Technical Indicators — fintech-algorithms

Trend Smoothing

Simple Moving Average (SMA) contract calculateSma(values, window)
Exponential Moving Average (EMA) contract calculateEma(values, span)
Weighted Moving Average (WMA) contract calculateWma(values, window)
Wilder RMA contract calculateRma(values, period)
Double Exponential Moving Average (DEMA) contract calculateDemaComponents(values, span)
Triple Exponential Moving Average (TEMA) contract calculateTemaComponents(values, span)
Hull MA contract calculateHullMa(values, window)
Kaufman Adaptive Moving Average (KAMA) contract calculateKama(values, efficiencyPeriod, fastPeriod, slowPeriod)
MESA Adaptive Moving Average (MAMA) contract mama(values, fastLimit, slowLimit)

MACD contract macd(values, fastSpan, slowSpan, signalSpan)
Percentage Price Oscillator (PPO) verified ppo(values, fastSpan, slowSpan, signalSpan)
Aroon Up, Down, and Oscillator verified aroon(high, low, period)
Directional Movement verified directional_movement(high, low, close, period)
Average Directional Index (ADX) verified adx(high, low, close, period)
Ichimoku Cloud verified ichimoku(high, low, close, conversionPeriod, basePeriod, spanBPeriod, displacement)
Parabolic SAR verified parabolic_sar(high, low, initialDirection, accelerationStep, accelerationMax)
Supertrend verified supertrend(high, low, close, period, multiplier)

True Range verified true_range(high, low, close)
Average True Range (ATR) verified average_true_range(high, low, close, p)
Bollinger Bands verified bollinger_bands(close, p, multiplier)
Keltner Channels verified keltner_channels(high, low, close, emaPeriod, atrPeriod, multiplier)
Donchian Channels verified donchian_channels(high, low, p)
Bollinger BandWidth verified bollinger_bandwidth(close, p, multiplier)

On-Balance Volume (OBV) verified obv(close, volume, initial)
Accumulation/Distribution Line verified accumulation_distribution_line(high, low, close, volume, initial)
Chaikin Money Flow verified chaikin_money_flow(high, low, close, volume, p)
Money Flow Index verified money_flow_index(high, low, close, volume, p)
Volume Price Trend verified volume_price_trend(close, volume, initial)
Force Index verified force_index(close, volume, p)