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https://github.com/thanhnguyennguyen/trading-indicator
provide trading technical indicator values based on data of almost crypto currency exchanges
https://github.com/thanhnguyennguyen/trading-indicator
bibox binance binanceus bitfinex bitforex bitmex bitpay bitstamp bittrex ccxt coinbase coinbasepro gemini hitbtc houbipro indicator kraken okex technicalindicators trading
Last synced: 4 months ago
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provide trading technical indicator values based on data of almost crypto currency exchanges
- Host: GitHub
- URL: https://github.com/thanhnguyennguyen/trading-indicator
- Owner: thanhnguyennguyen
- Created: 2020-01-30T01:04:36.000Z (over 4 years ago)
- Default Branch: master
- Last Pushed: 2023-07-19T12:50:34.000Z (12 months ago)
- Last Synced: 2023-12-26T08:48:12.995Z (6 months ago)
- Topics: bibox, binance, binanceus, bitfinex, bitforex, bitmex, bitpay, bitstamp, bittrex, ccxt, coinbase, coinbasepro, gemini, hitbtc, houbipro, indicator, kraken, okex, technicalindicators, trading
- Language: JavaScript
- Homepage: https://www.npmjs.com/package/trading-indicator
- Size: 883 KB
- Stars: 215
- Watchers: 6
- Forks: 51
- Open Issues: 9
-
Metadata Files:
- Readme: README.md
- Funding: FUNDING.yml
Lists
- awesome-ccxt - Trading-indicator - fetch data with ccxt and generate indicators (Trading toolkits)
README
# trading-indicator
[](https://badge.fury.io/js/trading-indicator)
provide trading technical indicator values based on market data of almost crypto currency exchanges
https://www.npmjs.com/package/trading-indicator
[☕ Give me a coffee :heart:](https://bscscan.com/address/0x9059f758e2d7ab314407cf6ae821b024e538c792)
## Installation
Node.js version 10 or later is required
```bash
npm install --save trading-indicator
```
## Fetch ticker information
- Parameter:
- Exchange name
- Symbol
- IsFuture exchange
```javascript
let ticker = await indicators.ticker("binance", symbol, true)
```
The structure of a ticker is as follows:
```javascript
{
'symbol': string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
'info': { the original non-modified unparsed reply from exchange API },
'timestamp': int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
'datetime': ISO8601 datetime string with milliseconds
'high': float, // highest price
'low': float, // lowest price
'bid': float, // current best bid (buy) price
'bidVolume': float, // current best bid (buy) amount (may be missing or undefined)
'ask': float, // current best ask (sell) price
'askVolume': float, // current best ask (sell) amount (may be missing or undefined)
'vwap': float, // volume weighed average price
'open': float, // opening price
'close': float, // price of last trade (closing price for current period)
'last': float, // same as `close`, duplicated for convenience
'previousClose': float, // closing price for the previous period
'change': float, // absolute change, `last - open`
'percentage': float, // relative change, `(change/open) * 100`
'average': float, // average price, `(last + open) / 2`
'baseVolume': float, // volume of base currency traded for last 24 hours
'quoteVolume': float, // volume of quote currency traded for last 24 hours
}
```
## Available Indicators
- [ADX](https://github.com/thanhnguyennguyen/trading-indicator#adx-average-directional-index)
- [ATR](https://github.com/thanhnguyennguyen/trading-indicator#atr-average-true-range)
- [Bollinger bands](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#bb-bollinger-bands)
- [CCI](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#cci)
- [EMA](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#ema-exponential-moving-average)
- [IchimokuCloud](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#ichimokucloud)
- [KST](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#kst)
- [MACD](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#macd-moving-average-convergence-divergence)
- [MFI](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#mfi)
- [OBV](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#obv)
- [RSI](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#rsi)
- [SMA](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#sma-simple-moving-average)
- [Stochastic RSI](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#stochastic-rsi)
- [VWAP](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#vwap)
- [WMA](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#wma-weighted-moving-average),
## Available Alerts
- [Golden cross / Death cross](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#golden-cross--death-cross)
- [KST crossing](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#kst-crossing)
- [Price crosses SMA/EMA](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#price-crosses-smaema)
- [RSI in overBought/overSold](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#rsi-in-overboughtoversold-area)
- [VWAP crosses SMA/EMA](https://github.com/thanhnguyennguyen/trading-indicator/blob/master/README.md#vwap-crosses-smaema)
## Supported exchanges
- https://github.com/ccxt/ccxt#certified-cryptocurrency-exchanges
- https://github.com/ccxt/ccxt#supported-cryptocurrency-exchange-markets
## Supported interval
- 1m : 1 minute
- 5m: 5 minutes
- 15m: 15 minutes
- 30m: 30 minutes
- 45m: 45 minutes
- 1h : 1 hour
- 2h : 2 hours
- 4h : 4 hours
- 1d : 1 day
- 1w : 1 week
- 1M : 1 month
## Sample code
### ATR (Average True Range)
- Parameters:
- Period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { atr, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let atrData = await atr(14, "close", input)
console.log(atrData[atrData.length - 1])
```
### ADX (Average Directional Index)
- Parameters:
- Period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { adx, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let adxData = await adx(14, "close", input)
console.log(adxData[adxData.length - 1])
```
### BB (Bollinger bands)
- Parameters:
- Bollinger bands period: integer
- stdDev : integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { bb, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let bbData = await bb(50, 2, "close", input)
console.log(bbData[bbData.length - 2])
```
### EMA (Exponential Moving Average)
- Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { ema, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let emaData = await ema(8, "close", input)
console.log(emaData[emaData.length - 1])
```
### IchimokuCloud
- Parameters:
- conversionPeriod: integer
- basePeriod: integer
- spanPeriod: integer
- displacement: integer
- Input : detach from OHLCV
```javascript
const { ichimokuCloud, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await ichimokuCloud(9, 26, 52, 26, input))
```
### MACD (Moving Average Convergence Divergence)
- Parameters:
- Fast period: integer
- Slow period: integer
- Signal period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { macd, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await macd(12, 26, 9, "close", input))
```
### MFI
- Parameters:
- MFI period: integer
- Input : detach from OHLCV
```javascript
const { mfi, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await mfi(14, input))
```
### CCI
- Parameters:
- CCI period: integer
- Input : detach from OHLCV
```javascript
const { cci, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await cci(14, input))
```
### VWAP
- Parameters:
- Input : detach from OHLCV
```javascript
const { vwap, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await vwap(input))
```
### OBV
- Parameters:
- Input : detach from OHLCV
```javascript
const { obv, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await obv(input))
```
### RSI
- Parameters:
- RSI period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { rsi, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await rsi(14, "close", input))
```
### SMA (Simple Moving Average)
- Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { sma, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let smaData = await sma(8, "close", input)
console.log(smaData[smaData.length - 1])
```
### Stochastic RSI
- Parameters:
- kPeriod: integer
- dPeriod: integer
- rsiPeriod: integer
- stochasticPeriod: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { stochasticRSI, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await stochasticRSI(3, 3, 14, 14, "close", input))
```
### WMA (Weighted Moving Average)
- Parameters:
- MA period: integer
- Input source: "open" | "high" | "low" | "close"
- Input : detach from OHLCV
```javascript
const { wma, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let wmaData = await wma(8, "close", input)
console.log(wmaData[wmaData.length - 1])
```
### KST
- Parameters:
- Input : detach from OHLCV
- ROC1
- ROC2
- ROC3
- ROC4
- SMA1
- SMA2
- SMA3
- SMA4
- SignalLength
```javascript
const { kst, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await kst(input, 10, 15, 20, 30, 10, 10, 10, 15, 9))
```
### Golden cross / Death cross
- Parameter:
- MA_FAST (should be 50)
- MA_SLOW (should be 200)
- Input : detach from OHLCV
Sample code
```javascript
const { goldenCross, deathCross, maCross, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await goldenCross(50, 200, input)
await deathCross(50, 200, input)
// check both golden/death cross
await maCross(50, 200, input) // response { goldenCross: false, deathCross: false }
```
### RSI in overBought/overSold area
- Parameter:
- RSI Period
- OverBoughtThreshold (75)
- OverSoldThreshold (25)
- Input : detach from OHLCV
Sample code
```javascript
const { rsiCheck, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await rsiCheck(14, 75, 25, input)
// Test RSIcheck
// { overBought: false, overSold: false, rsiVal: 27.81 }
```
### Price crosses SMA/EMA
- Parameter:
- MA Period
- Input : detach from OHLCV
Sample code
```javascript
const { priceCrossSMA, priceCrossEMA, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await priceCrossSMA(14, input)
//Test SMA cross
// { cross: true, direction: 'up' }
await priceCrossEMA(14, input)
// Test EMA cross
// { cross: true, direction: 'down' }
```
### VWAP crosses SMA/EMA
- Parameter:
- MA Period
- Input : detach from OHLCV
Sample code
```javascript
const { vwapCrossSMA, vwapCrossEMA, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await vwapCrossSMA(14, input)
//Test SMA cross
// { cross: true, direction: 'up' }
await vwapCrossEMA(14, input)
// Test EMA cross
// { cross: true, direction: 'down' }
```
### KST crossing
- Parameter:
- Input : detach from OHLCV
- ROC1
- ROC2
- ROC3
- ROC4
- SMA1
- SMA2
- SMA3
- SMA4
- SignalLength
Sample code
```javascript
const { kstCross, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await kstCross(input, 10, 15, 20, 30, 10, 10, 10, 15, 9)
//Test KST cross
// { cross: true, direction: 'up' }
```
## Dependencies
- [](https://github.com/ccxt/ccxt)
- [technicalindicators](https://github.com/anandanand84/technicalindicators)