indicatorts

[![npm version](https://badge.fury.io/js/indicatorts.svg)](https://badge.fury.io/js/indicatorts) [![License](https://img.shields.io/badge/License-MIT-blue.svg)](https://opensource.org/licenses/MIT) [![Build Status](https://github.com/cinar/indicatorts/actions/workflows/ci.yml/badge.svg)](https://github.com/cinar/indicatorts/actions/workflows/ci.yml) [![codecov](https://codecov.io/gh/cinar/indicatorts/branch/main/graph/badge.svg?token=302HZICPD0)](https://codecov.io/gh/cinar/indicatorts) [![CodeQL Analysis](https://github.com/cinar/indicatorts/actions/workflows/codeql-analysis.yml/badge.svg)](https://github.com/cinar/indicatorts/actions/workflows/codeql-analysis.yml) # Indicator TS Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading. _This is a clone of my [Indicator Go](https://github.com/cinar/indicator) Golang module._ ## Indicators Provided The following list of indicators are currently supported by this package: ### Trend Indicators - [Absolute Price Oscillator (APO)](src/indicator/trend/README.md#absolute-price-oscillator-apo) - [Aroon Indicator](src/indicator/trend/README.md#aroon) - [Balance of Power (BOP)](src/indicator/trend/README.md#balance-of-power-bop) - [Chande Forecast Oscillator (CFO)](src/indicator/trend/README.md#chande-forecast-oscillator-cfo) - [Community Channel Index (CCI)](src/indicator/trend/README.md#community-channel-index-cci) - [Double Exponential Moving Average (DEMA)](src/indicator/trend/README.md#double-exponential-moving-average-dema) - [Exponential Moving Average (EMA)](src/indicator/trend/README.md#exponential-moving-average-ema) - [Mass Index (MI)](src/indicator/trend/README.md#mass-index-mi) - [Moving Average Convergence Divergence (MACD)](src/indicator/trend/README.md#moving-average-convergence-divergence-macd) - [Moving Max (MMAX)](src/indicator/trend/README.md#moving-max-mmax) - [Moving Min (MMIN)](src/indicator/trend/README.md#moving-min-mmin) - [Moving Sum (MSUM)](src/indicator/trend/README.md#moving-sum-msum) - [Parabolic SAR (PSAR)](src/indicator/trend/README.md#parabolic-sar-psar) - [Qstick](src/indicator/trend/README.md#qstick) - [Random Index (KDJ)](src/indicator/trend/README.md#random-index-kdj) - [Rolling Moving Average (RMA)](src/indicator/trend/README.md#rolling-moving-average-rma) - [Simple Moving Average (SMA)](src/indicator/trend/README.md#simple-moving-average-sma) - [Since Change](src/indicator/trend/README.md#since-change) - [Triple Exponential Moving Average (TEMA)](src/indicator/trend/README.md#triple-exponential-moving-average-tema) - [Triangular Moving Average (TRIMA)](src/indicator/trend/README.md#triangular-moving-average-trima) - [Triple Exponential Average (TRIX)](src/indicator/trend/README.md#triple-exponential-average-trix) - [Typical Price](src/indicator/trend/README.md#typical-price) - [Volume Weighted Moving Average (VWMA)](src/indicator/trend/README.md#volume-weighted-moving-average-vwma) - [Vortex Indicator](src/indicator/trend/README.md#vortex-indicator) ### Momentum Indicators - [Awesome Oscillator (AO)](src/indicator/momentum/README.md#awesome-oscillator-ao) - [Chaikin Oscillator (CMO)](src/indicator/momentum/README.md#chaikin-oscillator-cmo) - [Ichimoku Cloud](src/indicator/momentum/README.md#ichimoku-cloud) - [Percentage Price Oscillator (PPO)](src/indicator/momentum/README.md#percentage-price-oscillator-ppo) - [Percentage Volume Oscillator (PVO)](src/indicator/momentum/README.md#percentage-volume-oscillator-pvo) - [Price Rate of Change (ROC)](src/indicator/momentum/README.md#price-rate-of-change-roc) - [Relative Strength Index (RSI)](src/indicator/momentum/README.md#relative-strength-index-rsi) - [Stochastic Oscillator (STOCH)](src/indicator/momentum/README.md#stochastic-oscillator-stoch) - [Williams R (WILLR)](src/indicator/momentum/README.md#williams-r-willr) ### Volatility Indicators - [Acceleration Bands (AB)](src/indicator/volatility/README.md#acceleration-bands-ab) - [Average True Range (ATR)](src/indicator/volatility/README.md#average-true-range-atr) - [Bollinger Bands (BB)](src/indicator/volatility/README.md#bollinger-bands-bb) - [Bollinger Band Width (BBW)](src/indicator/volatility/README.md#bollinger-band-width-bbw) - [Chandelier Exit (CE)](src/indicator/volatility/README.md#chandelier-exit-ce) - [Donchian Channel (DC)](src/indicator/volatility/README.md#donchian-channel-dc) - [Keltner Channel (KC)](src/indicator/volatility/README.md#keltner-channel-kc) - [Moving Standard Deviation (MSTD)](src/indicator/volatility/README.md#moving-standard-deviation-mstd) - [Projection Oscillator (PO)](src/indicator/volatility/README.md#projection-oscillator-po) - [True Range (TR)](src/indicator/volatility/README.md#true-range-tr) - [Ulcer Index (UI)](src/indicator/volatility/README.md#ulcer-index-ui) ### Volume Indicators - [Accumulation/Distribution (AD)](src/indicator/volume/README.md#accumulationdistribution-ad) - [Chaikin Money Flow (CMF)](src/indicator/volume/README.md#chaikin-money-flow-cmf) - [Ease of Movement (EMV)](src/indicator/volume/README.md#ease-of-movement-emv) - [Force Index (FI)](src/indicator/volume/README.md#force-index-fi) - [Money Flow Index (MFI)](src/indicator/volume/README.md#money-flow-index-mfi) - [Negative Volume Index (NVI)](src/indicator/volume/README.md#negative-volume-index-nvi) - [On-Balance Volume (OBV)](src/indicator/volume/README.md#on-balance-volume-obv) - [Volume Price Trend (VPT)](src/indicator/volume/README.md#volume-price-trend-vpt) - [Volume Weighted Average Price (VWAP)](src/indicator/volume/README.md#volume-weighted-average-price-vwap) ## Strategies Provided Strategies relies on the following: - [Asset](src/strategy/README.md#asset) - [New Asset with Length](src/strategy/README.md#new-asset-with-length) - [Concat Assets](src/strategy/README.md#concat-assets) - [Action](src/strategy/README.md#action) - [Reverse Actions](src/strategy/README.md#reverse-actions) - [Apply Actions](src/strategy/README.md#apply-actions) - [Strategy Function](src/strategy/README.md#strategy-function) - [Buy and Hold Strategy](src/strategy/README.md#buy-and-hold-strategy) The following list of strategies are currently supported by this package: ### Trend Strategies - [Absolute Price Oscillator Strategy](src/strategy/trend/README.md#absolute-price-oscillator-strategy) - [Aroon Strategy](src/strategy/trend/README.md#aroon-strategy) - [Balance of Power Strategy](src/strategy/trend/README.md#balance-of-power-strategy) - [Chande Forecast Oscillator Strategy](src/strategy/trend/README.md#chande-forecast-oscillator-strategy) - [KDJ Strategy](src/strategy/trend/README.md#kdj-strategy) - [MACD Strategy](src/strategy/trend/README.md#macd-strategy) - [Parabolic SAR Strategy](src/strategy/trend/README.md#parabolic-sar-strategy) - [Typical Price Strategy](src/strategy/trend/README.md#typical-price-strategy) - [Volume Weighted Moving Average (VWMA) Strategy](src/strategy/trend/README.md#volume-weighted-moving-average-vwma-strategy) - [Vortex Strategy](src/strategy/trend/README.md#vortex-strategy) ### Momentum Strategies - [Awesome Oscillator Strategy](src/strategy/momentum/README.md#awesome-oscillator-strategy) - [Ichimoku Cloud Strategy](src/strategy/momentum/README.md#ichimoku-cloud-strategy) - [RSI 2 Stategy](src/strategy/momentum/README.md#rsi-2-strategy) - [Stochastic Oscillator Strategy](src/strategy/momentum/README.md#stochastic-oscillator-strategy) - [Williams R Strategy](src/strategy/momentum/README.md#williams-r-strategy) ### Volatility Strategies - [Acceleration Bands Strategy](src/strategy/volatility/README.md#acceleration-bands-strategy) - [Bollinger Bands Strategy](src/strategy/volatility/README.md#bollinger-bands-strategy) - [Projection Oscillator Strategy](src/strategy/volatility/README.md#projection-oscillator-strategy) ### Volume Strategies - [Chaikin Money Flow Strategy](src/strategy/volume/README.md#chaikin-money-flow-strategy) - [Ease of Movement Strategy](src/strategy/volume/README.md#ease-of-movement-strategy) - [Force Index Strategy](src/strategy/volume/README.md#force-index-strategy) - [Money Flow Index Strategy](src/strategy/volume/README.md#money-flow-index-strategy) - [Negative Volume Index Strategy](src/strategy/volume/README.md#negative-volume-index-strategy) - [Volume Weighted Average Price Strategy](src/strategy/volume/README.md#volume-weighted-average-price-strategy) ## Backtest Backtesting is the method for seeing how well a strategy would have done. The following backtesting functions are provided for evaluating strategies. - [Strategy Info](src/backtest/README.md#strategy-info) - [Strategy Result](src/backtest/README.md#strategy-result) - [Backtest Function](src/backtest/README.md#backtest-function) - [Company Info](src/backtest/README.md#company-info) - [Company Result](src/backtest/README.md#company-result) - [Strategy Stats](src/backtest/README.md#strategy-stats) - [Compute Strategy Stats](src/backtest/README.md#compute-strategy-stats) ## Chart Chart provides an easy way to plot the outcome of the indicators and the strategies. - [Chart Initialization](src/chart/README.md#chart-initialization) - [Data Set](src/chart/README.md#data-set) - [Add Data](src/chart/README.md#add-data) - [Remove Data](src/chart/README.md#remove-data) - [Draw Chart](src/chart/README.md#draw-chart) ## Build The project can be build from its source through the build command. ```bash npm run build ``` ## Usage Install package. ```bash npm install indicatorts ``` Import indicator. ```TypeScript import { ao } from 'indicatorts'; const highs = [10, 20, 30, 40]; const lows = [1, 2, 3, 4]; // Awesome Oscillator! const result = ao(highs, lows); ``` ## Disclaimer The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security. ## License Copyright (c) 2022 Onur Cinar. All Rights Reserved. The source code is provided under MIT License.