A TypeScript library for technical analysis indicators, built on generator-based streaming architecture with high-precision decimal arithmetic.

• Generator-based streaming — Process data point-by-point via standard iterators, naturally composable with for-of loops and pipelines
• High-precision arithmetic — Powered by dnum, representing numbers as [value: bigint, decimals: number] tuples — no floating-point rounding errors
• Full TypeScript support — Strict types for all indicators, options, and outputs
• Modular packages — Pick only what you need: core primitives, indicators, strategies, or backtesting

# All-in-one (includes all packages)
pnpm add @vulcan-js/forge

# Or install individual packages as needed
pnpm add @vulcan-js/indicators   # Indicators (includes core)
pnpm add @vulcan-js/strategies   # Strategies (includes core + indicators)
pnpm add @vulcan-js/backtest     # Backtesting (includes core + strategies)

Every indicator is a generator function. Pass an iterable source and iterate over the results:

import { collect } from '@vulcan-js/core'
import { sma } from '@vulcan-js/indicators'

const prices = [10, 11, 12, 13, 14, 15]

// Collect all results into an array
const results = collect(sma(prices, { period: 3 }))

// Or iterate lazily
for (const value of sma(prices, { period: 3 })) {
  console.log(value) // Dnum tuple: [bigint, number]
}

Use .create() to get a stateful processor for feeding data point-by-point:

import { rsi } from '@vulcan-js/indicators'

const process = rsi.create({ period: 14 })

// Feed new prices as they arrive
const result1 = process(100)
const result2 = process(102)
const result3 = process(98)

• Aroon Indicator
• Balance of Power (BOP)
• Chande Forecast Oscillator (CFO)
• Commodity Channel Index (CCI)
• Double Exponential Moving Average (DEMA)
• Exponential Moving Average (EMA)
• Mass Index (MI)
• Moving Average Convergence Divergence (MACD)
• Moving Max (MMAX)
• Moving Min (MMIN)
• Moving Sum (MSUM)
• Parabolic SAR (PSAR)
• Qstick
• Random Index (KDJ)
• Rolling Moving Average (RMA)
• Simple Moving Average (SMA)
• Since Change
• Triple Exponential Moving Average (TEMA)
• Triangular Moving Average (TRIMA)
• Triple Exponential Average (TRIX)
• Typical Price
• Volume Weighted Moving Average (VWMA)
• Vortex Indicator

• Absolute Price Oscillator (APO)
• Awesome Oscillator (AO)
• Chaikin Oscillator (CMO)
• Ichimoku Cloud
• Percentage Price Oscillator (PPO)
• Percentage Volume Oscillator (PVO)
• Price Rate of Change (ROC)
• Relative Strength Index (RSI)
• Stochastic Oscillator (STOCH)
• Williams R (WILLR)

• Accumulation/Distribution (AD)

MIT