trading-indicator

provide trading technical indicator values based on market data of almost crypto currency exchanges
https://www.npmjs.com/package/trading-indicator

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Installation

Node.js version 10 or later is required

npm install --save trading-indicator

Fetch ticker information

Parameter:

Exchange name
Symbol

IsFuture exchange

let ticker = await indicators.ticker("binance", symbol, true)

The structure of a ticker is as follows:

{
'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
'info':        { the original non-modified unparsed reply from exchange API },
'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
'datetime':      ISO8601 datetime string with milliseconds
'high':          float, // highest price
'low':           float, // lowest price
'bid':           float, // current best bid (buy) price
'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
'ask':           float, // current best ask (sell) price
'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
'vwap':          float, // volume weighed average price
'open':          float, // opening price
'close':         float, // price of last trade (closing price for current period)
'last':          float, // same as `close`, duplicated for convenience
'previousClose': float, // closing price for the previous period
'change':        float, // absolute change, `last - open`
'percentage':    float, // relative change, `(change/open) * 100`
'average':       float, // average price, `(last + open) / 2`
'baseVolume':    float, // volume of base currency traded for last 24 hours
'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Available Indicators

Available Alerts

Supported exchanges

Supported interval

1m : 1 minute
5m: 5 minutes
15m: 15 minutes
30m: 30 minutes
45m: 45 minutes
1h : 1 hour
2h : 2 hours
4h : 4 hours
1d : 1 day
1w : 1 week
1M : 1 month

Sample code

ATR (Average True Range)

Parameters:

Period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { atr, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let atrData = await atr(14, "close", input)
console.log(atrData[atrData.length - 1])

ADX (Average Directional Index)

Parameters:

Period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { adx, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let adxData = await adx(14, "close", input)
console.log(adxData[adxData.length - 1])

BB (Bollinger bands)

Parameters:

Bollinger bands period: integer
stdDev : integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { bb, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let bbData = await bb(50, 2, "close", input)
console.log(bbData[bbData.length - 2])

EMA (Exponential Moving Average)

Parameters:

MA period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { ema, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let emaData = await ema(8, "close", input)
console.log(emaData[emaData.length - 1])

IchimokuCloud

Parameters:

conversionPeriod: integer
basePeriod: integer
spanPeriod: integer
displacement: integer

Input : detach from OHLCV

const { ichimokuCloud, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await ichimokuCloud(9, 26, 52, 26, input))

MACD (Moving Average Convergence Divergence)

Parameters:

Fast period: integer
Slow period: integer
Signal period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { macd, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await macd(12, 26, 9, "close", input))

MFI

Parameters:

MFI period: integer

Input : detach from OHLCV

const { mfi, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await mfi(14, input))

CCI

Parameters:

CCI period: integer

Input : detach from OHLCV

const { cci, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await cci(14, input))

VWAP

Parameters:

Input : detach from OHLCV

const { vwap, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await vwap(input))

OBV

Parameters:

Input : detach from OHLCV

const { obv, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await obv(input))

RSI

Parameters:

RSI period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { rsi, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await rsi(14, "close", input))

SMA (Simple Moving Average)

Parameters:

MA period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { sma, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let smaData = await sma(8, "close", input)
console.log(smaData[smaData.length - 1])

Stochastic RSI

Parameters:

kPeriod: integer
dPeriod: integer
rsiPeriod: integer
stochasticPeriod: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { stochasticRSI, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await stochasticRSI(3, 3, 14, 14, "close", input))

WMA (Weighted Moving Average)

Parameters:

MA period: integer
Input source: “open” | “high” | “low” | “close”

Input : detach from OHLCV

const { wma, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
let wmaData = await wma(8, "close", input)
console.log(wmaData[wmaData.length - 1])

KST

Parameters:

Input : detach from OHLCV
ROC1
ROC2
ROC3
ROC4
SMA1
SMA2
SMA3
SMA4

SignalLength

const { kst, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
console.log(await kst(input, 10, 15, 20, 30, 10, 10, 10, 15, 9))

Golden cross / Death cross

Parameter:

MA_FAST (should be 50)
MA_SLOW (should be 200)

Input : detach from OHLCV

Sample code

const { goldenCross, deathCross, maCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await goldenCross(50, 200, input) 
await deathCross(50, 200, input) 
// check both golden/death cross
await maCross(50, 200, input) // response  { goldenCross: false, deathCross: false }

RSI in overBought/overSold area

Parameter:

RSI Period
OverBoughtThreshold (75)
OverSoldThreshold (25)

Input : detach from OHLCV

Sample code

const { rsiCheck, getDetachSourceFromOHLCV } = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await rsiCheck(14, 75, 25, input) 
// Test RSIcheck
// { overBought: false, overSold: false, rsiVal: 27.81 }

Price crosses SMA/EMA

Parameter:
- MA Period
- Input : detach from OHLCV
  
  Sample code
```javascript
const { priceCrossSMA, priceCrossEMA, getDetachSourceFromOHLCV } = require(‘trading-indicator’)
const { input } = await getDetachSourceFromOHLCV(‘binance’, ‘BTC/USDT’, ‘1h’, false) // true if you want to get future market
await priceCrossSMA(14, input)
//Test SMA cross
// { cross: true, direction: ‘up’ }

    await priceCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
    ```

VWAP crosses SMA/EMA

Parameter:
- MA Period
- Input : detach from OHLCV
  
  Sample code
```javascript
const { vwapCrossSMA, vwapCrossEMA, getDetachSourceFromOHLCV } = require(‘trading-indicator’)
const { input } = await getDetachSourceFromOHLCV(‘binance’, ‘BTC/USDT’, ‘1h’, false) // true if you want to get future market
await vwapCrossSMA(14, input)
//Test SMA cross
// { cross: true, direction: ‘up’ }

    await vwapCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
    ```

KST crossing

Parameter:

Input : detach from OHLCV
ROC1
ROC2
ROC3
ROC4
SMA1
SMA2
SMA3
SMA4

SignalLength

Sample code

const { kstCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
await kstCross(input, 10, 15, 20, 30, 10, 10, 10, 15, 9) 
//Test KST cross
// { cross: true, direction: 'up' }

Dependencies

technicalindicators