Trading-indicator NPM

trading-indicator

provide trading technical indicator values based on market data of almost crypto currency exchanges https://www.npmjs.com/package/trading-indicator

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Installation

Node.js version 10 or later is required

npm install --save trading-indicator

Fetch ticker information

Parameter:
- Exchange name
- Symbol
- IsFuture exchange
```
let ticker = await indicators.ticker("binance", symbol, true)
```
The structure of a ticker is as follows:

{
    'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
    'info':        { the original non-modified unparsed reply from exchange API },
    'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
    'datetime':      ISO8601 datetime string with milliseconds
    'high':          float, // highest price
    'low':           float, // lowest price
    'bid':           float, // current best bid (buy) price
    'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
    'ask':           float, // current best ask (sell) price
    'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
    'vwap':          float, // volume weighed average price
    'open':          float, // opening price
    'close':         float, // price of last trade (closing price for current period)
    'last':          float, // same as `close`, duplicated for convenience
    'previousClose': float, // closing price for the previous period
    'change':        float, // absolute change, `last - open`
    'percentage':    float, // relative change, `(change/open) * 100`
    'average':       float, // average price, `(last + open) / 2`
    'baseVolume':    float, // volume of base currency traded for last 24 hours
    'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Available Indicators

Available Alerts

Supported exchanges

Supported interval

1m : 1 minute
5m: 5 minutes
15m: 15 minutes
30m: 30 minutes
45m: 45 minutes
1h : 1 hour
2h : 2 hours
4h : 4 hours
1d : 1 day
1w : 1 week
1M : 1 month

Sample code

ATR (Average True Range)

Parameters: - Period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { atr, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let atrData = await atr(14, "close", input)
  console.log(atrData[atrData.length - 1])

ADX (Average Directional Index)

Parameters: - Period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { adx, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let adxData = await adx(14, "close", input)
  console.log(adxData[adxData.length - 1])

BB (Bollinger bands)

Parameters: - Bollinger bands period: integer - stdDev : integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { bb, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    let bbData = await bb(50, 2, "close", input)
    console.log(bbData[bbData.length - 2])

EMA (Exponential Moving Average)

Parameters: - MA period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { ema, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let emaData = await ema(8, "close", input)
  console.log(emaData[emaData.length - 1])

IchimokuCloud

Parameters: - conversionPeriod: integer - basePeriod: integer - spanPeriod: integer - displacement: integer - Input : detach from OHLCV

  const { ichimokuCloud, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  console.log(await ichimokuCloud(9, 26, 52, 26, input))

MACD (Moving Average Convergence Divergence)

Parameters: - Fast period: integer - Slow period: integer - Signal period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { macd, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    console.log(await macd(12, 26, 9, "close", input))

MFI

Parameters: - MFI period: integer - Input : detach from OHLCV

  const { mfi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await mfi(14, input))

CCI

Parameters: - CCI period: integer - Input : detach from OHLCV

  const { cci, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await cci(14, input))

VWAP

Parameters: - Input : detach from OHLCV

  const { vwap, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await vwap(input))

OBV

Parameters: - Input : detach from OHLCV

  const { obv, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await obv(input))

RSI

Parameters: - RSI period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { rsi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await rsi(14, "close", input))

SMA (Simple Moving Average)

Parameters: - MA period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { sma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let smaData = await sma(8, "close", input)
  console.log(smaData[smaData.length - 1])

Stochastic RSI

Parameters: - kPeriod: integer - dPeriod: integer - rsiPeriod: integer - stochasticPeriod: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { stochasticRSI, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await stochasticRSI(3, 3, 14, 14, "close", input))

WMA (Weighted Moving Average)

Parameters: - MA period: integer - Input source: "open" | "high" | "low" | "close" - Input : detach from OHLCV

  const { wma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let wmaData = await wma(8, "close", input)
  console.log(wmaData[wmaData.length - 1])

KST

Parameters: - Input : detach from OHLCV - ROC1 - ROC2 - ROC3 - ROC4 - SMA1 - SMA2 - SMA3 - SMA4 - SignalLength

  const { kst, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await kst(input, 10, 15, 20, 30, 10, 10, 10, 15, 9))

Golden cross / Death cross

Parameter: - MA_FAST (should be 50) - MA_SLOW (should be 200) - Input : detach from OHLCV

 Sample code
 ```javascript
   const { goldenCross, deathCross, maCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
   const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market

   await goldenCross(50, 200, input) 
   await deathCross(50, 200, input) 
   
   // check both golden/death cross
   await maCross(50, 200, input) // response  { goldenCross: false, deathCross: false }
 ```

RSI in overBought/overSold area

Parameter: - RSI Period - OverBoughtThreshold (75) - OverSoldThreshold (25) - Input : detach from OHLCV

 Sample code
 ```javascript
   const { rsiCheck, getDetachSourceFromOHLCV } = require('trading-indicator')
   const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   await rsiCheck(14, 75, 25, input) 
   // Test RSIcheck
   // { overBought: false, overSold: false, rsiVal: 27.81 }
 ```

Price crosses SMA/EMA

Parameter:

MA Period

Input : detach from OHLCV

Sample code

  const { priceCrossSMA, priceCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await priceCrossSMA(14, input) 
  //Test SMA cross
  // { cross: true, direction: 'up' }

    await priceCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
    ```

VWAP crosses SMA/EMA

Parameter:

MA Period

Input : detach from OHLCV

Sample code

  const { vwapCrossSMA, vwapCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await vwapCrossSMA(14, input) 
  //Test SMA cross
  // { cross: true, direction: 'up' }

    await vwapCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
    ```

KST crossing

Parameter:

Input : detach from OHLCV
ROC1
ROC2
ROC3
ROC4
SMA1
SMA2
SMA3
SMA4

SignalLength

Sample code

  const { kstCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  await kstCross(input, 10, 15, 20, 30, 10, 10, 10, 15, 9) 
  //Test KST cross
  // { cross: true, direction: 'up' }