CoFo Indicators

A TypeScript library providing a collection of technical indicators and utility functions for financial OHLCV data analysis.

Features

• Popular technical indicators like SMA, EMA, RSI, MACD, Stochastic, ATR, CCI, and more.
• Flexible indicator calculation with custom parameters.
• Attach indicators directly to OHLCV datasets.
• Format indicator values for display.
• Fully typed with TypeScript.

Installation

npm install cofo-indicators

Import functions

import {
  attachIndicators,
  calculateIndicator,
  formatIndicatorNumbers,
  indicatorsCalculatorsMap,
  getIndicatorTypes,
} from "cofo-indicators"

Basic example: attach indicators

import { OHLCV, IndicatorTypeMap } from "cofo-indicators"

const data: OHLCV[] = [
  { open: 1, high: 3, low: 1, close: 1, time: 1, volume: 100 },
  { open: 2, high: 4, low: 2, close: 2, time: 2, volume: 110 },
  { open: 3, high: 5, low: 3, close: 3, time: 3, volume: 120 },
]

const indicators = {
  [IndicatorTypeMap.SMA]: { period: 3 },
  [IndicatorTypeMap.RSI]: { period: 14 },
}

const result = attachIndicators({
  data,
  indicators,
  formatNumbers: true,
})

console.log(result)

Calculate a single indicator

import { calculateIndicator, IndicatorTypeMap } from "cofo-indicators"

const smaValues = calculateIndicator({
  indicator: IndicatorTypeMap.SMA,
  data,
  params: { period: 3 },
})

console.log(smaValues)

OR

import { calculateSMA } from "cofo-indicators"

const smaValues = calculateSMA(data, { period: 3 })

console.log(smaValues)

Format indicator numbers

import { formatIndicatorNumbers } from "cofo-indicators"

const result = attachIndicators(...)
const formatted = formatIndicatorNumbers(result)

console.log(formatted)

Functions

| Function | Description | | ------------------------------------------------------- | ------------------------------------------- | | attachIndicators({ data, indicators, formatNumbers }) | Attach multiple indicators to OHLCV data. | | calculateIndicator({ indicator, data, params }) | Calculate a single indicator. | | calculateSMA(data) - SMA, CTI, ZLMA etc. | Another way to calculate a single indicator | | formatIndicatorNumbers(data) | Format indicators for display. | | getIndicatorTypes() | Get all available indicator types. |

Supported Indicators

• SMA – Simple Moving Average
• EMA – Exponential Moving Average
• RSI – Relative Strength Index
• MACD – Moving Average Convergence Divergence
• Stochastic – Stochastic Oscillator
• Coppock – Coppock Curve
• Random – Random Indicator
• Impulse – Impulse System
• RVGI – Relative Vigor Index
• ZLMA – Zero-Lag Moving Average
• MFI – Money Flow Index
• MFIPremium – Premium Money Flow Index
• CCI – Commodity Channel Index
• KDJ – Stochastic KDJ
• CTI – Correlation Trend Indicator
• Boillinger – Bollinger %B
• ATR – Average True Range
• FibRetracement – Fibonacci Retracement Levels
• ZigZag – ZigZag Pivot Detection
• Divergence – Divergence between price and indicator

Types

| Type | Description | | ------------------------------- | ------------------------------------------- | | OHLCV | { open, high, low, close, time, volume } | | OHLCVWithIndicators | OHLCV extended with calculated indicators | | IndicatorType | String literal union of all indicator types | | IndicatorParamsMap | Mapping of indicator type → parameter type | | CalculateIndicatorFunction<T> | Typed function for indicator calculation. |