/ta-lib

JavaScript utility library of technical analysis functions

Primary LanguageJavaScriptMIT LicenseMIT

ta-lib

JavaScript utility library of technical analysis functions.

Installation

You can install every modular method from npm.

Documentation

TODO

Supported Indicators and Functions

Indicator Groups

  • Overlap Studies
  • Momentum Indicators
  • Volume Indicators
  • Volatility Indicators
  • Price Transform
  • Cycle Indicators
  • Pattern Recognition

Overlap Studies

  • BBANDS Bollinger Bands
  • DEMA Double Exponential Moving Average
  • EMA Exponential Moving Average
  • HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
  • KAMA Kaufman Adaptive Moving Average
  • MA Moving average
  • MAMA MESA Adaptive Moving Average
  • MAVP Moving average with variable period
  • MIDPOINT MidPoint over period
  • MIDPRICE Midpoint Price over period
  • SAR Parabolic SAR
  • SAREXT Parabolic SAR - Extended
  • SMA Simple Moving Average
  • T3 Triple Exponential Moving Average (T3)
  • TEMA Triple Exponential Moving Average
  • TRIMA Triangular Moving Average
  • WMA Weighted Moving Average

Momentum Indicators

  • ADL Accumulation/Distribution Line
  • ADX Average Directional Movement Index
  • ADXR Average Directional Movement Index Rating
  • APO Absolute Price Oscillator
  • AROON Aroon
  • AROONOSC Aroon Oscillator
  • BOP Balance Of Power
  • CCI Commodity Channel Index
  • CMO Chande Momentum Oscillator
  • DX Directional Movement Index
  • MACD Moving Average Convergence/Divergence
  • MACDEXT MACD with controllable MA type
  • MACDFIX Moving Average Convergence/Divergence Fix 12/26
  • MFI Money Flow Index
  • MINUS_DI Minus Directional Indicator
  • MINUS_DM Minus Directional Movement
  • MOM Momentum
  • PLUS_DI Plus Directional Indicator
  • PLUS_DM Plus Directional Movement
  • PPO Percentage Price Oscillator
  • ROC Rate of change : ((price/prevPrice)-1)*100
  • ROCP Rate of change Percentage: (price-prevPrice)/prevPrice
  • ROCR Rate of change ratio: (price/prevPrice)
  • ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100
  • RSI Relative Strength Index
  • STOCH Stochastic
  • STOCHF Stochastic Fast
  • STOCHRSI Stochastic Relative Strength Index
  • TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
  • ULTOSC Ultimate Oscillator
  • WILLR Williams' %R

Volume Indicators

  • AD Chaikin A/D Line
  • ADOSC Chaikin A/D Oscillator
  • OBV On Balance Volume

Cycle Indicators

  • HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
  • HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
  • HT_PHASOR Hilbert Transform - Phasor Components
  • HT_SINE Hilbert Transform - SineWave
  • HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode

Price Transform

  • AVGPRICE Average Price
  • MEDPRICE Median Price
  • TYPPRICE Typical Price
  • WCLPRICE Weighted Close Price

Volatility Indicators

  • ATR Average True Range
  • NATR Normalized Average True Range
  • TRANGE True Range

Pattern Recognition

  • CDL2CROWS Two Crows
  • CDL3BLACKCROWS Three Black Crows
  • CDL3INSIDE Three Inside Up/Down
  • CDL3LINESTRIKE Three-Line Strike
  • CDL3OUTSIDE Three Outside Up/Down
  • CDL3STARSINSOUTH Three Stars In The South
  • CDL3WHITESOLDIERS Three Advancing White Soldiers
  • CDLABANDONEDBABY Abandoned Baby
  • CDLADVANCEBLOCK Advance Block
  • CDLBELTHOLD Belt-hold
  • CDLBREAKAWAY Breakaway
  • CDLCLOSINGMARUBOZU Closing Marubozu
  • CDLCONCEALBABYSWALL Concealing Baby Swallow
  • CDLCOUNTERATTACK Counterattack
  • CDLDARKCLOUDCOVER Dark Cloud Cover
  • CDLDOJI Doji
  • CDLDOJISTAR Doji Star
  • CDLDRAGONFLYDOJI Dragonfly Doji
  • CDLENGULFING Engulfing Pattern
  • CDLEVENINGDOJISTAR Evening Doji Star
  • CDLEVENINGSTAR Evening Star
  • CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
  • CDLGRAVESTONEDOJI Gravestone Doji
  • CDLHAMMER Hammer
  • CDLHANGINGMAN Hanging Man
  • CDLHARAMI Harami Pattern
  • CDLHARAMICROSS Harami Cross Pattern
  • CDLHIGHWAVE High-Wave Candle
  • CDLHIKKAKE Hikkake Pattern
  • CDLHIKKAKEMOD Modified Hikkake Pattern
  • CDLHOMINGPIGEON Homing Pigeon
  • CDLIDENTICAL3CROWS Identical Three Crows
  • CDLINNECK In-Neck Pattern
  • CDLINVERTEDHAMMER Inverted Hammer
  • CDLKICKING Kicking
  • CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
  • CDLLADDERBOTTOM Ladder Bottom
  • CDLLONGLEGGEDDOJI Long Legged Doji
  • CDLLONGLINE Long Line Candle
  • CDLMARUBOZU Marubozu
  • CDLMATCHINGLOW Matching Low
  • CDLMATHOLD Mat Hold
  • CDLMORNINGDOJISTAR Morning Doji Star
  • CDLMORNINGSTAR Morning Star
  • CDLONNECK On-Neck Pattern
  • CDLPIERCING Piercing Pattern
  • CDLRICKSHAWMAN Rickshaw Man
  • CDLRISEFALL3METHODS Rising/Falling Three Methods
  • CDLSEPARATINGLINES Separating Lines
  • CDLSHOOTINGSTAR Shooting Star
  • CDLSHORTLINE Short Line Candle
  • CDLSPINNINGTOP Spinning Top
  • CDLSTALLEDPATTERN Stalled Pattern
  • CDLSTICKSANDWICH Stick Sandwich
  • CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
  • CDLTASUKIGAP Tasuki Gap
  • CDLTHRUSTING Thrusting Pattern
  • CDLTRISTAR Tristar Pattern
  • CDLUNIQUE3RIVER Unique 3 River
  • CDLUPSIDEGAP2CROWS Upside Gap Two Crows
  • CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods

LICENSE

MIT