mraaghav / trendyways

Simple javascript library containing methods for financial technical analysis

Trendyways

Small javascript library containing methods to be used in financial technical analysis of stock time series. It is intended to be a simple library, suitable to be inserted in any visulization workflow to generate results on the fly.

Compatibily: IE[7,8,9,...], Chrome and Firefox.

Install

npm install trendyways

How to use it

From NPM, load the module to access the methods:

let tw = require ("trendyways")
console.log(tw.ma([1.1, 2.2, 3.4, 2.1], 2)

If you use the module in a browser as a JS dependency, trendyways.js or trendyways.min.js just include the file:
<script src="trendyways.min.js" />
and the file will be available as the tw module: e.g. tw.max([4,5,6])

Documentation

Please refer to the wiki of the project to access the latest documentation: https://github.com/rubenafo/trendyways/wiki

General purpose functions:

• series min.
• series max.
• series mean.
• series standar deviation.

Averages and Intervals:

• MA: simple moving average.
• EMA: exponential moving average.
• WMA: weighted moving average.
• Bollinger bands (window n, k value).

Error methods:

• series MSE
• series RMSE
• series MAE

Support and Resistance methods:

• Floor pivot points (resistances R1, R2 and R3; and supports S1, S2 and S3).
• Tom Demarks Points (low:high values prediction).
• Woodies Points (resistances R1,R2; and supports S1 and S2).
• Camarilla Points (resistances R1,R2,R3 and R4; supports S1,S2,S3 and S4).
• Fibonacci Retracements (for both uptrend and downtrend series).

Technical Indicators:

• On-Balance Volume (obv)
• Price and Volume Trend (pvt)
• Money Flow Index (mfi)
• MACD indicator (macd)
• Momentum (n-th order momentum)
• Rate of Change (ROC) (n-th order)
• RSI (Relative Strength Index) (n-th order)
• Average True Range (ATR)
• Average Directional Index (ADV)

Tests

At the top of this README there is a link to the coverage and test results from Travis and CoverAll. If you want to run your tests locally, use mocha to run the /tests files:

mocha ./tests