#TALib.js This library is a replication of TA-Lib with Typescript. This library will include with all functions from the original TA-Lib (https://www.ta-lib.org/function.html) and more. Compared with the other wrapped versions of TA-Lib, this library is implemented with pure Typescript, so it can be used at both front and back ends. This library also corrects the calculation errors in the original TA-Lib (marked with *).
Quick Guide
Install
npm install @paris0120/talib.js -S
Import
import { TALib } from 'talibjs';
Input
The input columns must be an array of numbers or null. All the time frame with null input values will be skipped.
Output
The output is a map with all the output field(s).
Default Parameters
For some functions, the default parameters can be found from TALib.[function name]Default. For example for MACD the default values are stored in TALib.macdDefault
Example
import { TALib } from 'talibjs';
close = [your close price array];
//For MACD with the default parameters
output = TALib.macd(index, close, TALib.macdDefault.fastPeriod, TALib.macdDefault.slowPeriod, TALib.macdDefault.signalPeriod);
let macd = output.get('macd');
let signal = output.get('signal');
let hist = output.get('hist');
Function List:
TA-Lib function list (Partially implemented):
AD: Chaikin A/D Line
ADOSC: Chaikin A/D
ADX*: Average Directional Movement Index
ADXR: Average Directional Movement Index Rating
APO: Absolute Price Oscillator
AROON Aroon
AROONOSC Aroon Oscillator
ATR*: Average True Range
AVGPRICE: Average Price
BBANDS: Bollinger Bands
BETA Beta
BOP Balance Of Power
CCI Commodity Channel Index
CDL2CROWS Two Crows
CDL3BLACKCROWS Three Black Crows
CDL3INSIDE Three Inside Up/Down
CDL3LINESTRIKE Three-Line Strike
CDL3OUTSIDE Three Outside Up/Down
CDL3STARSINSOUTH Three Stars In The South
CDL3WHITESOLDIERS Three Advancing White Soldiers
CDLABANDONEDBABY Abandoned Baby
CDLADVANCEBLOCK Advance Block
CDLBELTHOLD Belt-hold
CDLBREAKAWAY Breakaway
CDLCLOSINGMARUBOZU Closing Marubozu
CDLCONCEALBABYSWALL Concealing Baby Swallow
CDLCOUNTERATTACK Counterattack
CDLDARKCLOUDCOVER Dark Cloud Cover
CDLDOJI Doji
CDLDOJISTAR Doji Star
CDLDRAGONFLYDOJI Dragonfly Doji
CDLENGULFING Engulfing Pattern
CDLEVENINGDOJISTAR Evening Doji Star
CDLEVENINGSTAR Evening Star
CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
CDLGRAVESTONEDOJI Gravestone Doji
CDLHAMMER Hammer
CDLHANGINGMAN Hanging Man
CDLHARAMI Harami Pattern
CDLHARAMICROSS Harami Cross Pattern
CDLHIGHWAVE High-Wave Candle
CDLHIKKAKE Hikkake Pattern
CDLHIKKAKEMOD Modified Hikkake Pattern
CDLHOMINGPIGEON Homing Pigeon
CDLIDENTICAL3CROWS Identical Three Crows
CDLINNECK In-Neck Pattern
CDLINVERTEDHAMMER Inverted Hammer
CDLKICKING Kicking
CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM Ladder Bottom
CDLLONGLEGGEDDOJI Long Legged Doji
CDLLONGLINE Long Line Candle
CDLMARUBOZU Marubozu
CDLMATCHINGLOW Matching Low
CDLMATHOLD Mat Hold
CDLMORNINGDOJISTAR Morning Doji Star
CDLMORNINGSTAR Morning Star
CDLONNECK On-Neck Pattern
CDLPIERCING Piercing Pattern
CDLRICKSHAWMAN Rickshaw Man
CDLRISEFALL3METHODS Rising/Falling Three Methods
CDLSEPARATINGLINES Separating Lines
CDLSHOOTINGSTAR Shooting Star
CDLSHORTLINE Short Line Candle
CDLSPINNINGTOP Spinning Top
CDLSTALLEDPATTERN Stalled Pattern
CDLSTICKSANDWICH Stick Sandwich
CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP Tasuki Gap
CDLTHRUSTING Thrusting Pattern
CDLTRISTAR Tristar Pattern
CDLUNIQUE3RIVER Unique 3 River
CDLUPSIDEGAP2CROWS Upside Gap Two Crows
CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
CMO Chande Momentum Oscillator
CORREL Pearson's Correlation Coefficient (r)
DEMA Double Exponential Moving Average
DX: Directional Movement Index
EMA: Exponential Moving Average
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
HT_PHASOR Hilbert Transform - Phasor Components
HT_SINE Hilbert Transform - SineWave
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
KAMA Kaufman Adaptive Moving Average
LINEARREG Linear Regression
LINEARREG_ANGLE Linear Regression Angle
LINEARREG_INTERCEPT Linear Regression Intercept
LINEARREG_SLOPE Linear Regression Slope
MACD: Moving Average Convergence/Divergence
MAMA MESA Adaptive Moving Average
MAX: Highest value over a specified period
MAXINDEX: Index of highest value over a specified period
MEDPRICE Median Price
MFI Money Flow Index
MIDPOINT MidPoint over period
MIDPRICE Midpoint Price over period
MIN: Lowest value over a specified period
MININDEX: Index of lowest value over a specified period
MINMAX Lowest and highest values over a specified period
MINMAXINDEX Indexes of lowest and highest values over a specified period
MINUS_DI: Minus Directional Indicator (included in DI as ndi)
MINUS_DM: Minus Directional Movement (included in DM as ndm)
MOM Momentum
NATR Normalized Average True Range
OBV On Balance Volume
PLUS_DI: Plus Directional Indicator (included in DI as pdi)
PLUS_DM: Plus Directional Movement (included in Dm as pdm)
PPO Percentage Price Oscillator
ROC Rate of change : ((price/prevPrice)-1)*100
ROCP Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR Rate of change ratio: (price/prevPrice)
ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100
RSI Relative Strength Index
SAR Parabolic SAR
SAREXT Parabolic SAR - Extended
SMA: Simple Moving Average
STDDEV: Standard Deviation
STOCH Stochastic
STOCHF Stochastic Fast
STOCHRSI Stochastic Relative Strength Index
SUM Summation
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRANGE True Range
TRIMA Triangular Moving Average
TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
TSF Time Series Forecast
TYPPRICE: Typical Price
ULTOSC Ultimate Oscillator
VAR: Variance
WCLPRICE: Weighted Close Price
WILLR Williams' %R
WMA Weighted Moving Average
Extra function list:
Basic operators:
Minus
Plus
Multiply
Divide
Modulo
Indicators:
DI: Directional Index
DM: Directional Movement
MMA: Modified moving average
VWAP: Volume-Weighted Average Price
VWEAP: Volume-Weighted Exponential Average Price
WEMA: Weighted Exponential Moving Average
WSMA: Weighted Moving Average