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Package detail

bfx-hf-indicators

bitfinexcom1.1kApache-2.02.0.8

A library of trading indicators for Node.JS

honey framework, bitfinex, bitcoin, BTC

readme

Bitfinex Indicator Library for Node.JS

Build Status

This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator).

Features

  • Average True Range
  • Normalised Average True Range
  • Acceleration
  • Accumulation/Distribution
  • Accumulative Swing Index
  • Arnoud Legoux Moving Average
  • Aroon
  • Average Directional Index
  • Awesome Oscillator
  • Balance of Power
  • Bollinger Bands
  • Chaikin Money Flow
  • Chaikin Oscillator
  • Chande Momentum Oscillator
  • Coppock Curve
  • Detrended Price Oscillator
  • Donchian Channels
  • Ease of Movement
  • Envelope
  • Exponential Moving Average
  • EMA Volume
  • Know Sure Thing
  • MACD
  • Mass Index
  • Momentum
  • Net Volume
  • On Balance Volume
  • Price Channel
  • Price Oscillator
  • Price Volume Trend
  • RSI
  • Rate of Change
  • Relative Vigor Index
  • Relative Volatility Index
  • Simple Moving Average
  • Standard Deviation
  • Stochastic
  • Stochastic RSI
  • TRIX
  • True Strength Index
  • VWAP
  • Volume Oscillator
  • Volume Weighted Moving Average
  • Weighted Moving Average
  • Williams %R

Installation

npm i --save bfx-hf-indicators

Quickstart & Example

const { RSI } = require('bfx-hf-indicators')

const rsi = new RSI([14])

rsi.add(14000)
rsi.add(14010)
rsi.add(14025)
rsi.add(14035)
// ...
// 8 more data points
// ...
rsi.add(13998)
rsi.add(13952)

const v = rsi.v() // query current RSI(14) value

Docs

See docs/usage.md for an overview of the system, and the examples/ folder for executable examples.

Contributing

  1. Fork it
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request

changelog

2.0.4

  • meta: update dependencies + eslint config, switch to nyc for coverage

2.0.3

  • manifest: bump babel

2.0.2

  • docs: create/update

2.0.1

  • manifest: bump deps
  • meta: add github issue/pr templates
  • meta: standardize travis config
  • meta: convert tests to mocha
  • meta: add example

2.0.0

  • major version bump due to changes in 1.0.6

1.0.6

  • feature: Wilders Moving Average
  • MACD refactor: update value key names for react-stockcharts compatibility
  • RSI refactor: switch to WildersMA internally
  • ALMA feature: expose candle key in args
  • EMA feature: expose candle key in args
  • refactor: use BigN in a few more places
  • refactor: rename candle model key 'vol' to 'volume'
  • fix: missing imports

1.0.5

  • refactor: copy all metadata (arguments, etc) to indicator instances
  • NATR fix: only add ATR values when seeded

1.0.4

  • feature: save UI definition on indicator instances
  • feature: Normalized Average True Range

1.0.3

  • MACD fix: missing import
  • ASI fix: paranthesis typo
  • ASI feature: add test
  • RVI fix: internal
  • PPO fix: reset signal EMA in PPO reset() method
  • fix: add missing test end() call in ASI test

1.0.2

  • WeightedMovingAverage fix: export on package
  • BalanceOfPower fix: prevent divide by zero
  • RelativeVigorIndex fix: RVGI class name typo
  • refactor: return values from all indicator add/update methods
  • feature: add serialize/unserialize methods to all indicators
  • fix: provide default argument values for all indicators
  • meta: add LICENSE

1.0.1

  • EMAVolume fix: set seedPeriod from arg
  • EMAVolume fix: add reset() method
  • manifest: rm babel dep
  • meta: rm package-lock.json

1.0.0

  • initial version [0.0.1 was tagged early in initial development]