trading-indicator

trading-indicator

provide trading technical indicator values based on market data of almost crypto currency exchanges https://www.npmjs.com/package/trading-indicator

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Installation

Node.js version 10 or later is required

npm install --save trading-indicator

Fetch ticker information

• Parameter:
  • Exchange name
  • Symbol
  • IsFuture exchange

let ticker = await indicators.ticker("binance", symbol, true)

The structure of a ticker is as follows:

{
    'symbol':        string symbol of the market ('BTC/USD', 'ETH/BTC', ...)
    'info':        { the original non-modified unparsed reply from exchange API },
    'timestamp':     int (64-bit Unix Timestamp in milliseconds since Epoch 1 Jan 1970)
    'datetime':      ISO8601 datetime string with milliseconds
    'high':          float, // highest price
    'low':           float, // lowest price
    'bid':           float, // current best bid (buy) price
    'bidVolume':     float, // current best bid (buy) amount (may be missing or undefined)
    'ask':           float, // current best ask (sell) price
    'askVolume':     float, // current best ask (sell) amount (may be missing or undefined)
    'vwap':          float, // volume weighed average price
    'open':          float, // opening price
    'close':         float, // price of last trade (closing price for current period)
    'last':          float, // same as `close`, duplicated for convenience
    'previousClose': float, // closing price for the previous period
    'change':        float, // absolute change, `last - open`
    'percentage':    float, // relative change, `(change/open) * 100`
    'average':       float, // average price, `(last + open) / 2`
    'baseVolume':    float, // volume of base currency traded for last 24 hours
    'quoteVolume':   float, // volume of quote currency traded for last 24 hours
}

Available Indicators

• ADX
• ATR
• Bollinger bands
• CCI
• EMA
• IchimokuCloud
• KST
• MACD
• MFI
• OBV
• RSI
• SMA
• Stochastic RSI
• VWAP
• WMA,

Available Alerts

• Golden cross / Death cross
• KST crossing
• Price crosses SMA/EMA
• RSI in overBought/overSold
• VWAP crosses SMA/EMA

Supported exchanges

• https://github.com/ccxt/ccxt#certified-cryptocurrency-exchanges

• https://github.com/ccxt/ccxt#supported-cryptocurrency-exchange-markets

Supported interval

• 1m : 1 minute
• 5m: 5 minutes
• 15m: 15 minutes
• 30m: 30 minutes
• 45m: 45 minutes
• 1h : 1 hour
• 2h : 2 hours
• 4h : 4 hours
• 1d : 1 day
• 1w : 1 week
• 1M : 1 month

Sample code

ATR (Average True Range)

• Parameters:
  • Period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { atr, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let atrData = await atr(14, "close", input)
  console.log(atrData[atrData.length - 1])

ADX (Average Directional Index)

• Parameters:
  • Period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { adx, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let adxData = await adx(14, "close", input)
  console.log(adxData[adxData.length - 1])

BB (Bollinger bands)

• Parameters:
  • Bollinger bands period: integer
  • stdDev : integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { bb, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    let bbData = await bb(50, 2, "close", input)
    console.log(bbData[bbData.length - 2])

EMA (Exponential Moving Average)

• Parameters:
  • MA period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { ema, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let emaData = await ema(8, "close", input)
  console.log(emaData[emaData.length - 1])

IchimokuCloud

• Parameters:
  • conversionPeriod: integer
  • basePeriod: integer
  • spanPeriod: integer
  • displacement: integer
  • Input : detach from OHLCV

  const { ichimokuCloud, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  console.log(await ichimokuCloud(9, 26, 52, 26, input))

MACD (Moving Average Convergence Divergence)

• Parameters:
  • Fast period: integer
  • Slow period: integer
  • Signal period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { macd, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    console.log(await macd(12, 26, 9, "close", input))

MFI

• Parameters:
  • MFI period: integer
  • Input : detach from OHLCV

  const { mfi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await mfi(14, input))

CCI

• Parameters:
  • CCI period: integer
  • Input : detach from OHLCV

  const { cci, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await cci(14, input))

VWAP

• Parameters:
  • Input : detach from OHLCV

  const { vwap, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await vwap(input))

OBV

• Parameters:
  • Input : detach from OHLCV

  const { obv, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await obv(input))

RSI

• Parameters:
  • RSI period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { rsi, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await rsi(14, "close", input))

SMA (Simple Moving Average)

• Parameters:
  • MA period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { sma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let smaData = await sma(8, "close", input)
  console.log(smaData[smaData.length - 1])

Stochastic RSI

• Parameters:
  • kPeriod: integer
  • dPeriod: integer
  • rsiPeriod: integer
  • stochasticPeriod: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { stochasticRSI, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await stochasticRSI(3, 3, 14, 14, "close", input))

WMA (Weighted Moving Average)

• Parameters:
  • MA period: integer
  • Input source: “open” | “high” | “low” | “close”
  • Input : detach from OHLCV

  const { wma, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  let wmaData = await wma(8, "close", input)
  console.log(wmaData[wmaData.length - 1])

KST

• Parameters:
  • Input : detach from OHLCV
  • ROC1
  • ROC2
  • ROC3
  • ROC4
  • SMA1
  • SMA2
  • SMA3
  • SMA4
  • SignalLength

  const { kst, getDetachSourceFromOHLCV } = require('trading-indicator')
  const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
   console.log(await kst(input, 10, 15, 20, 30, 10, 10, 10, 15, 9))

Golden cross / Death cross

• Parameter:

  • MA_FAST (should be 50)
  • MA_SLOW (should be 200)
  • Input : detach from OHLCV

  Sample code

    const { goldenCross, deathCross, maCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
    const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
  
    await goldenCross(50, 200, input) 
    await deathCross(50, 200, input) 
    
    // check both golden/death cross
    await maCross(50, 200, input) // response  { goldenCross: false, deathCross: false }
  

RSI in overBought/overSold area

• Parameter:

  • RSI Period
  • OverBoughtThreshold (75)
  • OverSoldThreshold (25)
  • Input : detach from OHLCV

  Sample code

    const { rsiCheck, getDetachSourceFromOHLCV } = require('trading-indicator')
    const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    await rsiCheck(14, 75, 25, input) 
    // Test RSIcheck
    // { overBought: false, overSold: false, rsiVal: 27.81 }
  

Price crosses SMA/EMA

• Parameter:

  • MA Period
  • Input : detach from OHLCV

  Sample code

    const { priceCrossSMA, priceCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
    const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    await priceCrossSMA(14, input) 
    //Test SMA cross
    // { cross: true, direction: 'up' }
  
  
    await priceCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
    ```
  
  

VWAP crosses SMA/EMA

• Parameter:

  • MA Period
  • Input : detach from OHLCV

  Sample code

    const { vwapCrossSMA, vwapCrossEMA, getDetachSourceFromOHLCV }  = require('trading-indicator')
    const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    await vwapCrossSMA(14, input) 
    //Test SMA cross
    // { cross: true, direction: 'up' }
  
  
    await vwapCrossEMA(14, input) 
    // Test EMA cross
    // { cross: true, direction: 'down' }
  

KST crossing

• Parameter:

  • Input : detach from OHLCV
  • ROC1
  • ROC2
  • ROC3
  • ROC4
  • SMA1
  • SMA2
  • SMA3
  • SMA4
  • SignalLength

  Sample code

    const { kstCross, getDetachSourceFromOHLCV }  = require('trading-indicator')
    const { input } = await getDetachSourceFromOHLCV('binance', 'BTC/USDT', '1h', false) // true if you want to get future market
    await kstCross(input, 10, 15, 20, 30, 10, 10, 10, 15, 9) 
    //Test KST cross
    // { cross: true, direction: 'up' }
  
  

Dependencies

• 
• technicalindicators