Package Exports

trading-indicator
trading-indicator/index.js

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Readme

trading-indicator

provide trading technical indicator values based on market data of almost crypto currency exchanges https://www.npmjs.com/package/trading-indicator

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Installation

Node.js version 10 or later is required

npm install --save trading-indicator

Fetch ticker information

Parameter:
- Exchange name
- Symbol
- IsFuture exchange

let ticker = await indicators.ticker("binance", symbol, true)

The structure of a ticker is as follows:

{
    'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
    'info':        { the original non-modified unparsed reply from exchange API },
    'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
    'datetime':      ISO8601 datetime string with milliseconds
    'high':          float, // highest price
    'low':           float, // lowest price
    'bid':           float, // current best bid (buy) price
    'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
    'ask':           float, // current best ask (sell) price
    'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
    'vwap':          float, // volume weighed average price
    'open':          float, // opening price
    'close':         float, // price of last trade (closing price for current period)
    'last':          float, // same as `close`, duplicated for convenience
    'previousClose': float, // closing price for the previous period
    'change':        float, // absolute change, `last - open`
    'percentage':    float, // relative change, `(change/open) * 100`
    'average':       float, // average price, `(last + open) / 2`
    'baseVolume':    float, // volume of base currency traded for last 24 hours
    'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Available Indicators

Available Alerts

Supported exchanges

Supported interval

1m : 1 minute
5m: 5 minutes
15m: 15 minutes
30m: 30 minutes
45m: 45 minutes
1h : 1 hour
2h : 2 hours
4h : 4 hours
1d : 1 day
1w : 1 week
1M : 1 month

Sample code

ATR (Average True Range)

Parameters:
- Period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { atr, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let atrData = await atr(14, "close", input)
  console.log(atrData[atrData.length - 1])

ADX (Average Directional Index)

Parameters:
- Period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { adx, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let adxData = await adx(14, "close", input)
  console.log(adxData[adxData.length - 1])

BB (Bollinger bands)

Parameters:
- Bollinger bands period: integer
- stdDev : integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { bb, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    let bbData = await bb(50, 2, "close", input)
    console.log(bbData[bbData.length - 2])

EMA (Exponential Moving Average)

Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { ema, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let emaData = await ema(8, "close", input)
  console.log(emaData[emaData.length - 1])

IchimokuCloud

Parameters:
- conversionPeriod: integer
- basePeriod: integer
- spanPeriod: integer
- displacement: integer
- Input : detach from OHLCV

  const { ichimokuCloud, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  console.log(await ichimokuCloud(9, 26, 52, 26, input))

MACD (Moving Average Convergence Divergence)

Parameters:
- Fast period: integer
- Slow period: integer
- Signal period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { macd, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    console.log(await macd(12, 26, 9, "close", input))

MFI

Parameters:
- MFI period: integer
- Input : detach from OHLCV

  const { mfi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await mfi(14, input))

CCI

Parameters:
- CCI period: integer
- Input : detach from OHLCV

  const { cci, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await cci(14, input))

VWAP

Parameters:
- Input : detach from OHLCV

  const { vwap, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await vwap(input))

OBV

Parameters:
- Input : detach from OHLCV

  const { obv, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await obv(input))

RSI

Parameters:
- RSI period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { rsi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await rsi(14, "close", input))

SMA (Simple Moving Average)

Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { sma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let smaData = await sma(8, "close", input)
  console.log(smaData[smaData.length - 1])

Stochastic RSI

Parameters:
- kPeriod: integer
- dPeriod: integer
- rsiPeriod: integer
- stochasticPeriod: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { stochasticRSI, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await stochasticRSI(3, 3, 14, 14, "close", input))

WMA (Weighted Moving Average)

Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV

  const { wma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let wmaData = await wma(8, "close", input)
  console.log(wmaData[wmaData.length - 1])

KST

Parameters:
- Input : detach from OHLCV
- ROC1
- ROC2
- ROC3
- ROC4
- SMA1
- SMA2
- SMA3
- SMA4
- SignalLength

  const { kst, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await kst(input, 10, 15, 20, 30, 10, 10, 10, 15, 9))

Golden cross / Death cross

Parameter:

MA_FAST (should be 50)
MA_SLOW (should be 200)
Input : detach from OHLCV

Sample code

  const { goldenCross, deathCross, maCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market

  await goldenCross(50, 200, input) 
  await deathCross(50, 200, input) 
  
  // check both golden/death cross
  await maCross(50, 200, input) // response  { goldenCross: false, deathCross: false }

RSI in overBought/overSold area

Parameter:

RSI Period
OverBoughtThreshold (75)
OverSoldThreshold (25)
Input : detach from OHLCV

Sample code

  const { rsiCheck, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await rsiCheck(14, 75, 25, input) 
  // Test RSIcheck
  // { overBought: false, overSold: false, rsiVal: 27.81 }

Price crosses SMA/EMA

Parameter:

MA Period
Input : detach from OHLCV

Sample code

  const { priceCrossSMA, priceCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await priceCrossSMA(14, input) 
  //Test SMA cross
  // { cross: true, direction: 'up' }


  await priceCrossEMA(14, input) 
  // Test EMA cross
  // { cross: true, direction: 'down' }
  ```

VWAP crosses SMA/EMA

Parameter:

MA Period
Input : detach from OHLCV

Sample code

  const { vwapCrossSMA, vwapCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await vwapCrossSMA(14, input) 
  //Test SMA cross
  // { cross: true, direction: 'up' }


  await vwapCrossEMA(14, input) 
  // Test EMA cross
  // { cross: true, direction: 'down' }

KST crossing

Parameter:

Input : detach from OHLCV
ROC1
ROC2
ROC3
ROC4
SMA1
SMA2
SMA3
SMA4
SignalLength

Sample code

  const { kstCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await kstCross(input, 10, 15, 20, 30, 10, 10, 10, 15, 9) 
  //Test KST cross
  // { cross: true, direction: 'up' }

Dependencies

technicalindicators