Trendyways
Small javascript library containing methods to be used in financial technical analysis of stock time series. It is intended to be a simple library, suitable to be inserted in any visulization workflow to generate results on the fly.
Compatibily: IE[7,8,9,...], Chrome and Firefox.
Install
npm install trendyways
How to use it
From NPM, load the module to access the methods:
let tw = require ("trendyways")
console.log(tw.ma([1.1, 2.2, 3.4, 2.1], 2)
If you use the module in a browser as a JS dependency, trendyways.js or trendyways.min.js just include the file:
<script src="trendyways.min.js" />
and the file will be available as the tw module: e.g. tw.max([4,5,6])
Documentation
Please refer to the wiki of the project to access the latest documentation: https://github.com/rubenafo/trendyways/wiki
General purpose functions:
- series min.
- series max.
- series mean.
- series standar deviation.
Averages and Intervals:
- MA: simple moving average.
- EMA: exponential moving average.
- WMA: weighted moving average.
- Bollinger bands (window n, k value).
Error methods:
- series MSE
- series RMSE
- series MAE
Support and Resistance methods:
- Floor pivot points (resistances R1, R2 and R3; and supports S1, S2 and S3).
- Tom Demarks Points (low:high values prediction).
- Woodies Points (resistances R1,R2; and supports S1 and S2).
- Camarilla Points (resistances R1,R2,R3 and R4; supports S1,S2,S3 and S4).
- Fibonacci Retracements (for both uptrend and downtrend series).
Technical Indicators:
- On-Balance Volume (obv)
- Price and Volume Trend (pvt)
- Money Flow Index (mfi)
- MACD indicator (macd)
- Momentum (n-th order momentum)
- Rate of Change (ROC) (n-th order)
- RSI (Relative Strength Index) (n-th order)
- Average True Range (ATR)
- Average Directional Index (ADV)
Tests
At the top of this README there is a link to the coverage and test results from Travis and CoverAll. If you want to run your tests locally, use mocha to run the /tests files:
mocha ./tests
