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trend-remover

v0.0.11

Published

remove simple linear trend from OHLC candles and 1D data series

Downloads

5

Vulnerabilities

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Links

Maintainers

stonkpunkstonkpunk

Keywords

Readme

trend-remover

remove trends from OHLC candles and 1D data series using a rolling window or start/end prices.

Installation

npm i trend-remover

Usage

//note - for rolling window size N, first N values get "truncated" / clamped to first value

// var candles = [{open, high, low, close}...]
// candles = tr.removeTrendCandlesRolling(candles, days=14) //show changes relative to 14 unit rolling window
// candles = tr.removeTrendCandles(candles, multiplierDown=1) //linearly skew to remove trend so the first and last closing price are the same 
// [if multiplierDown > 1 then slope is negative]

// var data = [1,2,3,4...]
// data = tr.removeTrend(data, multiplierDown=1) 
// data = tr.removeTrendRolling(data, days=14)

stonks