Technical Analysis (ta.js)

ta.js is a JavaScript module for dealing with financial technical analysis.

Installation

Use the package manager npm to install ta.js.

npm install ta.js

Usage

const ta = require('ta.js');

Examples

• Simple Moving Average
• Weighted Moving Average
• Exponential Moving Average
• Moving Average Convergence / Divergence
• Relative Strength Index
• Standard Deviation
• Bollinger Bands
• Bollinger Bandwidth
• Average True Range
• Aroon Up
• Aroon Down
• Aroon Oscillator
• Money Flow Index
• Rate Of Change
• On-Balance Volume

Simple Moving Average (SMA)

var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 14
ta.sma(data, length);
// Output (Array)
// [3.5, 5]

Weighted Moving Average (WMA)

var data = [69, 68, 66, 70, 68];
var length = 4; // default = 14
ta.wma(data, length);
// Output (Array)
// [68.3, 68.2]

Exponential Moving Average (EMA)

var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 12
ta.ema(data, length);
// Output (Array)
// [3.5, 5.357]

Moving Average Convergence / Divergence (MACD)

var data = [1, 2, 3, 4, 5, 6, 14];
var length1 = 3; // default = 12
var length2 = 6; // default = 26
ta.macd(data, length1, length2);
// Output (Array)
// [1.5, 3]

Relative Strength Index (RSI)

var data = [1, 2, 3, 4, 5, 6, 7, 5];
var length = 6; // default = 14
ta.rsi(data, length);
// Output (Array)
// [100, 75.55]

Standard Deviation

var data = [1, 2, 3];
var length = 3; // default = data.length
ta.std(data, length);
// Output (Float)
// 0.81649658092773

Bollinger Bands

var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
ta.bands(data, length, deviations);
// Output (Array)
// [[5.828, 3, 0.172], [6.828, 4, 1.172]]
// [upper band, middle band, lower band]

Bollinger Bandwidth

var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
ta.bandwidth(data, length, deviations);
// Output (Array)
// [1.886, 1.344]

Average True Range (ATR)

var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]]; // [high, close, low]
var length = 3; // default = 14
ta.atr(data, length);
// Output (Array)
// [2, 1.667, 2.111, 1.741]

Aroon Up

var data = [5, 4, 5, 2];
var length = 3; // default = 10
ta.aroon.up(data, length);
// Output (Array)
// [66.67, 33.36]

Aroon Down

var data = [2, 5, 4, 5];
var length = 3; // default = 10
ta.aroon.down(data, length);
// Output (Array)
// [66.67, 33.36]

Aroon Oscillator

var data = [2, 5, 4, 5];
var length = 3; // default = 25
ta.aroon.osc(data, length);
// Output (Array)
// [-33.36, 33.36]

Money Flow Index

var data = [[19, 13], [14, 38], [21, 25], [32, 17]]; // [Buy Volume, Sell Volume]
var length = 3; // default = 14
ta.mfi(data, length);
// Output (Array)
// [41.54, 45.58]

Rate Of Change

var data = [1, 2, 3, 4];
var length = 3; // default = 14
ta.roc(data, length);
// Output (Array)
// [2, 1]

On-Balance Volume

var data = [[25200, 10], [30000, 10.15], [25600, 10.17], [32000, 10.13]]; // [Asset Volume, Close Price]
ta.obv(data);
// Output (Array)
// [0, 30000, 55600, 23600]

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

Please make sure to update tests as appropriate.

License

MIT