Technical Indicators

market-feed/indicators provides eight technical indicators as pure functions over HistoricalBar[]. No network, no async, fully tree-shakeable.

Function reference

Function	Returns	Default params
sma(bars, period)	IndicatorPoint[]	—
ema(bars, period)	IndicatorPoint[]	—
rsi(bars, period?)	IndicatorPoint[]	period: 14
macd(bars, fast?, slow?, signal?)	MACDPoint[]	12, 26, 9
bollingerBands(bars, period?, stdDevMult?)	BollingerPoint[]	20, 2
atr(bars, period?)	IndicatorPoint[]	period: 14
vwap(bars)	IndicatorPoint[]	—
stochastic(bars, kPeriod?, dPeriod?)	StochasticPoint[]	14, 3

All functions return an empty array (not an error) when there is insufficient data.

Setup

import { MarketFeed } from "market-feed";
import { sma, ema, rsi, macd, bollingerBands, atr, vwap, stochastic } from "market-feed/indicators";

const feed = new MarketFeed();
const bars = await feed.historical("AAPL", { period1: "2024-01-01", interval: "1d" });

Moving averages

const sma20 = sma(bars, 20);
// [{ date: Date, value: 189.5 }, ...]

const ema12 = ema(bars, 12);

Output type:

interface IndicatorPoint {
  date: Date;
  value: number;
}

RSI

const rsi14 = rsi(bars, 14); // values in [0, 100]

const overbought = rsi14.filter(p => p.value > 70);
const oversold   = rsi14.filter(p => p.value < 30);

MACD

const macdResult = macd(bars, 12, 26, 9);

interface MACDPoint {
  date: Date;
  macd: number;       // fast EMA − slow EMA
  signal: number;     // EMA of macd line
  histogram: number;  // macd − signal
}

Bollinger Bands

const bb = bollingerBands(bars, 20, 2);

interface BollingerPoint {
  date: Date;
  upper: number;   // middle + 2σ
  middle: number;  // 20-period SMA
  lower: number;   // middle − 2σ
}

ATR — Average True Range

const atr14 = atr(bars, 14);
// IndicatorPoint[] — higher values = higher volatility

VWAP

Cumulative VWAP from the first bar in the series:

const vwapPoints = vwap(bars);
// IndicatorPoint[] — running volume-weighted average price

Stochastic Oscillator

const stoch = stochastic(bars, 14, 3);

interface StochasticPoint {
  date: Date;
  k: number;  // %K — raw stochastic [0, 100]
  d: number;  // %D — 3-period SMA of %K
}

Example: MACD crossover signal

const macdData = macd(bars);

for (let i = 1; i < macdData.length; i++) {
  const prev = macdData[i - 1]!;
  const curr = macdData[i]!;

  // Bullish crossover: MACD crosses above signal
  if (prev.macd < prev.signal && curr.macd > curr.signal) {
    console.log(`Bullish MACD crossover on ${curr.date.toDateString()}`);
  }

  // Bearish crossover: MACD crosses below signal
  if (prev.macd > prev.signal && curr.macd < curr.signal) {
    console.log(`Bearish MACD crossover on ${curr.date.toDateString()}`);
  }
}

Example: Bollinger Band squeeze

const bb = bollingerBands(bars, 20, 2);

for (const point of bb) {
  const bandWidth = (point.upper - point.lower) / point.middle;
  if (bandWidth < 0.05) {
    console.log(`Bollinger squeeze on ${point.date.toDateString()} — width: ${(bandWidth * 100).toFixed(2)}%`);
  }
}