thaw-ta-math
v0.0.7
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Financial technical analysis library in TypeScript. Calculates indicators and overlays from OHLCV data.
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thaw-ta-math
Financial technical analysis library in TypeScript. Calculates indicators and overlays from OHLCV data.
Indicators
- adl : Accumulation Distribution Line (created by Marc Chaikin)
- adx : Average Directional Index (by J. Welles Wilder Jr.)
- bbp : Bollinger Bands Percentage (by John Bollinger)
- bbw : Bollinger BandWidth (by John Bollinger)
- cci : Commodity Channel Index (by Donald Lambert)
- cho : Chaikin Oscillator (by Marc Chaikin)
- cmf : Chaikin Money Flow (by Marc Chaikin)
- ii : Intraday Intensity (by David Bostian)
- kst : Know Sure Thing (by Martin Pring)
- macd : Moving Average Convergence Divergence (by Gerald Appel)
- mfi : Money Flow Index (by Gene Quong and Avram Soudek)
- obv : On-Balance Volume
- roc : Price Rate of Change
- rsi : Relative Strength Index (by J. Welles Wilder Jr.)
- stoch : Stochastic Oscillator (by Dr. George Lane)
- stochRsi : Stochastic RSI (by Tushar S. Chande and Stanley Kroll)
- vi : Vortex Indicator (by Etienne Botes and Douglas Siepman)
- vwmacd : Volume-Weighted MACD (by Buff Dormeier)
- williams : Williams %R (aka Williams Percent Range) (by Larry Williams)
Overlays
- bb : Bollinger Bands (by John Bollinger)
- dema : Double Exponential Moving Average
- ebb
- keltner
- psar : Parabolic Stop and Reversal
- tema : Triple Exponential Moving Average
- vbp : Volume by Price
- vwap : Volume Weighted Average Price
- vwma : Volume-Weighted Moving Average
- zigzag