaStrategy.Compute"></a>
+### func \(\*VwmaStrategy\) [Compute](<https://github.com/cinar/indicator/blob/v2/strategy/vwma_strategy.go#L50>)
+
+```go
+func (v *VwmaStrategy) Compute(c <-chan *asset.Snapshot) <-chan Action
+```
+
+Compute processes the provided asset snapshots and generates a stream of actionable recommendations.
+
+<a name="VwmaStrategy.Name"></a>
+### func \(\*VwmaStrategy\) [Name](<https://github.com/cinar/indicator/blob/v2/strategy/vwma_strategy.go#L45>)
+
+```go
+func (*VwmaStrategy) Name() string
+```
+
+Name returns the name of the strategy.
+
+<a name="VwmaStrategy.Report"></a>
+### func \(\*VwmaStrategy\) [Report](<https://github.com/cinar/indicator/blob/v2/strategy/vwma_strategy.go#L73>)
+
+```go
+func (v *VwmaStrategy) Report(c <-chan *asset.Snapshot) *helper.Report
+```
+
+Report processes the provided asset snapshots and generates a report annotated with the recommended actions.
+
 Generated by [gomarkdoc](<https://github.com/princjef/gomarkdoc>)

strategy/backtest.go

@@ -117,6 +117,8 @@ func (b *Backtest) allStrategies() []Strategy {
 		NewKdjStrategy(),
 		NewMacdStrategy(),
 		NewQstickStrategy(),
+		NewTrimaStrategy(),
+		NewVwmaStrategy(),
 	}
 }