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bfx-hf-indicators's Introduction

Bitfinex Indicator Library for Node.JS

Build Status

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
  • 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
  • Momentum
  • Net Volume
  • On Balance Volume
  • Price Channel
  • Price Volume Trend
  • RSI
  • Rate of Change
  • Relative Vigor Index
  • Relative Volatility Index
  • Simple Moving Average
  • Standard Deviation
  • Stochastic
  • Stochastic RSI
  • 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

Note

This package will be maintained only via github, please use latest relases from github instead of npm.

Example on how to install specific version from github:

npm i --save-prod https://github.com/bitfinexcom/bfx-hf-indicators.git#v2.0.9

Example on how to install it latest version from github:

npm i --save-prod https://github.com/bitfinexcom/bfx-hf-indicators.git

bfx-hf-indicators's People

Contributors

avsek477 avatar dmytroshch avatar f3rno avatar prdn avatar quadramadery avatar robertkowalski avatar tarcisiozf avatar vigan-abd avatar

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bfx-hf-indicators's Issues

Project license

I'm maintaining an open source platform to create TA based trading bots called Gekko (MIT license) and I'd like to use this library. However there currently is no license specified. Is it possible to add one?

( EDIT: gekko discussion: https://forum.gekko.wizb.it/thread-57725.html )

Fix: ADX

The ADX indicator reports values inconsistent with the indicator provided by Trading View, and needs to be fixed. Online descriptions of the algorithm are worded and inconsistent, so more research is needed.

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