Technical Indicators

Reference documentation for the technical indicator implementations.

RSI (Relative Strength Index)

Measures momentum by comparing recent gains to losses.


import { RSI } from './indicators/rsi';
 
const rsi = new RSI(14);
const value = rsi.calculate(candles);
 
console.log(`RSI: ${value}`); // 0-100

Parameters

Parameter	Default	Description
`period`	14	Calculation period

Interpretation

Value	Condition
> 70	Overbought
< 30	Oversold
50	Neutral

MACD (Moving Average Convergence Divergence)

Trend-following momentum indicator.


import { MACD } from './indicators/macd';
 
const macd = new MACD(12, 26, 9);
const result = macd.calculate(candles);
 
console.log(`MACD Line: ${result.macd}`);
console.log(`Signal Line: ${result.signal}`);
console.log(`Histogram: ${result.histogram}`);

Parameters

Parameter	Default	Description
`fastPeriod`	12	Fast EMA period
`slowPeriod`	26	Slow EMA period
`signalPeriod`	9	Signal line period

Interpretation

Condition	Signal
MACD > Signal	Bullish
MACD < Signal	Bearish
Histogram increasing	Momentum increasing

Bollinger Bands

Volatility bands around a moving average.


import { BollingerBands } from './indicators/bollinger';
 
const bb = new BollingerBands(20, 2);
const result = bb.calculate(candles);
 
console.log(`Upper: ${result.upper}`);
console.log(`Middle: ${result.middle}`);
console.log(`Lower: ${result.lower}`);
console.log(`Width: ${result.width}`);

Parameters

Parameter	Default	Description
`period`	20	SMA period
`stdDev`	2	Standard deviation multiplier

Interpretation

Price Position	Condition
Above upper	Overbought
Below lower	Oversold
Near middle	Fair value

EMA (Exponential Moving Average)

Weighted moving average favoring recent prices.


import { EMA } from './indicators/ema';
 
const ema9 = new EMA(9);
const ema21 = new EMA(21);
 
const fast = ema9.calculate(candles);
const slow = ema21.calculate(candles);
 
if (fast > slow) {
  console.log('Bullish trend');
}

ATR (Average True Range)

Measures market volatility.


import { ATR } from './indicators/atr';
 
const atr = new ATR(14);
const value = atr.calculate(candles);
 
const stopLoss = currentPrice - (value * 2);
const takeProfit = currentPrice + (value * 4);

Volume Analysis

Volume-based indicators.


import { VolumeProfile, VWAP } from './indicators/volume';
 
// Volume Profile
const vp = new VolumeProfile(24);
const profile = vp.calculate(candles);
console.log(`POC: ${profile.poc}`);
console.log(`VAH: ${profile.vah}`);
console.log(`VAL: ${profile.val}`);
 
// VWAP
const vwap = new VWAP();
const vwapValue = vwap.calculate(candles);

Creating Custom Indicators


import { Indicator, Candle } from './types';
 
export class CustomIndicator implements Indicator {
  private period: number;
 
  constructor(period: number = 14) {
    this.period = period;
  }
 
  calculate(candles: Candle[]): number {
    const closes = candles.slice(-this.period).map(c => c.close);
 
    // Your calculation logic
    const sum = closes.reduce((a, b) => a + b, 0);
    return sum / closes.length;
  }
}

Type Definitions


interface Candle {
  timestamp: number;
  open: number;
  high: number;
  low: number;
  close: number;
  volume: number;
}
 
interface Indicator {
  calculate(candles: Candle[]): number | IndicatorResult;
}
 
interface MACDResult {
  macd: number;
  signal: number;
  histogram: number;
}
 
interface BollingerResult {
  upper: number;
  middle: number;
  lower: number;
  width: number;
}