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@ixjb94/indicators

v1.2.2

Published

Fastest Technical Indicators written in typescript. More than +100 indicators(SMA, EMA, RSI, MACD, ...)

Downloads

813

Readme

CodeFactor npm version npm size npm downloads last commit

logo

Supports

Browser, ES6, CommonJS

About

Fastest Technical Indicators written in TypeScript

  • Zero Dependencies: @ixjb94/Indicators is built from the ground up to be self-contained, with no external dependencies.
  • No Internal Function Calls: Each Method in the library operates independently.

Tests (Jest)

All of the indicators data have been tested with TradingView data and other Libraries.
You can find few in ./tests folder.
(Or you can run: npm test)
Note: All data have been tested with at least last 3 (tail) of TradingView's data.
Data Window: DOGEUSDT-4h-2023-10 (October)
Data Source: Binance Futures ::: Binance Vision
Tests

Comparison with TradingView (EMA 10)

Indicators Data Test

Benchmark

See full Benchmark info

Installation

npm install @ixjb94/indicators

Usage NodeJS

import { Indicators } from "@ixjb94/indicators"

// OR
const { Indicators } = require("@ixjb94/indicators")

Usage Browser

index.html example:

<!DOCTYPE html>
<html lang="en">
<head>
	<title>My Indicators</title>
</head>
<body>

	<!--
		PLEASE NOTE: you probably just need one of these
		- browser.js
		- browser-indicators.js
		- browser-indicatorsNormalized.js
		- browser-indicators-sync.js
		- browser-indicatorsNormalized-sync.js
	-->

	<!-- all versions -->
	<script src="./node_modules/@ixjb94/indicators/dist/browser.js"></script>

	<!-- indicators -->
	<script src="./node_modules/@ixjb94/indicators/dist/browser-indicators.js"></script>
	
	<!-- normalized indicators -->
	<script src="./node_modules/@ixjb94/indicators/dist/browser-indicatorsNormalized.js"></script>

	<!-- sync indicators -->
	<script src="./node_modules/@ixjb94/indicators/dist/browser-indicators-sync.js"></script>

	<!-- sync normalized indocators -->
	<script src="./node_modules/@ixjb94/indicators/dist/browser-indicatorsNormalized-sync.js"></script>
	<script>
		const library = indicators
		const ta = new library.Indicators()

		ta.ema(close, 20).then(data => console.log(data))
	</script>
</body>
</html>

Note: you can move files from node_modules to somewhere else you want to like dist, public, etc.

OR you can use unpkg:

https://unpkg.com/@ixjb94/indicators@latest/dist/browser.js
https://unpkg.com/@ixjb94/indicators@latest/dist/browser-indicators.js
https://unpkg.com/@ixjb94/indicators@latest/dist/browser-indicatorsNormalized.js
https://unpkg.com/@ixjb94/indicators@latest/dist/browser-indicators-sync.js
https://unpkg.com/@ixjb94/indicators@latest/dist/browser-indicatorsNormalized-sync.js

Indicators Consists Of

Indicators consists of these classes:
1- Indicators: new Indicators()
2- IndicatorsNormalized: new IndicatorsNormalized()
3- IndicatorsSync: new IndicatorsSync()
4- IndicatorsNormalizedSync: new IndicatorsNormalizedSync()

Q: What is the difference between Indicators and IndicatorsNormalized?
A: IndicatorsNormalized will fill the gap for you, example (SMA 3 with 5 closes):

[NaN, NaN, 1, 2, 3]

But the Indicators will give you the SMA3 with 5 closes like this:

[1, 2, 3]

Note: Please note that the performance between IndicatorsNormalized and Indicators are the same,
so it's better to use IndicatorsNormalized.

Examples

Note: Everything isPromised so you need to do .then or await
unless you use Sync versions.

let ta = new Indicators()

ta.sma(close, 20)
ta.rsi(close, 14)

Types & Intellisense & Browser Support

types browser

Indicators

✅ = Available and fastest
❌ = Indicator is not available
🔄 = Developing...
Compared to:
node-talib, tulipnode, technicalindicators, pandas_ta

| Identifier | Indicator Name | @ixjb94/indicators | | --------------- | ------------------------------------- | ------------------ | | ad | Accumulation/Distribution Line | ✅ | | adosc | Accumulation/Distribution Oscillator | ✅ | | adx | Average Directional Movement Index | ✅ | | adxr | Average Directional Movement Rating | ✅ | | ao | Awesome Oscillator | ✅ | | apo | Absolute Price Oscillator | ✅ | | aroon | Aroon | ✅ | | aroonosc | Aroon Oscillator | ✅ | | atr | Average True Range | ✅ | | avgprice | Average Price | ✅ | | bbands | Bollinger Bands | ✅ | | bop | Balance of Power | ✅ | | cci | Commodity Channel Index | ✅ | | cmo | Chande Momentum Oscillator | ✅ | | crossany | Crossany | ✅ | | crossover | Crossover | ✅ | | crossover | Crossover | ✅ | | crossOverNumber | Crossover a number | ✅ | | crossUnderNumber| Crossunder a number | ✅ | | cvi | Chaikins Volatility | ✅ | | decay | Linear Decay | ✅ | | dema | Double Exponential Moving Average | ✅ | | di | Directional Indicator | ✅ | | dm | Directional Movement | ✅ | | dpo | Detrended Price Oscillator | ✅ | | dx | Directional Movement Index | ✅ | | edecay | Exponential Decay | ✅ | | ema | Exponential Moving Average | ✅ | | emv | Ease of Movement | ✅ | | fisher | Fisher Transform | ✅ | | fosc | Forecast Oscillator | ✅ | | hma | Hull Moving Average | ✅ | | kama | Kaufman Adaptive Moving Average | ✅ | | kvo | Klinger Volume Oscillator | ✅ | | lag | Lag | ✅ | | linreg | Linear Regression | ✅ | | linregintercept | Linear Regression Intercept | ✅ | | linregslope | Linear Regression Slope | ✅ | | macd | Moving Average Convergence/Divergence | ✅ | | marketfi | Market Facilitation Index | ✅ | | mass | Mass Index | ✅ | | max | Maximum In Period | ✅ | | md | Mean Deviation Over Period | ✅ | | medprice | Median Price | ✅ | | mfi | Money Flow Index | ✅ | | min | Minimum In Period | ✅ | | mom | Momentum | ✅ | | natr | Normalized Average True Range | ✅ | | nvi | Negative Volume Index | ✅ | | obv | On Balance Volume | ✅ | | ppo | Percentage Price Oscillator | ✅ | | psar | Parabolic SAR | ✅ | | pvi | Positive Volume Index | ✅ | | qstick | Qstick | ✅ | | roc | Rate of Change | ✅ | | rocr | Rate of Change Ratio | ✅ | | rsi | Relative Strength Index | ✅ | | sma | Simple Moving Average | ✅ | | stddev | Standard Deviation Over Period | ✅ | | stderr | Standard Error Over Period | ✅ | | stoch | Stochastic Oscillator | ✅ | | stochrsi | Stochastic RSI | ✅ | | sum | Sum Over Period | ✅ | | tema | Triple Exponential Moving Average | ✅ | | tr | True Range | ✅ | | trima | Triangular Moving Average | ✅ | | trix | Trix | ✅ | | tsf | Time Series Forecast | ✅ | | typprice | Typical Price | ✅ | | ultosc | Ultimate Oscillator | ✅ | | var | Variance Over Period | ✅ | | vhf | Vertical Horizontal Filter | ✅ | | vidya | Variable Index Dynamic Average | ✅ | | volatility | Annualized Historical Volatility | ✅ | | vosc | Volume Oscillator | ✅ | | vwma | Volume Weighted Moving Average | ✅ | | wad | Williams Accumulation/Distribution | ✅ | | wcprice | Weighted Close Price | ✅ | | wilders | Wilders Smoothing | ✅ | | willr | Williams %R | ✅ | | wma | Weighted Moving Average | ✅ | | zlema | Zero-Lag Exponential Moving Average | ✅ | | abands | | ✅ | | alma | Arnaud Legoux Moving Average | ✅ | | ce | Chandelier Exit | ✅ | | cmf | Chaikin money flow | ✅ | | copp | Coppock Curve | ❌ | | dc | Donchian Channels | ✅🔄 | | fi | Force index | ✅ | | ikhts | | ❌ | | kc | Keltner Channels | ✅ | | kst | Know Sure Thing | ✅ | | mama | MESA Adaptive Moving Average | ❌ | | pbands | | ✅ | | pc | | ❌ | | pfe | Polarized Fractal Efficiency | ✅ | | posc | | ✅ | | rmi | Relative Momentum Index | ✅ | | rmta | Recursive Moving Trend Average | ✅ | | rvi | Relative Vigor Index | ✅ | | smi | Stochastic Momentum Index | ✅ | | tsi | True Strength Index | ✅ | | vwap | Volume-Weighted Average Price | ✅ |

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https://www.flaticon.com/free-icon/bar-graph_3501061
Author: Freepik
Website: https://www.freepik.com
https://www.flaticon.com/authors/freepik