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

  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

  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

trading-indicator

trading-indicator

Installation

Fetch ticker information

Available Indicators

Available Alerts

Supported exchanges

Supported interval

Sample code

ATR (Average True Range)

ADX (Average Directional Index)

BB (Bollinger bands)

EMA (Exponential Moving Average)

IchimokuCloud

MACD (Moving Average Convergence Divergence)

MFI

CCI

VWAP

OBV

RSI

SMA (Simple Moving Average)

Stochastic RSI

WMA (Weighted Moving Average)

KST

Golden cross / Death cross

RSI in overBought/overSold area

Price crosses SMA/EMA

VWAP crosses SMA/EMA

KST crossing

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