Indicators

Every indicator class has .update() for per-tick use plus a static .compute() for batch, and .reset() to clear state. Whether the instance also carries a compute() differs per class — the indicator catalog below lists it per class.

Classes are injected as globals by the embedded runtime. There is no require() in QuickJS.

// 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 — batch-only static helpers, no update() / value / ready:

OBV.compute(close, volume) VWAP.compute(close, volume, window) CVD.compute(open, high, low, close, volume)

Indicator catalog

Every indicator below is a global class: the embedded runtime evaluates quickjs/flox/indicators.js at global scope, so there is no require() and no namespace prefix. Streaming is update() / value / ready / reset() on the instance; batch is a static compute(). Only some classes also carry an instance compute() — see the Batch column.

const ema = new EMA(10);                    // global class, no require()
const out = EMA.compute(prices, 10);        // batch: static compute()
for (const v of stream) {
  ema.update(v);
  if (ema.ready) console.log(ema.value);    // streaming on the instance
}

Indicator	Constructor	Kind	Batch
EMA	new EMA(period)	SingleInput	static EMA.compute(data, period)
SMA	new SMA(period)	SingleInput	static SMA.compute(data, period)
RMA	new RMA(period)	SingleInput	static RMA.compute(data, period)
RSI	new RSI(period)	SingleInput	static RSI.compute(data, period)
KAMA	new KAMA(period, fast=2, slow=30)	SingleInput	static KAMA.compute(data, period, fast=2, slow=30), instance compute(data)
DEMA	new DEMA(period)	SingleInput	static DEMA.compute(data, period)
TEMA	new TEMA(period)	SingleInput	static TEMA.compute(data, period)
Slope	new Slope(length)	SingleInput	static Slope.compute(data, length)
Skewness	new Skewness(period)	SingleInput	static Skewness.compute(data, period)
Kurtosis	new Kurtosis(period)	SingleInput	static Kurtosis.compute(data, period)
RollingZScore	new RollingZScore(period)	SingleInput	static RollingZScore.compute(data, period)
ShannonEntropy	new ShannonEntropy(period, bins=10)	SingleInput	static ShannonEntropy.compute(data, period, bins=10), instance compute(data)
AutoCorrelation	new AutoCorrelation(window, lag)	SingleInput	static AutoCorrelation.compute(data, window, lag), instance compute(data)
ATR	new ATR(period)	BarInput	static ATR.compute(high, low, close, period)
CCI	new CCI(period)	BarInput	static CCI.compute(high, low, close, period)
Stochastic	new Stochastic(kPeriod=14, dPeriod=3)	BarInput	static Stochastic.compute(high, low, close, kPeriod=14, dPeriod=3), instance compute(high, low, close)
ParkinsonVol	new ParkinsonVol(period)	HighLowInput	static ParkinsonVol.compute(high, low, period)
RogersSatchellVol	new RogersSatchellVol(period)	OhlcInput	static RogersSatchellVol.compute(open, high, low, close, period)
Correlation	new Correlation(period)	PairInput	static Correlation.compute(x, y, period)
MACD	new MACD(fast=12, slow=26, signal=9)	MultiOutput	static MACD.compute(data, fast=12, slow=26, signal=9), instance compute(data)
Bollinger	new Bollinger(period=20, multiplier=2.0)	MultiOutput	static Bollinger.compute(data, period=20, multiplier=2.0), instance compute(data)

An instance compute() exists only on KAMA, ShannonEntropy, AutoCorrelation, Stochastic, MACD, Bollinger. On every other class above new EMA(20).compute(prices) is undefined — call EMA.compute(prices, 20).

Also defined in flox/indicators.js but not in the shared registry: CHOP (streaming plus a static compute()); ADX, OBV, VWAP, CVD (batch-only static compute(), no update()).