lightweight-charts-indicators

Live Demo

70+ technical analysis indicators for TradingView's lightweight-charts library. PineScript v6 compatible and validated against TradingView's built-in indicators.

Installation

``bash
npm install lightweight-charts-indicators oakscriptjs lightweight-charts
`

Quick Start

`typescript
import { SMA, RSI, MACD, BollingerBands } from 'lightweight-charts-indicators';
import type { Bar } from 'oakscriptjs';

const bars: Bar[] = [
{ time: 1, open: 100, high: 105, low: 95, close: 102, volume: 1000 },
// ... more bars
];

// Simple Moving Average
const smaResult = SMA.calculate(bars, { len: 14 });

// RSI
const rsiResult = RSI.calculate(bars, { length: 14 });

// MACD
const macdResult = MACD.calculate(bars, { fastLength: 12, slowLength: 26, signalLength: 9 });

// Bollinger Bands
const bbResult = BollingerBands.calculate(bars, { length: 20, mult: 2 });
`

Lightweight-Charts Integration Example

Here's a complete example showing how to integrate indicators with TradingView's lightweight-charts:

`typescript
import { createChart, ColorType, LineSeries, CandlestickSeries } from 'lightweight-charts';
import { SMA, RSI, BollingerBands } from 'lightweight-charts-indicators';
import type { Bar } from 'oakscriptjs';

// Sample OHLCV data
const bars: Bar[] = [
{ time: 1609459200, open: 100, high: 105, low: 98, close: 103, volume: 1000 },
{ time: 1609545600, open: 103, high: 108, low: 101, close: 107, volume: 1200 },
{ time: 1609632000, open: 107, high: 110, low: 104, close: 105, volume: 900 },
// ... more bars
];

// Create the main chart
const chartContainer = document.getElementById('chart')!;
const chart = createChart(chartContainer, {
layout: {
background: { type: ColorType.Solid, color: '#1e1e1e' },
textColor: '#d1d4dc',
},
width: 800,
height: 400,
});

// Add candlestick series
const candlestickSeries = chart.addSeries(CandlestickSeries);
candlestickSeries.setData(bars.map(bar => ({
time: bar.time as number,
open: bar.open,
high: bar.high,
low: bar.low,
close: bar.close,
})));

// Calculate and add SMA overlay
const smaResult = SMA.calculate(bars, { len: 20, src: 'close' });
const smaSeries = chart.addSeries(LineSeries, { color: '#2962FF', lineWidth: 2 });
smaSeries.setData(smaResult.plots.plot0);

// Calculate and add Bollinger Bands
const bbResult = BollingerBands.calculate(bars, { length: 20, mult: 2 });
const bbUpperSeries = chart.addSeries(LineSeries, { color: '#787B86', lineWidth: 1 });
const bbMiddleSeries = chart.addSeries(LineSeries, { color: '#FF6D00', lineWidth: 1 });
const bbLowerSeries = chart.addSeries(LineSeries, { color: '#787B86', lineWidth: 1 });
bbUpperSeries.setData(bbResult.plots.plot0); // Upper band
bbMiddleSeries.setData(bbResult.plots.plot1); // Basis (middle)
bbLowerSeries.setData(bbResult.plots.plot2); // Lower band

// Create a separate pane for RSI (oscillator)
const rsiContainer = document.getElementById('rsi-chart')!;
const rsiChart = createChart(rsiContainer, {
layout: {
background: { type: ColorType.Solid, color: '#1e1e1e' },
textColor: '#d1d4dc',
},
width: 800,
height: 150,
});

const rsiResult = RSI.calculate(bars, { length: 14, src: 'close' });
const rsiSeries = rsiChart.addSeries(LineSeries, { color: '#7E57C2', lineWidth: 2 });
rsiSeries.setData(rsiResult.plots.plot0);

// Sync the time scales
chart.timeScale().subscribeVisibleLogicalRangeChange(range => {
if (range) rsiChart.timeScale().setVisibleLogicalRange(range);
});
`

Available Indicators (70+)

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| Simple Moving Average | SMA | Arithmetic mean over a specified period |
| Exponential Moving Average | EMA | Weighted average giving more weight to recent prices |
| Weighted Moving Average | WMA | Linearly increasing weights |
| Smoothed Moving Average (RMA) | RMA | Wilder smoothing (alpha = 1/length) |
| Double EMA | DEMA | Reduces lag by applying EMA twice |
| Triple EMA | TEMA | Further reduces lag with triple exponential smoothing |
| Hull Moving Average | HMA | Reduces lag while maintaining smoothness |
| Least Squares Moving Average | LSMA | Uses linear regression to fit a line |
| Arnaud Legoux Moving Average | ALMA | Gaussian distribution to reduce lag |
| Volume Weighted Moving Average | VWMA | Moving average weighted by volume |
| Smoothed Moving Average | SMMA | Wilder smoothing moving average |
| McGinley Dynamic | McGinleyDynamic | Adaptive moving average that adjusts to market speed |
| MA Cross | MACross | Two moving averages for crossover signals |
| Moving Average Ribbon | MARibbon | Multiple MAs showing trend direction and momentum |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| Relative Strength Index | RSI | Momentum oscillator (0-100) measuring price changes |
| Stochastic | Stochastic | Compares closing price to price range |
| Stochastic RSI | StochRSI | Stochastic applied to RSI values |
| Commodity Channel Index | CCI | Measures variation from statistical mean |
| Williams %R | WilliamsPercentRange | Momentum showing overbought/oversold levels |
| Awesome Oscillator | AwesomeOscillator | Market momentum using SMA difference |
| Chande Momentum Oscillator | ChandeMO | Momentum on a scale of -100 to +100 |
| Detrended Price Oscillator | DPO | Removes trend to identify cycles |
| Relative Vigor Index | RVI | Measures conviction of price action |
| SMI Ergodic Indicator | SMIErgodic | TSI-based momentum with signal line |
| SMI Ergodic Oscillator | SMIErgodicOscillator | SMI minus signal as histogram |
| True Strength Index | TSI | Double-smoothed momentum oscillator |
| Woodies CCI | WoodiesCCI | CCI with turbo for faster signals |
| Bollinger Bands %B | BBPercentB | Price position relative to BB (0=lower, 1=upper) |
| Fisher Transform | FisherTransform | Gaussian distribution for clearer turning points |
| Ultimate Oscillator | UltimateOscillator | Multi-timeframe weighted momentum |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| MACD | MACD | Relationship between two EMAs |
| Momentum | Momentum | Rate of change of price |
| Rate of Change | ROC | Percentage change over a period |
| Balance of Power | BOP | Strength of buyers vs sellers |
| Bull Bear Power | BullBearPower | Buying/selling pressure relative to EMA |
| Elder Force Index | ElderForceIndex | Combines price and volume |
| Price Oscillator (PPO) | PriceOscillator | MACD as percentage for comparison |
| Coppock Curve | CoppockCurve | Long-term momentum using ROC and WMA |
| TRIX | TRIX | Triple EMA rate of change, filters noise |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| Average Directional Index | ADX | Measures trend strength regardless of direction |
| Directional Movement Index | DMI | +DI, -DI, and ADX for trend direction/strength |
| Ichimoku Cloud | IchimokuCloud | Comprehensive trend system with support/resistance |
| Parabolic SAR | ParabolicSAR | Trend-following with entry/exit points |
| Supertrend | Supertrend | ATR-based dynamic support/resistance |
| Aroon | Aroon | Trend strength by time since high/low |
| BBTrend | BBTrend | Measures trend using Bollinger Bands |
| Choppiness Index | Choppiness | Market choppiness vs trending |
| Mass Index | MassIndex | Identifies reversals via high-low range |
| Vortex Indicator | VortexIndicator | Identifies trend start and direction |
| Williams Alligator | WilliamsAlligator | Three smoothed MAs for trend detection |
| Zig Zag | ZigZag | Connects pivot highs and lows |
| Trend Strength Index | TrendStrengthIndex | Trend strength based on directional movement |
| Chande Kroll Stop | ChandeKrollStop | ATR-based trailing stop system |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| Average True Range | ATR | Average range between high and low |
| Average Day Range | ADR | Average daily price range |
| Standard Deviation | StandardDeviation | Measures price volatility |
| Historical Volatility | HistoricalVolatility | Annualized standard deviation of log returns |
| Bollinger BandWidth | BBBandWidth | Width of Bollinger Bands as percentage |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| Bollinger Bands | BollingerBands | Volatility bands using standard deviation |
| Keltner Channels | KeltnerChannels | Volatility envelope using EMA and ATR |
| Donchian Channels | DonchianChannels | Highest high and lowest low over period |
| Envelope | Envelope | Moving average with fixed percentage bands |
| Median | Median | Median price with ATR bands |

$3

| Indicator | Export | Description |
|-----------|--------|-------------|
| On Balance Volume | OBV | Cumulative volume based on price direction |
| Money Flow Index | MFI | Volume-weighted RSI |
| Price Volume Trend | PVT | Cumulative volume weighted by price changes |
| Volume Oscillator | VolumeOscillator | Percentage difference between volume EMAs |
| Chaikin Money Flow | ChaikinMF | Buying/selling pressure using price and volume |
| Chaikin Oscillator | ChaikinOscillator | Momentum of Accumulation/Distribution line |
| Ease of Movement | EaseOfMovement | Price change relative to volume |
| Klinger Oscillator | KlingerOscillator | Volume-based long-term money flow |

Output Format

All indicators return an IndicatorResult object:

`typescript
interface IndicatorResult {
metadata: {
title: string;
shortTitle: string;
overlay: boolean; // true = display on price chart, false = separate pane
};
plots: {
plot0: Array<{ time: number; value: number }>;
plot1?: Array<{ time: number; value: number }>;
// ... additional plots as needed
};
}
`

Indicator Registry

For dynamic indicator selection (e.g., building a UI), use the indicatorRegistry:

`typescript
import { indicatorRegistry } from 'lightweight-charts-indicators';

// List all indicators
indicatorRegistry.forEach(indicator => {
console.log(${indicator.name} (${indicator.category}));
});

// Get indicator by ID
const sma = indicatorRegistry.find(i => i.id === 'sma');
const result = sma?.calculate(bars, sma.defaultInputs);

// Filter by category
const oscillators = indicatorRegistry.filter(i => i.category === 'Oscillators');
`

Building

`bash
npm run build
`

Testing

`bash
npm test
``

License

MIT