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    Interface StandardIndicatorsSingle

    Single-value standard indicators (classic defaults as in trading literature).

    • SMA (full-window)
    • Smoothed MA (full-window)
    • EMA (full-window)
    • Bollinger Bands (20 SMA, ±2 StdDev, full-window must be length 20)
    • MACD (12/26 EMA with 9 EMA signal; full-window must be length 34)
    • RSI (Smoothed MA, period 14; full-window must be length 14)
    interface StandardIndicatorsSingle {
        bollingerBands(prices: number[]): [number, number, number];
        exponentialMovingAverage(prices: number[]): number;
        macd(prices: number[]): [number, number, number];
        rsi(prices: number[]): number;
        simpleMovingAverage(prices: number[]): number;
        smoothedMovingAverage(prices: number[]): number;
    }
    Index

    Methods

    bollingerBands exponentialMovingAverage macd rsi simpleMovingAverage smoothedMovingAverage

    Methods

    • Calculates standard Bollinger Bands. Defaults: 20-period SMA center, ±2 Standard Deviations.

      Parameters

      • prices: number[]

        Slice of prices. Must be exactly length 20.

      Returns [number, number, number]

      [lower, middle, upper]

      If prices is empty or length != 20.

    • Calculates the exponential moving average over the full window.

      Parameters

      • prices: number[]

        Slice of prices.

      Returns number

      EMA value.

      If prices is empty.

    • Calculates standard MACD, signal, and histogram. Defaults: MACD = EMA(12) - EMA(26); signal = EMA(9) of MACD. Full-window formula expects 34 prices to produce one MACD+signal point.

      Parameters

      • prices: number[]

        Slice of prices. Must be exactly length 34.

      Returns [number, number, number]

      [macd, signal, histogram]

      If prices.length != 34.

    • Calculates standard RSI (period 14) using Smoothed Moving Average.

      Parameters

      • prices: number[]

        Slice of prices. Must be exactly length 14.

      Returns number

      RSI value.

      If prices.length != 14.

    • Calculates the simple moving average (SMA) over the full window.

      Parameters

      • prices: number[]

        Slice of prices.

      Returns number

      SMA value.

      If prices is empty.

    • Calculates the smoothed moving average over the full window.

      Parameters

      • prices: number[]

        Slice of prices.

      Returns number

      Smoothed MA value.

      If prices is empty.

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