@stratchai/indicators

Technical indicators for systematic trading. 37 functions covering trend, momentum, volatility, volume, oscillators, and chart patterns. Zero dependencies, pure functions, written in plain JS.

Battle-tested in a production multi-strategy trading framework where these indicators run a live fleet across crypto and equities.

Install

npm install @stratchai/indicators

Quick start

TypeScript

import {
  calcBollingerBands,
  calcRSI,
  calcADX,
  calcSupertrend,
  calcMACD,
} from "@stratchai/indicators";

const closes: number[] = [/* ... daily closes ... */];
const highs:  number[] = [/* ... daily highs  ... */];
const lows:   number[] = [/* ... daily lows   ... */];

const bb = calcBollingerBands(closes, 20, 2);
// Inferred: { middle: number; upper: number; lower: number; std: number } | null

const rsi = calcRSI(closes, 14);
// Inferred: number | null

const adx = calcADX(highs, lows, closes, 14);
// Inferred: { value, diPlus, diMinus, trending, bullish, ... } | null

JavaScript (CommonJS)

const { calcBollingerBands, calcRSI, calcADX } = require("@stratchai/indicators");

const bb  = calcBollingerBands(closes, 20, 2);
const rsi = calcRSI(closes, 14);
const adx = calcADX(highs, lows, closes, 14);

Every function is typed — your IDE autocompletes the parameter list, infers the return shape, and surfaces the | null cases at the point of use.

Available indicators

Trend / momentum

• calcSMA(prices, period) — Simple moving average
• calcEMA(prices, period) — Exponential moving average
• calcMACD(prices, fast, slow, signal) — Moving Average Convergence Divergence
• calcADX(highs, lows, closes, period) — Average Directional Index (Wilder)
• calcSupertrend(highs, lows, closes, period, mult) — Supertrend (ATR-based trailing band)
• calcParabolicSAR(highs, lows, closes, afStep, afMax) — Parabolic SAR (Wilder)
• calcAlligator(prices, jaw, teeth, lips) — Williams Alligator
• calcAwesomeOscillator(highs, lows, fast, slow) — Bill Williams Awesome Oscillator
• calcROC(prices, period) — Rate of Change
• calcHMA(prices, period) — Hull Moving Average
• calcIchimoku(highs, lows, closes, ...) — Ichimoku Cloud
• calcTrendStructure(closes, highs, lows, opts) — HH/HL trend structure analyzer
• calc52WeekHighLow(closes, highs, lows) — Rolling 52-week extremes

Volatility

• calcBollingerBands(prices, period, k) — Bollinger Bands (J. Bollinger)
• calcATR(highs, lows, closes, period) — Average True Range
• calcATRExpansion(highs, lows, closes, period) — ATR + expansion ratio
• calcKeltner(highs, lows, closes, period, mult, atrPeriod) — Keltner Channels
• calcDonchian(highs, lows, period) — Donchian Channels (Turtle Trading)
• calcMassIndex(highs, lows, period, sumPeriod, bulgeLookback) — Mass Index (reversal pattern)

Volume / flow

• calcOBV(closes, volumes, smaPeriod) — On-Balance Volume
• calcMFI(highs, lows, closes, volumes, period) — Money Flow Index
• calcCMF(highs, lows, closes, volumes, period) — Chaikin Money Flow
• calcVWAP(closes, highs, lows, timestamps, params) — Volume-Weighted Average Price

Oscillators

• calcRSI(prices, period) — Relative Strength Index (Wilder)
• calcStochastic(highs, lows, closes, period) — Stochastic %K
• calcAroon(highs, lows, period) — Aroon Up/Down/Oscillator
• calcVolIndex(prices, k) — In-house volatility index

Chart patterns

• calcHammer(opens, highs, lows, closes, opts) — Hammer candle
• calcEngulfing(opens, highs, lows, closes, opts) — Bullish/Bearish Engulfing
• calcMorningStar(opens, highs, lows, closes, opts) — Morning Star reversal
• calcDoubleBottom(closes, highs, lows, opts) — Double Bottom
• calcCupAndHandle(closes, highs, lows, opts) — Cup & Handle (Bulkowski)
• calcFlagPattern(closes, highs, lows, opts, volumes) — Flag breakout
• calcCandlePattern(opens, highs, lows, closes, params) — 2-candle bullish impulse
• calcAscendingTriangle(closes, highs, lows, opts) — Ascending Triangle

Reference levels

• calcPivotPoints(high, low, close) — Floor pivot points
• calcFibonacci(high, low) — Fibonacci retracements

Conventions

Array order. All inputs are arrays in chronological order — oldest at index 0, most recent at the end. The function reads the most recent values (e.g., prices[prices.length - 1] is the current bar's close).

Return shape. Most indicators return null when there aren't enough bars to compute (e.g., calcRSI(prices, 14) returns null when prices.length < 15). Composite indicators return objects with named fields ({ value, bullish, expansion, ... }) — see jsdoc or just console.log the return.

No I/O. Every function is pure: given the same inputs, returns the same output. No filesystem, no network, no time dependency. Easy to test, easy to compose.

Why another indicator library?

Most existing JS indicator libraries are either old/unmaintained, thin C bindings with platform pain, or return raw numbers without the richer context strategies actually need ({ value, bullish, expansion }-shaped returns instead of just a number). Several useful patterns — Cup & Handle, Flag, Ascending Triangle, Morning Star — are missing from most libraries entirely.

This library was built to fill three specific gaps:

• Boolean conveniences (adx.trending, supertrend.bullish, band.aboveUpper) — most libraries return raw numbers, leaving the threshold logic to every consumer
• Pattern detectors that match technical-analysis literature (Bulkowski, Wilder, Bollinger) — Cup & Handle, Flag, Ascending Triangle, Morning Star
• No external dependencies — works in any Node.js environment, no native compilation, no C bindings

License

MIT