thaw-ta-math v0.0.7

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

License

MIT