talib

Technical Analysis Library

npm install talib
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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.

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

make all

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);
}

// retreive Average Directional Movement Index indicator specifications
var function_desc = talib.explain("ADX");
console.log(function_desc.name);
console.log(function_desc.group);
console.log(function_desc.hint);
console.log(function_desc.inputs);
console.log(function_desc.optInputs);
console.log(function_desc.outputs);

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 function 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 (result) {

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

});

Input parameters can be discovered by:

console.log("Inputs:", talib.explain("ADX").inputs);
# Inputs: ['inPriceHLC']   // Pass the keys  'high', 'low', 'close' with an array of values

console.log("Inputs:", talib.explain("AVGPRICE").inputs);
# Inputs: ['inPriceOHLC']   // Pass the keys  'open', 'high', 'low', 'close' with an array of values

console.log("Inputs:", talib.explain("MFI").inputs);
# Inputs: ['inPriceHLCV']  // Pass the keys  'high', 'low', 'close', 'volume' with an array of values

console.log("Inputs:", talib.explain("LINEARREG").inputs);
# Inputs: ['inReal']  // Pass the key 'inReal' with an array of values

// There are a few other various for inPrice[H|L|C|O|V] as well as inReal0, inReal1

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

node examples/adx.js

License

Copyright (c) 2012-2013 Mustafa Oransel

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.

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