Streaming Technical Indicators

Sponsored by Backticks — a visual canvas to build, backtest and optimize trading strategies in your browser. Built on top of this library.

A streaming, allocation-light technical-analysis toolkit for JavaScript / TypeScript. Every indicator is a class with a nextValue(...) method that consumes one bar at a time, so the same code path drives both backtests and live trading without rebuilding state. A second method, momentValue(...), computes the indicator's value for a hypothetical bar without committing any state — useful for tick-by-tick recalculation inside an unfinished candle.

Features

• Streaming-first. O(period) per bar; no full-array recomputation.
• momentValue everywhere. Ask "what would the value be if this bar closed now?" without mutating state.
• TypeScript. Strongly-typed across the public surface.
• Cross-SDK validated. 130+ vitest/jest tests cross-check our output against lightweight-charts-indicators (oakscriptjs / Pine Script reference) and technicalindicators with epsilon ≤ 1e-9.
• Tiny package. Ships only the prebuilt lib/ bundle — ~85 kB tarball.

Install

npm install @debut/indicators

Quick start

import { SMA, RSI, MACD, BollingerBands } from '@debut/indicators';

const sma = new SMA(20);
const rsi = new RSI(14);
const macd = new MACD(12, 26, 9);
const bb = new BollingerBands(20, 2);

for (const bar of bars) {
    const sm = sma.nextValue(bar.close);
    const r = rsi.nextValue(bar.close);
    const m = macd.nextValue(bar.close);   // → { macd, signal, histogram }
    const b = bb.nextValue(bar.close);     // → { lower, middle, upper }
    // ...indicator outputs are `undefined` until each one's warmup completes.
}

nextValue returns undefined until the indicator has seen enough bars to produce a result (its "warmup" — typically period bars). After that it returns the current value on every call.

Streaming model

nextValue(...) — close-of-bar

Call this once per closed bar. The method advances internal state and returns the new indicator value. Subsequent calls reflect the committed state.

momentValue(...) — intra-bar

Call this with the live (still-forming) candle's price/volume to read what the indicator would report if the bar closed now, without committing any state. Useful when you want to react inside the candle but recompute cleanly when the next real nextValue arrives.

const sma = new SMA(4);
[1, 2, 3].forEach((v) => sma.nextValue(v));   // warmup
sma.momentValue(8);   // 3.5  ← preview if close=8
sma.nextValue(4);     // 2.5  ← actual close=4 commits state
sma.momentValue(8);   // 4.75 ← preview based on committed state
sma.nextValue(8);     // 4.25 ← actual close=8 commits state

---

Available indicators

Below is the full catalog grouped by category. Names in code style are the exact named export from @debut/indicators.

Moving Averages

Indicator	Export	Description
Simple Moving Average	SMA	Arithmetic mean over a period.
Exponential Moving Average	EMA	Weighted average emphasizing recent prices.
Weighted Moving Average	WMA	Linearly increasing weights toward the latest bar.
Linearly Weighted MA	LWMA	Linear weighting variant.
Exponential Weighted MA	EWMA	Configurable α; lighter than EMA for tick smoothing.
Smoothed Moving Average	SMMA	Wilder smoothing (α = 1/period).
Wilder's Smoothed MA	WEMA	Same shape as RMA, included for compatibility.
Welles Wilder's Smoothing	WWS	Classic Wilder smoothing.
Adaptive Moving Average	AMA	Kaufman adaptive — speeds up in trend, slows in chop.
Running Moving Average	RMA	α = 1/period; SMA-seeded.
Hull Moving Average	HMA	Reduced-lag MA via WMA chaining.
Double EMA	DEMA	2 × EMA − EMA(EMA).
Triple EMA	TEMA	Three-stage EMA reduction of lag.
Arnaud Legoux MA	ALMA	Gaussian-weighted MA.
Volume Weighted MA	VWMA	Each bar weighted by volume.
McGinley Dynamic	McGinleyDynamic	Self-adjusting MA reacting to market speed.
Least Squares MA	LSMA	Endpoint of rolling linear regression.

Oscillators

Indicator	Export	Description
Relative Strength Index	RSI	Classic 14-period momentum oscillator.
Stochastic	Stochastic	Close vs. high-low range.
Stochastic RSI	StochasticRSI	Stochastic applied to RSI.
Commodity Channel Index	CCI	Deviation-from-mean cyclic oscillator.
Williams %R	Williams	Inverse-stochastic momentum.
Awesome Oscillator	AO	Bill Williams 5/34 SMA difference of HL2.
Accelerator Oscillator	AC	Bill Williams AO derivative.
Chande Momentum Oscillator	CMO	Wilder-style CMO.
Chande MO (LWC)	ChandeMO	LWC reference variant; raw rolling sums.
Detrended Price Oscillator	DPO	SMA-detrended price.
Relative Vigor Index	RVI	SWMA-based vigor / signal pair.
SMI Ergodic	SMIErgodic	Double-smoothed momentum (TSI without 100×).
True Strength Index	TSI	Double-EMA momentum oscillator with signal.
Bollinger Bands %B	BBPercentB	Price position relative to BB.
Fisher Transform	FisherTransform	Gaussian-mapped price extremes.
Ultimate Oscillator	UltimateOscillator	Multi-timeframe weighted momentum.
Connor's RSI	cRSI	Composite RSI / streak / percent-rank.
Relative Volatility Index	RelativeVolatilityIndex	RSI on stdev of close.

Momentum

Indicator	Export	Description
MACD	MACD	Difference of two EMAs with signal/histogram.
Momentum	Momentum	close − close[length].
Rate of Change	ROC	Percentage change over a period.
Balance of Power	BOP	(close − open) / (high − low).
Bull-Bear Power	BullBearPower	Elder: high + low − 2·EMA(close).
Force Index	ForceIndex	Elder: signed price-volume impulse.
Elder Ray	ElderRay	Bull / bear power split.
Price Oscillator	PriceOscillator	Percent-PPO with signal/histogram.
Coppock Curve	CoppockCurve	WMA of summed long/short ROCs.
TRIX	TRIX	ROC of triple-smoothed EMA.
KST	KST	"Know Sure Thing" weighted ROC sum + signal.

Trend

Indicator	Export	Description
Average Directional Index	ADX	Trend strength irrespective of direction.
Directional Movement Index	DMI	+DI, −DI, ADX.
Ichimoku Cloud	Ichimoku	Conversion / base / spans / lagging.
Parabolic SAR	PSAR	Welles Wilder's trailing stop.
Supertrend	SuperTrend	ATR-based dynamic support/resistance.
Aroon	Aroon	Bars-since-extreme up/down lines.
Choppiness	Choppiness	Range-vs-volatility chop measure.
Mass Index	MassIndex	Reversal detection via H-L EMA ratio.
Vortex	Vortex	VI+ / VI− directional pair.
Trend Strength Index	TrendStrengthIndex	Pearson correlation of close vs. bar index.
Chande Kroll Stop	ChandeKrollStop	Long / short ATR-based stop levels.

Volatility

Indicator	Export	Description
Average True Range	ATR	Wilder ATR with selectable smoothing.
Average Daily Range	ADR	SMA of high − low.
Historical Volatility	HistoricalVolatility	Annualized stdev of log returns.
Bollinger BandWidth	BBBandWidth	(upper − lower) / basis × 100.
Standard Deviation	StandardDeviation	Streaming biased stdev provider.

Channels & Bands

Indicator	Export	Description
Bollinger Bands	BollingerBands	SMA ± k × stdev.
Donchian Channels	DC	Highest-high / lowest-low envelope.
Keltner Channel	KeltnerChannel	EMA / ATR envelope.
Envelopes	Envelopes	Fixed-percentage MA bands.
Median (with bands ready upstream)	Median	Rolling median of HL2.

Volume

Indicator	Export	Description
On Balance Volume	OBV	Cumulative signed volume.
Money Flow Index	MFI	Volume-weighted RSI.
Price Volume Trend	PVT	Volume scaled by relative price change.
Volume Oscillator	VolumeOscillator	Difference between volume EMAs.
Chaikin Oscillator	ChaikinOscillator	EMA spread of A/D line.
Chaikin Money Flow	ChaikinMF	A/D divided by volume over a window.
Ease of Movement	EaseOfMovement	Price change vs. volume.
Klinger Oscillator	Klinger	Long-term money-flow oscillator.
Net Volume	NetVolume	Signed volume by candle direction.
Volume Profile (beta)	VolumeProfile	Volume distribution by price levels.

Candles & Pivots

Indicator	Export	Description
Heiken Ashi	HeikenAshi	Smoothed candle stream.
Fractal	Fractal	Bill Williams 5-bar fractals.
Pivot Levels	Pivot	Classic / Woodie / Camarilla / Fibonacci.
Trend Lines	TrendLines	Pivot-derived trend line detection.
Extremums	Extremums	Fractal-style local extrema provider.

Move / Wave (custom)

Indicator	Export	Description
Move	Move	Direction move with minimum power p.
Wave	Wave	Bullish/bearish candle series with power p.

Candlestick Patterns

import { Doji, BullishEngulfingPattern, HammerPattern } from '@debut/indicators';

const doji = new Doji();
const engulfing = new BullishEngulfingPattern();
const hammer = new HammerPattern();   // 5-bar with confirmation candle

for (const bar of bars) {
    if (doji.nextValue(bar.open, bar.high, bar.low, bar.close)) console.log('Doji', bar.time);
    if (engulfing.nextValue(bar.open, bar.high, bar.low, bar.close)) console.log('Bull Engulfing', bar.time);
    if (hammer.nextValue(bar.open, bar.high, bar.low, bar.close)) console.log('Hammer', bar.time);
}

nextValue returns true when the pattern fires, false if not, and undefined while it's still warming up (multi-bar patterns need their full lookback first).

Configurable thresholds

Each pattern accepts an options bag in its constructor. The defaults match technicalindicators exactly; tighten or loosen them as you see fit.

Option	Used by	Default	Description
precision	Doji-family, Marubozu, hammer-stick, HaramiCross, HammerPattern, HangingMan, ShootingStar, Abandoned/Doji-Star variants	0.001	Fuzzy-match tolerance: how close open≈close (or body-touches-high/low) must be to qualify as "equal". 0.001 ≈ 0.1% relative.
shadowToBodyRatio	Hammer-stick variants, HammerPattern, HangingMan, ShootingStar	2	The opposing shadow must be at least this many times the body length.
minShadowToBodyRatio	SpinningTop variants	1	Both shadows must be strictly larger than the body by this ratio.
equalityTolerance	Tweezer-Bottom/Top	0 (exact)	How close low[i]/high[i] of the two candles must be.
confirm	HammerPattern, HangingMan, ShootingStar	true	Require the 5th bar's confirmation candle. The *Unconfirmed variants flip this to false.

const wideDoji = new Doji({ precision: 0.005 });           // 0.5% relative tolerance
const fastHammer = new HammerPattern({ confirm: false });  // skip the confirmation candle
const looseTweezer = new TweezerBottom({ equalityTolerance: 0.0001 });

Combined scanners

If you want to scan a bar against many patterns at once, use one of the three combined scanners. They share the singleton OhlcBuffer declared inside the patterns module so you don't pay for per-pattern buffers.

import { AllCandlestickPatterns, BullishPatterns, BearishPatterns } from '@debut/indicators';

const all = new AllCandlestickPatterns();
const bull = new BullishPatterns();
const bear = new BearishPatterns();

for (const bar of bars) {
    const fired = all.nextValue(bar.open, bar.high, bar.low, bar.close);
    if (fired.length) console.log(bar.time, fired);
    // → e.g. [1700000000, ['BullishHammerStick', 'BullishMarubozu']]

    if (bull.nextValue(bar.open, bar.high, bar.low, bar.close)) console.log('any bullish');
    if (bear.nextValue(bar.open, bar.high, bar.low, bar.close)) console.log('any bearish');
}

AllCandlestickPatterns.nextValue returns the array of pattern names that fired on the bar; BullishPatterns / BearishPatterns return a single boolean ("did any pattern fire").

Singleton buffer & resetting between streams

All multi-bar patterns share one OhlcBuffer(5) declared at module scope in src/candlestick/patterns.ts. The first pattern that sees a brand-new bar advances the buffer; later calls within the same tick are dedup'd by OHLC equality. This means dropping in a fresh pattern instance is essentially free — there's no per-pattern ring allocation.

If you switch between independent bar streams (or want a clean slate between test cases), call BasePattern.reset():

import { BasePattern } from '@debut/indicators/lib/src/candlestick/patterns';

BasePattern.reset(); // clears the singleton OHLC ring + dedupe state

Namespaced import

If you'd rather not pull 35 symbols into scope:

import { Candlestick } from '@debut/indicators';

const doji = new Candlestick.Doji();
const all = new Candlestick.AllCandlestickPatterns();

Pattern catalog

Lookback	Patterns
1 bar	Doji, DragonFlyDoji, GraveStoneDoji, BearishHammerStick, BullishHammerStick, BearishInvertedHammerStick, BullishInvertedHammerStick, BearishMarubozu, BullishMarubozu, BearishSpinningTop, BullishSpinningTop
2 bars	BearishEngulfingPattern, BullishEngulfingPattern, BearishHarami, BullishHarami, BearishHaramiCross, BullishHaramiCross, DarkCloudCover, PiercingLine
3 bars	AbandonedBaby, DownsideTasukiGap, EveningStar, EveningDojiStar, MorningStar, MorningDojiStar, ThreeBlackCrows, ThreeWhiteSoldiers
5 bars	HammerPattern, HammerPatternUnconfirmed, HangingMan, HangingManUnconfirmed, ShootingStar, ShootingStarUnconfirmed, TweezerBottom, TweezerTop

Utilities

Export	Description
CircularBuffer	Fixed-size ring buffer with at() / peek() / forEach(). Powers most rolling-window indicators.
Sampler	Sample-of-sample provider for stacking smoothing (e.g. SMA(SMA(SMA(...)))).
Correlation	Streaming Pearson correlation.
Level, UniLevel	Dynamic level (UniLevel: balanced around 0).
Extremums	Fractal-style local extrema.
Candles	Per-bar candlestick context (body, shadows, doji, trend) shared by pattern detectors.

Cross-SDK validation

Every ported indicator and candlestick pattern has a vitest-style spec in tests/<name>/<name>.spec.ts that:

1. Generates deterministic synthetic OHLCV bars with a seeded LCG (see tests/lwc-fixtures.ts).
2. Runs them through the streaming @debut/indicators class.
3. Runs the same bars through the corresponding lightweight-charts-indicators calculate() (or technicalindicators for the older specs).
4. Asserts numeric equality with epsilon ≤ 1e-9 (or set membership for boolean pattern firings).

Run npm test to execute the full suite.

Benchmarks

Apple M1 Pro, Node v16.14.0. Tested on dataset with 100k elements.

Indicator name	@debut/indicators (ops/sec)	technicalindicators (ops/sec)	indicatorts (ops/sec)
AwesomeOscillator	318	23	158
ADX	358	42	x
ATR	613	136	95
Bollinger Bands	347	9	219
CCI	151	12	158
DC	474	x	74
PSAR	1,453	278	666
EMA	1,720	452	1,537
MACD	1,417	90	467
ROC	3,625	64	x
RSI	1,239	38	315
SMA	678	65	645
WEMA	1,462	455	x
WMA	287	41	x
Stochastic	340	25	67

Benchmarks results is autogenerated by https://github.com/debut-js/indicators-benchmark

License

GPL-3.0