Technical Analysis Library
npm install @milan4e/talibA thin node.js wrapper around TA-LIB, a technical analysis library with 100+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, TRIX and candlestick pattern recognition.
To install the most recent release from npm, run:
npm install @drorgl/talib
You can find the documentation at the github wiki.
The source code is available at github. You can either clone the repository or download a zip file of the latest release.
Once you have the source, you can build the module by running
npm install
in the main directory. If everything goes well, the module will be available in the build/Release folder.
TALib is very simple to use.
`` js
// load the module and display its version
var talib = require('./build/Release/talib');
console.log("TALib Version: " + talib.version);
// Display all available indicator function names
var functions = talib.functions;
for (i in functions) {
console.log(functions[i].name);
}
`
Assuming the market data is readily available, you can calculate an indicator by calling the execute function with the name of the indicator and required input parameters.
` js
// market data as arrays
var marketData = { open: [...], close: [...], high: [...], low: [...], volume: [...] };
// execute Average Directional Movement Index indicator with time period 9
talib.execute({
name: "ADX",
startIdx: 0,
endIdx: marketData.close.length - 1,
high: marketData.high,
low: marketData.low,
close: marketData.close,
optInTimePeriod: 9
}, function (err, result) {
console.log("ADX Function Results:");
console.log(result);
});
`
Input parameters can be discovered by:
` js
// Retreive Average Directional Movement Index indicator specifications
var function_desc = talib.explain("ADX");
console.dir(function_desc);
{
// Function Name
name: 'ADX',
// Function Group Name
group: 'Momentum Indicators',
// Function Description
hint: 'Average Directional Movement Index',
// Input Parameters
inputs:
[ {
// Parameter Name
name: 'inPriceHLC',
// Parameter Type
// price, real, or integer
type: 'price',
// Parameter keys to be passed in when calling the function
// open, high, low, close, volume,
// openinterest, or timestamp
flags: [ 'high', 'low', 'close' ] } ],
// Optional Input Parameters
optInputs:
[ {
// Parameter Name
name: 'optInTimePeriod',
// Parameter Display Label
displayName: 'Time Period',
// Parameter Default Value
defaultValue: 14,
// Parameter Description
hint: 'Number of period',
// Parameter Type
// real_range, real_integer,
// integer_range, or integer_list
type: 'range_integer' } ],
// Output Values
outputs:
[ {
// Value Name
name: 'outReal',
// Value Type
// real or integer
type: 'real',
// Suggested Value Visualization Hint
// line, line_dot, line_dash, dot,
// histogram, pattern_bool, pattern_bull_bear,
// pattern_strength, positive, negative, zero,
// limit_upper, or limit_lower
flags: [ 'line' ] } ] }
`
Some indicators require or accept a optInMAType flag:
`
SMA = 0
EMA = 1
WMA = 2
DEMA = 3
TEMA = 4
TRIMA = 5
KAMA = 6
MAMA = 7
T3 = 8
For working examples look in the examples/ directory. You can execute the examples using node.
node examples/adx.js
`
1.0.0 2017-10-28 (Dror Gluska):
Major overhaul
Update ta-lib to latest (0.4)
create a generic build in binding.gyp, should work with most if not all OSs
Add build for ta-lib tests (under build/Debug/ta_regtest or build/Release/ta_regtest)
Add TypeScript typings
Add funtion definitions
Add async functions
Copyright (c) 2012-2017 Mustafa Oransel
This library is free software; you can redistribute it and/or
modify it under the terms of the GNU Lesser General Public
License as published by the Free Software Foundation; either
version 3 of the License, or (at your option) any later version.
This library is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
Lesser General Public License for more details.