ta-lib

JavaScript utility library of technical analysis functions.

Installation

You can install every modular method from npm.

Documentation

TODO

Supported Indicators and Functions

Indicator Groups

• Overlap Studies
• Momentum Indicators
• Volume Indicators
• Volatility Indicators
• Price Transform
• Cycle Indicators
• Pattern Recognition

Overlap Studies

• [x] BBANDS Bollinger Bands
• [x] DEMA Double Exponential Moving Average
• [x] EMA Exponential Moving Average
• [ ] HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
• [x] KAMA Kaufman Adaptive Moving Average
• [ ] MA Moving average
• [ ] MAMA MESA Adaptive Moving Average
• [ ] MAVP Moving average with variable period
• [x] MIDPOINT MidPoint over period
• [ ] MIDPRICE Midpoint Price over period
• [ ] SAR Parabolic SAR
• [ ] SAREXT Parabolic SAR - Extended
• [x] SMA Simple Moving Average
• [ ] T3 Triple Exponential Moving Average (T3)
• [ ] TEMA Triple Exponential Moving Average
• [ ] TRIMA Triangular Moving Average
• [ ] WMA Weighted Moving Average

Momentum Indicators

• [x] ADL Accumulation/Distribution Line
• [ ] ADX Average Directional Movement Index
• [ ] ADXR Average Directional Movement Index Rating
• [ ] APO Absolute Price Oscillator
• [x] AROON Aroon
• [x] AROONOSC Aroon Oscillator
• [ ] BOP Balance Of Power
• [ ] CCI Commodity Channel Index
• [ ] CMO Chande Momentum Oscillator
• [ ] DX Directional Movement Index
• [x] MACD Moving Average Convergence/Divergence
• [ ] MACDEXT MACD with controllable MA type
• [ ] MACDFIX Moving Average Convergence/Divergence Fix 12/26
• [ ] MFI Money Flow Index
• [x] MINUS_DI Minus Directional Indicator
• [x] MINUS_DM Minus Directional Movement
• [ ] MOM Momentum
• [ ] PLUS_DI Plus Directional Indicator
• [x] PLUS_DM Plus Directional Movement
• [ ] PPO Percentage Price Oscillator
• [ ] ROC Rate of change : ((price/prevPrice)-1)*100
• [ ] ROCP Rate of change Percentage: (price-prevPrice)/prevPrice
• [ ] ROCR Rate of change ratio: (price/prevPrice)
• [ ] ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100
• [ ] RSI Relative Strength Index
• [ ] STOCH Stochastic
• [ ] STOCHF Stochastic Fast
• [ ] STOCHRSI Stochastic Relative Strength Index
• [ ] TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
• [ ] ULTOSC Ultimate Oscillator
• [ ] WILLR Williams' %R

Volume Indicators

• [ ] AD Chaikin A/D Line
• [ ] ADOSC Chaikin A/D Oscillator
• [ ] OBV On Balance Volume

Cycle Indicators

• [ ] HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
• [ ] HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
• [ ] HT_PHASOR Hilbert Transform - Phasor Components
• [ ] HT_SINE Hilbert Transform - SineWave
• [ ] HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode

Price Transform

• [ ] AVGPRICE Average Price
• [ ] MEDPRICE Median Price
• [ ] TYPPRICE Typical Price
• [ ] WCLPRICE Weighted Close Price

Volatility Indicators

• [x] ATR Average True Range
• [ ] NATR Normalized Average True Range
• [x] TRANGE True Range

Pattern Recognition

• [ ] CDL2CROWS Two Crows
• [ ] CDL3BLACKCROWS Three Black Crows
• [ ] CDL3INSIDE Three Inside Up/Down
• [ ] CDL3LINESTRIKE Three-Line Strike
• [ ] CDL3OUTSIDE Three Outside Up/Down
• [ ] CDL3STARSINSOUTH Three Stars In The South
• [ ] CDL3WHITESOLDIERS Three Advancing White Soldiers
• [ ] CDLABANDONEDBABY Abandoned Baby
• [ ] CDLADVANCEBLOCK Advance Block
• [ ] CDLBELTHOLD Belt-hold
• [ ] CDLBREAKAWAY Breakaway
• [ ] CDLCLOSINGMARUBOZU Closing Marubozu
• [ ] CDLCONCEALBABYSWALL Concealing Baby Swallow
• [ ] CDLCOUNTERATTACK Counterattack
• [ ] CDLDARKCLOUDCOVER Dark Cloud Cover
• [ ] CDLDOJI Doji
• [ ] CDLDOJISTAR Doji Star
• [ ] CDLDRAGONFLYDOJI Dragonfly Doji
• [ ] CDLENGULFING Engulfing Pattern
• [ ] CDLEVENINGDOJISTAR Evening Doji Star
• [ ] CDLEVENINGSTAR Evening Star
• [ ] CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
• [ ] CDLGRAVESTONEDOJI Gravestone Doji
• [ ] CDLHAMMER Hammer
• [ ] CDLHANGINGMAN Hanging Man
• [ ] CDLHARAMI Harami Pattern
• [ ] CDLHARAMICROSS Harami Cross Pattern
• [ ] CDLHIGHWAVE High-Wave Candle
• [ ] CDLHIKKAKE Hikkake Pattern
• [ ] CDLHIKKAKEMOD Modified Hikkake Pattern
• [ ] CDLHOMINGPIGEON Homing Pigeon
• [ ] CDLIDENTICAL3CROWS Identical Three Crows
• [ ] CDLINNECK In-Neck Pattern
• [ ] CDLINVERTEDHAMMER Inverted Hammer
• [ ] CDLKICKING Kicking
• [ ] CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
• [ ] CDLLADDERBOTTOM Ladder Bottom
• [ ] CDLLONGLEGGEDDOJI Long Legged Doji
• [ ] CDLLONGLINE Long Line Candle
• [ ] CDLMARUBOZU Marubozu
• [ ] CDLMATCHINGLOW Matching Low
• [ ] CDLMATHOLD Mat Hold
• [ ] CDLMORNINGDOJISTAR Morning Doji Star
• [ ] CDLMORNINGSTAR Morning Star
• [ ] CDLONNECK On-Neck Pattern
• [ ] CDLPIERCING Piercing Pattern
• [ ] CDLRICKSHAWMAN Rickshaw Man
• [ ] CDLRISEFALL3METHODS Rising/Falling Three Methods
• [ ] CDLSEPARATINGLINES Separating Lines
• [ ] CDLSHOOTINGSTAR Shooting Star
• [ ] CDLSHORTLINE Short Line Candle
• [ ] CDLSPINNINGTOP Spinning Top
• [ ] CDLSTALLEDPATTERN Stalled Pattern
• [ ] CDLSTICKSANDWICH Stick Sandwich
• [ ] CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
• [ ] CDLTASUKIGAP Tasuki Gap
• [ ] CDLTHRUSTING Thrusting Pattern
• [ ] CDLTRISTAR Tristar Pattern
• [ ] CDLUNIQUE3RIVER Unique 3 River
• [ ] CDLUPSIDEGAP2CROWS Upside Gap Two Crows
• [ ] CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods

LICENSE

MIT