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  • License Apache-2.0

A library of trading indicators for Node.JS

Package Exports

  • bfx-hf-indicators

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (bfx-hf-indicators) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

Bitfinex Indicator Library for Node.JS

Build Status

This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator).

Features

  • Average True Range
  • Normalised Average True Range
  • Acceleration
  • Accumulation/Distribution
  • Accumulative Swing Index
  • Arnoud Legoux Moving Average
  • Aroon
  • Average Directional Index
  • Awesome Oscillator
  • 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
  • Mass Index
  • Momentum
  • Net Volume
  • On Balance Volume
  • Price Channel
  • Price Oscillator
  • Price Volume Trend
  • RSI
  • Rate of Change
  • Relative Vigor Index
  • Relative Volatility Index
  • Simple Moving Average
  • Standard Deviation
  • Stochastic
  • Stochastic RSI
  • TRIX
  • True Strength Index
  • VWAP
  • Volume Oscillator
  • Volume Weighted Moving Average
  • Weighted Moving Average
  • Williams %R

Installation

npm i --save bfx-hf-indicators

Quickstart & Example

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

Docs

See docs/usage.md for an overview of the system, and the examples/ folder for executable examples.

Contributing

  1. Fork it
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request