arrebagrove / bfx-hf-indicators

Bitfinex Indicator Library for Node.JS

This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator).

Features

• Average True Range
• Normalised Average True Range
• Acceleration
• Accumulation/Distribution
• Accumulative Swing Index
• Arnoud Legoux Moving Average
• Aroon
• Average Directional Index
• Awesome Oscillator
• Balance of Power
• Bollinger Bands
• Chaikin Money Flow
• Chaikin Oscillator
• Chande Momentum Oscillator
• Coppock Curve
• Detrended Price Oscillator
• Donchian Channels
• Ease of Movement
• Envelope
• Exponential Moving Average
• EMA Volume
• Know Sure Thing
• MACD
• Mass Index
• Momentum
• Net Volume
• On Balance Volume
• Price Channel
• Price Oscillator
• Price Volume Trend
• RSI
• Rate of Change
• Relative Vigor Index
• Relative Volatility Index
• Simple Moving Average
• Standard Deviation
• Stochastic
• Stochastic RSI
• TRIX
• True Strength Index
• VWAP
• Volume Oscillator
• Volume Weighted Moving Average
• Weighted Moving Average
• Williams %R

Installation

npm i --save bfx-hf-indicators

Quickstart & Example

const { RSI } = require('bfx-hf-indicators')

const rsi = new RSI([14])

rsi.add(14000)
rsi.add(14010)
rsi.add(14025)
rsi.add(14035)
// ...
// 8 more data points
// ...
rsi.add(13998)
rsi.add(13952)

const v = rsi.v() // query current RSI(14) value

Docs

See docs/usage.md for an overview of the system, and the examples/ folder for executable examples.

Contributing

1. Fork it
2. Create your feature branch (git checkout -b my-new-feature)
3. Commit your changes (git commit -am 'Add some feature')
4. Push to the branch (git push origin my-new-feature)
5. Create a new Pull Request