PIVOT

• identify and use pivot points in bar series.

• db directory contains duckdb with bar series, it is managed by git-lts

• demo

  cd demo
  clj -X:npm-install
  clj -X:compile
  clj -X:backtest
  

renko heiken ak

Heikin-Ashi (HA)

• Heikin-Ashi candlesticks are a derivative of Japanese candlesticks, but rather than using actual open, high, low, and close values, this study uses recalculated values.
• HAClose = (O+H+L+C)/4
• HAOpen = (HAOpen (previous bar) + HAClose(previous bar))/2
• HAHigh = Maximum(H, HAOpen, HAClose)
• HALow = Minimum(L, HAOpen, HAClose)