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jesse-indicators

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A Technical indicator library for TypeScript.

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// ETHUSD 1D Bitfinex export const rawCandles = [ [1554940800000, 177.26, 164.17, 177.39, 160.89, 274173.62989398], [1554854400000, 176.8, 177.2, 186.97, 169.01, 417940.62710736], [1554768000000, 181.41, 176.8, 181.66, 175.52, 244210.28302129], [1554681600000, 176.75, 181.45, 187.98, 175, 461566.4603373], [1554595200000, 167.12, 176.62, 178.99, 165.86, 237570.9125227], [1554508800000, 167.33, 167.08, 174.32, 161.71, 256029.47361819], [1554422400000, 158.67, 167.07, 170, 157.76, 191292.10672533], [1554336000000, 161.16, 158.66, 165.37787205, 155, 305834.27061489], [1554249600000, 165.5, 161.17, 181.33, 151.82, 820712.91013769], [1554163200000, 143.14724475, 165.5, 168.5, 142.94, 575444.72376978], [1554076800000, 143.78, 143.20327984, 145.58, 141, 104078.57106062], [1553990400000, 144.65, 143.78, 144.68, 142.64, 59796.53568302], [1553904000000, 146.2, 144.65, 149.17, 142.03, 136087.03726621], [1553817600000, 140.26, 146.2, 146.6, 140, 154539.68053376], [1553731200000, 141.65, 140.26, 141.65, 139.42, 59669.24760584], [1553644800000, 135.4, 141.71, 142.19, 135.33, 177271.56245862], [1553558400000, 135.14155752, 135.4, 136.26, 133.9, 116634.46998784], [1553472000000, 137.82, 135.14, 138.76, 132.67124053, 114056.52533452], [1553385600000, 139.25, 137.81, 139.37, 136.69, 59308.27485209], [1553299200000, 137.86, 139.28, 140.7, 137.8, 81479.88887832], [1553212800000, 136.99, 138, 139.49, 136.15, 91039.82957107], [1553126400000, 142.17, 136.99, 142.78, 135, 172146.28563456], [1553040000000, 141.64, 142.17, 143.02, 138.77, 120367.52846823], [1552953600000, 140.59, 141.64, 142.34, 139.81, 82455.76275512], [1552867200000, 141.72, 140.6, 144.88, 138.3, 148601.34019785], [1552780800000, 143.79168208, 141.71, 143.79168208, 140, 119257.71049178], [1552694400000, 139.27, 143.79, 147.5, 139.27, 195718.24283274], [1552608000000, 134.71, 139.15154501, 141.19, 134.67899222, 262276.6071077], [1552521600000, 134.51, 134.72, 138.51, 131.56, 144525.75466461], [1552435200000, 136.26386055, 134.51, 136.32, 133.42, 105011.12588162], [1552348800000, 135.41, 136.27, 139.01, 130.55, 189902.04949047], [1552262400000, 138.19868858, 135.41228143, 138.76, 133.46, 168750.16984593], [1552176000000, 140.04, 138.2, 140.4, 136.5, 102267.33111797], [1552089600000, 136.19, 140.04, 141.71, 135.37, 172797.25446211], [1552003200000, 140.03, 136.18, 143.06280348, 131, 254452.01201008], [1551916800000, 140.569586, 140.04, 143.3, 138.32, 144044.54303336], [1551830400000, 140.03708394, 140.57, 143.83, 136.5, 236683.61694207], [1551744000000, 128.39, 140, 141, 127.74, 302894.16151721], [1551657600000, 133.27645537, 128.39, 133.88740746, 125.88, 217570.92113804], [1551571200000, 135.59, 133.23, 137.99, 130.4, 110320.33667254], [1551484800000, 138.53, 135.59746332, 139.31, 132.63, 179045.31672674], [1551398400000, 138.18, 138.5, 141.44, 137.81, 112400.50230288], [1551312000000, 137.72, 138.17, 143, 136, 327681.6547735], [1551225600000, 139.36, 137.71, 144.19, 128.8, 372477.60149725], [1551139200000, 141.17, 139.37, 141.75, 136.22, 140020.0187171], [1551052800000, 135.3, 141.21, 144.78, 134.96, 322418.67594558], [1550966400000, 161.54, 135.2, 170, 134.59, 880143.09454422], [1550880000000, 151.27, 161.53745825, 163.78, 148.75, 442932.81412847], [1550793600000, 148.30303447, 151.27, 152.43, 146.1, 349070.15586161], [1550707200000, 151.36, 148.3, 156.4, 145, 324665.15844687], [1550620800000, 146.61, 151.41, 152.99, 143.6, 315090.6354455], [1550534400000, 148.87, 146.61, 153.76, 145.76, 344048.26117811], [1550448000000, 136.17, 148.87, 152, 134.7, 677549.40613454], [1550361600000, 124.68, 136.15, 139.5, 124.35186336, 520129.55200444], [1550275200000, 123.78, 124.68, 127.25, 123.73, 122637.51885895], [1550188800000, 122.53, 123.75, 127.4, 122.19, 179536.51121806], [1550102400000, 123.85, 122.52, 126.35, 122.06, 180710.06673683], [1550016000000, 124.67, 123.85, 130.46398664, 122.45, 244185.72179065], [1549929600000, 122.68928414, 124.75, 127, 119.22, 226671.65242257], [1549843200000, 127.31, 122.68388757, 127.31, 121.21, 207173.08194556], [1549756800000, 121.08, 127.37, 128.16, 118, 249140.41491205], [1549670400000, 121.22, 121.01, 123.73, 119.55, 146997.10960893], [1549584000000, 105.78, 121.21040371, 124.88, 105.00230043, 520022.74559365], [1549497600000, 106.06, 105.81, 107.75, 104.76, 115100.64330285], [1549411200000, 108.69, 106.05, 109, 102.49, 280564.98488924], [1549324800000, 108.45, 108.69, 109.17, 107.36, 66832.69763122], [1549238400000, 108.58, 108.46, 110.6, 107.77, 105145.61749952], [1549152000000, 112.7, 108.63, 114.2, 107, 191424.8820344], [1549065600000, 109.01, 112.71, 114.33389877, 107.93, 163361.18595986], [1548979200000, 108.61, 108.93639624, 110.67, 105.51, 192631.45359719], [1548892800000, 110.55125732, 108.49, 113.88, 107.17, 179435.26128464], [1548806400000, 106.32, 110.62, 112.06, 105.07, 324022.8745867], [1548720000000, 107.5, 106.3, 108.36, 104.16, 164515.21696698], [1548633600000, 113.44, 107.49, 114.45, 103.2, 370323.8965416], [1548547200000, 117.28, 113.43, 118.49, 112.16, 238132.02639151], [1548460800000, 117.27, 117.26, 122, 117, 136149.13182552], [1548374400000, 119.05, 117.26547717, 120, 116.01, 139956.70900985], [1548288000000, 118.75892895, 119.05314044, 120.12, 115.65, 181027.10848461], [1548201600000, 120.19, 118.76, 121.29, 117.03, 153142.5418661], [1548115200000, 117.42, 120.19, 122.12, 112.2, 298455.23310464], [1548028800000, 119.08, 117.5, 120.53, 114.65, 207936.02068398], [1547942400000, 126, 119.1, 126.87, 107.51, 370922.98978005], [1547856000000, 121.88, 126.01, 132.36, 121.87653566, 285043.72533233], [1547769600000, 125.24, 121.82, 125.66, 120.16, 146720.87929936], [1547683200000, 124.42, 125.25, 127.32, 119.34, 258914.71331602999], [1547596800000, 122.6, 124.36, 131.36, 121.38, 300508.54459523], [1547510400000, 131.45921456, 122.6, 134.29, 119.29, 360220.49288352], [1547424000000, 117.94, 131.45, 134.5, 117.79, 380637.93611058], [1547337600000, 127.39, 117.94, 128.06, 116.1, 245786.59389878], [1547251200000, 128.76, 127.41, 130.37, 126.1, 142550.72526521], [1547164800000, 129.52, 128.73, 131.79, 124.43, 281137.06106823], [1547078400000, 152.6623428, 129.5, 154.8, 125.71, 684813.18925398], [1546992000000, 152.88, 152.65, 162.76, 151, 291789.53971791], [1546905600000, 154.79, 152.86, 158.09124123, 146, 394338.68343654], [1546819200000, 160.76, 154.79, 162.59, 153, 193398.32987615], [1546732800000, 158.36, 160.84, 165.86, 152.59, 507028.2163778], [1546646400000, 158.71, 158.32, 167, 155, 500826.31287689], [1546560000000, 152.41686459, 158.48, 162.4, 149.78, 553207.86063978], [1546473600000, 159.51163185, 152.42, 160.93, 149.49, 326455.87626429], [1546387200000, 145.05, 159.36, 163.67, 143.86, 566338.6179306] ].reverse() const values: number[] = [] rawCandles.forEach(i => values.push(i[2])) export default values export const expectedSRSI: number[] = [ 25.336605955933923, 45.43051447467318, 68.21744286411447, 76.21417024151388, 80.48558161368466, 81.69673182127977, 73.46348326401585, 67.98815035661079, 62.31386878112093, 70.54711733838485, 84.72538960332767, 99.73492591511446, 94.49761789308029, 90.9532677148837, 85.92175615201477, 84.10601985254826, 82.44780974903942, 83.34135078417331, 90.394395105674, 95.86202947226495, 97.71154524927158, 97.47378261508675, 90.78692390908795, 89.10130815231487, 89.3390707864997, 62.69259615916516, 38.30920573258142, 8.15558336136599, 9.667756870064858, 6.645815944055699, 5.757418816928852, 4.2452453082299835, 2.2913138349910596, 0, 10.290825401170407, 21.031048852481977, 31.24460548703422, 27.333299420473836, 46.391870502259536, 60.242905037734936, 69.85113380873423, 58.87189128782065, 47.64116680592184, 45.274169910498166, 56.259528140420116, 76.75899478562462, 90.08429712671455, 79.86196054117399, 70.0646661472138, 68.74560003127844, 50.88258105092342, 33.569749343296365, 19.968946716663535, 23.10460382097095, 16.881396589224867, 5.999587221116951, 27.240245832275082, 47.18254525278774, 79.3715031455216, 80.89144260770357, 85.31906552045508, 74.12797193639477, 79.84549541587052, 81.7898165113884, 82.10557348076607, 77.50709177867292, 79.93459014231914, 90.80992675700179, 95.40840845909493, 91.68584014914035, 83.66636812729692, 52.76968497187257 ] export const expectedRSI: number[] = [ 27.291821102050903, 28.95548167821258, 29.829852923953098, 28.380182515547915, 32.68388081744372, 29.532128596648334, 28.838670375665615, 31.740716150831958, 31.016576211379203, 31.362271185693245, 30.36299042038239, 30.35979863195392, 28.13275344015061, 25.06216832601544, 24.485581750279692, 30.717093939488763, 29.427657894225476, 30.090003363040395, 35.593050356341806, 32.60469252322801, 32.48231888895148, 32.84953386007035, 30.780179871925796, 30.59151175510017, 51.24361896699058, 51.030833100134, 57.11675860740259, 51.98977287773581, 53.95237264501154, 52.937217695288794, 51.39813152925746, 52.76584806924387, 53.82393791593086, 64.41235099920334, 72.06305323586211, 69.2158808522117, 71.76724174747697, 67.84386870622981, 69.55554746340182, 74.59098755364097, 51.19828953549899, 54.690261947871534, 53.42975008515299, 52.2595040826998, 52.569521402547636, 52.80628991370109, 50.42212631677517, 48.498720591245394, 44.74117770461818, 53.95655314705109, 54.35898653734815, 53.88735940732647, 50.454000876606386, 53.635299219333646, 51.923797049519855, 49.354190852985916, 50.17126331174222, 48.444187996353115, 48.67123114355041, 53.34091557417561, 57.68069881238337, 55.20124856554922, 53.87042759789029, 54.96591434325399, 55.545306395216855, 48.920668557320205, 50.16860962354573, 51.77658757818925, 49.78954448009913, 46.31294343550924, 46.70321283755036, 55.212487564284665, 53.113918879452235, 59.84690907260391, 57.5254860835887, 56.207594178621136, 55.30311279235842, 73.23515872565582, 67.5660752391191, 64.45151411485682, 69.52111929390927, 69.52668424599597, 74.34007254288179, 76.37473043770318, 70.57290727102252, 70.77854761280021, 56.8434376188892 ]