Fast Technical Indicators

A high-performance, zero-dependency technical indicators library for JavaScript and TypeScript. 100% API-compatible with the popular technicalindicators package, but with significant performance improvements and no external dependencies.

This library powers the Algoticker no-code algorithmic trading platform, but can be used independently in any JavaScript/Node.js project.

🚀 Why Fast Technical Indicators?

• 🔥 High Performance: Optimized algorithms with minimal overhead
• 📦 Zero Dependencies: No external packages required
• 🔄 100% Compatible: Drop-in replacement for technicalindicators
• 🎯 Self-Sufficient: Each indicator method is completely independent
• 📊 Streaming Support: Real-time data processing with nextValue()
• 🛡️ Type Safe: Full TypeScript support with comprehensive type definitions
• ✅ Well Tested: Extensive test suite comparing against reference implementation

📈 Performance

Benchmarks show significant performance improvements over the original technicalindicators package:

| Indicator | Performance Improvement | |-----------|------------------------| | SMA | 3.6x - 9.6x faster | | EMA | 2.5x - 8.8x faster | | RSI | 6.4x - 8.6x faster | | MACD | 4.9x - 7.9x faster | | WMA | 5.1x - 7.1x faster | | CCI | 3.1x - 6.4x faster | | Stochastic | 1.3x - 1.8x faster | | Bollinger Bands | 1.4x - 6.3x faster | | ATR | 2.3x - 6.3x faster | | OBV | 1.0x - 5.9x faster |

Performance improvements scale with dataset size. Larger datasets show more dramatic speedups.

Run benchmarks yourself: npm run benchmark

🛠️ Installation

npm install fast-technical-indicators

📚 Usage

Basic Usage (Functional API)

import { sma, ema, rsi, macd, bollingerbands } from 'fast-technical-indicators';

const prices = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10];

// Simple Moving Average
const smaResult = sma({ period: 4, values: prices });
console.log(smaResult); // [2.5, 3.5, 4.5, 5.5, 6.5, 7.5, 8.5]

// Exponential Moving Average
const emaResult = ema({ period: 4, values: prices });

// Relative Strength Index
const rsiResult = rsi({ period: 14, values: prices });

// MACD
const macdResult = macd({ 
  values: prices, 
  fastPeriod: 12, 
  slowPeriod: 26, 
  signalPeriod: 9 
});

// Bollinger Bands
const bbResult = bollingerbands({ 
  period: 20, 
  values: prices, 
  stdDev: 2 
});

Class-Based API (Streaming)

Perfect for real-time data processing:

import { SMA, EMA, RSI, MACD } from 'fast-technical-indicators';

// Initialize indicators
const smaIndicator = new SMA({ period: 20, values: [] });
const rsiIndicator = new RSI({ period: 14, values: [] });

// Process data point by point
const prices = [100, 101, 99, 102, 98, 103];

prices.forEach(price => {
  const smaValue = smaIndicator.nextValue(price);
  const rsiValue = rsiIndicator.nextValue(price);
  
  if (smaValue !== undefined) {
    console.log(`SMA: ${smaValue}`);
  }
  
  if (rsiValue !== undefined) {
    console.log(`RSI: ${rsiValue}`);
  }
});

🔧 Available Indicators

Moving Averages

• SMA - Simple Moving Average
• EMA - Exponential Moving Average
• WMA - Weighted Moving Average
• WEMA - Wilder's Exponential Moving Average
• MACD - Moving Average Convergence Divergence

Oscillators

• RSI - Relative Strength Index
• CCI - Commodity Channel Index
• Awesome Oscillator - Awesome Oscillator (AO)
• Stochastic RSI - Stochastic RSI (%K, %D)

Momentum Indicators

• ROC - Rate of Change
• Stochastic - Stochastic Oscillator (%K, %D)
• Williams %R - Williams Percent Range
• TRIX - Triple Exponential Moving Average
• Ultimate Oscillator - Multiple timeframe momentum oscillator
• DPO - Detrended Price Oscillator (removes trend component)
• Price Oscillator - Difference between fast and slow moving averages
• PPO - Percentage Price Oscillator (MACD in percentage terms)
• PSAR - Parabolic Stop and Reverse
• KST - Know Sure Thing

Volume Indicators

• OBV - On-Balance Volume
• ADL - Accumulation/Distribution Line
• VWAP - Volume Weighted Average Price
• Force Index - Force Index
• MFI - Money Flow Index
• Volume Profile - Volume Profile analysis

Volatility Indicators

• Bollinger Bands - Bollinger Bands with %B and Width
• ATR - Average True Range
• Donchian Channels - Highest high and lowest low channels with middle line
• Volatility Index - Statistical measure of price volatility
• Keltner Channels - Keltner Channels
• Chandelier Exit - Chandelier Exit stop loss

Directional Movement

• True Range - True Range calculation
• ADX - Average Directional Index

Trend Indicators

• SuperTrend - Trend-following indicator using ATR
• Aroon Indicator - Measures time since highest high and lowest low
• Aroon Oscillator - Difference between Aroon Up and Aroon Down
• Linear Regression - Statistical trend analysis with slope, intercept and forecast
• Moving Average Envelope - Moving average with percentage-based upper and lower bands
• Pivot Points - Support and resistance levels (Standard, Fibonacci, Camarilla, Woodie)
• Ichimoku Cloud - Ichimoku Kinko Hyo cloud indicator

Candlestick Patterns

• Doji - Doji pattern detection
• Dragonfly Doji - Dragonfly Doji pattern detection
• Gravestone Doji - Gravestone Doji pattern detection
• Bullish/Bearish Engulfing - Engulfing pattern detection
• Hammer Pattern - Hammer pattern detection (confirmed and unconfirmed)
• Hanging Man - Hanging Man pattern detection (confirmed and unconfirmed)
• Shooting Star - Shooting Star pattern detection (confirmed and unconfirmed)
• Bullish/Bearish Harami - Harami pattern detection
• Bullish/Bearish Harami Cross - Harami Cross pattern detection
• Bullish/Bearish Marubozu - Marubozu pattern detection
• Bullish/Bearish Spinning Top - Spinning Top pattern detection
• Bullish/Bearish Hammer Stick - Hammer Stick pattern detection
• Bullish/Bearish Inverted Hammer Stick - Inverted Hammer Stick pattern detection
• Piercing Line - Piercing Line pattern detection
• Dark Cloud Cover - Dark Cloud Cover pattern detection
• Morning Star - Morning Star pattern detection
• Evening Star - Evening Star pattern detection
• Morning Doji Star - Morning Doji Star pattern detection
• Evening Doji Star - Evening Doji Star pattern detection
• Three White Soldiers - Three White Soldiers pattern detection
• Three Black Crows - Three Black Crows pattern detection
• Tweezer Top/Bottom - Tweezer pattern detection
• Abandoned Baby - Abandoned Baby pattern detection
• Downside Tasuki Gap - Downside Tasuki Gap pattern detection
• General Bullish/Bearish - General bullish/bearish pattern detection

Utilities

• Highest - Highest value over period
• Lowest - Lowest value over period
• Standard Deviation - Statistical standard deviation
• Sum - Sum over period
• Average Gain - Average of positive changes
• Average Loss - Average of negative changes
• Cross Up/Down - Detect line crossovers

Chart Types

• Heikin Ashi - Heikin Ashi candlesticks
• Renko - Renko charts

Additional Indicators

• Fibonacci Retracement - Fibonacci retracement levels

📊 API Reference

Simple Moving Average (SMA)

// Functional
sma({ period: 20, values: number[] }) => number[]

// Class-based  
new SMA({ period: 20, values?: number[] })
smaInstance.nextValue(price: number) => number | undefined

Exponential Moving Average (EMA)

// Functional
ema({ period: 20, values: number[] }) => number[]

// Class-based
new EMA({ period: 20, values?: number[] })
emaInstance.nextValue(price: number) => number | undefined

Relative Strength Index (RSI)

// Functional
rsi({ period: 14, values: number[] }) => number[]

// Class-based
new RSI({ period: 14, values?: number[] })
rsiInstance.nextValue(price: number) => number | undefined

MACD

interface MACDInput {
  values: number[];
  fastPeriod?: number;    // default: 12
  slowPeriod?: number;    // default: 26
  signalPeriod?: number;  // default: 9
  SimpleMAOscillator?: boolean; // default: false
  SimpleMASignal?: boolean;     // default: false
}

interface MACDOutput {
  MACD?: number;
  signal?: number;
  histogram?: number;
}

// Functional
macd(input: MACDInput) => MACDOutput[]

// Class-based
new MACD(input: MACDInput)
macdInstance.nextValue(price: number) => MACDOutput | undefined

Bollinger Bands

interface BollingerBandsInput {
  period?: number;    // default: 20
  values: number[];
  stdDev?: number;    // default: 2
}

interface BollingerBandsOutput {
  upper?: number;
  middle?: number;
  lower?: number;
  pb?: number;      // %B
  width?: number;   // Band width
}

// Functional
bollingerbands(input: BollingerBandsInput) => BollingerBandsOutput[]

// Class-based
new BollingerBands(input: BollingerBandsInput)
bbInstance.nextValue(price: number) => BollingerBandsOutput | undefined

🔄 Migration from technicalindicators

This library is a drop-in replacement. Simply change your import:

// Before
import { sma, ema, rsi, macd } from 'technicalindicators';

// After  
import { sma, ema, rsi, macd } from 'fast-technical-indicators';

// Everything else stays the same!

🧪 Testing

The library includes comprehensive tests comparing results with the original technicalindicators package:

npm test           # Run tests
npm run test:watch # Watch mode
npm run test:coverage # Coverage report

📊 Benchmarks

Run performance comparisons:

npm run benchmark

🤝 Contributing

Contributions are welcome! Please ensure:

1. All indicators remain zero dependency
2. Methods are self-sufficient (no internal function calls between indicators)
3. API remains 100% compatible with technicalindicators
4. New indicators include comprehensive tests and benchmarks

📄 License

MIT - see LICENSE file for details.

🙏 Acknowledgments

This library maintains API compatibility with the excellent technicalindicators package by @anandanand84. We've reimplemented the algorithms for better performance while keeping the familiar interface.

Made with ❤️ for the trading community

Build faster, trade smarter 🚀