aaron-binary-indicators

#Binary.com Indicators

Install by running:

npm install binary-indicators --save

Simple Moving Average

A simple moving average (SMA) is an arithmetic moving average calculated by adding the closing price of the security for a number of time periods and then dividing this total by the number of time periods.

• SMA @ Investopedia
• What is the Simple Moving Average?
• Moving Averages - Simple and Exponential

Calculate a single value, from array of numbers:

Input array of numbers:

const data = [1, 10, 100, 1000, 10000];
const result = simpleMovingAverage(data, { periods: 3 });

Calculate a single value from array of candles:

const data = [
    { close: 1 },
    { close: 2 },
    { close: 3 },
];
const result = simpleMovingAverage(data, { periods: 3, field: 'close' });

Calculate an array of values from array of numbers:

const data = [1, 2, 3, ...];
const result = simpleMovingAverageArray(data, { periods: 10 });

Exponential Moving Average (EMA)

The 12- and 26-day EMAs are the most popular short-term averages, and they are used to create indicators like the moving average convergence divergence (MACD) and the percentage price oscillator (PPO). In general, the 50- and 200-day EMAs are used as signals of long-term trends.

• Moving Average @ Wikipedia
• EMA @ Investopedia

Bollinger Band (BB)

Bollinger Bands® are volatility bands placed above and below a moving average. Volatility is based on the standard deviation, which changes as volatility increases and decreases. The bands automatically widen when volatility increases and narrow when volatility decreases.

• BB @ Investopedia

Calculate a single value, from array of numbers:

Input array of numbers:

const data = [1, 10, 100, 1000, 10000];
const result = bollingerBands(data, { periods: 3 });

Returned value is an array of three items:

[middleValue, upperValue, lowerValue]

Calculate a single value from array of candles:

const data = [
    { close: 1 },
    { close: 2 },
    { close: 3 },
];
const result = bollingerBands(data, { periods: 3, field: 'close' });

Calculate an array of values from array of numbers:

const data = [1, 2, 3, ...];
const result = bollingerBandsArray(data, { periods: 10 });

Relative Strength Index (RSI)

Relative Strength Index (RSI) is a momentum oscillator that measures the speed and change of price movements. RSI oscillates between zero and 100.

• RSI @ Investopedia
• RSI @ StockCharts

Moving Average Convergence Divergence (MACD)

Moving average convergence divergence (MACD) is a trend-following momentum indicator that shows the relationship between two moving averages of prices. The MACD is calculated by subtracting the 26-day exponential moving average (EMA) from the 12-day EMA. A nine-day EMA of the MACD, called the "signal line", is then plotted on top of the MACD, functioning as a trigger for buy and sell signals.

• MACD @ Investopedia

Momentum

Momentum is the rate of acceleration of a security's price or volume. In technical analysis, momentum is considered an oscillator and is used to help identify trend lines.

• Momentum @ Investopedia

Alligator

The Alligator indicator uses three smoothed moving averages, set at five, eight, and 13 periods, which are all Fibonacci numbers. The initial smoothed average is calculated with a simple moving average (SMA), adding additional smoothed averages that slow down indicator turns.

• Alligator @ Investopedia

Stochastic Oscillator

Momentum indicator comparing the closing price of a security to the range of its prices over a certain period of time. The sensitivity of the oscillator to market movements is reducible by adjusting that time period or by taking a moving average of the result.

• Stochastic Oscillator @ Investopedia