financial-indicators-package
v1.0.0
Published
A package for calculating various financial indicators
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financial-indicators-package
A comprehensive library for calculating various financial indicators for technical analysis.
Features
- Moving Average Convergence Divergence (MACD)
- Stochastic Oscillator
- Average True Range (ATR)
- On-Balance Volume (OBV)
- Money Flow Index (MFI)
- Williams %R
- Moving Average (MA)
- Exponential Moving Average (EMA)
- Bollinger Bands
Installation
Install the package via npm:
npm install financial-indicators-package
Usage
Each indicator is available as a separate function. You can require and use them as needed.
Example Usage
MACD
const calculateMACD = require('financial-indicators').calculateMACD;
const data = [10, 12, 14, 13, 15, 17, 16, 18, 19, 20, 21];
const { MACDLine, signalLine } = calculateMACD(data);
console.log(`MACD Line: ${MACDLine}`);
console.log(`Signal Line: ${signalLine}`);
Stochastic Oscillator
const calculateStochasticOscillator = require('financial-indicators').calculateStochasticOscillator;
const highs = [50, 55, 60, 62, 65, 68, 70, 72, 75, 78, 80];
const lows = [40, 42, 45, 48, 50, 52, 55, 58, 60, 62, 65];
const closes = [45, 50, 55, 58, 60, 63, 65, 68, 70, 72, 75];
const stochasticOscillator = calculateStochasticOscillator(highs, lows, closes);
console.log(`Stochastic Oscillator: ${stochasticOscillator}`);
Average True Range (ATR)
const calculateATR = require('financial-indicators').calculateATR;
const highs = [10, 12, 14, 13, 15, 17, 16, 18, 19, 20, 21];
const lows = [8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18];
const closes = [9, 10, 12, 13, 14, 15, 16, 17, 18, 19, 20];
const atr = calculateATR(highs, lows, closes, 10);
console.log(`Average True Range (ATR): ${atr}`);
API
calculateMACD(data, shortPeriod = 12, longPeriod = 26, signalPeriod = 9)
Calculates the MACD (Moving Average Convergence Divergence) line and the signal line.
data
: Array of closing prices.shortPeriod
: Number of periods for the short-term EMA. Default is 12.longPeriod
: Number of periods for the long-term EMA. Default is 26.signalPeriod
: Number of periods for the signal line EMA. Default is 9.
Returns an object with MACDLine
and signalLine
.
calculateStochasticOscillator(highs, lows, closes, period = 14)
Calculates the Stochastic Oscillator.
highs
: Array of high prices.lows
: Array of low prices.closes
: Array of closing prices.period
: Number of periods. Default is 14.
Returns the Stochastic Oscillator value.
calculateATR(highs, lows, closes, period = 14)
Calculates the Average True Range (ATR).
highs
: Array of high prices.lows
: Array of low prices.closes
: Array of closing prices.period
: Number of periods. Default is 14.
Returns the ATR value.
calculateOBV(closes, volumes)
Calculates the On-Balance Volume (OBV).
closes
: Array of closing prices.volumes
: Array of volumes.
Returns the OBV value.
calculateMFI(highs, lows, closes, volumes, period = 14)
Calculates the Money Flow Index (MFI).
highs
: Array of high prices.lows
: Array of low prices.closes
: Array of closing prices.volumes
: Array of volumes.period
: Number of periods. Default is 14.
Returns the MFI value.
calculateWilliamsR(highs, lows, closes, period = 14)
Calculates the Williams %R.
highs
: Array of high prices.lows
: Array of low prices.closes
: Array of closing prices.period
: Number of periods. Default is 14.
Returns the Williams %R value.
Contributing
Contributions are welcome! Please open an issue or submit a pull request on GitHub.
License
This project is licensed under the MIT License. See the LICENSE file for details.