StockSharp JS Indicators

@stocksharp/indicators — the technical-analysis layer of the StockSharp web stack, as a standalone, dependency-free package: ~165 indicators with both a batch and an incremental implementation, a machine-readable catalogue of their parameters, and a parity suite that checks the arithmetic against the C# platform rather than against itself.

No DOM, no canvas, no chart. The package computes numbers; drawing them is somebody else's job. @stocksharp/chart is the first consumer.

Install

npm install @stocksharp/indicators

Browser, no bundler — the IIFE build publishes the SSIndicators global:

<script src="https://unpkg.com/@stocksharp/indicators/dist/ssindicators.js"></script>

Two ways to compute

Batch — a whole series at once, one output point per input bar. This is what a chart redraw wants:

import { apply, getCalcFn } from '@stocksharp/indicators';

const candles = [{ time: 1710000000, open: 1, high: 2, low: 0.5, close: 1.5 }, /* ... */];

const sma = apply('SimpleMovingAverage', candles, { length: 20 });  // [{time, value}, ...]
const bb  = apply('bb', candles, { length: 20, deviation: 2 });     // {upper: [...], middle: [...], lower: [...]}

Both the platform's canonical kind (SimpleMovingAverage) and its short alias (sma) resolve to the same function, case-insensitively.

Incremental — one bar in, one value out, O(1) per update, with the running state kept inside. This is what a live feed wants:

import { IndicatorRuntime, RelativeStrengthIndexIndicator } from '@stocksharp/indicators';

const rsi = new IndicatorRuntime({
    definition: RelativeStrengthIndexIndicator,
    parameters: { length: 14 },
});

for (const bar of stream)
    rsi.update({ time: bar.time, value: bar }, /* isFinal */ true);

rsi.points('line');   // the formed values, aligned to their bar index

The runtime is built for a live feed rather than a replay: the unclosed bar can be pushed with isFinal: false and withdrawn (discardPreview), a bar that arrives corrected is replayed from the nearest checkpoint (correct), and the whole state serialises (snapshot) so a reconnect does not recompute the history.

The two paths are independent implementations of the same formula and are tested against each other — a divergence between them is a bug in one of them.

The catalogue

Every indicator is described by data, not by prose: its canonical kind, aliases, parameter keys with defaults and ranges, output shape, and which pane it belongs on.

import { getClientCatalog, getIndicatorDefinition } from '@stocksharp/indicators';

getClientCatalog();                                   // the full list, ready for a picker UI
getIndicatorDefinition('MoneyFlowIndex')?.parameters; // one entry

A UI can build its indicator picker straight from this without knowing a single indicator by name.

Correctness

The reference is StockSharp's C# Algo.Indicators, not this package's own output. With the .NET SDK and a sibling StockSharp (GitHub) checkout present, npm test builds a dumper against the real platform and compares catalogue and values against it. Without them those tests skip, and say which of the two is missing — they never pass quietly.

See AGENTS.md for the layout, the commands and the rules that keep the parity suite honest.

License

Proprietary — see LICENSE and NOTICE.