@thi.ng/indicators

ES6 Iterators of technical indicators for statistical / financial analysis.

All indicators consume iterables of plain numbers and have configurable periods.

Supported indicators

• Bollinger Bands
• Donchian Channel
• EMA (Exponential Moving Average)
• Momentum
• ROC (Rate of change)
• RSI (Relative Strength Index)
• SD (Standard Deviation)
• SMA (Simple Moving Average)
• TRIX (Triple smoothed EMA)
• WMA (Weighted Moving Average)

Usage

All indicators are defined as sub-modules and exposed as default exports. This is an additional feature. The full library can be imported via:

indi = require("@thi.ng/indicators");

Building

Build requirements

Building & testing this project requires Typescript and Mocha globally installed:

npm i typescript mocha -g

git clone https://github.com/thi-ng/indicators.git
cd indicators
npm up
npm run build

Testing

npm link mocha
npm run test

Authors

• Karsten Schmidt

License

© 2017 Karsten Schmidt // Apache Software License 2.0