trading-indicators

A comprehensive trading indicators library providing technical analysis tools including support/resistance zones, trendlines, ATR (Average True Range), EMA (Exponential Moving Average), RSI (Relative Strength Index), MACD (Moving Average Convergence Divergence), Pivot Points, and high/low calculations.

Installation

npm install @lc-trading-services/trading-indicators

Or use it locally during development:

# In your project
npm install /path/to/lc-trading-services/libs/trading-indicators

This package depends on:

• @lc-trading-services/trading-data-client - For fetching market data

Key Exports

Main Class

• TradingIndicators - Main service class providing access to all indicators

Services

• ATRService - Average True Range calculations
• EMAService - Exponential Moving Average calculations
• RSIService - Relative Strength Index calculations
• MACDService - Moving Average Convergence Divergence calculations
• PivotPointsService - Pivot Points support and resistance levels
• AllTimeHighLowService - All-time high and low calculations
• Week52HighLowService - 52-week high and low calculations
• SupportResistanceService - Support and resistance zone identification
• TrendlineService - Trendline calculations with exact 2 hits

Types

• ATRResult - ATR calculation result
• EMAResult - EMA calculation result
• RSIResult - RSI calculation result
• MACDResult - MACD calculation result
• PivotPointsResult - Pivot Points calculation result
• AllTimeHighLowResult - All-time high/low result
• WeekHighLowResult - 52-week high/low result
• SupportResistanceResult - Support/resistance zones result
• SupportResistanceZone - Individual support/resistance zone
• TrendlineResult - Trendline calculation result
• Trendline - Individual trendline with exactly 2 points
• TrendlinePoint - Point on a trendline

Features

• ✅ ATR (Average True Range) - Measure market volatility for 1d and 1h intervals
• ✅ EMA (Exponential Moving Average) - Calculate EMA 9, 20, 50, and 200
• ✅ RSI (Relative Strength Index) - Identify overbought and oversold conditions
• ✅ MACD (Moving Average Convergence Divergence) - Trend and momentum indicator
• ✅ Pivot Points - Calculate standard pivot points with 3 support and 3 resistance levels
• ✅ Support and Resistance Zones - Identify key price levels with frequency tracking
• ✅ Trendlines - Calculate support and resistance trendlines with exactly 2 hits
• ✅ All-Time High/Low - Find historical price extremes
• ✅ 52-Week High/Low - Track yearly price ranges
• ✅ Type-safe - Full TypeScript support
• ✅ Comprehensive Testing - 84 test cases covering all services
• ✅ Flexible API - Use the main class or individual services

Quick Start Guide

import { TradingIndicators } from '@lc-trading-services/trading-indicators';

// Create indicators instance (uses default TradingDataClient)
const indicators = new TradingIndicators();

// Calculate ATR for Apple stock
const atr = await indicators.atr.calculateATR('AAPL', '1d');
console.log(`ATR: ${atr.atr}`);

// Calculate multiple EMAs at once
const emas = await indicators.ema.calculateMultipleEMAs('AAPL', [9, 20, 50, 200]);
emas.forEach(result => {
  console.log(`EMA ${result.period}: ${result.ema}`);
});

// Get 52-week high and low
const week52 = await indicators.week52HighLow.calculate52WeekHighLow('AAPL');
console.log(`52-Week High: ${week52.high52Week} on ${week52.high52WeekDate}`);
console.log(`52-Week Low: ${week52.low52Week} on ${week52.low52WeekDate}`);

// Identify support and resistance zones
const zones = await indicators.supportResistance.calculateSupportResistance('AAPL', '1d');
zones.zones.forEach(zone => {
  console.log(`Zone at ${zone.level}: Support=${zone.supportCount}, Resistance=${zone.resistanceCount}, Strength=${zone.strength}`);
});

// Calculate trendlines with exactly 2 hits
const trendlines = await indicators.trendline.calculateTrendlines('AAPL', '1d');
console.log(`Found ${trendlines.supportTrendlines.length} support trendlines`);
console.log(`Found ${trendlines.resistanceTrendlines.length} resistance trendlines`);
trendlines.supportTrendlines.forEach(trendline => {
  console.log(`Support Trendline: ${trendline.point1.price} -> ${trendline.point2.price}, Slope=${trendline.slope}, Strength=${trendline.strength}`);
});

// Calculate RSI
const rsi = await indicators.rsi.calculateRSI('AAPL');
console.log(`RSI: ${rsi.rsi}`);
console.log(`Signal: ${rsi.signal}`); // 'overbought', 'oversold', or 'neutral'

// Calculate MACD
const macd = await indicators.macd.calculateMACD('AAPL');
console.log(`MACD Line: ${macd.macd}`);
console.log(`Signal Line: ${macd.signal}`);
console.log(`Histogram: ${macd.histogram}`);

// Calculate Pivot Points
const pivotPoints = await indicators.pivotPoints.calculatePivotPoints('AAPL');
console.log(`Pivot Point: ${pivotPoints.pivotPoint}`);
console.log(`Resistance Levels: R1=${pivotPoints.r1}, R2=${pivotPoints.r2}, R3=${pivotPoints.r3}`);
console.log(`Support Levels: S1=${pivotPoints.s1}, S2=${pivotPoints.s2}, S3=${pivotPoints.s3}`);

Supported Symbols

All services support the same symbols as @lc-trading-services/trading-data-client:

Forex Pairs

• EUR/USD: EURUSD, EUR/USD, or EURUSD=X
• GBP/USD: GBPUSD, GBP/USD, or GBPUSD=X
• USD/JPY: USDJPY, USD/JPY, or USDJPY=X

Stocks

• Apple: AAPL
• Microsoft: MSFT
• Google: GOOGL

Cryptocurrencies

• Bitcoin: BTC-USD
• Ethereum: ETH-USD

API Reference

TradingIndicators

Main service class that provides access to all trading indicators.

Constructor

constructor(dataClient?: TradingDataClient)

Parameters:

• dataClient (optional) - Custom TradingDataClient instance. If not provided, creates a new instance.

Properties:

• atr: ATRService - ATR indicator service
• ema: EMAService - EMA indicator service
• rsi: RSIService - RSI indicator service
• macd: MACDService - MACD indicator service
• pivotPoints: PivotPointsService - Pivot Points indicator service
• allTimeHighLow: AllTimeHighLowService - All-time high/low service
• week52HighLow: Week52HighLowService - 52-week high/low service
• supportResistance: SupportResistanceService - Support/resistance zones service
• trendline: TrendlineService - Trendline calculation service with exact 2 hits

ATRService

Average True Range indicator service for measuring market volatility.

calculateATR

async calculateATR(
  symbol: string,
  interval: TimeInterval,
  period?: number
): Promise<ATRResult>

Parameters:

• symbol - Asset symbol (e.g., 'EURUSD', 'AAPL')
• interval - Time interval ('1d' or '1h')
• period (optional) - ATR period (default: 14)

Returns: Promise resolving to ATRResult

Example:

const atr = await indicators.atr.calculateATR('AAPL', '1d', 14);
console.log(`ATR: ${atr.atr}`);

EMAService

Exponential Moving Average indicator service.

calculateEMA

async calculateEMA(
  symbol: string,
  period: number,
  interval?: TimeInterval
): Promise<EMAResult>

Parameters:

• symbol - Asset symbol
• period - EMA period (e.g., 9, 20, 50, 200)
• interval (optional) - Time interval (default: '1d')

Returns: Promise resolving to EMAResult

Example:

const ema20 = await indicators.ema.calculateEMA('AAPL', 20);
console.log(`EMA 20: ${ema20.ema}`);

calculateMultipleEMAs

async calculateMultipleEMAs(
  symbol: string,
  periods: number[],
  interval?: TimeInterval
): Promise<EMAResult[]>

Parameters:

• symbol - Asset symbol
• periods - Array of EMA periods (e.g., [9, 20, 50, 200])
• interval (optional) - Time interval (default: '1d')

Returns: Promise resolving to array of EMAResult

Example:

const emas = await indicators.ema.calculateMultipleEMAs('AAPL', [9, 20, 50, 200]);
emas.forEach(result => {
  console.log(`EMA ${result.period}: ${result.ema}`);
});

RSIService

Relative Strength Index indicator service for measuring momentum and identifying overbought/oversold conditions.

calculateRSI

async calculateRSI(
  symbol: string,
  period?: number,
  interval?: TimeInterval
): Promise<RSIResult>

Parameters:

• symbol - Asset symbol (e.g., 'EURUSD', 'AAPL')
• period (optional) - RSI period (default: 14)
• interval (optional) - Time interval (default: '1d')

Returns: Promise resolving to RSIResult

RSI Values:

• RSI >= 70: Overbought (potential sell signal)
• RSI <= 30: Oversold (potential buy signal)
• 30 < RSI < 70: Neutral

Example:

const rsi = await indicators.rsi.calculateRSI('AAPL', 14);
console.log(`RSI: ${rsi.rsi}`);
console.log(`Signal: ${rsi.signal}`); // 'overbought', 'oversold', or 'neutral'

// With custom period and interval
const hourlyRSI = await indicators.rsi.calculateRSI('BTC-USD', 21, '1h');
console.log(`Hourly RSI: ${hourlyRSI.rsi}`);

MACDService

Moving Average Convergence Divergence indicator service for measuring trend strength and momentum.

calculateMACD

async calculateMACD(
  symbol: string,
  fastPeriod?: number,
  slowPeriod?: number,
  signalPeriod?: number,
  interval?: TimeInterval
): Promise<MACDResult>

Parameters:

• symbol - Asset symbol (e.g., 'EURUSD', 'AAPL')
• fastPeriod (optional) - Fast EMA period (default: 12)
• slowPeriod (optional) - Slow EMA period (default: 26)
• signalPeriod (optional) - Signal line EMA period (default: 9)
• interval (optional) - Time interval (default: '1d')

Returns: Promise resolving to MACDResult

MACD Components:

• MACD Line: Fast EMA - Slow EMA
• Signal Line: EMA of MACD Line (using signal period)
• Histogram: MACD Line - Signal Line

Signal Interpretation:

• MACD > Signal: Bullish momentum (potential buy signal)
• MACD < Signal: Bearish momentum (potential sell signal)
• MACD > 0: Price above long-term average (bullish)
• MACD < 0: Price below long-term average (bearish)
• Histogram > 0 and growing: Strengthening bullish momentum
• Histogram < 0 and declining: Strengthening bearish momentum

Example:

// Calculate MACD with default parameters (12, 26, 9)
const macd = await indicators.macd.calculateMACD('AAPL');
console.log(`MACD Line: ${macd.macd}`);
console.log(`Signal Line: ${macd.signal}`);
console.log(`Histogram: ${macd.histogram}`);

// Generate trading signal
if (macd.macd > macd.signal) {
  console.log('Bullish signal - MACD crossed above signal line');
} else {
  console.log('Bearish signal - MACD crossed below signal line');
}

// With custom parameters for faster signals (8, 17, 9)
const fastMACD = await indicators.macd.calculateMACD('BTC-USD', 8, 17, 9, '1h');
console.log(`Fast MACD: ${fastMACD.macd}`);

PivotPointsService

Service for calculating Standard Pivot Points with support and resistance levels.

calculatePivotPoints

async calculatePivotPoints(
  symbol: string,
  interval?: TimeInterval
): Promise<PivotPointsResult>

Parameters:

• symbol - Asset symbol (e.g., 'EURUSD', 'AAPL')
• interval (optional) - Time interval (default: '1d')

Returns: Promise resolving to PivotPointsResult

Pivot Points Components:

• Pivot Point (PP): Central reference level calculated as (High + Low + Close) / 3
• Resistance Levels:
  • R1: First resistance = (2 × PP) - Low
  • R2: Second resistance = PP + (High - Low)
  • R3: Third resistance = High + 2 × (PP - Low)
• Support Levels:
  • S1: First support = (2 × PP) - High
  • S2: Second support = PP - (High - Low)
  • S3: Third support = Low - 2 × (High - PP)

How it works:

• Uses the previous period's high, low, and close prices to calculate levels
• The pivot point serves as the primary support/resistance level
• Additional support and resistance levels help identify potential price targets
• Commonly used by traders to identify entry and exit points

Example:

// Calculate daily pivot points
const pivotPoints = await indicators.pivotPoints.calculatePivotPoints('AAPL');
console.log(`Pivot Point: ${pivotPoints.pivotPoint}`);
console.log(`Resistance Levels: R1=${pivotPoints.r1}, R2=${pivotPoints.r2}, R3=${pivotPoints.r3}`);
console.log(`Support Levels: S1=${pivotPoints.s1}, S2=${pivotPoints.s2}, S3=${pivotPoints.s3}`);
console.log(`Previous Period: High=${pivotPoints.previousHigh}, Low=${pivotPoints.previousLow}, Close=${pivotPoints.previousClose}`);

// Calculate hourly pivot points for forex
const hourlyPivots = await indicators.pivotPoints.calculatePivotPoints('EURUSD', '1h');
console.log(`Hourly Pivot Point: ${hourlyPivots.pivotPoint}`);

// Trading strategy example
if (currentPrice > pivotPoints.pivotPoint) {
  console.log('Price above pivot - bullish bias');
  console.log(`Resistance targets: ${pivotPoints.r1}, ${pivotPoints.r2}, ${pivotPoints.r3}`);
} else {
  console.log('Price below pivot - bearish bias');
  console.log(`Support targets: ${pivotPoints.s1}, ${pivotPoints.s2}, ${pivotPoints.s3}`);
}

AllTimeHighLowService

Service for calculating all-time high and low prices.

calculateAllTimeHighLow

async calculateAllTimeHighLow(
  symbol: string,
  lookbackYears?: number
): Promise<AllTimeHighLowResult>

Parameters:

• symbol - Asset symbol
• lookbackYears (optional) - Number of years to look back (default: 20)

Returns: Promise resolving to AllTimeHighLowResult

Example:

const allTime = await indicators.allTimeHighLow.calculateAllTimeHighLow('AAPL');
console.log(`All-Time High: ${allTime.allTimeHigh} on ${allTime.allTimeHighDate}`);
console.log(`All-Time Low: ${allTime.allTimeLow} on ${allTime.allTimeLowDate}`);

Week52HighLowService

Service for calculating 52-week high and low prices.

calculate52WeekHighLow

async calculate52WeekHighLow(symbol: string): Promise<WeekHighLowResult>

Parameters:

• symbol - Asset symbol

Returns: Promise resolving to WeekHighLowResult

Example:

const week52 = await indicators.week52HighLow.calculate52WeekHighLow('AAPL');
console.log(`52-Week High: ${week52.high52Week} on ${week52.high52WeekDate}`);
console.log(`52-Week Low: ${week52.low52Week} on ${week52.low52WeekDate}`);

SupportResistanceService

Service for identifying support and resistance zones using price action analysis.

calculateSupportResistance

async calculateSupportResistance(
  symbol: string,
  interval?: TimeInterval,
  lookbackPeriods?: number,
  tolerance?: number
): Promise<SupportResistanceResult>

Parameters:

• symbol - Asset symbol
• interval (optional) - Time interval ('1d' or '1h', default: '1d')
• lookbackPeriods (optional) - Number of periods to analyze (default: 100)
• tolerance (optional) - Price tolerance for zone clustering as percentage (default: 0.5%)

Returns: Promise resolving to SupportResistanceResult with up to 10 top zones

Example:

const zones = await indicators.supportResistance.calculateSupportResistance('AAPL', '1d');
zones.zones.forEach(zone => {
  console.log(`Level: ${zone.level}`);
  console.log(`  Support Count: ${zone.supportCount}`);
  console.log(`  Resistance Count: ${zone.resistanceCount}`);
  console.log(`  Total Touches: ${zone.totalTouches}`);
  console.log(`  Strength: ${zone.strength}`);
});

TrendlineService

Service for calculating trendlines with exactly 2 hits (2 price points).

calculateTrendlines

async calculateTrendlines(
  symbol: string,
  interval?: TimeInterval,
  lookbackPeriods?: number,
  maxTrendlines?: number
): Promise<TrendlineResult>

Parameters:

• symbol - Asset symbol (e.g., 'EURUSD', 'AAPL')
• interval (optional) - Time interval ('1d' or '1h', default: '1d')
• lookbackPeriods (optional) - Number of periods to analyze (default: 100)
• maxTrendlines (optional) - Maximum number of trendlines to return per type (default: 10)

Returns: Promise resolving to TrendlineResult with support and resistance trendlines

How it works:

• Identifies pivot points (local highs and lows) in the price data
• Connects each pair of pivot points to create trendlines with exactly 2 hits
• Each trendline contains the slope, intercept, and strength score
• Returns the strongest trendlines sorted by strength

Example:

const trendlines = await indicators.trendline.calculateTrendlines('AAPL', '1d', 100, 5);

console.log(`Found ${trendlines.supportTrendlines.length} support trendlines`);
console.log(`Found ${trendlines.resistanceTrendlines.length} resistance trendlines`);

// Display support trendlines
trendlines.supportTrendlines.forEach((line, index) => {
  console.log(`Support Trendline ${index + 1}:`);
  console.log(`  Point 1: ${line.point1.price} at ${line.point1.date}`);
  console.log(`  Point 2: ${line.point2.price} at ${line.point2.date}`);
  console.log(`  Slope: ${line.slope}`);
  console.log(`  Strength: ${line.strength}`);
});

// Display resistance trendlines
trendlines.resistanceTrendlines.forEach((line, index) => {
  console.log(`Resistance Trendline ${index + 1}:`);
  console.log(`  Point 1: ${line.point1.price} at ${line.point1.date}`);
  console.log(`  Point 2: ${line.point2.price} at ${line.point2.date}`);
  console.log(`  Slope: ${line.slope}`);
  console.log(`  Strength: ${line.strength}`);
});

For more examples, see the examples/trading-indicators directory in the repository root.

License

MIT