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.
Prerequisites
- Node.js
- Windows Build Tools (Windows Only)
If you are using Windows, you will need to install Windows Build Tools, which downloads and installs Visual C++ Build Tools 2015 and Python 2.7, configuring your machine and npm appropriately.
Installation
To install the most recent release from npm, run:
npm install talib
Building
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
npm install
in the main directory. If everything goes well, the module will be available in the build/Release folder.
Examples
TALib is very simple to use.
// load the module and display its versionvar talib = ;console;// Display all available indicator function namesvar functions = talibfunctions;for i in functionsconsole;
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 arraysvar marketData = open: ... close: ... high: ... low: ... volume: ... ;// execute Average Directional Movement Index indicator with time period 9talib;
Input parameters can be discovered by:
// Retreive Average Directional Movement Index indicator specificationsvar function_desc = talib;consoledirfunction_desc;// Function Namename: 'ADX'// Function Group Namegroup: 'Momentum Indicators'// Function Descriptionhint: 'Average Directional Movement Index'// Input Parametersinputs:// Parameter Namename: 'inPriceHLC'// Parameter Type// price, real, or integertype: 'price'// Parameter keys to be passed in when calling the function// open, high, low, close, volume,// openinterest, or timestampflags: 'high' 'low' 'close'// Optional Input ParametersoptInputs:// Parameter Namename: 'optInTimePeriod'// Parameter Display LabeldisplayName: 'Time Period'// Parameter Default ValuedefaultValue: 14// Parameter Descriptionhint: 'Number of period'// Parameter Type// real_range, real_integer,// integer_range, or integer_listtype: 'range_integer'// Output Valuesoutputs:// Value Namename: 'outReal'// Value Type// real or integertype: '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_lowerflags: 'line'
Some indicators require or accept a optInMAType
flag:
SMA = 0
EMA = 1
WMA = 2
DEMA = 3
TEMA = 4
TRIMA = 5
KAMA = 6
MAMA = 7
T3 = 8
For working examples look in the examples/
directory. You can execute the examples using node.
node examples/adx.js
License
Copyright (c) 2012-2018 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.