node-red-contrib-alphacate v1.1.0

node-red-contrib-alphacate

For calculating technical indicators for stock trading.

Designed to work seamlessly with Alpaca via node-red-contrib-alpaca or node-red-contrib-alpaca-simple.

Based on npm package alphacate, link to GitHub for more information: https://github.com/codeplayr/alphacate.

NOTE: The package.json calls for a fork of the above mentioned repository as there were a couple fixes that had to be made to the original code, https://github.com/mdkrieg/alphacate

Features

• Connects seamlessly with Alpaca's getBars function
• Calculate several indicators at once
• Calculate several tickers' data at once

List of supported indicators:

• ATR - AverageTrueRange
• BB - BollingerBands
• EMA - ExponentialMovingAverage
• LWMA - LinearlyWeightedMovingAverage
• MACD - MovingAverageConvergenceDivergence
• MFI - MoneyFlowIndex
• OBV - OnBalanceVolume
• RSI - RelativeStrengthIndex
• SMA - SimpleMovingAverage
• SMMA - SmoothedMovingAverage
• SO - StochasticOscillator
• ROC - RateOfChange
• WMA - WeightedMovingAverage

Instructions

There are two valid options for the format of the incoming msg.payload.

First option is a single array of bars:

msg.payload = [
    {
        closePrice,
        openPrice,
        highPrice,
        lowPrice,
        volume
    },
    ...
]

Second option is an object of tickers that each contain an array of bars as outlined above:

msg.payload = {
    TICKER1:[
        Array of Bars
    ],
    TICKER2:[
        Array of Bars
    ]
}

Options can be left as default or assigned through the configuration panel or passed in as msg.options.

Available options are:

msg.options = {
  "ATR": { "periods": 20 },
  "BB": { "periods": 20 },
  "EMA": { "periods": 12, "emaResultsOnly": false, startWithFirst": false },
  "LWMA": { "periods": 20 },
  "MACD": { "fastPeriods": 12, "slowPeriods": 26, "signalPeriods": 9 },
  "MFI": { "periods": 14 },
  "OBV": {},
  "RSI": { "periods": 14 },
  "SMA": { "periods": 10 },
  "SMMA": { "periods": 20 },
  "SO": { "periods": 14, "smaPeriods": 3 },
  "ROC": { "periods": 14 },
  "WMA": { "periods": 14 }
]

Release Notes

1.1.0 - added ability to change calculation settings in both config and documented in the help the method of doing it in msg.options object

1.0.1 - documentation and cleanup

1.0.0 - initial release

TODO / Roadmap

• !!! Add ability to change calculation settings / options
• Include examples
• Create options to customize input data scheme
• ^---(similarly) Create options to connect seamlessly to other data sources (alphavantage, finnhub, polygon, etc)
• Add more indicators that can be calculated from OHCLV bars:
• ---- AD (Accum/Dist)
• ---- WPR (Williams % R)