TA

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A comprehensive technical analysis library for financial markets that provides a wide range of technical indicators and pattern recognition tools.

Installation

deno add jsr:@liquid/ta

import * as ta from "@liquid/ta";

Overview

The @liquid/ta module includes implementations of popular technical indicators, candlestick pattern recognition, and signal generation capabilities.

Features

• Technical Indicators: Moving averages, oscillators, volatility measures, and more
• Candlestick Pattern Recognition: Identify common candlestick patterns
• Signal Generation: Create and filter trading signals based on indicator conditions

Usage

Basic Example

import { calculateEMA, calculateRSI, isBullishEngulfing } from "@liquid/ta";

// Calculate EMA using price data
const prices = [10, 11, 12, 11, 10, 11, 13, 15];
const emaPeriod = 5;
const emaValues = calculateEMA(prices, emaPeriod);

// Calculate RSI
const rsiPeriod = 14;
const rsiValues = calculateRSI(prices, rsiPeriod);

// Check for bullish engulfing pattern
const open = [10, 11, 12, 11];
const close = [11, 10, 11, 13];
const high = [12, 11, 12, 14];
const low = [9, 9, 10, 10];
const isBullish = isBullishEngulfing(open, high, low, close, 3); // Check at index 3

Signal Generation

import { generateSignals, getSignalsForCategory } from "@liquid/ta";

// Generate all signals from your price data
const signals = generateSignals({
  open: openPrices,
  high: highPrices,
  low: lowPrices,
  close: closePrices,
  volume: volumeData
});

// Get trend-related signals only
const trendSignals = getSignalsForCategory("trend");

API Reference

Technical Indicators

Function	Description
calculateSMA(data, period)	Simple Moving Average
calculateEMA(data, period)	Exponential Moving Average
calculateRSI(data, period)	Relative Strength Index
calculateMACD(data, fastPeriod, slowPeriod, signalPeriod)	Moving Average Convergence Divergence
calculateBollingerBands(data, period, stdDev)	Bollinger Bands
calculateStochastic(high, low, close, period, smoothK, smoothD)	Stochastic Oscillator
calculateADX(high, low, close, period)	Average Directional Index
calculateATR(high, low, close, period)	Average True Range
calculateCCI(high, low, close, period)	Commodity Channel Index
calculateAroon(high, low, period)	Aroon Indicator
calculateChoppinessIndex(high, low, close, period)	Choppiness Index
calculateCMF(high, low, close, volume, period)	Chaikin Money Flow
calculateFibonacciRetracements(high, low)	Fibonacci Retracement Levels
calculatePivotPoints(high, low, close)	Pivot Points
calculateLinearRegressionSlope(data, period)	Linear Regression Slope
calculateFibonacci(high, low)	Fibonacci Levels
calculateIchimoku(high, low, conversionPeriod, basePeriod, spanPeriod, displacement)	Ichimoku Cloud
calculateMFI(high, low, close, volume, period)	Money Flow Index
calculateSmoothedAverage(data, period)	Smoothed Average
calculateStandardDeviation(data, period)	Standard Deviation
calculateSupertrend(high, low, close, period, multiplier)	Supertrend Indicator
calculateVWAP(high, low, close, volume)	Volume Weighted Average Price
calculateWilliamsR(high, low, close, period)	Williams %R

Candlestick Pattern Recognition

Function	Description
isBullishEngulfing(open, high, low, close, index)	Bullish Engulfing Pattern
isBearishEngulfing(open, high, low, close, index)	Bearish Engulfing Pattern
isBullishHarami(open, high, low, close, index)	Bullish Harami Pattern
isBearishHarami(open, high, low, close, index)	Bearish Harami Pattern
isDoji(open, high, low, close, index)	Doji Pattern
isHammer(open, high, low, close, index)	Hammer Pattern
isShootingStar(open, high, low, close, index)	Shooting Star Pattern
isMorningStar(open, high, low, close, index)	Morning Star Pattern
isEveningStar(open, high, low, close, index)	Evening Star Pattern
isThreeWhiteSoldiers(open, high, low, close, index)	Three White Soldiers Pattern
isThreeBlackCrows(open, high, low, close, index)	Three Black Crows Pattern

Signal Generation

Function	Description
generateSignals(data)	Generate trading signals based on indicators
getSignalsForCategory(category)	Get signals filtered by category

Advanced Usage

Custom Signal Generation

import { calculateRSI, calculateEMA } from "@liquid/ta";

function createCustomSignal(prices) {
  const rsi = calculateRSI(prices, 14);
  const ema20 = calculateEMA(prices, 20);
  const ema50 = calculateEMA(prices, 50);
  
  const signals = [];
  
  for (let i = 50; i < prices.length; i++) {
    // RSI oversold and EMA crossover
    if (rsi[i] < 30 && ema20[i-1] < ema50[i-1] && ema20[i] > ema50[i]) {
      signals.push({
        type: 'BUY',
        index: i,
        price: prices[i],
        reason: 'RSI oversold with EMA crossover'
      });
    }
    
    // RSI overbought and EMA crossunder
    if (rsi[i] > 70 && ema20[i-1] > ema50[i-1] && ema20[i] < ema50[i]) {
      signals.push({
        type: 'SELL',
        index: i,
        price: prices[i],
        reason: 'RSI overbought with EMA crossunder'
      });
    }
  }
  
  return signals;
}