indicatorts

The indicatorts package provides a wide range of technical analysis indicators categorized into four main types:

Trend Indicators

Includes: APO, Aroon, BOP, CFO, CCI, DEMA, EMA, MI, MACD, MMAX, MMIN, MSUM, PSAR, Qstick, KDJ, RMA, SMA, Since Change, TEMA, TRIMA, TRIX, Typical Price, VWMA, and Vortex Indicator.

Momentum Indicators

Includes: AO, CMO, Ichimoku Cloud, PPO, PVO, ROC, RSI, STOCH, and WILLR.

Volatility Indicators

Includes: AB, ATR, BB, BBW, CE, DC, KC, MSTD, PO, TR, and UI.

Volume Indicators

Includes: AD, CMF, EMV, FI, MFI, NVI, OBV, VPT, and VWAP.

Beyond individual indicators, the library provides built-in trading strategies and a backtesting framework.

Strategies

Strategies are categorized by their underlying logic:

• Trend Strategies: e.g., MACD Strategy, Parabolic SAR Strategy, Vortex Strategy.
• Momentum Strategies: e.g., RSI 2 Strategy, Stochastic Oscillator Strategy.
• Volatility Strategies: e.g., Bollinger Bands Strategy, Projection Oscillator Strategy.
• Volume Strategies: e.g., Chaikin Money Flow Strategy, VWAP Strategy.

Backtesting and Charting

• Backtest: Evaluate how a strategy would have performed using functions like backtest, strategyStats, and strategyResult.
• Chart: Visualize indicator and strategy outcomes using the chart module (supports initialization, adding data, and drawing).

Volume strategies generate trading signals (BUY, SELL, or HOLD) based on volume-related indicators.

Configuration Note: All strategy configuration objects are optional. If no object is passed, the default configuration is used. You can also partially pass a configuration object, and missing properties will be filled with their default values.

Momentum strategies generate trading signals (BUY, SELL, or HOLD) based on momentum indicators.

Configuration Note: All configuration objects for all strategies are optional. If no configuration object is passed, the default configuration will be used. You can also partially pass a configuration object to override specific properties while keeping default values for the rest.

A StrategyResult represents the outcome of a single strategy after a backtest has been executed. It contains:

• info: The original StrategyInfo used.
• gain: The numerical result (profit/loss) of the strategy at the end of the period.
• lastAction: The final Action performed by the strategy.

A CompanyResult aggregates the performance of multiple strategies for a specific company. It contains:

• companyInfo: The CompanyInfo (symbol, name, sector, etc.) for the company.
• strategyResults: An array of StrategyResult objects, one for each strategy tested.

Trend strategies generate trading signals (BUY, SELL, or HOLD) based on the output of specific trend indicators.

Configuration Pattern: All strategy configuration objects are optional. If you do not provide a configuration object, the strategy uses its default settings. You can also provide a partial configuration object; any missing properties will be filled with their respective default values.

The StrategyStats object provides aggregated performance metrics for a strategy across all companies in a dataset:

• strategyInfo: The StrategyInfo of the strategy.
• score: The total count of times this strategy generated the highest gain among all tested strategies.
• minGain: The minimum gain recorded.
• maxGain: The maximum gain recorded.
• averageGain: The average gain recorded.

Strategies in indicatorts operate on an Asset object. An Asset represents time-series financial data containing dates, price points (open, close, high, low), and volume.

interface Asset {
  dates: Date[];
  openings: number[];
  closings: number[];
  highs: number[];
  lows: number[];
  volumes: number[];
}

To use the technical analysis indicators, strategies, and backtesting framework in your project, install the indicatorts package using npm.

npm install indicatorts