talib

Technical Analysis Library

#node-talib

A thin node.js wrapper around TA-LIB, a technical analysis library with 100+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, TRIX and candlestick pattern recognition.

To install the most recent release from npm, run:

npm install talib

The source code is available at github. You can either clone the repository or download a zip file of the latest release.

Once you have the source, you can build the module by running

make all

in the main directory. If everything goes well, the module will be available in the build/Release folder.

TALib is very simple to use.

// load the module and display its version 
var talib = require('./build/Release/talib');
console.log("TALib Version: " + talib.version);
 
// Display all available indicator function names 
var functions = talib.functions;
for (in functions) {
    console.log(functions[i].name);
}

Assuming the market data is readily available, you can calculate an indicator by calling the execute function with the name of the indicator and required input parameters.

// market data as arrays 
var marketdata = { open: [...], close: [...], high: [...], low: [...], volume: [...] };
 
// execute Average Directional Movement Index indicator with time period 9 
talib.execute({
    name: "ADX",
    startIdx: 0,
    endIdx: marketData.close.length - 1,
    high: marketData.high,
    low: marketData.low,
    close: marketData.close,
    optInTimePeriod: 9
}, function (result) {
    
    console.log("ADX Function Results:");
    console.log(result);
 
});

Input parameters can be discovered by:

// Retreive Average Directional Movement Index indicator specifications 
var function_desc = talib.explain("ADX");
console.dir(function_desc);
 
 
{ 
  // Function Name 
  name: 'ADX',
 
  // Function Group Name 
  group: 'Momentum Indicators',
 
  // Function Description 
  hint: 'Average Directional Movement Index',
 
  // Input Parameters 
  inputs:
   [ { 
       // Parameter Name 
       name: 'inPriceHLC',
 
       // Parameter Type  
       //   price, real, or integer 
       type: 'price',
 
       // Parameter keys to be passed in when calling the function 
       //   open, high, low, close, volume,  
       //   openinterest, or timestamp 
       flags: [ 'high', 'low', 'close' ] } ],
  
  // Optional Input Parameters 
  optInputs:
   [ { 
       // Parameter Name 
       name: 'optInTimePeriod',
 
       // Parameter Display Label 
       displayName: 'Time Period',
 
       // Parameter Default Value 
       defaultValue: 14,
 
       // Parameter Description 
       hint: 'Number of period',
 
       // Parameter Type 
       //   real_range, real_integer,  
       //   integer_range, or integer_list 
       type: 'range_integer' } ],
 
  // Output Values 
  outputs: 
   [ { 
       // Value Name 
       name: 'outReal', 
 
       // Value Type 
       //   real or integer 
       type: 'real',
 
       // Suggested Value Visualization Hint 
       //   line, line_dot, line_dash, dot,  
       //   histogram, pattern_bool, pattern_bull_bear,  
       //   pattern_strength, positive, negative, zero,  
       //   limit_upper, or limit_lower 
       flags: [ 'line' ] } ] }

For working examples look in the examples/ directory. You can execute the examples using node.

node examples/adx.js

Copyright (c) 2012-2015 Mustafa Oransel

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.