financial-indicators-package

financial-indicators-package

A comprehensive library for calculating various financial indicators for technical analysis.

Features

• Moving Average Convergence Divergence (MACD)
• Stochastic Oscillator
• Average True Range (ATR)
• On-Balance Volume (OBV)
• Money Flow Index (MFI)
• Williams %R
• Moving Average (MA)
• Exponential Moving Average (EMA)
• Bollinger Bands

Installation

Install the package via npm:

npm install financial-indicators-package

Usage

Each indicator is available as a separate function. You can require and use them as needed.

Example Usage

MACD

const calculateMACD = require('financial-indicators').calculateMACD;

const data = [10, 12, 14, 13, 15, 17, 16, 18, 19, 20, 21];
const { MACDLine, signalLine } = calculateMACD(data);

console.log(`MACD Line: ${MACDLine}`);
console.log(`Signal Line: ${signalLine}`);

Stochastic Oscillator

const calculateStochasticOscillator = require('financial-indicators').calculateStochasticOscillator;

const highs = [50, 55, 60, 62, 65, 68, 70, 72, 75, 78, 80];
const lows = [40, 42, 45, 48, 50, 52, 55, 58, 60, 62, 65];
const closes = [45, 50, 55, 58, 60, 63, 65, 68, 70, 72, 75];

const stochasticOscillator = calculateStochasticOscillator(highs, lows, closes);

console.log(`Stochastic Oscillator: ${stochasticOscillator}`);

Average True Range (ATR)

const calculateATR = require('financial-indicators').calculateATR;

const highs = [10, 12, 14, 13, 15, 17, 16, 18, 19, 20, 21];
const lows = [8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18];
const closes = [9, 10, 12, 13, 14, 15, 16, 17, 18, 19, 20];

const atr = calculateATR(highs, lows, closes, 10);

console.log(`Average True Range (ATR): ${atr}`);

API

calculateMACD(data, shortPeriod = 12, longPeriod = 26, signalPeriod = 9)

Calculates the MACD (Moving Average Convergence Divergence) line and the signal line.

• data: Array of closing prices.
• shortPeriod: Number of periods for the short-term EMA. Default is 12.
• longPeriod: Number of periods for the long-term EMA. Default is 26.
• signalPeriod: Number of periods for the signal line EMA. Default is 9.

Returns an object with MACDLine and signalLine.

calculateStochasticOscillator(highs, lows, closes, period = 14)

Calculates the Stochastic Oscillator.

• highs: Array of high prices.
• lows: Array of low prices.
• closes: Array of closing prices.
• period: Number of periods. Default is 14.

Returns the Stochastic Oscillator value.

calculateATR(highs, lows, closes, period = 14)

Calculates the Average True Range (ATR).

• highs: Array of high prices.
• lows: Array of low prices.
• closes: Array of closing prices.
• period: Number of periods. Default is 14.

Returns the ATR value.

calculateOBV(closes, volumes)

Calculates the On-Balance Volume (OBV).

• closes: Array of closing prices.
• volumes: Array of volumes.

Returns the OBV value.

calculateMFI(highs, lows, closes, volumes, period = 14)

Calculates the Money Flow Index (MFI).

• highs: Array of high prices.
• lows: Array of low prices.
• closes: Array of closing prices.
• volumes: Array of volumes.
• period: Number of periods. Default is 14.

Returns the MFI value.

calculateWilliamsR(highs, lows, closes, period = 14)

Calculates the Williams %R.

• highs: Array of high prices.
• lows: Array of low prices.
• closes: Array of closing prices.
• period: Number of periods. Default is 14.

Returns the Williams %R value.

Contributing

Contributions are welcome! Please open an issue or submit a pull request on GitHub.

License

This project is licensed under the MIT License. See the LICENSE file for details.