definance

Financial utilities for calculating KDJ, MACD, RSI, DMI indicators by DeKuan, Inc.

Install

``
$ npm install definance.js
`

Testing

`
mocha
`

Usage

$3


`js
const { kdj } = require( 'definance.js' );

// Testing data
const g_oSource = {
close : [ 10201.70, 10283.60, 10285.10, 10250.24, 10215.26, 10206.41, 10224.39, 10221.11, 10194.05, 10189.30, 10185.97, 10200.70, 10170.51, 10159.26, 10170.10, 10160.63, 10216.85, 10184.95, 10213.97, 10198.74, 10253.68, 10251.56 ],
low : [ 10118.03, 10201.60, 10275.00, 10230.00, 10174.20, 10194.94, 10201.94, 10199.22, 10192.00, 10160.01, 10178.25, 10185.97, 10162.75, 10135.12, 10159.26, 10155.48, 10150.00, 10176.22, 10172.85, 10197.20, 10197.35, 10227.00 ],
high : [ 10218.08, 10330.00, 10310.00, 10287.54, 10260.19, 10236.69, 10232.20, 10227.88, 10227.50, 10212.50, 10200.00, 10212.90, 10206.38, 10170.58, 10181.58, 10175.00, 10229.08, 10245.27, 10218.48, 10222.49, 10270.26, 10263.15 ],
};

// Array. array of closing prices.
const arrClose = g_oSource.close;

// Array. array of low prices.
const arrLow = g_oSource.low;

// Array. array of high prices.
const arrHigh = g_oSource.high;

// the size of time periods to get the highest / lowest prices. Defaults to 9.
const nPeriod = 9;

// the time periods to calculate the moving average for %K. Defaults to 3
const nKSmaPeriod = 3;

// the time periods to calculate the moving average for %D. Defaults to 3
const nDSmaPeriod = 3;

// will return a {Promise<{ K: Array, D: Array, J: Array, Ks: Array, Ds: Array}>}
kdj( arrClose, arrLow, arrHigh, nPeriod, nKSmaPeriod, nDSmaPeriod ).then( oValues =>
{
console.log( oValues );

}).catch( err =>
{
console.error( err );
});
`

will outputs

`
{ K:
[ null,
null,
null,
null,
null,
null,
null,
null,
45.28785519963499,
35.93537857280196,
29.72619255565715,
30.4528677520216,
23.795623154305733,
23.786035534001563,
27.868069836841446,
27.745739241521882,
47.49176712880241,
46.74061521705305,
55.02181126438695,
55.93374193234791,
66.53290851333185,
73.0761050589099 ],
D:
[ null,
null,
null,
null,
null,
null,
null,
null,
48.429285066545,
44.26464956863066,
39.418497230972825,
36.42995407132241,
32.218510432316855,
29.40768546621176,
28.89448025642166,
28.5115665847884,
34.838300099459744,
38.80573847199085,
44.21109606945622,
48.11864469042012,
54.2567326313907,
60.5298567738971 ],
J:
[ null,
null,
null,
null,
null,
null,
null,
null,
39.004995465814986,
19.27683658114455,
10.341583205025799,
18.49869511341997,
6.949848598283495,
12.542735669581162,
25.815248997681024,
26.21408455498885,
72.79870118748775,
62.61036870717743,
76.64324165424841,
71.56393641620348,
91.08526027721415,
98.16860162893552 ],
Ks:
[ null,
null,
null,
null,
null,
null,
null,
null,
11.954521866301654,
17.697996972680283,
23.467270479802792,
22.148154661751306,
19.898390874997343,
22.05140413233924,
23.426710898262808,
29.10002559559906,
50.172346465589136,
53.24107078260018,
67.93544588532417,
58.19337267362629,
72.35768276754142,
77.21711436454517 ],
Ds:
[ null,
null,
null,
null,
null,
null,
null,
null,
15.095951733211663,
27.07441125747898,
36.9831421093647,
32.038146293493575,
27.991561153994827,
26.01150881344297,
25.149909508382915,
26.466614870788295,
34.36852540238858,
40.65937386245911,
49.7513978700808,
52.56538947126264,
59.162820570022234,
65.18091850152989 ] }

``

$3

#### K

#### D

#### J

#### Ks

the smooth value of K calculated by the Simple Moving Average with the time period {nKSmaPeriod}.

#### Ds

the smooth value of D calculated by the Simple Moving Average with the time period {nDSmaPeriod}.

References

https://en.wikipedia.org/wiki/Stochastic_oscillator