@ldrick/trade-indicators v0.5.0

trade-indicators

Trade Indicators written in pure functional Typescript. \ Results will be \ Either<Error, ReadonlyArray<number> | Readonly<Record<string, ReadonlyArray<number>>>> \ depending on what is returned using these amazing libraries: \ 🚀 fp-ts \ 🌟 big.js

• Average Directional Index (adx)
• Average True Range (atr)
• Double Exponential Moving Average (dema)
• Exponential Moving Average (ema)
• Moving Average Convergence / Divergence (macd)
• Simple Moving Average (sma)
• Smoothed Moving Average (smma)
• Triple Exponential Moving Average (tema)
• Weighted Moving Average (wma)

Install

npm install @ldrick/trade-indicators fp-ts big.js \ or \ yarn add @ldrick/trade-indicators fp-ts big.js

Usage

In TypeScript:

import { either as E, function as F } from 'fp-ts/lib';
import { ema } from '@ldrick/trade-indicators/averages/ema.js';
import { toPromise } from '@ldrick/trade-indicators/toPromise.js';

const prices = [3, 2.1, 3, 4, 5.3, 5, 4.8, 6, 7, 5];
const period = 3;

// possible usage to pipe the Result E.Either<Error, RNEA.ReadonlyNonEmptyArray<number>>
const expMovingAverage = F.pipe(
	ema(prices, period),
	E.getOrElse(() => <ReadonlyArray<number>>[]),
);

// or convert the Result to Promise<RNEA.ReadonlyNonEmptyArray<number>>
toPromise(ema(prices, period)).then(
	(result) => console.log(result),
	(error) => console.log(error),
);