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bollinger-bands

v3.0.2

Published

Fintach math utility to calculate bollinger bands.

Downloads

391

Readme

Build Status Coverage

MAINTENANCE WARNING

This module is lack of maintenance.

If you are familiar with python programming maybe you could check stock-pandas which provides powerful statistic indicators support, and is backed by numpy and pandas.

The performance of stock-pandas is many times higher than JavaScript libraries, and can be directly used by machine learning programs.


bollinger-bands

Fintach math utility to calculate bollinger bands.

Install

$ npm install bollinger-bands

Usage

import boll from 'bollinger-bands'

boll([1, 2, 4, 8], 2, 2)
// {
//   upper: [, 2.5, 5, 10],
//   mid  : [, 1.5, 3, 6],
//   lower: [, 0.5, 1, 2]
// }

boll(datum, size, times, options)

  • datum Array.<Number> the collection of data
  • size Number=20 the period size, defaults to 20
  • times Number=2 the times of standard deviation between the upper band and the moving average.
  • options Object= optional options
    • ma Array.<Number>= the moving averages of the provided datum and period size. This option is used to prevent duplicate calculation of moving average.
    • sd Array.<Number>= the standard average of the provided datum and period size

Returns Array.<Band> the array of the Band object.

struct Band

  • upper Number the value of the upper band
  • mid Number the value middle band (moving average)
  • lower Number the value of the lower band

Related Fintech Modules

License

MIT