@elitechart/indicators

Technical-analysis indicators for ChartForge — 30 pure functions covering moving averages, volatility bands, momentum oscillators, trend followers, volume-weighted indicators, and price-level overlays. Every indicator is a pure function with the signature (bars, params) => output — no hidden state, no DOM, safe for Web Workers, SSR, unit tests, and offline backtesting.

Install

pnpm add @elitechart/indicators

@elitechart/core is a runtime peer for the Bar type and memoization helpers.

Quick example

import { sma, rsi, macd, bollinger } from '@elitechart/indicators';

const smaValues = sma(bars, { period: 20 });
// [null, null, …, 42045.3, 42048.1, …]  ← `null` for warmup bars

const rsiValues = rsi(bars, { period: 14 });

const {
  macd: line,
  signal,
  histogram,
} = macd(bars, {
  fast: 12,
  slow: 26,
  signal: 9,
});

const { upper, middle, lower } = bollinger(bars, { period: 20, stdDev: 2 });

Subpath imports (recommended)

For tightest bundles, import each indicator from its own subpath — same IndicatorFn signature, zero index-barrel cost:

import { rsi } from '@elitechart/indicators/rsi';
import { macd } from '@elitechart/indicators/macd';
import { bollinger } from '@elitechart/indicators/bollinger';

Catalog

| Name | Subpath | Description | Inputs | | ------------ | -------------- | ------------------------------------------- | ------------------------------------------- | | sma | /sma | Simple moving average | period | | ema | /ema | Exponential moving average | period | | wma | /wma | Weighted moving average | period | | vwma | /vwma | Volume-weighted moving average | period | | dema | /dema | Double exponential moving average | period | | tema | /tema | Triple exponential moving average | period | | hullma | /hullma | Hull moving average | period | | bollinger | /bollinger | Bollinger Bands (upper/middle/lower) | period, stdDev | | bollingerB | /bollinger-b | %B oscillator from Bollinger | period, stdDev | | keltner | /keltner | Keltner Channels (ATR-based bands) | period, multiplier | | donchian | /donchian | Donchian Channels (rolling high/low) | period | | stdev | /stdev | Rolling standard deviation | period | | rsi | /rsi | Relative Strength Index (Wilder) | period | | stochastic | /stochastic | Stochastic oscillator (%K, %D) | kPeriod, dPeriod, smooth | | macd | /macd | MACD line, signal, histogram | fast, slow, signal | | cci | /cci | Commodity Channel Index | period | | roc | /roc | Rate of Change | period | | williamsR | /williams-r | Williams %R | period | | aroon | /aroon | Aroon up / Aroon down | period | | tsi | /tsi | True Strength Index | long, short | | atr | /atr | Average True Range (Wilder) | period | | adx | /adx | Average Directional Index (+DI / -DI / ADX) | period | | psar | /psar | Parabolic SAR | step, max | | supertrend | /supertrend | SuperTrend overlay | period, multiplier | | obv | /obv | On-Balance Volume | – | | vwap | /vwap | Session Volume-Weighted Average Price | – | | mfi | /mfi | Money Flow Index | period | | cmf | /cmf | Chaikin Money Flow | period | | pivots | /pivots | Floor pivots (P / R1-R3 / S1-S3) | kind | | ichimoku | /ichimoku | Ichimoku Kinko Hyo (5 lines) | tenkan, kijun, senkou, displacement |

Output shape

Single-line indicators return a ReadonlyArray<number | null> aligned one-to-one with the input bars. null marks the warmup period — never 0, never NaN. Multi-line indicators return a tagged record (e.g. bollinger → { upper, middle, lower }, ichimoku → { tenkan, kijun, senkouA, senkouB, chikou }).

Custom indicator

Match the IndicatorFn shape and you can plug it into the same memoization + overlay pipeline as the built-ins:

import type { IndicatorFn, LineOutput } from '@elitechart/indicators';
import type { Bar } from '@elitechart/core';

interface ZScoreParams {
  readonly period: number;
}

export const zscore: IndicatorFn<ZScoreParams, LineOutput> = (bars: ReadonlyArray<Bar>, { period }) => {
  const out: Array<number | null> = new Array(bars.length).fill(null);
  for (let i = period - 1; i < bars.length; i++) {
    let sum = 0;
    for (let j = i - period + 1; j <= i; j++) sum += bars[j].close;
    const mean = sum / period;
    let varSum = 0;
    for (let j = i - period + 1; j <= i; j++) {
      const d = bars[j].close - mean;
      varSum += d * d;
    }
    const sd = Math.sqrt(varSum / period);
    out[i] = sd === 0 ? 0 : (bars[i].close - mean) / sd;
  }
  return out;
};

Memoizing in the paint loop

Pair with memoizeSingle from @elitechart/core to skip rework during pan/zoom — overlays only need to recompute when bars change:

import { memoizeSingle } from '@elitechart/core';
import { sma } from '@elitechart/indicators/sma';

const fastSma = memoizeSingle((bars) => sma(bars, { period: 20 }));

Numerical accuracy

Every indicator has unit tests verifying warmup boundaries, edge cases (empty input, single bar, NaN guards), and numerical stability against authoritative fixtures (Wilder's smoothing for ATR/RSI/ADX, Bollinger's original formula). Outputs are deterministic.

Compatibility

• Node 20.11+. DOM-free; works in Bun, Deno (with appropriate types), and any JS runtime.
• Browsers evergreen Chrome / Safari / Firefox / Edge.
• SSR safe — no top-level globals.
• Tree-shakeable ESM + CJS dual emit, named exports only, sideEffects: false. Subpath imports give the tightest bundle.

Links

• Source
• Changelog
• GitHub issues
• @elitechart/core · @elitechart/drawings

License

MIT — see LICENSE.