Technical analysis math

Library for calculating technical indicators and overlays. You can choose format of price data from provider and library will return result. It distributed with Typescript and Javascript (ES6, ES5).

Check example with plotly library, ccxt data provider and BTC prices from Binance exchange.

Technical Overlays

Technical Indicators

Error methods

Price transformations

Statistical methods

Correlation matrix

Usage

  const ohlcv = [[t,o,h,l,c,v], [t2,o2,h2,l2,c2,v2],  ...  ,[tN,oN,hN,lN,cN,vN]];
  const ta = new TA(ohlcv, TA.exchangeFormat);
  const emaShort = ta.ema(10);
  const emaLong = ta.ema(21);
  const bband = ta.bb(15, 2);
  const bbUpper = bband.upper;
  const bbLower = bband.lower;
  const smaOpenPrice = TA.sma(ta.$open);

Installation

Install npm package npm i ta-math or add ta-math.js script file on web page.

2do list

• basic indicators and overlays
• unit tests
• es5 with babel
• coverage
• good looking example
• migrate to typescript
• fix PSAR

Contributing

Feel free to contribute. Here reference how to implement new indicators. There are test samples in the .xls files, also you can generate testing data with 'generator.py' file. To convert columns into rows in .xls you can use this tool.