React compatible ta.js
npm install ta.webbash
npm install ta.web --save
`
Usage
`javascript
import ta from 'ta.web';
`
Examples
#### Moving Averages
- Simple Moving Average
- Smoothed Moving Average
- Weighted Moving Average
- Exponential Moving Average
- Hull Moving Average
- Least Squares Moving Average
- Volume Weighted Moving Average
- Volume Weighted Weighted Moving Average
- Wilder's Smoothing Moving Average
- Parabolic Weighted Moving Average
- Hyperbolic Weighted Moving Average
- Kaufman Adaptive Moving Average
- Custom Weighted Moving Average
#### Indicators
- Moving Average Convergence / Divergence
- MACD Signal
- MACD Bars
- Relative Strength Index
- Wilder's Relative Strength Index
- True Strength Index
- Balance Of Power
- Force Index
- Accumulative Swing Index
- Alligator Indicator
- Williams %R
- Stochastics
- Fibonacci Retracement
- Bollinger Bandwidth
- Ichimoku Cloud
- Average True Range
- Aroon Up
- Aroon Down
- Money Flow Index
- Rate Of Change
- Coppock Curve
- Know Sure Thing
- On-Balance Volume
- Volume-Weighted Average Price
- Fractals
- Crossover
- Momentum
- HalfTrend
- ZigZag
- Parabolic SAR
- SuperTrend
- Elder Ray Index
- Historical Volatility
- Relative Vigor Index
- Relative Vigor Index Signal
- RSI Divergence
- Divergence
#### Oscillators
- Alligator Oscillator
- Chande Momentum Oscillator
- Chaikin Oscillator
- Aroon Oscillator
- Awesome Oscillator
- Accelerator Oscillator
- Fisher Transform
#### Bands
- Bollinger Bands
- Keltner Channels
- Donchian Channels
- Fibonacci Bollinger Bands
- Envelope
#### Statistics
- Standard Deviation
- Variance
- Inverse Normal Distribution
- Monte Carlo Simulation
- Percentile
- Correlation
- Percentage Difference
- Expected Return
- Abnormal Return
- Kelly Criterion
- Martingale
- Anti-Martingale
- Permutations
- Winratio
- Average Win
- Average Loss
- Drawdown
- Median
- Recent High
- Recent Low
- Median Absolute Deviation
- Average Absolute Deviation
- Standard Error
- Sum Squared Differences
- Logarithm
- Exponent
- Normalize
- Denormalize
- Normalize Pair
- Normalize From
- Standardize
- Z-Score
- P-Value
- K-means Clustering
- Mean Squared Error
- Cumulative
#### Random functions
- Pseudo Random Number Generator
- Pick Random
- Random Range
- Random Float
- Random Order
#### Chart Types
- Heikin Ashi
- Renko
#### Miscellaneous
- Fibonacci Sequence
- Times Up
- Times Down
#### Experimental
- Support Line
- Resistance Line
$3
#### Simple Moving Average (SMA)
`javascript
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 14
await ta.sma(data, length);
// output (array)
// [3.5, 5]
`
#### Smoothed Moving Average (SMMA)
`javascript
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 5; // default = 14
await ta.smma(data, length);
// output (array)
// [3.4, 4.92]
`
#### Weighted Moving Average (WMA)
`javascript
var data = [69, 68, 66, 70, 68];
var length = 4; // default = 14
await ta.wma(data, length);
// output (array)
// [68.3, 68.2]
`
#### Exponential Moving Average (EMA)
`javascript
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 12
await ta.ema(data, length);
// output (array)
// [3.5, 5.357]
`
#### Hull Moving Average
`javascript
var data = [6, 7, 5, 6, 7, 4, 5, 7];
var length = 6; // default = 14
await ta.hull(data, length);
// output (array)
// [4.76, 5.48]
`
#### Least Squares Moving Average (LSMA)
`javascript
var data = [5, 6, 6, 3, 4, 6, 7];
var length = 6; // default = 25
await ta.lsma(data, length);
// output (array)
// [4.714, 5.761]
`
#### Volume Weighted Moving Average (VWMA)
`javascript
var data = [[1, 59], [1.1, 82], [1.21, 27], [1.42, 73], [1.32, 42]]; // [price, volume (quantity)]
var length = 4; // default = 20
await ta.vwma(data, length);
// output (array)
// [1.185, 1.259]
`
#### Volume Weighted Weighted Moving Average
`javascript
var data = [[1,59],[1.1,82],[1.21,27],[1.42,73],[1.32,42]]; // [price, volume]
var length = 4;
await ta.vwwma(data, length);
// output (array)
// [1.262, 1.316]
`
#### Wilder's Smoothing Moving Average
`javascript
var data = [1, 2, 3, 4, 5, 6, 10];
var length = 6; // default = 14
await ta.wsma(data, length);
// output (array)
// [3.5, 4.58]
`
#### Parabolic Weighted Moving Average
`javascript
var data = [17, 26, 23, 29, 20];
var length = 4; // default = 14
await ta.pwma(data, length);
// output (array)
// [24.09, 25.18]
`
#### Hyperbolic Weighted Moving Average
`javascript
var data = [54, 51, 86, 42, 47];
var length = 4; // default = 14
await ta.hwma(data, length);
// output (array)
// [56.2, 55.0]
`
#### Kaufman Adaptive Moving Average (KAMA)
`javascript
var data = [8, 7, 8, 9, 7, 9];
var length1 = 2; // default = 10
var length2 = 4; // default = 2
var length3 = 8; // default = 30
await ta.kama(data, length1, length2, length3);
// output (array)
// [8, 8.64, 8.57, 8.57]
`
#### Custom Weighted Moving Average
`javascript
var data = [69,68,66,70,68,69];
var weights = [1,2,3,5,8];
await ta.cwma(data, weights);
// output (array)
// [68.26315789473684, 68.52631578947368]
`
$3
#### Moving Average Convergence / Divergence (MACD)
`javascript
var data = [1, 2, 3, 4, 5, 6, 14];
var length1 = 3; // default = 12
var length2 = 6; // default = 26
await ta.macd(data, length1, length2);
// output (array)
// [1.5, 3]
`
#### MACD Signal
`javascript
var data = [1, 2, 3, 4, 5, 6, 14, 8, 10, 11];
var length1 = 3;
var length2 = 6;
var signal_length = 3;
await ta.macd_signal(data, length1, length2, signal_length);
// output (array)
// [2.107, 1.838, 1.653]
`
#### MACD Bars
`javascript
var data = [1, 2, 3, 4, 5, 6, 14, 8, 10, 11];
var length1 = 3;
var length2 = 6;
var signal_length = 3;
await ta.macd_bars(data, length1, length2, signal_length);
// output (array)
// [-0.286, -0.269, -0.184]
`
#### Relative Strength Index (RSI)
`javascript
var data = [1, 2, 3, 4, 5, 6, 7, 5];
var length = 6; // default = 14
await ta.rsi(data, length);
// output (array)
// [100.0, 100.0, 66.667]
`
#### Wilder's Relative Strength Index
`javascript
var data = [1, 2, 3, 4, 5, 6, 7, 5, 6];
var length = 6; // default = 14
await ta.wrsi(data, length);
// output (array)
// [100, 71.43, 75.61]
`
#### True Strength Index (TSI)
`javascript
var data = [1.32, 1.27, 1.42, 1.47, 1.42, 1.45, 1.59];
var longlength = 3; // default = 25
var shortlength = 2; // default = 13
var signallength = 2; // default = 13
await ta.tsi(data, longlength, shortlength, signallength);
// output (array)
// [[0.327, 0.320], [0.579, 0.706]]
// [strength line, signal line]
`
#### Balance Of Power
`javascript
var data = [[4, 5, 4, 5], [5, 6, 5, 6], [6, 8, 5, 6]]; // [open, high, low, close]
var length = 2; // default = 14
await ta.bop(data, length);
// output (array)
// [1, 0.5]
`
#### Force Index
`javascript
var data = [[1.4, 200], [1.5, 240], [1.1, 300], [1.2, 240], [1.5, 400]]; // [close, volume]
var length = 4; // default = 13
await ta.fi(data, length);
// output (array)
// [0.0075]
`
#### Accumulative Swing Index
`javascript
var data = [[7, 6, 4], [9, 7, 5], [9, 8, 6]]; // [high, close, low]
await ta.asi(data);
// output (array)
// [0, -12.5]
`
#### Alligator Indicator
`javascript
var data = [8,7,8,9,7,8,9,6,7,8,6,8,10,8,7,9,8,7,9,6,7,9];
// defaults shown
var jawlength = 13;
var teethlength = 8;
var liplength = 5;
var jawshift = 8;
var teethshift = 5;
var lipshift = 3;
await ta.alligator(data, jawlength, teethlength, liplength, jawshift, teethshift, lipshift);
// output (array)
// [jaw, teeth, lips]
`
#### Williams %R
`javascript
var data = [2, 1, 3, 1, 2];
var length = 4; // default = 14
await ta.pr(data, length);
// output (array)
// [-0, -100, -50]
`
#### Stochastics
`javascript
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]]; // [high, close, low]
var length = 2; // default = 14
var smoothd = 1; // default = 3
var smoothk = 1; // default = 3
await ta.stoch(data, length, smoothd, smoothk);
// output (array)
// [[66.667, 66.667], [33.336, 33.336]]
// [kline, dline]
`
#### Fibonacci Retracement
`javascript
var start = 1;
var end = 2;
await ta.fib(start, end);
// output (array)
// [1, 1.236, 1.382, 1.5, 1.618, 1.786, 2, 2.618, 3.618, 4.618, 5.236]
`
#### Bollinger Bandwidth
`javascript
var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
await ta.bandwidth(data, length, deviations);
// output (array)
// [1.886, 1.344]
`
#### Ichimoku Cloud
`javascript
var data = [[6, 3, 2], [5, 4, 2], [5, 4, 3], [6, 4, 3], [7, 6, 4], [6, 5, 3]]; // [high, close, low]
var length1 = 9; // default = 9
var length2 = 26; // default = 26
var length3 = 52; // default = 52
var displacement = 26; // default = 26
await ta.ichimoku(data, length1, length2, length3, displacement);
// output (array)
// [conversion line, base line, leading span A, leading span B, lagging span]
`
#### Average True Range (ATR)
`javascript
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]]; // [high, close, low]
var length = 3; // default = 14
await ta.atr(data, length);
// output (array)
// [2, 1.667, 2.111, 1.741]
`
#### Aroon Up
`javascript
var data = [5, 4, 5, 2];
var length = 3; // default = 10
await ta.aroon.up(data, length);
// output (array)
// [100, 50]
`
#### Aroon Down
`javascript
var data = [2, 5, 4, 5];
var length = 3; // default = 10
await ta.aroon.down(data, length);
// output (array)
// [0, 50]
`
#### Money Flow Index
`javascript
var data = [[19, 13], [14, 38], [21, 25], [32, 17]]; // [buy volume, sell volume]
var length = 3; // default = 14
await ta.mfi(data, length);
// output (array)
// [41.54, 45.58]
`
#### Rate Of Change
`javascript
var data = [1, 2, 3, 4];
var length = 3; // default = 14
await ta.roc(data, length);
// output (array)
// [2, 1]
`
#### Coppock Curve
`javascript
var data = [3, 4, 5, 3, 4, 5, 6, 4, 7, 5, 4, 7, 5];
var length1 = 4; // (ROC period 1) default = 11
var length2 = 6; // (ROC period 2) default = 14
var length3 = 5; // (WMA smoothing period) default = 10
await ta.cop(data, length1, length2, length3);
// output (array)
// [0.376, 0.237]
`
#### Know Sure Thing
`javascript
var data = [8, 6, 7, 6, 8, 9, 7, 5, 6, 7, 6, 8, 6, 7, 6, 8, 9, 9, 8, 6, 4, 6, 5, 6, 7, 8, 9];
// roc sma #1
var r1 = 5; // default = 10
var s1 = 5; // default = 10
// roc sma #2
var r2 = 7; // default = 15
var s2 = 5; // default = 10
// roc sma #3
var r3 = 10; // default = 20
var s3 = 5; // default = 10
// roc sma #4
var r4 = 15; // default = 30
var s4 = 7; // default = 15
// signal line
var sig = 4; // default = 9
await ta.kst(data, r1, r2, r3, r4, s1, s2, s3, s4, sig);
// output (array)
// [[-0.68, -0.52], [-0.29, -0.58], [0.35, -0.36]]
// [kst line, signal line]
`
#### On-Balance Volume
`javascript
var data = [[25200, 10], [30000, 10.15], [25600, 10.17], [32000, 10.13]]; // [asset volume, close price]
await ta.obv(data);
// output (array)
// [0, 30000, 55600, 23600]
`
#### Volume-Weighted Average Price
`javascript
var data = [[127.21, 89329], [127.17, 16137], [127.16, 23945]]; // [average price, volume (quantity)]
var length = 2; // default = data.length
await ta.vwap(data, length);
// output (array)
// [127.204, 127.164]
`
#### Fractals
`javascript
var data = [[7,6],[8,6],[9,6],[8,5],[7,4],[6,3],[7,4],[8,5]]; // [high, low]
await ta.fractals(data);
// output (array, same length as input)
// [[false, false],[false,false],[true,false],[false,false],[false,false],[false,true],[false,false],[false,false]]
// [upper fractal, lower fractal]
`
#### Crossover (golden cross)
`javascript
var fastdata = [3,4,5,4,3]; // short period gets spliced when longer
var slowdata = [4,3,2,3,4];
await ta.cross(fastdata, slowdata);
// output (array)
// [{index: 1, cross true}, {index: 4, cross: false}]
// cross is true when fastdata is greater than the slowdata
`
#### Momentum
`javascript
var data = [1, 1.1, 1.2, 1.24, 1.34];
var length = 4; // default = 10
var percentage = false; // default = false (true returns percentage)
await ta.mom(data, length, percentage);
// output (array)
// [0.24, 0.24]
`
#### HalfTrend
`javascript
// experimental (untested) function (may change in the future), ported from:
// https://www.tradingview.com/script/U1SJ8ubc-HalfTrend/
// data = [high, close, low]
var data = [[100,97,90],[101,98,94],[103,96,92],[106,100,95],[110,101,100],[112,110,105],[110,100,90],[103,100,97],[95,90,85],[94,80,80],[90,82,81],[85,80,70]];
var atrlen = 6;
var amplitude = 3;
var deviation = 2;
await ta.halftrend(data, atrlen, amplitude, deviation);
// output (array)
// [[high, halftrend, low, signal]]
`
#### ZigZag
`javascript
// Based on high / low
var data = [[10,9], [12,10], [14,12], [15,13], [16,15], [11,10], [18,15]]; // [high, low]
var percentage = 0.25; // default = 0.05
await ta.zigzag(data, percentage);
// output (array)
// [9, 10.75, 12.5, 14.25, 16, 10, 18]
`
`javascript
// Based on close
var data = [6,7,8,9,10,12,9,8,5,3,3,3,5,7,8,9,11];
var percentage = 0.05;
await ta.zigzag(data, percentage);
// output (array)
// [6, 7.2, 8.4, 9.6, 10.8, 12.0, 10.5, 9.0, 7.5, 6.0, 4.5, 3.0, 4.6, 6.2, 7.8, 9.4, 11.0]
`
#### Parabolic SAR
`javascript
var data = [[82.15,81.29],[81.89,80.64],[83.03,81.31],[83.30,82.65],[83.85,83.07],[83.90,83.11],[83.33,82.49],[84.30,82.3],[84.84,84.15],[85,84.11],[75.9,74.03],[76.58,75.39],[76.98,75.76],[78,77.17],[70.87,70.01]];
var step = 0.02;
var max = 0.2;
await ta.psar(data, step, max);
// output (array)
// [81.29,82.15,80.64,80.64,80.7464,80.932616,81.17000672,81.3884061824,81.67956556416,82.0588176964608,85,85,84.7806,84.565588,84.35487624000001]
`
#### SuperTrend
`javascript
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1]] // [high, close, low]
var length = 3; // default = 20
var multiplier = 0.5; // default = 3
await ta.supertrend(data, length, multiplier);
// output (array)
// [[5.56,1.44],[3.37,0.63]]
// [up, down]
`
#### Elder Ray Index
`javascript
var data = [6,5,4,7,8,9,6,8];
var length = 7;
await ta.elderray(data, length);
// output (array)
// [[2.57,-2.43],[2.29,-2.71]]
// [bull, bear]
`
#### Historical Volatility
`javascript
var data = [7,6,5,7,8,9,7,6,5];
var length = 8;
await ta.hv(data, length);
// output (array)
// [0.642, 0.682]
`
#### Relative Vigor Index
`javascript
// data = [[open,high,low,close]] (requires at least 4 + length values)
var data = [[4,6,3,3], [3,5,2,2], [2,5,2,4], [4,6,4,5], [5,7,4,4], [4,6,3,4], [4,7,3,5], [5,7,5,6], [6,8,6,6], [6,9,5,6], [6,8,6,7], [7,9,5,6],[6,7,4,5],[5,6,5,6],[6,8,5,5],[5,7,2,6]];
var length = 8;
await ta.rvi(data, length);
// output (array)
// [0.29,0.21,0.15,0.16,0.09,0.05]
`
#### Relative Vigor Index Signal
`javascript
var rvi = [0.29,0.21,0.15,0.16,0.09,0.05]; // requires at least 4 values
await ta.rvi_signal(rvi);
// output (array)
// [0.20,0.15,0.12]
`
#### RSI Divergence
Experimental function: https://github.com/Bitvested/ta.js/issues/18
`javascript
var data = [74,83,66,78,69,70,84,73,74,73,83];
var rsi_length = 5;
var rsi_function = ta.wrsi; // default (the tradingview rsi indicator)
await ta.rsi_divergence(data, rsi_length, rsi_function);
// output (array)
// 1 = RSI is in divergence
// 0 = RSI is not in divergence
// [0, 0, 1, 0, 1, 0] (better to quantify if needed)
`
#### Universal Divergence
`javascript
var data1 = [48,34,43,54,56,64,43];
var data2 = [76,74,43,55,34,32,45,47];
await ta.divergence(data1, data2);
// output (array)
// 1 = RSI is in divergence
// 0 = RSI is not in divergence
// [0, 0, 1, 1, 0, 1] (better to quantify if needed)
`
$3
#### Alligator Oscillator
`javascript
var data = [8,7,8,9,7,8,9,6,7,8,6,8,10,8,7,9,8,7,9,6,7,9];
// defaults shown
var jawlength = 13;
var teethlength = 8;
var liplength = 5;
var jawshift = 8;
var teethshift = 5;
var lipshift = 3;
await ta.gator(data, jawlength, teethlength, liplength, jawshift, teethshift, lipshift);
// output (array)
// [upper gator, lower gator]
`
#### Chande Momentum Oscillator
`javascript
var data = [1, 1.2, 1.3, 1.3, 1.2, 1.4];
var length = 4; // default = 9
await ta.mom_osc(data, length);
// output (array)
// [0, 3.85]
`
#### Chaikin Oscillator
`javascript
var data = [[2,3,4,6],[5,5,5,4],[5,4,3,7],[4,3,3,4],[6,5,4,6],[7,4,3,6]]; // [high, close, low, volume]
var length1 = 2; // default = 3
var length2 = 4; // default = 10
await ta.chaikin_osc(data, length1, length2);
// output (array)
// [-1.667, -0.289, -0.736]
`
#### Aroon Oscillator
`javascript
var data = [2, 5, 4, 5];
var length = 3; // default = 25
await ta.aroon.osc(data, length);
// output (array)
// [50, 50]
`
#### Awesome Oscillator
`javascript
var data = [[6, 5], [8, 6], [7, 4], [6, 5], [7, 6], [9, 8]]; // [high, low]
var shortlength = 2; // default = 5
var longlength = 5; // default = 35
await ta.ao(data, shortlength, longlength);
// output (array)
// [0, 0.9]
`
#### Accelerator Oscillator
`javascript
var data = [[6, 5], [8, 6], [7, 4], [6, 5], [7, 6], [9, 8]]; // [high, low]
var shortlength = 2; // default = 5
var longlength = 4; // default = 35
await ta.ac(data, shortlength, longlength);
// output (array)
// [-5.875, -6.125, -6.5]
`
#### Fisher Transform
`javascript
var data = [8,6,8,9,7,8,9,8,7,8,6,7]; // high + low / 2
var length = 9;
await ta.fisher(data, length);
// output (array)
// [[-0.318, -0.11], [-0.449, -0.318], [-0.616, -0.449]] // [fisher, trigger]
`
$3
#### Bollinger Bands
`javascript
var data = [1, 2, 3, 4, 5, 6];
var length = 5; // default = 14
var deviations = 2; // default = 1
await ta.bands(data, length, deviations);
// output (array)
// [[5.828, 3, 0.172], [6.828, 4, 1.172]]
// [upper band, middle band, lower band]
`
#### Keltner Channels
`javascript
var data = [[3,2,1], [2,2,1], [4,3,1], [2,2,1], [3,3,1]]; // [high, close, low]
var length = 5; // default = 14
var deviations = 1; // default = 1
await ta.keltner(data, length, deviations);
// output (array)
// [[3.93, 2.06, 0.20]]
// [upper band, middle band, lower band]
`
#### Donchian Channels
`javascript
var data = [[6, 2], [5, 2], [5, 3], [6, 3], [7, 4], [6, 3]]; // [high, low]
var length = 5; // default = 20
await ta.don(data, length);
// output (array)
// [[7, 4.5, 2], [7, 4.5, 2]]
// [upper band, base line, lower band]
`
#### Fibonacci Bollinger Bands
`javascript
// created from: https://tradingview.com/script/qIKR3tbN-Fibonacci-Bollinger-Bands/
var data = [[1,59],[1.1,82],[1.21,27],[1.42,73],[1.32,42]]; // [price, volume]
var length = 4; // default = 20
var deviations = 3; // default = 3
await ta.fibbands(data, length, deviations);
// output (array)
// [[highest band -> fibonacci levels -> lowest band]]
`
#### Envelope
`javascript
var data = [6,7,8,7,6,7,8,7,8,7,8,7,8];
var length = 11, // default = 10
var percentage = 0.05; // default = 0.005
await ta.envelope(data, length, percentage);
// output (array)
// [[7.541, 7.182, 6.823], [7.636, 7.273, 6.909]]
// [upper band, base line, lower band]
`
$3
#### Standard Deviation
`javascript
var data = [1, 2, 3];
var length = 3; // default = data.length
await ta.std(data, length);
// output (float)
// 0.81649658092773
`
#### Variance
`javascript
var data = [6, 7, 2, 3, 5, 8, 6, 2];
var length = 7; // default = data.length
await ta.variance(data, length);
// output (array)
// [3.918, 5.061]
`
#### Inverse Normal Distribution
`javascript
var data = 0.4732;
await ta.normsinv(data);
// output (float)
// -0.06722824471054376
`
#### Monte Carlo Simulation
`javascript
var data = [6, 4, 7, 8, 5, 6];
var length = 2; // default = 50
var simulations = 100; // default = 1000
var percentile = 0.5; // default = undefined (returns all raw simulations)
await ta.sim(data, length, simulations, percentile);
// output (array)
// [6, 4, 7, 8, 5, 6, 5.96, 5.7]
`
#### Percentile
`javascript
var data = [[6,4,7], [5,3,6], [7,5,8]];
var percentile = 0.5;
await ta.percentile(data, percentile);
// output (array)
// [6, 4, 7]
`
#### Correlation
`javascript
var data1 = [1, 2, 3, 4, 5, 2];
var data2 = [1, 3, 2, 4, 6, 3];
await ta.cor(data1, data2);
// output (float)
// 0.8808929232684737
`
#### Percentage Difference
`javascript
var newval = 0.75;
var oldval = 0.5;
await ta.dif(newval, oldval);
// output (float)
// 0.5
`
#### Expected Return
`javascript
var data = [0.02, -0.01, 0.03, 0.05, -0.03]; // historical return data
await ta.er(data);
// output (float)
// 0.0119
`
#### Abnormal Return
`javascript
var data = [0.02, -0.01, 0.03, 0.05, -0.03]; // historical return data
var length = 3;
await ta.ar(data, length);
// output (array)
// [0.037, -0.053]
`
#### Kelly Criterion
`javascript
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.045, 0.005];
await ta.kelly(data);
// output (float)
// 0.1443
`
#### Martingale
`javascript
var data = [-1,-1,1,1,-1,-1]; // win or loss (> 0 || < 0)
var bet = 5;
var max = 20;
var multiplier = 2; // default = 2
await ta.martingale(data, bet, max, multiplier);
// output (float)
// 20
`
#### Anti-Martingale
`javascript
var data = [1,1,-1,-1,1,1]; // win or loss (> 0 || < 0)
var bet = 5;
var max = 20;
var multiplier = 2; // default = 2
await ta.antimartingale(data, bet, max, multiplier);
// output (float)
// 20
`
#### Permutations
`javascript
var data = [10,10,10];
await ta.permutations(data);
// output (int)
// 1000
`
#### Winratio
`javascript
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
await ta.winratio(data);
// output (float)
// 0.5
`
#### Average Win
`javascript
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
await ta.avgwin(data);
// output (float)
// 0.012
`
#### Average Loss
`javascript
var data = [0.01, 0.02, -0.01, -0.03, -0.015, 0.005];
await ta.avgloss(data);
// output (float)
// -0.018
`
#### Drawdown
`javascript
var data = [1, 2, 3, 4, 2, 3];
await ta.drawdown(data);
// output (float)
// -0.5
`
#### Median
`javascript
var data = [4, 6, 3, 1, 2, 5];
var length = 4; // default = data.length
await ta.median(data, length);
// output (array)
// [3, 2, 2]
`
#### Recent High
`javascript
var data = [4,5,6,7,8,9,8,7,8,9,10,3,2,1];
var lookback = 3; // No higher values after 3 periods? resets after each new high
await ta.recent_high(data, lookback);
// output (object)
// {index: 10, value: 10}
`
#### Recent Low
`javascript
var data = [1,4,5,6,4,3,2,3,4,3,5,7,8,8,5];
var lookback = 4; // No lower values after 4 periods? resets after each new low
await ta.recent_low(data, lookback);
// output (object)
// {index: 6, value: 2}
`
#### Median Absolute Deviation
`javascript
var data = [3, 7, 5, 4, 3, 8, 9];
var length = 6; // default = data.length
await ta.mad(data, length);
// output (array)
// [1, 2]
`
#### Average Absolute Deviation
`javascript
var data = [4, 6, 8, 6, 8, 9, 10, 11];
var length = 7; // default = data.length
await ta.aad(data, length);
// output (array)
// [1.673, 1.468]
`
#### Standard Error
`javascript
var data = [34, 54, 45, 43, 57, 38, 49];
var size = 10; // default = data.length
await ta.se(data, size);
// output (float)
// 2.424
`
#### Sum Squared Differences
`javascript
var data = [7, 6, 5, 7, 9, 8, 3, 5, 4];
var length = 7; // default = data.length
await ta.ssd(data, length);
// output (array)
// [4.87, 4.986, 5.372]
`
#### Logarithm
`javascript
var data = [5, 14, 18, 28, 68, 103];
await ta.log(data);
// output (array)
// [1.61, 2.64, 2.89, 3.33, 4.22, 4.63]
`
#### Exponent
`javascript
var data = [1.6, 2.63, 2.89, 3.33, 4.22, 4.63];
await ta.exp(data);
// output (array)
// [4.95, 13.87, 17.99, 27.94, 68.03, 102.51]
`
#### Normalize
`javascript
var data = [5,4,9,4];
var margin = 0.1; // margin % (default = 0)
await ta.normalize(data, margin);
// output (array)
// [0.22, 0.06, 0.86, 0.06]
`
#### Denormalize
`javascript
var data = [5,4,9,4]; // original data || [highest, lowest]
var norm = [0.22, 0.06, 0.86, 0.06, 0.44]; // normalized data
var margin = 0.1; // margin % (default = 0)
await ta.denormalize(data, norm, margin);
// output (array)
// [5 ,4, 9, 4, 6.4]
`
#### Normalize Pair
`javascript
var pair1 = [10,12,11,13];
var pair2 = [100,130,100,140];
await ta.normalize_pair(pair1, pair2);
// output (array)
// [[55, 55], [66, 71.5], [60.5, 54.99], [71.5, 76.99]]
`
#### Normalize From
`javascript
var data = [8, 12, 10, 11];
var baseline = 100;
await ta.normalize_from(data, baseline);
// output (array)
// [100, 150, 125, 137.5]
`
#### Standardize
`javascript
var data = [6,4,6,8,6];
await ta.standardize(data);
// output (array)
// [0, -1.581, 0, 1.581, 0]
`
#### Z-Score
`javascript
var data = [34,54,45,43,57,38,49];
var length = 5;
await ta.zscore(data, length);
// output (array)
// [1.266, -1.331, 0.408]
`
#### P-Value
`javascript
var t_stat = 2;
var df = 4;
await ta.pvalue(t_stat, df);
// output (float)
// 0.075
`
#### K-means Clustering
`javascript
var data = [2, 3, 4, 5, 3, 5, 7, 8, 6, 8, 6, 4, 2, 6];
var length = 4;
await ta.kmeans(data, length);
// output (array)
// [[ 4, 5, 5, 4 ], [ 7, 6, 6, 6 ], [ 8, 8 ], [ 2, 3, 3, 2 ]]
`
#### Mean Squared Error
`javascript
var data1 = [7,8,7,8,6,9];
var data2 = [6,8,8,9,6,8];
await ta.mse(data1, data2);
// output (float)
// 0.6666666666666666
`
#### Cumulative
`javascript
var data = [3,5,7,5,10];
var length = 4;
await ta.cum(data, length);
// output (array)
// [20, 27]
`
$3
#### Pseudo Random Number Generator
`javascript
var seed = "abcdefg"; // string || number
var prng = ta.random.prng(seed);
console.log(prng());
// output (float)
// 0.9100735441315919
`
#### Pick Random
`javascript
var data = ['a', 'b', 'c'];
var prng = ta.random.prng('abcdefg');
ta.random.pick(data, prng); // default number generator = Math.random
// output (array element)
// 'c'
`
#### Random Range
`javascript
var min = 10;
var max = 50;
var prng = ta.random.prng('abcdefg');
ta.random.range(min, max, prng); // default number generator = Math.random
// output (int)
// 46
`
#### Random Float
`javascript
var min = 1.4;
var max = 2.8;
var prng = ta.random.prng('abcdefg');
ta.random.float(min, max, prng); // default number generator = Math.random
// output (float)
// 2.6741029617842287
`
#### Random Order
`javascript
var data = ['a','b','c','d','e'];
var prng = ta.random.prng('abcdefg');
ta.random.order(data, prng); // default number generator = Math.random
// output (array)
// ['e', 'c', 'b', 'd', 'a'];
`
$3
#### Heikin Ashi
`javascript
var data = [[3, 4, 2, 3], [3, 6, 3, 5], [5, 5, 2, 3]]; // [open, high, low, close]
await ta.ha(data);
// output (array)
// [open, high, low, close]
// first 7-10 candles are unreliable
`
#### Renko
`javascript
var data = [[8, 6], [9, 7], [9, 8]]; // [high, low]
var bricksize = 3;
await ta.ren(data, bricksize);
// output (array)
// [open, high, low, close]
`
$3
#### Fibonacci Sequence
`javascript
ta.fibnumbers;
// output (array)
// [0, 1, 1, 2, 3, 5, 8...];
`
#### Times Up
`javascript
var data = [5,6,7,8,7,6,5];
var length = 3;
await ta.times_up(data, length);
// output (array)
// [1, 0, 0, 0]
`
#### Times Down
`javascript
var data = [5,6,7,8,7,6,5];
var length = 3;
await ta.times_down(data, length);
// output (array)
// [0, 0, 0, 1]
`
$3
#### Support Line
`javascript
var data = [4,3,2,5,7,6,5,4,7,8,5,4,6,7,5];
var start = {index: 2, value: 2}; // default = recent_low(data, 25);
var support = await ta.support(data, start);
// output (object)
// support.calculate = function(x) // calculates line at position x from start.index (= 0)
// support.slope = delta y per x
// support.lowest = lowest (start) value at x = 0
// support.index = (start) index of the lowest value
// to get the line at the current candle / chart period
var current = await support.calculate(data.length-support.index);
`
#### Resistance Line
`javascript
var data = [5,7,5,5,4,6,5,4,6,5,4,3,2,4,3,2,1];
var start = {index: 1, value: 7}; // default = recent_high(data, 25);
var resistance = await ta.resistance(data, start);
// output (object)
// resistance.calculate = function(x) // calculates line at position x from start.index (= 0)
// resistance.slope = delta y per x
// resistance.highest = highest (start) value
// resistance.index = (start) index of highest value
// to get the line at the current candle / chart period
var current = await resistance.calculate(data.length-resistance.index);
``