Indicators¶

Each indicator has .update() for per-tick use and a static .compute() for batch. All classes support .reset() to clear state.

// Single value
const ema = new EMA(20);
ema.update(price);        // returns current value (NaN during warmup)
ema.reset();

// Multi-output
const macd = new MACD(12, 26, 9);
macd.update(price);
macd.line; macd.signal; macd.histogram;

// OHLC input
const atr = new ATR(14);
atr.update(high, low, close);

const stoch = new Stochastic(14, 3);
stoch.update(high, low, close);
stoch.k; stoch.d;

// Multi-input
const corr = new Correlation(20);
corr.update(x, y);

const pvol = new ParkinsonVol(20);
pvol.update(high, low);

// Batch
const adxResult = ADX.compute(highs, lows, closes, 14);
adxResult.adx; adxResult.plusDi; adxResult.minusDi;

const skewArr = Skewness.compute(prices, 20);

Single value — update(value):

SMA, EMA, RMA, DEMA, TEMA, KAMA, RSI, Slope, Skewness, Kurtosis, RollingZScore, ShannonEntropy

Multi-output — named properties instead of .value:

MACD → .line, .signal, .histogram
Bollinger → .upper, .middle, .lower

OHLC / multi-input:

ATR, CCI, CHOP — update(high, low, close)
Stochastic — update(high, low, close) → .k, .d
ADX — batch only: ADX.compute(highs, lows, closes, period) → .adx, .plusDi, .minusDi
ParkinsonVol — update(high, low)
RogersSatchellVol — update(open, high, low, close)
Correlation — update(x, y)

Volume:

OBV, VWAP, CVD

Indicator catalog¶

Every indicator below is one QuickJS class with both a batch compute() method and streaming update() / value / ready / reset(). Same instance, two ways to use it:

const flox = require('flox-node');
const ema = new flox.EMA(10);
const out = ema.compute(prices);            // batch
for (const v of stream) {
  ema.update(v);
  if (ema.ready) console.log(ema.value);    // streaming on the same instance
}

Indicator	Constructor	Kind
`EMA`	`new flox.EMA(period)`	SingleInput
`SMA`	`new flox.SMA(period)`	SingleInput
`RMA`	`new flox.RMA(period)`	SingleInput
`RSI`	`new flox.RSI(period)`	SingleInput
`KAMA`	`new flox.KAMA(period, fast, slow)`	SingleInput
`DEMA`	`new flox.DEMA(period)`	SingleInput
`TEMA`	`new flox.TEMA(period)`	SingleInput
`Slope`	`new flox.Slope(length)`	SingleInput
`Skewness`	`new flox.Skewness(period)`	SingleInput
`Kurtosis`	`new flox.Kurtosis(period)`	SingleInput
`RollingZScore`	`new flox.RollingZScore(period)`	SingleInput
`ShannonEntropy`	`new flox.ShannonEntropy(period, bins)`	SingleInput
`AutoCorrelation`	`new flox.AutoCorrelation(window, lag)`	SingleInput
`ATR`	`new flox.ATR(period)`	BarInput
`CCI`	`new flox.CCI(period)`	BarInput
`Stochastic`	`new flox.Stochastic(k_period, d_period)`	BarInput
`ParkinsonVol`	`new flox.ParkinsonVol(period)`	HighLowInput
`RogersSatchellVol`	`new flox.RogersSatchellVol(period)`	OhlcInput
`Correlation`	`new flox.Correlation(period)`	PairInput
`MACD`	`new flox.MACD(fast, slow, signal)`	MultiOutput
`Bollinger`	`new flox.Bollinger(period, stddev)`	MultiOutput