@vulcan-js/indicators

Technical analysis indicators for the Vulcan library, built on generator-based streaming with high-precision decimal arithmetic (dnum).

Installation

pnpm add @vulcan-js/indicators

Usage

Every indicator is a generator function. Pass an iterable source and iterate over the results:

import { collect } from '@vulcan-js/core'
import { sma } from '@vulcan-js/indicators'

const prices = [10, 11, 12, 13, 14, 15]

// Collect all results into an array
const results = collect(sma(prices, { period: 3 }))

// Or iterate lazily
for (const value of sma(prices, { period: 3 })) {
  console.log(value) // Dnum tuple: [bigint, number]
}

Use .create() to get a stateful processor for real-time / streaming scenarios:

import { rsi } from '@vulcan-js/indicators'

const process = rsi.create({ period: 14 })

process(100) // feed prices one by one
process(102)
process(98)

Supported Indicators

Trend

| Indicator | Function | Alias | | --- | --- | --- | | Aroon Indicator | aroon | — | | Balance of Power | bop | balanceOfPower | | Chande Forecast Oscillator | cfo | chandeForecastOscillator | | Double Exponential Moving Average | dema | doubleExponentialMovingAverage | | Exponential Moving Average | ema | exponentialMovingAverage | | Ichimoku Cloud | ichimokuCloud | — | | MACD | macd | movingAverageConvergenceDivergence | | Moving Max | mmax | movingMax | | Moving Min | mmin | movingMin | | Moving Sum | msum | — | | Parabolic SAR | psar | parabolicSar | | Qstick | qstick | qstickIndicator | | Rolling Moving Average | rma | rollingMovingAverage | | Simple Moving Average | sma | simpleMovingAverage | | Since Change | since | sinceChange | | Triple Exponential Average | trix | tripleExponentialAverage | | Triple Exponential Moving Average | tema | tripleExponentialMovingAverage | | Triangular Moving Average | trima | triangularMovingAverage | | Typical Price | typicalPrice | typicalPriceIndicator | | Volume Weighted Moving Average | vwma | volumeWeightedMovingAverage | | Vortex Indicator | vortex | vortexIndicator | | ADX/DMI | — | TODO | | SuperTrend | — | TODO | | ALMA | — | TODO | | ZigZag | — | TODO |

Momentum

| Indicator | Function | Alias | | --- | --- | --- | | Absolute Price Oscillator | apo | absolutePriceOscillator | | Awesome Oscillator | ao | awesomeOscillator | | Chaikin Oscillator | cmo | chaikinOscillator | | Commodity Channel Index | cci | commodityChannelIndex | | Percentage Price Oscillator | ppo | percentagePriceOscillator | | Percentage Volume Oscillator | pvo | percentageVolumeOscillator | | Price Rate of Change | roc | priceRateOfChange | | Random Index (KDJ) | kdj | randomIndex | | Relative Strength Index | rsi | relativeStrengthIndex | | Stochastic Oscillator | stoch | stochasticOscillator | | Williams %R | willr | williamsR | | Money Flow Index | — | TODO | | Ultimate Oscillator | — | TODO | | True Strength Index | — | TODO |

Volatility

| Indicator | Function | Alias | | --- | --- | --- | | Mass Index | mi | massIndex | | Average True Range | — | TODO | | Bollinger Bands | — | TODO | | Keltner Channels | — | TODO | | Donchian Channels | — | TODO | | Standard Deviation | — | TODO |

Volume

| Indicator | Function | Alias | | --- | --- | --- | | Accumulation/Distribution | ad | accumulationDistribution | | On-Balance Volume | — | TODO | | VWAP | — | TODO | | Force Index | — | TODO | | Ease of Movement | — | TODO |

License

MIT