This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator).
- Average True Range
- Normalised Average True Range
- Acceleration
- Accumulation/Distribution
- Accumulative Swing Index
- Arnoud Legoux Moving Average
- Aroon
- Average Directional Index
- Balance of Power
- Bollinger Bands
- Chaikin Money Flow
- Chaikin Oscillator
- Chande Momentum Oscillator
- Coppock Curve
- Detrended Price Oscillator
- Donchian Channels
- Ease of Movement
- Envelope
- Exponential Moving Average
- EMA Volume
- Know Sure Thing
- MACD
- Momentum
- Net Volume
- On Balance Volume
- Price Channel
- Price Volume Trend
- RSI
- Rate of Change
- Relative Vigor Index
- Relative Volatility Index
- Simple Moving Average
- Standard Deviation
- Stochastic
- Stochastic RSI
- True Strength Index
- VWAP
- Volume Oscillator
- Volume Weighted Moving Average
- Weighted Moving Average
- Williams %R
npm i --save bfx-hf-indicators
const { RSI } = require('bfx-hf-indicators')
const rsi = new RSI([14])
rsi.add(14000)
rsi.add(14010)
rsi.add(14025)
rsi.add(14035)
// ...
// 8 more data points
// ...
rsi.add(13998)
rsi.add(13952)
const v = rsi.v() // query current RSI(14) value
See docs/usage.md
for an overview of the system, and the examples/
folder for executable examples.
- Fork it
- Create your feature branch (
git checkout -b my-new-feature
) - Commit your changes (
git commit -am 'Add some feature'
) - Push to the branch (
git push origin my-new-feature
) - Create a new Pull Request
This package will be maintained only via github, please use latest relases from github instead of npm.
Example on how to install specific version from github:
npm i --save-prod https://github.com/bitfinexcom/bfx-hf-indicators.git#v2.0.9
Example on how to install it latest version from github:
npm i --save-prod https://github.com/bitfinexcom/bfx-hf-indicators.git