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Technical Analysis Library

Package Exports

    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 (talib) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

    Readme

    node-talib

    A thin node.js wrapper around TA-LIB, a technical analysis library with 100+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, TRIX and candlestick pattern recognition.

    Supporting this project

    Support this project for new features and improvements.

    A few of the pending improvements include:

    • Update dependencies and modernize the library
    • Machine Learning integration for predictions, forecasting, etc.
    • Proper support for Windows and other platforms
    • Audit all functions
    • Add unit tests
    • Official documentation
    • Better technincal support
    • ....and more.

    If this project helped you in any way, you can also leave me a tip at (BTC) 18gT1wmq3RMoLBm2ZFv4PhiYbU5CMAQC6P.

    Prerequisites

    If you are using Windows, you will need to install Windows Build Tools with the "--vs2015" param, which will download and install Visual C++ Build Tools 2015 and Python 2.7, configuring your machine and npm appropriately.

    Installation

    To install the most recent release from npm, run:

    npm install talib

    Building

    The source code is available at github. You can either clone the repository or download a zip file of the latest release.

    Once you have the source, you can build the module by running

    npm install

    in the main directory. If everything goes well, the module will be available in the build/Release folder.

    Examples

    TALib is very simple to use.

    // load the module and display its version
    var talib = require('./build/Release/talib');
    console.log("TALib Version: " + talib.version);
    
    // Display all available indicator function names
    var functions = talib.functions;
    for (i in functions) {
        console.log(functions[i].name);
    }

    Assuming the market data is readily available, you can calculate an indicator by calling the execute function with the name of the indicator and required input parameters.

    // market data as arrays
    var marketData = { open: [...], close: [...], high: [...], low: [...], volume: [...] };
    
    // execute Average Directional Movement Index indicator with time period 9
    talib.execute({
        name: "ADX",
        startIdx: 0,
        endIdx: marketData.close.length - 1,
        high: marketData.high,
        low: marketData.low,
        close: marketData.close,
        optInTimePeriod: 9
    }, function (err, result) {
    
        console.log("ADX Function Results:");
        console.log(result);
    
    });

    you can also make synchronized call

    var result = talib.execute({
        name: "ADX",
        startIdx: 0,
        endIdx: marketData.close.length - 1,
        high: marketData.high,
        low: marketData.low,
        close: marketData.close,
        optInTimePeriod: 9
    });

    Input parameters can be discovered by:

    // Retreive Average Directional Movement Index indicator specifications
    var function_desc = talib.explain("ADX");
    console.dir(function_desc);
    
    
    {
      // Function Name
      name: 'ADX',
    
      // Function Group Name
      group: 'Momentum Indicators',
    
      // Function Description
      hint: 'Average Directional Movement Index',
    
      // Input Parameters
      inputs:
       [ {
           // Parameter Name
           name: 'inPriceHLC',
    
           // Parameter Type
           //   price, real, or integer
           type: 'price',
    
           // Parameter keys to be passed in when calling the function
           //   open, high, low, close, volume,
           //   openinterest, or timestamp
           flags: [ 'high', 'low', 'close' ] } ],
    
      // Optional Input Parameters
      optInputs:
       [ {
           // Parameter Name
           name: 'optInTimePeriod',
    
           // Parameter Display Label
           displayName: 'Time Period',
    
           // Parameter Default Value
           defaultValue: 14,
    
           // Parameter Description
           hint: 'Number of period',
    
           // Parameter Type
           //   real_range, real_integer,
           //   integer_range, or integer_list
           type: 'integer_range' } ],
    
      // Output Values
      outputs:
       [ {
           // Value Name
           name: 'outReal',
    
           // Value Type
           //   real or integer
           type: 'real',
    
           // Suggested Value Visualization Hint
           //   line, line_dot, line_dash, dot,
           //   histogram, pattern_bool, pattern_bull_bear,
           //   pattern_strength, positive, negative, zero,
           //   limit_upper, or limit_lower
           flags: [ 'line' ] } ] }

    Some indicators require or accept a optInMAType flag:

    SMA   = 0
    EMA   = 1
    WMA   = 2
    DEMA  = 3
    TEMA  = 4
    TRIMA = 5
    KAMA  = 6
    MAMA  = 7
    T3    = 8

    For working examples look in the examples/ directory. You can execute the examples using node.

    node examples/adx.js

    License

    Copyright (c) 2012-2024 Mustafa Oransel

    This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

    This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.