Functions

import { adx, aroon, atr, ... } from "@reincharts/indicators";

adxCopy Anchor Link

ADX only (see dmi).

function adx<T>(data: readonly T[], o?: DMIOptions<T>): Values

aroonCopy Anchor Link

Aroon up / down over period + 1 bars (default period 14). First value at index period.

function aroon<T>(data: readonly T[], o?: LookbackOptions<T>): AroonResult

atrCopy Anchor Link

Average true range (Wilder). First value at index period - 1.

function atr<T>(data: readonly T[], o?: ATROptions<T>): Values

bollingerCopy Anchor Link

Bollinger Bands: basis MA ± multiplier × population standard deviation.

function bollinger<T>(data: readonly T[], o?: BollingerOptions<T>): Bands

cciCopy Anchor Link

Commodity Channel Index: (src − SMA) / (0.015 × mean deviation). Default source hlc3.

function cci<T>(data: readonly T[], o?: CCIOptions<T>): Values

changeCopy Anchor Link

Bar-to-bar change, absolute and in percent. First value at index 1.

function change<T>(data: readonly T[], o?: SourceOptions<T>): ChangeResult

compareCopy Anchor Link

Percent change of a series relative to its first defined value at or after baseIndex (e.g. compare(data, { source: (d) => d.AAPL })), used to compare symbols. Values before the base are undefined. Values are in percent (12.5 = +12.5%).

function compare<T>(data: readonly T[], o?: CompareOptions<T>): Values

defaultInputsCopy Anchor Link

Default input values of a definition.

function defaultInputs<I>(def: IndicatorDefinition<I>): I

defineIndicatorCopy Anchor Link

Identity helper that types a custom indicator definition.

function defineIndicator<I>(def: IndicatorDefinition<I>): IndicatorDefinition<I>

dmiCopy Anchor Link

Directional Movement Index (+DI, −DI) and ADX (Wilder smoothing).

function dmi<T>(data: readonly T[], o?: DMIOptions<T>): DMIResult

donchianCopy Anchor Link

Donchian Channels: highest high, lowest low and their average over period bars.

function donchian<T>(data: readonly T[], o?: DonchianOptions<T>): Bands

elderImpulseCopy Anchor Link

Elder impulse system: 1 (green) when both the EMA and the MACD histogram rise, −1 (red) when both fall, 0 (neutral / blue) otherwise; undefined until both are available.

function elderImpulse<T>(data: readonly T[], o?: ElderImpulseOptions<T>): Values

elderRayCopy Anchor Link

Elder-ray bull and bear power ("Bull Bear Power" is their sum).

function elderRay<T>(data: readonly T[], o?: ElderRayOptions<T>): ElderRayResult

emaCopy Anchor Link

Exponential moving average (alpha = 2 / (period + 1)), seeded with the SMA of the first period values.

function ema<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values

envelopeCopy Anchor Link

Moving average envelope: basis × (1 ± percent / 100).

function envelope<T>(data: readonly T[], o?: EnvelopeOptions<T>): Bands

fastStochasticCopy Anchor Link

Fast stochastic (%K unsmoothed).

function fastStochastic<T>(
    data: readonly T[],
    o?: Omit<StochasticOptions<T>, "kSmoothing">,
): StochasticResult

forceIndexCopy Anchor Link

Raw force index: (src − src[1]) × volume. First value at index 1.

function forceIndex<T>(data: readonly T[], o?: SourceOptions<T> & OHLCVOptions<T>): Values

heikinAshiCopy Anchor Link

Heikin Ashi bars: close = (O+H+L+C)/4, open = (prev open + prev close)/2 (first bar: (O+C)/2), high = max(H, open, close), low = min(L, open, close). Returns NEW bars, 1:1 with data.

function heikinAshi<T>(data: readonly T[], o?: OHLCVOptions<T>): HeikinAshiBar<T>[]

hmaCopy Anchor Link

Hull moving average: WMA(2·WMA(n/2) − WMA(n), √n). First value at period + floor(√period) - 2.

function hma<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values

ichimokuCopy Anchor Link

Ichimoku Kinko Hyo (defaults 9 / 26 / 52 / 26).

function ichimoku<T>(data: readonly T[], o?: IchimokuOptions<T>): IchimokuResult

indicatorNameCopy Anchor Link

Legend name: short name followed by number and source inputs, plus select inputs that differ from their default ("RSI 14 close", "BB 20 close 2", "MA 9 close ema").

function indicatorName<I>(def: IndicatorDefinition<I>, inputs?: Partial<I>): string

kagiCopy Anchor Link

Kagi lines: the line extends while price keeps its direction and reverses after moving reversal against it.

function kagi<T>(data: readonly T[], o?: KagiOptions<T>): KagiLine[]

keltnerCopy Anchor Link

Keltner Channels: MA ± multiplier × ATR (defaults: EMA 20, ×2, ATR 10).

function keltner<T>(data: readonly T[], o?: KeltnerOptions<T>): Bands

lineBreakCopy Anchor Link

Line break (three line break by default): a new line in the trend direction for every new close beyond the last line; a reversal line only when the close breaks the extreme of the last lines lines.

function lineBreak<T>(data: readonly T[], o?: LineBreakOptions<T>): LineBreakBar[]

macdCopy Anchor Link

Moving Average Convergence Divergence.

function macd<T>(data: readonly T[], o?: MACDOptions<T>): MACDResult

mfiCopy Anchor Link

Money Flow Index (volume weighted RSI) on hlc3 by default. Money flow starts at the second bar, so the first value is at index period.

function mfi<T>(data: readonly T[], o?: MFIOptions<T>): Values

momentumCopy Anchor Link

Momentum: src − src[n].

function momentum<T>(data: readonly T[], o?: ChangeOverOptions<T>): Values

movingAverageCopy Anchor Link

Any moving average by type ("sma" | "ema" | "wma" | "rma" | "hma" | "tma").

function movingAverage<T>(data: readonly T[], o?: AnyMovingAverageOptions<T>): Values

obvCopy Anchor Link

On-balance volume: cumulative volume signed by the direction of the source. Starts at 0.

function obv<T>(data: readonly T[], o?: SourceOptions<T> & OHLCVOptions<T>): Values

pointAndFigureCopy Anchor Link

Point & figure columns. Returns NEW bars (one per column) to use as chart data.

function pointAndFigure<T>(data: readonly T[], o?: PointAndFigureOptions<T>): PointAndFigureColumn[]

renkoCopy Anchor Link

Traditional renko: a new brick each time the price moves one box beyond the last brick's top (up) or bottom (down) — reversals therefore need two boxes from the last close. Returns NEW bars.

function renko<T>(data: readonly T[], o?: RenkoOptions<T>): RenkoBrick[]

resolveInputsCopy Anchor Link

Defaults merged with partial inputs (undefined values fall back to defaults).

function resolveInputs<I>(def: IndicatorDefinition<I>, inputs?: Partial<I>): I

rmaCopy Anchor Link

Wilder's moving average (RMA / SMMA, alpha = 1 / period) as used by RSI and ATR.

function rma<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values

rocCopy Anchor Link

Rate of change in percent: 100·(src − src[n]) / src[n].

function roc<T>(data: readonly T[], o?: ChangeOverOptions<T>): Values

rsiCopy Anchor Link

Relative Strength Index (Wilder smoothing). First value at index period.

function rsi<T>(data: readonly T[], o?: RSIOptions<T>): Values

sarCopy Anchor Link

Parabolic SAR (Wilder), with the standard start / increment / max parameters. First value at index 1.

function sar<T>(data: readonly T[], o?: SAROptions<T>): Values

slowStochasticCopy Anchor Link

Slow stochastic (%K smoothed by 3).

function slowStochastic<T>(
    data: readonly T[],
    o?: Omit<StochasticOptions<T>, "kSmoothing">,
): StochasticResult

smaCopy Anchor Link

Simple moving average. First value at index period - 1.

function sma<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values

smoothedForceIndexCopy Anchor Link

Elder's force index smoothed by a moving average ("Elder Force Index").

function smoothedForceIndex<T>(
    data: readonly T[],
    o?: SmoothedForceIndexOptions<T>,
): { force: Values; smoothed: Values; }

stddevCopy Anchor Link

Rolling population standard deviation.

function stddev<T>(data: readonly T[], o?: StdDevOptions<T>): Values

stochasticCopy Anchor Link

Full stochastic oscillator: %K = 100·(C − LL)/(HH − LL) smoothed by kSmoothing, %D = SMA(%K). A flat window (HH = LL) gives 50.

function stochastic<T>(data: readonly T[], o?: StochasticOptions<T>): StochasticResult

supertrendCopy Anchor Link

Supertrend: hl2 ± factor × ATR with trailing bands.

function supertrend<T>(data: readonly T[], o?: SupertrendOptions<T>): SupertrendResult

tmaCopy Anchor Link

Triangular moving average (double smoothed SMA, weights 1, 2, ..., 2, 1). First value at period - 1.

function tma<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values

trueRangeCopy Anchor Link

True range per bar: max(H − L, |H − prevC|, |L − prevC|). The first bar is H − L.

function trueRange<T>(data: readonly T[], o?: OHLCVOptions<T>): Values

volumeCopy Anchor Link

Volume, its moving average and the bar direction used to color volume bars.

function volume<T>(data: readonly T[], o?: VolumeOptions<T>): VolumeResult

vwapCopy Anchor Link

Anchored volume weighted average price with standard deviation bands. Default source hlc3.

function vwap<T>(data: readonly T[], o?: VWAPOptions<T>): VWAPResult

vwmaCopy Anchor Link

Volume weighted moving average: Σ(price·volume) / Σ(volume) over period bars (default 20).

function vwma<T>(data: readonly T[], o?: VWMAOptions<T>): Values

williamsRCopy Anchor Link

Williams %R in [−100, 0]: 100·(C − HH)/(HH − LL). A flat window gives −50.

function williamsR<T>(data: readonly T[], o?: LookbackOptions<T>): Values

wmaCopy Anchor Link

Linearly weighted moving average (weights 1..period, newest heaviest).

function wma<T>(data: readonly T[], o?: MovingAverageOptions<T>): Values