ta.js is a JavaScript module for dealing with financial technical analysis.
Use the package manager npm to install ta.js.
npm install ta.js --save
<script src="https://unpkg.com/ta.js/ta.min.js"></script>
const ta = require('ta.js');
- Simple Moving Average
- Smoothed Moving Average
- Weighted Moving Average
- Exponential Moving Average
- Hull Moving Average
- Least Squares Moving Average
- Volume Weighted Moving Average
- Wilder's Smoothing Moving Average
- Parabolic Weighted Moving Average
- Hyperbolic Weighted Moving Average
- Kaufman Adaptive Moving Average
- Moving Average Convergence / Divergence
- Relative Strength Index
- Wilder's Relative Strength Index
- True Strength Index
- Balance Of Power
- Force Index
- Accumulative Swing Index
- Alligator Indicator
- Williams %R
- Stochastics
- Fibonacci Retracement
- Bollinger Bandwidth
- Ichimoku Cloud
- Average True Range
- Aroon Up
- Aroon Down
- Money Flow Index
- Rate Of Change
- Coppock Curve
- Know Sure Thing
- On-Balance Volume
- Volume-Weighted Average Price
- Fractals
- Momentum
- Alligator Oscillator
- Chande Momentum Oscillator
- Chaikin Oscillator
- Aroon Oscillator
- Awesome Oscillator
- Accelerator Oscillator
- Fisher Transform
- Standard Deviation
- Variance
- Inverse Normal Distribution
- Monte Carlo Simulation
- Percentile
- Correlation
- Percentage Difference
- Expected Return
- Winratio
- Average Win
- Average Loss
- Drawdown
- Median
- Recent High
- Recent Low
- Median Absolute Deviation
- Average Absolute Deviation
- Sum Squared Differences
- Normalize
- Denormalize
- Standardize
- K-means Clustering
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 14
ta.sma(data, length);
// output (array)
// [3.5, 5]
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 5; // default = 14
ta.smma(data, length);
// output (array)
// [3.4, 4.92]
var data = [69, 68, 66, 70, 68];
var length = 4; // default = 14
ta.wma(data, length);
// output (array)
// [68.3, 68.2]
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 12
ta.ema(data, length);
// output (array)
// [3.5, 5.357]
var data = [6, 7, 5, 6, 7, 4, 5, 7];
var length = 6; // default = 14
ta.hull(data, length);
// output (array)
// [4.76, 5.48]
var data = [5, 6, 6, 3, 4, 6, 7];
var length = 6; // default = 25
ta.lsma(data, length);
// output (array)
// [4.714, 5.761]
var data = [[1, 59], [1.1, 82], [1.21, 27], [1.42, 73], [1.32, 42]]; // [price, volume (quantity)]
var length = 4; // default = 20
ta.vwma(data, length);
// output (array)
// [1.185, 1.259]
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 14
ta.wsma(data, length);
// output (array)
// [3.5, 4.58]
var data = [17, 26, 23, 29, 20];
var length = 4; // default = 14
ta.pwma(data, length);
// output (array)
// [24.09, 25.18]
var data = [54, 51, 86, 42, 47];
var length = 4; // default = 14
ta.hwma(data, length);
// output (array)
// [56.2, 55.0]
var data = [8, 7, 8, 9, 7, 9];
var length1 = 2; // default = 10
var length2 = 4; // default = 2
var length3 = 8; // default = 30
ta.kama(data, length1, length2, length3);
// output (array)
// [8, 8.64, 8.57, 8.57]
var data = [1, 2, 3, 4, 5, 6, 14];
var length1 = 3; // default = 12
var length2 = 6; // default = 26
ta.macd(data, length1, length2);
// output (array)
// [1.5, 3]
var data = [1, 2, 3, 4, 5, 6, 7, 5];
var length = 6; // default = 14
ta.rsi(data, length);
// output (array)
// [100.0, 100.0, 66.667]
var data = [1, 2, 3, 4, 5, 6, 7, 5, 6];
var length = 6; // default = 14
ta.wrsi(data, length);
// output (array)
// [100, 71.43, 75.61]
var data = [1.32, 1.27, 1.42, 1.47, 1.42, 1.45, 1.59];
var longlength = 3; // default = 25
var shortlength = 2; // default = 13
var signallength = 2; // default = 13
ta.tsi(data, longlength, shortlength, signallength);
// output (array)
// [[0.327, 0.320], [0.579, 0.706]]
// [strength line, signal line]
var data = [[4, 5, 4, 5], [5, 6, 5, 6], [6, 8, 5, 6]]; // [open, high, low, close]
var length = 2; // default = 14
ta.bop(data, length);
// output (array)
// [1, 0.5]
var data = [[1.4, 200], [1.5, 240], [1.1, 300], [1.2, 240], [1.5, 400]]; // [close, volume]
var length = 4; // default = 13
ta.fi(data, length);
// output (array)
// [0.0075]
var data = [[7, 6, 4], [9, 7, 5], [9, 8, 6]]; // [high, close, low]
ta.asi(data);
// output (array)
// [0, -12.5]
var data = [8,7,8,9,7,8,9,6,7,8,6,8,10,8,7,9,8,7,9,6,7,9];
// defaults shown
var jawlength = 13;
var teethlength = 8;
var liplength = 5;
var jawshift = 8;
var teethshift = 5;
var lipshift = 3;
ta.alligator(data, jawlength, teethlength, liplength, jawshift, teethshift, lipshift);
// output (array)
// [jaw, teeth, lips]
var data = [2, 1, 3, 1, 2];
var length = 4; // default = 14
ta.pr(data, length);
// output (array)
// [-0, -100, -50]
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]]; // [high, close, low]
var length = 2; // default = 14
var smoothd = 1; // default = 3
var smoothk = 1; // default = 3
ta.stoch(data, length, smoothd, smoothk);
// output (array)
// [[66.667, 66.667], [33.336, 33.336]]
// [kline, dline]
var start = 1;
var end = 2;
ta.fib(start, end);
// output (array)
// [1, 1.236, 1.382, 1.5, 1.618, 1.786, 2, 2.618, 3.618, 4.618, 5.236]
var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
ta.bandwidth(data, length, deviations);
// output (array)
// [1.886, 1.344]
var data = [[6, 3, 2], [5, 4, 2], [5, 4, 3], [6, 4, 3], [7, 6, 4], [6, 5, 3]]; // [high, close, low]
var length1 = 9; // default = 9
var length2 = 26; // default = 26
var length3 = 52; // default = 52
var displacement = 26; // default = 26
ta.ichimoku(data, length1, length2, length3, displacement);
// output (array)
// [conversion line, base line, leading span A, leading span B, lagging span]
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]]; // [high, close, low]
var length = 3; // default = 14
ta.atr(data, length);
// output (array)
// [2, 1.667, 2.111, 1.741]
var data = [5, 4, 5, 2];
var length = 3; // default = 10
ta.aroon.up(data, length);
// output (array)
// [100, 50]
var data = [2, 5, 4, 5];
var length = 3; // default = 10
ta.aroon.down(data, length);
// output (array)
// [0, 50]
var data = [[19, 13], [14, 38], [21, 25], [32, 17]]; // [buy volume, sell volume]
var length = 3; // default = 14
ta.mfi(data, length);
// output (array)
// [41.54, 45.58]
var data = [1, 2, 3, 4];
var length = 3; // default = 14
ta.roc(data, length);
// output (array)
// [2, 1]
var data = [3, 4, 5, 3, 4, 5, 6, 4, 7, 5, 4, 7, 5];
var length1 = 4; // (ROC period 1) default = 11
var length2 = 6; // (ROC period 2) default = 14
var length3 = 5; // (WMA smoothing period) default = 10
ta.cop(data, length1, length2, length3);
// output (array)
// [0.376, 0.237]
var data = [8, 6, 7, 6, 8, 9, 7, 5, 6, 7, 6, 8, 6, 7, 6, 8, 9, 9, 8, 6, 4, 6, 5, 6, 7, 8, 9];
// roc sma #1
var r1 = 5; // default = 10
var s1 = 5; // default = 10
// roc sma #2
var r2 = 7; // default = 15
var s2 = 5; // default = 10
// roc sma #3
var r3 = 10; // default = 20
var s3 = 5; // default = 10
// roc sma #4
var r4 = 15; // default = 30
var s4 = 7; // default = 15
// signal line
var sig = 4; // default = 9
ta.kst(data, r1, r2, r3, r4, s1, s2, s3, s4, sig);
// output (array)
// [[-0.68, -0.52], [-0.29, -0.58], [0.35, -0.36]]
// [kst line, signal line]
var data = [[25200, 10], [30000, 10.15], [25600, 10.17], [32000, 10.13]]; // [asset volume, close price]
ta.obv(data);
// output (array)
// [0, 30000, 55600, 23600]
var data = [[127.21, 89329], [127.17, 16137], [127.16, 23945]]; // [average price, volume (quantity)]
var length = 2; // default = data.length
ta.vwap(data, length);
// output (array)
// [127.204, 127.164]
var data = [[7,6],[8,6],[9,6],[8,5],[7,4],[6,3],[7,4],[8,5]]; // [high, low]
ta.fractals(data);
// output (array, same length as input)
// [[false, false],[false,false],[true,false],[false,false],[false,false],[false,true],[false,false],[false,false]]
// [upper fractal, lower fractal]
var data = [1, 1.1, 1.2, 1.24, 1.34];
var length = 4; // default = 10
var percentage = false; // default = false (true returns percentage)
ta.mom(data, length, percentage);
// output (array)
// [0.24, 0.24]
var data = [8,7,8,9,7,8,9,6,7,8,6,8,10,8,7,9,8,7,9,6,7,9];
// defaults shown
var jawlength = 13;
var teethlength = 8;
var liplength = 5;
var jawshift = 8;
var teethshift = 5;
var lipshift = 3;
ta.gator(data, jawlength, teethlength, liplength, jawshift, teethshift, lipshift);
// output (array)
// [upper gator, lower gator]
var data = [1, 1.2, 1.3, 1.3, 1.2, 1.4];
var length = 4; // default = 9
ta.mom_osc(data, length);
// output (array)
// [0, 3.85]
var data = [[2,3,4,6],[5,5,5,4],[5,4,3,7],[4,3,3,4],[6,5,4,6],[7,4,3,6]]; // [high, close, low, volume]
var length1 = 2; // default = 3
var length2 = 4; // default = 10
ta.chaikin_osc(data, length1, length2);
// output (array)
// [-1.667, -0.289, -0.736]
var data = [2, 5, 4, 5];
var length = 3; // default = 25
ta.aroon.osc(data, length);
// output (array)
// [50, 50]
var data = [[6, 5], [8, 6], [7, 4], [6, 5], [7, 6], [9, 8]]; // [high, low]
var shortlength = 2; // default = 5
var longlength = 5; // default = 35
ta.ao(data, shortlength, longlength);
// output (array)
// [0, 0.9]
var data = [[6, 5], [8, 6], [7, 4], [6, 5], [7, 6], [9, 8]]; // [high, low]
var shortlength = 2; // default = 5
var longlength = 4; // default = 35
ta.ac(data, shortlength, longlength);
// output (array)
// [-5.875, -6.125, -6.5]
var data = [8,6,8,9,7,8,9,8,7,8,6,7]; // high + low / 2
var length = 9;
ta.fisher(data, length);
// output (array)
// [[-0.207, 0.11], [-0.393, -0.207]] // [fisher, trigger]
var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
ta.bands(data, length, deviations);
// output (array)
// [[5.828, 3, 0.172], [6.828, 4, 1.172]]
// [upper band, middle band, lower band]
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1], [3,3,1]]; // [high, close, low]
var length = 5; // default = 14
var deviations = 1; // default = 1
ta.keltner(data, length, deviations);
// output (array)
// [[3.93, 2.06, 0.20]]
// [upper band, middle band, lower band]
var data = [[6, 2], [5, 2], [5, 3], [6, 3], [7, 4], [6, 3]]; // [high, low]
var length = 5; // default = 20
ta.don(data, length);
// output (array)
// [[7, 4.5, 2], [7, 4.5, 2]]
// [upper band, base line, lower band]
var data = [6,7,8,7,6,7,8,7,8,7,8,7,8];
var length = 11, // default = 10
var percentage = 0.05; // default = 0.005
ta.envelope(data, length, percentage);
// output (array)
// [[7.541, 7.182, 6.823], [7.636, 7.273, 6.909]]
// [upper band, base line, lower band]
var data = [1, 2, 3];
var length = 3; // default = data.length
ta.std(data, length);
// output (float)
// 0.81649658092773
var data = [6, 7, 2, 3, 5, 8, 6, 2];
var length = 7; // default = data.length
ta.variance(data, length);
// output (array)
// [3.918, 5.061]
var data = 0.4732;
ta.normsinv(data);
// output (float)
// -0.06722824471054376
var data = [6, 4, 7, 8, 5, 6];
var length = 2; // default = 50
var simulations = 100; // default = 1000
var percentile = 0.5; // default = undefined (returns all raw simulations)
ta.sim(data, length, simulations, percentile);
// output (array)
// [6, 4, 7, 8, 5, 6, 5.96, 5.7]
Multi threaded ~ not faster in all cases (node version >= 12)
ta.multi.sim(data, length, simulations, percentile);
var data = [[6,4,7], [5,3,6], [7,5,8]];
var percentile = 0.5;
ta.percentile(data, percentile);
// output (array)
// [6, 4, 7]
var data1 = [1, 2, 3, 4, 5, 2];
var data2 = [1, 3, 2, 4, 6, 3];
ta.cor(data1, data2);
// output (float)
// 0.8808929232684737
var newval = 0.75;
var oldval = 0.5;
ta.dif(newval, oldval);
// output (float)
// 0.5
var data = [0.02, -0.01, 0.03, 0.05, -0.03]; // historical return data
ta.er(data);
// output (float)
// 0.0119
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
ta.winratio(data);
// output (float)
// 0.5
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
ta.avgwin(data);
// output (float)
// 0.012
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
ta.avgloss(data);
// output (float)
//-0.018
var data = [1, 2, 3, 4, 2, 3];
ta.drawdown(data);
// output (float)
// -0.5
var data = [4, 6, 3, 1, 2, 5];
var length = 4; // default = data.length
ta.median(data, length);
// output (array)
// [3, 2, 2]
var data = [4,5,6,7,8,9,8,7,8,9,10,3,2,1];
var lookback = 3; // No higher values after 3 periods? resets after each new high
ta.recent_high(data, lookback);
// output (object)
// {index: 10, value: 10}
var data = [1,4,5,6,4,3,2,3,4,3,5,7,8,8,5];
var lookback = 4; // No lower values after 4 periods? resets after each new low
ta.recent_low(data, lookback);
// output (object)
// {index: 6, value: 2}
var data = [3, 7, 5, 4, 3, 8, 9];
var length = 6; // default = data.length
ta.mad(data, length);
// output (array)
// [1, 2]
var data = [4, 6, 8, 6, 8, 9, 10, 11];
var length = 7; // default = data.length
ta.aad(data, length);
// output (array)
// [1.673, 1.468]
var data = [7, 6, 5, 7, 9, 8, 3, 5, 4];
var length = 7; // default = data.length
ta.ssd(data, length);
// output (array)
// [4.87, 4.986, 5.372]
var data = [5,4,9,4];
var margin = 0.1; // margin % (default = 0)
ta.normalize(data, margin);
// output (array)
// [0.22, 0.06, 0.86, 0.06]
var data = [5,4,9,4]; // original data || [highest, lowest]
var norm = [0.22, 0.06, 0.86, 0.06, 0.44]; // normalized data
var margin = 0.1; // margin % (default = 0)
ta.denormalize(data, norm, margin);
// output (array)
// [5 ,4, 9, 4, 6.4]
var data = [6,4,6,8,6];
ta.standardize(data);
// output (array)
// [0, -1.581, 0, 1.581, 0]
var data = [2, 3, 4, 5, 3, 5, 7, 8, 6, 8, 6, 4, 2, 6];
var length = 4;
ta.kmeans(data, length);
// output (array)
// [[ 4, 5, 5, 4 ], [ 7, 6, 6, 6 ], [ 8, 8 ], [ 2, 3, 3, 2 ]]
var data = [[3, 4, 2, 3], [3, 6, 3, 5], [5, 5, 2, 3]]; // [open, high, low, close]
ta.ha(data);
// output (array)
// [open, high, low, close]
// first 7-10 candles are unreliable
var data = [[8, 6], [9, 7], [9, 8]]; // [high, low]
var bricksize = 3;
ta.ren(data, bricksize);
// output (array)
// [open, high, low, close]
var data = [4,3,2,5,7,6,5,4,7,8,5,4,6,7,5];
var start = {index: 2, value: 2}; // default = recent_low(data, 25);
var support = await ta.support(data, start);
// output (object)
// support.calculate = function(x) // calculates line at position x from start.index (= 0)
// support.slope = delta y per x
// support.lowest = lowest (start) value at x = 0
// support.index = (start) index of the lowest value
// to get the line at the current candle / chart period
var current = await support.calculate(data.length-support.index);
var data = [5,7,5,5,4,6,5,4,6,5,4,3,2,4,3,2,1];
var start = {index: 1, value: 7}; // default = recent_high(data, 25);
var resistance = await ta.resistance(data, start);
// output (object)
// resistance.calculate = function(x) // calculates line at position x from start.index (= 0)
// resistance.slope = delta y per x
// resistance.highest = highest (start) value
// resistance.index = (start) index of highest value
// to get the line at the current candle / chart period
var current = await resistance.calculate(data.length-resistance.index);
Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
Please make sure to update tests as appropriate.