fixparser-plugin-mcp/types/mcp/schemas/indicatortypes.d.ts

FIXParser MCP Plugin (Local/Remote)

export interface BollingerBands {
    upper: number;
    middle: number;
    lower: number;
    bandwidth: number;
    percentB: number;
}
export interface KeltnerChannels {
    upper: number;
    middle: number;
    lower: number;
}
export interface DonchianChannels {
    upper: number;
    middle: number;
    lower: number;
}
export interface IchimokuCloud {
    tenkan: number;
    kijun: number;
    senkouA: number;
    senkouB: number;
    chikou: number;
}
export interface MACD {
    macd: number;
    signal: number;
    histogram: number;
}
export interface DMI {
    plusDI: number;
    minusDI: number;
    adx: number;
}
export interface Stochastic {
    k: number;
    d: number;
}
export interface PivotPoints {
    pp: number;
    r1: number;
    r2: number;
    r3: number;
    s1: number;
    s2: number;
    s3: number;
}
export interface FibonacciLevels {
    retracement: {
        level0: number;
        level236: number;
        level382: number;
        level500: number;
        level618: number;
        level786: number;
        level100: number;
    };
    extension: {
        level1272: number;
        level1618: number;
        level2618: number;
        level4236: number;
    };
}
export interface ElliottWave {
    waves: number[];
    currentWave: number;
    wavePosition: number;
}
export interface HarmonicPattern {
    type: string;
    completion: number;
    target: number;
    stopLoss: number;
}
export interface BlackScholes {
    callPrice: number;
    putPrice: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface VARModel {
    priceForecast: number[];
    volumeForecast: number[];
    coefficients: number[][];
    residuals: number[][];
}
export interface GaussianProcess {
    mean: number[];
    variance: number[];
    confidenceInterval: {
        lower: number[];
        upper: number[];
    };
}
export interface PairsTrading {
    spread: number[];
    zScore: number[];
    hedgeRatio: number;
    entrySignal: string;
    exitSignal: string;
    position: string;
}
export interface FourierTransform {
    frequencies: number[];
    amplitudes: number[];
    phases: number[];
    dominantFrequencies: number[];
}
export interface EmpiricalModeDecomposition {
    imfs: number[][];
    residual: number[];
    frequencies: number[];
}
export interface BinomialTree {
    callPrice: number;
    putPrice: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface TrinomialTree {
    callPrice: number;
    putPrice: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface MonteCarlo {
    callPrice: number;
    putPrice: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
    confidenceInterval: {
        lower: number;
        upper: number;
    };
}
export interface HestonModel {
    callPrice: number;
    putPrice: number;
    impliedVolatility: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface SABRModel {
    callPrice: number;
    putPrice: number;
    impliedVolatility: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface VarianceGamma {
    callPrice: number;
    putPrice: number;
    impliedVolatility: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
}
export interface TechnicalIndicators {
    sma5: number[];
    sma10: number[];
    sma20: number[];
    sma50: number[];
    sma200: number[];
    ema8: number[];
    ema12: number[];
    ema21: number[];
    ema26: number[];
    wma20: number[];
    vwma20: number[];
    macd: MACD[];
    adx: number[];
    dmi: DMI[];
    ichimoku: IchimokuCloud[];
    parabolicSAR: number[];
    rsi: number[];
    stochastic: Stochastic[];
    cci: number[];
    roc: number[];
    williamsR: number[];
    momentum: number[];
    bollinger: BollingerBands[];
    atr: number[];
    keltner: KeltnerChannels[];
    donchian: DonchianChannels[];
    chaikinVolatility: number[];
    obv: number[];
    cmf: number[];
    adl: number[];
    volumeROC: number[];
    mfi: number[];
    vwap: number[];
    pivotPoints: PivotPoints[];
    fibonacci: FibonacciLevels[];
    gannLevels: number[];
    elliottWave: ElliottWave[];
    harmonicPatterns: HarmonicPattern[];
}
export interface MarketAnalysis {
    currentPrice: number;
    startPrice: number;
    sessionHigh: number;
    sessionLow: number;
    totalVolume: number;
    avgVolume: number;
    volatility: number;
    sessionReturn: number;
    pricePosition: number;
    trueVWAP: number;
    momentum5: number;
    momentum10: number;
    maxDrawdown: number;
    atr: number;
    impliedVolatility: number;
    realizedVolatility: number;
    sharpeRatio: number;
    sortinoRatio: number;
    calmarRatio: number;
    maxConsecutiveLosses: number;
    winRate: number;
    profitFactor: number;
}
export interface TradingSignals {
    bullishSignals: number;
    bearishSignals: number;
    signals: string[];
    overallSignal: string;
    signalScore: number;
    confidence: number;
    riskLevel: string;
}
export interface StatisticalModels {
    zScore: number;
    ornsteinUhlenbeck: {
        mean: number;
        speed: number;
        volatility: number;
        currentValue: number;
    };
    kalmanFilter: {
        state: number;
        covariance: number;
        gain: number;
    };
    pairsTrading: PairsTrading;
    arima: {
        forecast: number[];
        residuals: number[];
        aic: number;
    };
    garch: {
        volatility: number;
        persistence: number;
        meanReversion: number;
    };
    var: VARModel;
    gaussianProcess: GaussianProcess;
    hilbertTransform: {
        analytic: number[];
        phase: number[];
        amplitude: number[];
    };
    waveletTransform: {
        coefficients: number[];
        scales: number[];
    };
    fourierTransform: FourierTransform;
    empiricalModeDecomposition: EmpiricalModeDecomposition;
}
export interface OptionsAnalysis {
    blackScholes: BlackScholes;
    binomialTree: BinomialTree;
    trinomialTree: TrinomialTree;
    monteCarlo: MonteCarlo;
    hestonModel: HestonModel;
    sabrModel: SABRModel;
    varianceGamma: VarianceGamma;
    impliedVolatility: number;
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
    greeks: {
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
}
export interface TechnicalAnalysisOutput {
    symbol: string;
    timestamp: string;
    marketStructure: {
        currentPrice: number;
        startPrice: number;
        sessionHigh: number;
        sessionLow: number;
        rangeWidth: number;
        totalVolume: number;
        sessionPerformance: number;
        positionInRange: number;
    };
    volatility: {
        impliedVolatility: number;
        realizedVolatility: number;
        atr: number;
        maxDrawdown: number;
        currentDrawdown: number;
    };
    technicalIndicators: {
        sma5: number | null;
        sma10: number | null;
        sma20: number | null;
        sma50: number | null;
        sma200: number | null;
        ema8: number;
        ema12: number;
        ema21: number;
        ema26: number;
        wma20: number | null;
        vwma20: number | null;
        macd: MACD | null;
        adx: number | null;
        dmi: DMI | null;
        ichimoku: IchimokuCloud | null;
        parabolicSAR: number | null;
        rsi: number | null;
        stochastic: Stochastic | null;
        cci: number | null;
        roc: number | null;
        williamsR: number | null;
        momentum: number | null;
        bollingerBands: BollingerBands | null;
        atr: number | null;
        keltnerChannels: KeltnerChannels | null;
        donchianChannels: DonchianChannels | null;
        chaikinVolatility: number | null;
        obv: number | null;
        cmf: number | null;
        adl: number | null;
        volumeROC: number | null;
        mfi: number | null;
        vwap: number | null;
    };
    volumeAnalysis: {
        currentVolume: number;
        averageVolume: number;
        volumeRatio: number;
        trueVWAP: number;
        priceVsVWAP: number;
        obv: number | null;
        cmf: number | null;
        mfi: number | null;
    };
    momentum: {
        momentum5: number;
        momentum10: number;
        sessionROC: number;
        rsi: number | null;
        stochastic: Stochastic | null;
        cci: number | null;
    };
    supportResistance: {
        pivotPoints: PivotPoints | null;
        fibonacci: FibonacciLevels | null;
        gannLevels: number[];
        elliottWave: ElliottWave | null;
        harmonicPatterns: HarmonicPattern[];
    };
    tradingSignals: TradingSignals;
    statisticalModels: StatisticalModels;
    optionsAnalysis: OptionsAnalysis | null;
    riskManagement: {
        targetEntry: number;
        stopLoss: number;
        profitTarget: number;
        riskRewardRatio: number;
        positionSize: number;
        maxRisk: number;
    };
    performance: {
        sharpeRatio: number;
        sortinoRatio: number;
        calmarRatio: number;
        maxDrawdown: number;
        winRate: number;
        profitFactor: number;
        totalReturn: number;
        volatility: number;
    };
}