Update deps

package.json

@@ -3,7 +3,15 @@
   "version": "1.0.0",
   "description": "Free and easy way to write backtest trading strategies in TS / JS with built in candle data retrieval",
   "main": "dist/main.js",
-  "keywords": ["backtest", "finance", "trading", "download historical candle data", "indicators", "multi value", "multi symbol"],
+  "keywords": [
+    "backtest",
+    "finance",
+    "trading",
+    "download historical candle data",
+    "indicators",
+    "multi value",
+    "multi symbol"
+  ],
   "scripts": {
     "start": "npx ts-node src/main.ts",
     "dev": "npx ts-node src/main.ts",
@@ -30,17 +38,17 @@
   "license": "Apache-2.0",
   "dependencies": {
     "@prisma/client": "^5.0.0",
-    "axios": "^1.4.0",
+    "axios": "^1.7.9",
     "chalk": "^4.1.0",
     "cli-progress": "^3.12.0",
     "csvtojson": "^2.0.10",
-    "express": "^4.18.2",
+    "express": "^4.21.2",
     "fuzzy": "^0.1.3",
+    "indicatorts": "^2.2.1",
     "inquirer": "^8.2.5",
     "inquirer-autocomplete-prompt": "^2.0.0",
     "inquirer-date-prompt": "^2.0.1",
-    "lightweight-charts": "^4.0.1",
-    "tulind": "^0.8.20"
+    "lightweight-charts": "^4.2.2"
   },
   "devDependencies": {
     "@types/cli-progress": "^3.11.5",

src/indicators/moving-averages.ts

@@ -1,41 +1,17 @@
-// ---------------------------------------------------- 
-// |              MOVING AVERAGE INDICATORS           |
-// ---------------------------------------------------- 
-
-// ---------------------------------------------------- 
-// |                     GLOBALS                      |
-// ---------------------------------------------------- 
-
-const tulind = require('tulind')
-
-// ---------------------------------------------------- 
-// |                   FUNCTIONS                      |
-// ---------------------------------------------------- 
+import { simpleMovingAverage, exponentialMovingAverage } from 'indicatorts';
 
 // Get SMA
-export async function indicatorSMA(candles: number[], length: number, limit?: number) {
-    // Call SMA function from tulind with the candles and desired sma length
-    const tulindReturn = await tulind.indicators.sma.indicator([candles], [length])
-
-    // Tulind can return a few things, in this case the SMA data is in the first item in its return
-    const sma = tulindReturn[0]
-    if (limit === undefined) limit = 1
-
-    // If you requested more SMA's then were generated return all that you have
+export function indicatorSMA(candles: number[], length: number, limit: number = 1): number[] {
+    const sma = simpleMovingAverage(candles, { period: length });
     if (limit >= sma.length) return sma
-    // Return the most recent SMA 
-    if (limit === 1) return sma[sma.length - 1]
-    // Return only a specific amount of SMA's
+    if (limit === 1) return [sma[sma.length - 1]]
     else return sma.slice(sma.length - limit)
 }
 
 // Get EMA
-export async function indicatorEMA(candles: number[], length: number, limit?: number) {
-    const ema = (await tulind.indicators.ema.indicator([candles], [length]))[0]
-    if (limit !== undefined) {
-        if (limit >= ema.length) return ema
-        if (limit === 1) return ema[ema.length - 1]
-        else return ema.slice(ema.length - limit)
-    }
-    return ema
+export function indicatorEMA(candles: number[], length: number, limit: number = 1): number[] {
+    const ema = exponentialMovingAverage(candles, { period: length });
+    if (limit >= ema.length) return ema
+    if (limit === 1) return [ema[ema.length - 1]]
+    else return ema.slice(ema.length - limit)
 }

src/strategies/ex1SMA.ts

@@ -15,11 +15,11 @@ export async function ex1SMA(bth: BTH) {
     const highSMACandles = await bth.getCandles('close', 0, highSMAInput) // If there are not highSMA candles back will return array of 0's and block buy / sell until can return highSMA candles
 
     // Get low and high SMA
-    const lowSMA = await indicatorSMA(lowSMACandles, lowSMAInput)
-    const highSMA = await indicatorSMA(highSMACandles, highSMAInput)
+    const lowSMA = indicatorSMA(lowSMACandles, lowSMAInput)
+    const highSMA = indicatorSMA(highSMACandles, highSMAInput)
 
     // Buy if lowSMA crosses over the highSMA
-    if (lowSMA > highSMA) {
+    if (lowSMA[0] > highSMA[0]) {
         await bth.buy()
     }
 

src/strategies/ex2SMAStopLoss.ts

@@ -16,8 +16,8 @@ export async function ex2SMAStopLoss(bth: BTH) {
     const highSMACandles = await bth.getCandles('close', 0, highSMAInput)
 
     // Get low and high SMA
-    const lowSMA = await indicatorSMA(lowSMACandles, lowSMAInput)
-    const highSMA = await indicatorSMA(highSMACandles, highSMAInput)
+    const lowSMA = indicatorSMA(lowSMACandles, lowSMAInput)
+    const highSMA = indicatorSMA(highSMACandles, highSMAInput)
 
     // Buy if lowSMA crosses over the highSMA
     if (lowSMA > highSMA) {

src/strategies/ex3SMAShort.ts

@@ -16,8 +16,8 @@ export async function ex3SMAShort(bth: BTH) {
     const highSMACandles = await bth.getCandles('close', 0, highSMAInput)
 
     // Get low and high SMA
-    const lowSMA = await indicatorSMA(lowSMACandles, lowSMAInput)
-    const highSMA = await indicatorSMA(highSMACandles, highSMAInput)
+    const lowSMA = indicatorSMA(lowSMACandles, lowSMAInput)
+    const highSMA = indicatorSMA(highSMACandles, highSMAInput)
 
     // Buy long if lowSMA crosses over the highSMA
     if (lowSMA > highSMA) {

src/strategies/ex4TripleSMA.ts

@@ -22,9 +22,9 @@ export async function ex4TripleSMA(bth: BTH) {
     const highSMACandles = await bth.getCandles('close', 0, highSMAInput)
 
     // Get low, mid and high SMA
-    const lowSMA = await indicatorSMA(lowSMACandles, lowSMAInput, 1)
-    const midSMA = await indicatorSMA(midSMACandles, midSMAInput, 1)
-    const highSMA = await indicatorSMA(highSMACandles, highSMAInput, 1)
+    const lowSMA = indicatorSMA(lowSMACandles, lowSMAInput, 1)
+    const midSMA = indicatorSMA(midSMACandles, midSMAInput, 1)
+    const highSMA = indicatorSMA(highSMACandles, highSMAInput, 1)
 
     // Function to perfrom sell and define position
     async function sellLongShort() {