node-talib

A thin node.js wrapper around TA-LIB, a technical analysis library with 100+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, TRIX and candlestick pattern recognition.

Supporting this project

Support this project for new features and improvements.

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A few of the pending improvements include:

Update dependencies and modernize the library
Machine Learning integration for predictions, forecasting, etc.
Proper support for Windows and other platforms
Audit all functions
Add unit tests
Official documentation
Better technincal support
....and more.

If this project helped you in any way, you can also leave me a tip at (BTC) 18gT1wmq3RMoLBm2ZFv4PhiYbU5CMAQC6P.

Prerequisites

Node.js
Windows Build Tools 2015 (Windows Only)

If you are using Windows, you will need to install Windows Build Tools with the "--vs2015" param, which will download and install Visual C++ Build Tools 2015 and Python 2.7, configuring your machine and npm appropriately.

Installation

To install the most recent release from npm, run:

npm install talib

Building

The source code is available at github. You can either clone the repository or download a zip file of the latest release.

Once you have the source, you can build the module by running

npm install

in the main directory. If everything goes well, the module will be available in the build/Release folder.

Examples

TALib is very simple to use.

// load the module and display its version
var talib = require('./build/Release/talib');
console.log("TALib Version: " + talib.version);

// Display all available indicator function names
var functions = talib.functions;
for (i in functions) {
	console.log(functions[i].name);
}

Assuming the market data is readily available, you can calculate an indicator by calling the execute function with the name of the indicator and required input parameters.

// market data as arrays
var marketData = { open: [...], close: [...], high: [...], low: [...], volume: [...] };

// execute Average Directional Movement Index indicator with time period 9
talib.execute({
    name: "ADX",
    startIdx: 0,
    endIdx: marketData.close.length - 1,
    high: marketData.high,
    low: marketData.low,
    close: marketData.close,
    optInTimePeriod: 9
}, function (err, result) {

    console.log("ADX Function Results:");
    console.log(result);

});

you can also make synchronized call

var result = talib.execute({
    name: "ADX",
    startIdx: 0,
    endIdx: marketData.close.length - 1,
    high: marketData.high,
    low: marketData.low,
    close: marketData.close,
    optInTimePeriod: 9
});

Input parameters can be discovered by:

// Retreive Average Directional Movement Index indicator specifications
var function_desc = talib.explain("ADX");
console.dir(function_desc);


{
  // Function Name
  name: 'ADX',

  // Function Group Name
  group: 'Momentum Indicators',

  // Function Description
  hint: 'Average Directional Movement Index',

  // Input Parameters
  inputs:
   [ {
       // Parameter Name
       name: 'inPriceHLC',

       // Parameter Type
       //   price, real, or integer
       type: 'price',

       // Parameter keys to be passed in when calling the function
       //   open, high, low, close, volume,
       //   openinterest, or timestamp
       flags: [ 'high', 'low', 'close' ] } ],

  // Optional Input Parameters
  optInputs:
   [ {
       // Parameter Name
       name: 'optInTimePeriod',

       // Parameter Display Label
       displayName: 'Time Period',

       // Parameter Default Value
       defaultValue: 14,

       // Parameter Description
       hint: 'Number of period',

       // Parameter Type
       //   real_range, real_integer,
       //   integer_range, or integer_list
       type: 'integer_range' } ],

  // Output Values
  outputs:
   [ {
       // Value Name
       name: 'outReal',

       // Value Type
       //   real or integer
       type: 'real',

       // Suggested Value Visualization Hint
       //   line, line_dot, line_dash, dot,
       //   histogram, pattern_bool, pattern_bull_bear,
       //   pattern_strength, positive, negative, zero,
       //   limit_upper, or limit_lower
       flags: [ 'line' ] } ] }

Some indicators require or accept a optInMAType flag:

SMA   = 0
EMA   = 1
WMA   = 2
DEMA  = 3
TEMA  = 4
TRIMA = 5
KAMA  = 6
MAMA  = 7
T3    = 8

For working examples look in the examples/ directory. You can execute the examples using node.

node examples/adx.js

License

This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.