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Financial technical analysis library in TypeScript. Calculates indicators and overlays from OHLCV data.

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thaw-ta-math

Financial technical analysis library in TypeScript. Calculates indicators and overlays from OHLCV data.

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Indicators

  • adl : Accumulation Distribution Line (created by Marc Chaikin)
  • adx : Average Directional Index (by J. Welles Wilder Jr.)
  • bbp : Bollinger Bands Percentage (by John Bollinger)
  • bbw : Bollinger BandWidth (by John Bollinger)
  • cci : Commodity Channel Index (by Donald Lambert)
  • cho : Chaikin Oscillator (by Marc Chaikin)
  • cmf : Chaikin Money Flow (by Marc Chaikin)
  • ii : Intraday Intensity (by David Bostian)
  • kst : Know Sure Thing (by Martin Pring)
  • macd : Moving Average Convergence Divergence (by Gerald Appel)
  • mfi : Money Flow Index (by Gene Quong and Avram Soudek)
  • obv : On-Balance Volume
  • roc : Price Rate of Change
  • rsi : Relative Strength Index (by J. Welles Wilder Jr.)
  • stoch : Stochastic Oscillator (by Dr. George Lane)
  • stochRsi : Stochastic RSI (by Tushar S. Chande and Stanley Kroll)
  • vi : Vortex Indicator (by Etienne Botes and Douglas Siepman)
  • vwmacd : Volume-Weighted MACD (by Buff Dormeier)
  • williams : Williams %R (aka Williams Percent Range) (by Larry Williams)

Overlays

  • bb : Bollinger Bands (by John Bollinger)
  • dema : Double Exponential Moving Average
  • ebb
  • keltner
  • psar : Parabolic Stop and Reversal
  • tema : Triple Exponential Moving Average
  • vbp : Volume by Price
  • vwap : Volume Weighted Average Price
  • vwma : Volume-Weighted Moving Average
  • zigzag

License

MIT

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Financial technical analysis library in TypeScript. Calculates indicators and overlays from OHLCV data.

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