ta.js

JavaScript library for Technical Analysis

Supported Technical Analysis

• MA, Simple Moving Avarage
• EMA, Exponential Moving Avarage
• MACD, Moving Average Convergence/Divergence
• RSI, Relative Strength Index

Getting Started

Include ta.js manualy from dist folder or use bower

bower install ta.js --save

Examples

var result = TA([1, 2, 3, 1]).asArray();
expect(result).toEqual([1, 2, 3, 1]);

var result = TA([1, 2, 3, 1]).max();
expect(result).toEqual(3);

var result = TA([1, 2, 3, 1]).min();
expect(result).toEqual(1);

var result = TA([1, 2, 3, 1]).sum();
expect(result).toEqual(7);

var result = TA([1, 2, 3, 1]).plus([1, 2, 3, 0]).asArray();
expect(result).toEqual([2, 4, 6, 1]);

var result = TA([1, 2, 3, 1]).minus([1, 2, 3, 0]).asArray();
expect(result).toEqual([0, 0, 0, 1]);

var result = TA([1, 2, 3]).a();
expect(result).toEqual(2);

var result = TA([1, 2, 3, 1]).a(1, 3);
expect(result).toEqual(2.5);

var result = TA([1, 2, 3, 1]).ma(2).asArray();
expect(result).toEqual([null, 1.5, 2.5, 2]);

var result = TA([9, 1, 2, 3, 1, 9]).ma(2, 1, 5).asArray();
expect(result).toEqual([5, 1.5, 2.5, 2]);

var result = TA([1, 2, 3, 1]).ema(2).asArray();
expect(result).toEqual([null, 1.5, 2.5, 1.5]);

var result = TA([9, 1, 2, 3, 1, 9]).ema(2, 1, 5).asArray();
expect(result).toEqual([5, 3, 3, 1.6666666666666665]);

var result = TA([1, 2, 3, 4, 5, 6, 7, 6, 5, 4, 5, 6, 7, 8, 9, 12, 15, 8, 5, 2, 1, 1, 1, 2, 2, 3, 3, 4, 5, 6, 7, 9, 13]).macd();
expect(result.macd.asArray()).toEqual([null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, -1.3403010826215067, -1.2936450756085116, -1.1625767501640452, -0.9668670735318954, -0.7227427733382523, -0.4434688313251325, -0.06006652540231805, 0.5600927345133044]);
expect(result.signal.asArray()).toEqual([null, null, null, null, null, null, null, null, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, -0.26806021652430134, -0.4731771883411434, -0.6110571007057237, -0.6822190952709581, -0.6903238308844171, -0.6409528309725603, -0.5247755698585118, -0.3078019089841486]);
expect(result.divergence.asArray()).toEqual([null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, null, -1.0722408660972054, -0.8204678872673682, -0.5515196494583214, -0.28464797826093724, -0.03241894245383525, 0.1974839996474278, 0.46470904445619376, 0.867894643497453]);

var result = TA([1, 2, 3, 4, 5, 6, 7, 6]).macd(4, 3, 2);
expect(result.macd.asArray()).toEqual([null, null, null, 0.5, 0.5, 0.5, 0.5, 0.2999999999999998]);
expect(result.signal.asArray()).toEqual([null, 0, 0, 0.3333333333333333, 0.4444444444444444, 0.4814814814814815, 0.49382716049382713, 0.36460905349794226]);
expect(result.divergence.asArray()).toEqual([null, null, null, 0.16666666666666669, 0.05555555555555558, 0.01851851851851849, 0.006172839506172867, -0.06460905349794244]);

var result = TA([44.3389, 44.0902, 44.1497, 43.6124, 44.3278, 44.8264, 45.0955, 45.4245, 45.8433, 46.0826, 45.8931, 46.0328, 45.614, 46.282, 46.282, 46.0028, 46.0328, 46.4116, 46.2222, 45.6439]).rsi(14);
expect(result.asArray()).toEqual([ null, null, null, null, null, null, null, null, null, null, null, null, null, null, 70.53278948369497, 66.31856180517234, 66.54982993552767, 69.40630533884438, 66.35516905627179, 57.9748557143082 ]);

Development

Requirements

• Node.js

Install the node packages

npm install

Releasing a new version, simply just tag and push it to github, e.g

git tag 1.0.0-alpha.4
git push origin 1.0.0-alpha.4

License

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this work except in compliance with the License. You may obtain a copy of the License in the LICENSE file, or at:

http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.