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https://github.com/cinar/indicatorts

IndicatorTS - Stock technical indicators and strategies in TypeScript for browser and server programs.
https://github.com/cinar/indicatorts

bollinger-bands finance financial-instruments indicators macd quant quantative-finance quantative-trading stock-analysis stock-market technical-analysis technical-analysis-indicators technical-analysis-library trading-algorithms trading-strategies yahoo-finance

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IndicatorTS - Stock technical indicators and strategies in TypeScript for browser and server programs.

Host: GitHub
URL: https://github.com/cinar/indicatorts
Owner: cinar
License: mit
Created: 2021-12-12T21:05:23.000Z (almost 3 years ago)
Default Branch: main
Last Pushed: 2024-07-22T23:11:34.000Z (4 months ago)
Last Synced: 2024-11-07T04:47:05.340Z (7 days ago)
Topics: bollinger-bands, finance, financial-instruments, indicators, macd, quant, quantative-finance, quantative-trading, stock-analysis, stock-market, technical-analysis, technical-analysis-indicators, technical-analysis-library, trading-algorithms, trading-strategies, yahoo-finance
Language: TypeScript
Homepage:
Size: 976 KB
Stars: 296
Watchers: 7
Forks: 53
Open Issues: 32
Metadata Files:
- Readme: README.md
- Funding: .github/FUNDING.yml
- License: LICENSE.md
- Code of conduct: CODE_OF_CONDUCT.md

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# Indicator TS

Indicator is a TypeScript module providing various stock technical analysis indicators, strategies, and a backtest framework for trading.

_This is a clone of my [Indicator Go](https://github.com/cinar/indicator) Golang module._

## Indicators Provided

The following list of indicators are currently supported by this package:

### Trend Indicators

- [Absolute Price Oscillator (APO)](src/indicator/trend/README.md#absolute-price-oscillator-apo)

- [Aroon Indicator](src/indicator/trend/README.md#aroon)

- [Balance of Power (BOP)](src/indicator/trend/README.md#balance-of-power-bop)

- [Chande Forecast Oscillator (CFO)](src/indicator/trend/README.md#chande-forecast-oscillator-cfo)

- [Community Channel Index (CCI)](src/indicator/trend/README.md#community-channel-index-cci)

- [Double Exponential Moving Average (DEMA)](src/indicator/trend/README.md#double-exponential-moving-average-dema)

- [Exponential Moving Average (EMA)](src/indicator/trend/README.md#exponential-moving-average-ema)

- [Mass Index (MI)](src/indicator/trend/README.md#mass-index-mi)

- [Moving Average Convergence Divergence (MACD)](src/indicator/trend/README.md#moving-average-convergence-divergence-macd)

- [Moving Max (MMAX)](src/indicator/trend/README.md#moving-max-mmax)

- [Moving Min (MMIN)](src/indicator/trend/README.md#moving-min-mmin)

- [Moving Sum (MSUM)](src/indicator/trend/README.md#moving-sum-msum)

- [Parabolic SAR (PSAR)](src/indicator/trend/README.md#parabolic-sar-psar)

- [Qstick](src/indicator/trend/README.md#qstick)

- [Random Index (KDJ)](src/indicator/trend/README.md#random-index-kdj)

- [Rolling Moving Average (RMA)](src/indicator/trend/README.md#rolling-moving-average-rma)

- [Simple Moving Average (SMA)](src/indicator/trend/README.md#simple-moving-average-sma)

- [Since Change](src/indicator/trend/README.md#since-change)

- [Triple Exponential Moving Average (TEMA)](src/indicator/trend/README.md#triple-exponential-moving-average-tema)

- [Triangular Moving Average (TRIMA)](src/indicator/trend/README.md#triangular-moving-average-trima)

- [Triple Exponential Average (TRIX)](src/indicator/trend/README.md#triple-exponential-average-trix)

- [Typical Price](src/indicator/trend/README.md#typical-price)

- [Volume Weighted Moving Average (VWMA)](src/indicator/trend/README.md#volume-weighted-moving-average-vwma)

- [Vortex Indicator](src/indicator/trend/README.md#vortex-indicator)

### Momentum Indicators

- [Awesome Oscillator (AO)](src/indicator/momentum/README.md#awesome-oscillator-ao)

- [Chaikin Oscillator (CMO)](src/indicator/momentum/README.md#chaikin-oscillator-cmo)

- [Ichimoku Cloud](src/indicator/momentum/README.md#ichimoku-cloud)

- [Percentage Price Oscillator (PPO)](src/indicator/momentum/README.md#percentage-price-oscillator-ppo)

- [Percentage Volume Oscillator (PVO)](src/indicator/momentum/README.md#percentage-volume-oscillator-pvo)

- [Price Rate of Change (ROC)](src/indicator/momentum/README.md#price-rate-of-change-roc)

- [Relative Strength Index (RSI)](src/indicator/momentum/README.md#relative-strength-index-rsi)

- [Stochastic Oscillator (STOCH)](src/indicator/momentum/README.md#stochastic-oscillator-stoch)

- [Williams R (WILLR)](src/indicator/momentum/README.md#williams-r-willr)

### Volatility Indicators

- [Acceleration Bands (AB)](src/indicator/volatility/README.md#acceleration-bands-ab)

- [Average True Range (ATR)](src/indicator/volatility/README.md#average-true-range-atr)

- [Bollinger Bands (BB)](src/indicator/volatility/README.md#bollinger-bands-bb)

- [Bollinger Band Width (BBW)](src/indicator/volatility/README.md#bollinger-band-width-bbw)

- [Chandelier Exit (CE)](src/indicator/volatility/README.md#chandelier-exit-ce)

- [Donchian Channel (DC)](src/indicator/volatility/README.md#donchian-channel-dc)

- [Keltner Channel (KC)](src/indicator/volatility/README.md#keltner-channel-kc)

- [Moving Standard Deviation (MSTD)](src/indicator/volatility/README.md#moving-standard-deviation-mstd)

- [Projection Oscillator (PO)](src/indicator/volatility/README.md#projection-oscillator-po)

- [True Range (TR)](src/indicator/volatility/README.md#true-range-tr)

- [Ulcer Index (UI)](src/indicator/volatility/README.md#ulcer-index-ui)

### Volume Indicators

- [Accumulation/Distribution (AD)](src/indicator/volume/README.md#accumulationdistribution-ad)

- [Chaikin Money Flow (CMF)](src/indicator/volume/README.md#chaikin-money-flow-cmf)

- [Ease of Movement (EMV)](src/indicator/volume/README.md#ease-of-movement-emv)

- [Force Index (FI)](src/indicator/volume/README.md#force-index-fi)

- [Money Flow Index (MFI)](src/indicator/volume/README.md#money-flow-index-mfi)

- [Negative Volume Index (NVI)](src/indicator/volume/README.md#negative-volume-index-nvi)

- [On-Balance Volume (OBV)](src/indicator/volume/README.md#on-balance-volume-obv)

- [Volume Price Trend (VPT)](src/indicator/volume/README.md#volume-price-trend-vpt)

- [Volume Weighted Average Price (VWAP)](src/indicator/volume/README.md#volume-weighted-average-price-vwap)

## Strategies Provided

Strategies relies on the following:

- [Asset](src/strategy/README.md#asset)

  - [New Asset with Length](src/strategy/README.md#new-asset-with-length)

  - [Concat Assets](src/strategy/README.md#concat-assets)

- [Action](src/strategy/README.md#action)

  - [Reverse Actions](src/strategy/README.md#reverse-actions)

  - [Apply Actions](src/strategy/README.md#apply-actions)

- [Strategy Function](src/strategy/README.md#strategy-function)

- [Buy and Hold Strategy](src/strategy/README.md#buy-and-hold-strategy)

The following list of strategies are currently supported by this package:

### Trend Strategies

- [Absolute Price Oscillator Strategy](src/strategy/trend/README.md#absolute-price-oscillator-strategy)

- [Aroon Strategy](src/strategy/trend/README.md#aroon-strategy)

- [Balance of Power Strategy](src/strategy/trend/README.md#balance-of-power-strategy)

- [Chande Forecast Oscillator Strategy](src/strategy/trend/README.md#chande-forecast-oscillator-strategy)

- [KDJ Strategy](src/strategy/trend/README.md#kdj-strategy)

- [MACD Strategy](src/strategy/trend/README.md#macd-strategy)

- [Parabolic SAR Strategy](src/strategy/trend/README.md#parabolic-sar-strategy)

- [Typical Price Strategy](src/strategy/trend/README.md#typical-price-strategy)

- [Volume Weighted Moving Average (VWMA) Strategy](src/strategy/trend/README.md#volume-weighted-moving-average-vwma-strategy)

- [Vortex Strategy](src/strategy/trend/README.md#vortex-strategy)

### Momentum Strategies

- [Awesome Oscillator Strategy](src/strategy/momentum/README.md#awesome-oscillator-strategy)

- [Ichimoku Cloud Strategy](src/strategy/momentum/README.md#ichimoku-cloud-strategy)

- [RSI 2 Stategy](src/strategy/momentum/README.md#rsi-2-strategy)

- [Stochastic Oscillator Strategy](src/strategy/momentum/README.md#stochastic-oscillator-strategy)

- [Williams R Strategy](src/strategy/momentum/README.md#williams-r-strategy)

### Volatility Strategies

- [Acceleration Bands Strategy](src/strategy/volatility/README.md#acceleration-bands-strategy)

- [Bollinger Bands Strategy](src/strategy/volatility/README.md#bollinger-bands-strategy)

- [Projection Oscillator Strategy](src/strategy/volatility/README.md#projection-oscillator-strategy)

### Volume Strategies

- [Chaikin Money Flow Strategy](src/strategy/volume/README.md#chaikin-money-flow-strategy)

- [Ease of Movement Strategy](src/strategy/volume/README.md#ease-of-movement-strategy)

- [Force Index Strategy](src/strategy/volume/README.md#force-index-strategy)

- [Money Flow Index Strategy](src/strategy/volume/README.md#money-flow-index-strategy)

- [Negative Volume Index Strategy](src/strategy/volume/README.md#negative-volume-index-strategy)

- [Volume Weighted Average Price Strategy](src/strategy/volume/README.md#volume-weighted-average-price-strategy)

## Backtest

Backtesting is the method for seeing how well a strategy would have done. The following backtesting functions are provided for evaluating strategies.

- [Strategy Info](src/backtest/README.md#strategy-info)

- [Strategy Result](src/backtest/README.md#strategy-result)

- [Backtest Function](src/backtest/README.md#backtest-function)

- [Company Info](src/backtest/README.md#company-info)

- [Company Result](src/backtest/README.md#company-result)

- [Strategy Stats](src/backtest/README.md#strategy-stats)

  - [Compute Strategy Stats](src/backtest/README.md#compute-strategy-stats)

## Chart

Chart provides an easy way to plot the outcome of the indicators and the strategies.

- [Chart Initialization](src/chart/README.md#chart-initialization)

- [Data Set](src/chart/README.md#data-set)

- [Add Data](src/chart/README.md#add-data)

- [Remove Data](src/chart/README.md#remove-data)

- [Draw Chart](src/chart/README.md#draw-chart)

## Build

The project can be build from its source through the build command.

```bash

npm run build

```

## Usage

Install package.

```bash

npm install indicatorts

```

Import indicator.

```TypeScript

import { ao } from 'indicatorts';

const highs = [10, 20, 30, 40];

const lows = [1, 2, 3, 4];

// Awesome Oscillator!

const result = ao(highs, lows);

```

## Disclaimer

The information provided on this project is strictly for informational purposes and is not to be construed as advice or solicitation to buy or sell any security.

## License

Copyright (c) 2022 Onur Cinar. All Rights Reserved.

The source code is provided under MIT License.