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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