trendyways-module

0.4.6 • Public • Published

Trendyways-Module

Trendyways library by rubenafo wrapped into javascript module.

Small javascript library containing methods to be used in financial technical analysis of stock time series. It is intended to be a simple library, suitable to be inserted in any visulization workflow to generate results on the fly.

How to use it

Install via npm:

npm i trendyways-module

Then in your javascript file use require or import syntax:

import trendyways from 'trendyways-module'

And you are ready to use its functions like

var macd = trendyways.indicators.macd(....);

Documentation

Please refer to the wiki of the project to access the latest documentation: https://github.com/rubenafo/trendyways/wiki

General purpose functions:

  • series min.
  • series max.
  • series mean.
  • series standar deviation.

Averages and Intervals:

  • MA: simple moving average.
  • EMA: exponential moving average.
  • WMA: weighted moving average.
  • Bollinger bands (window n, k value).

Error methods:

  • series MSE
  • series RMSE
  • series MAE

Support and Resistance methods:

  • Floor pivot points (resistances R1, R2 and R3; and supports S1, S2 and S3).
  • Tom Demarks Points (low:high values prediction).
  • Woodies Points (resistances R1,R2; and supports S1 and S2).
  • Camarilla Points (resistances R1,R2,R3 and R4; supports S1,S2,S3 and S4).
  • Fibonacci Retracements (for both uptrend and downtrend series).

Technical Indicators:

  • On-Balance Volume (obv)
  • Price and Volume Trend (pvt)
  • Money Flow Index (mfi)
  • MACD indicator (macd)
  • Momentum (n-th order momentum)
  • Rate of Change (ROC) (n-th order)
  • RSI (Relative Strength Index) (n-th order)
  • Average True Range (ATR)
  • Average Directional Index (ADV)

Tests

If you want to run your tests locally, use mocha to run the /tests files:

npm run test

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npm i trendyways-module

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Version

0.4.6

License

Apache-2.0

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  • sikora507