ta-math
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Technical analysis library in javascript. Calculates indicators and overlays from ohlcv data
21 lines (20 loc) • 1.67 kB
TypeScript
export declare function mean(series: Array<number>): number;
export declare function sd(series: Array<number>): number;
export declare function cov(f: Array<number>, g: Array<number>): number;
export declare function cor(f: Array<number>, g: Array<number>): number;
export declare function mad(array: Array<number>): number;
export declare function pointwise(operation: Function, ...serieses: Array<Array<number>>): any[];
export declare function rolling(operation: Function, series: Array<number>, window: number): any[];
export declare function mae(f: Array<number>, g: Array<number>): number;
export declare function rmse(f: Array<number>, g: Array<number>): number;
export declare function nrmse(f: Array<number>, g: Array<number>): number;
export declare function mape(f: Array<number>, g: Array<number>): number;
export declare function sma(series: Array<number>, window: number): any[];
export declare function ema(series: Array<number>, window: number, start?: number): number[];
export declare function stdev(series: Array<number>, window: number): any[];
export declare function madev(series: Array<number>, window: number): any[];
export declare function expdev(series: Array<number>, window: number): any[];
export declare function atr($high: Array<number>, $low: Array<number>, $close: Array<number>, window: number): number[];
export declare function wilderSmooth(series: Array<number>, window: number): any[];
export declare function typicalPrice($high: Array<number>, $low: Array<number>, $close: Array<number>): any[];
export declare function trueRange($high: Array<number>, $low: Array<number>, $close: Array<number>): number[];