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Technical analysis tools: Orderflow, Volume Profile, Market Profile, and Chart Patterns

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focus1691/chart-patterns

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chart-patterns

npm version GitHub license

I am building various technical indicators not available elsewhere. These include:

  • Market Profile - A distribution to identify value in relation to time.
  • Volume Profile - A distribution to identify value in relation to volume.
  • Stacked Imbalances - Identify stacks of buying/selling imbalances on the price level (needs orderflow data).
  • High Volume Node - Identify nodes where a large trade volume occurred (needs orderflow data).
import { MarketProfile, VolumeProfile } from 'chart-patterns'

const marketProfiles = MarketProfile.build({
  candles,
  period: MARKET_PROFILE_PERIODS.DAILY,
  tickSize: 0.1,
  pricePrecision: 2,
  tickMultiplier: 100,
  timezone: 'Europe/London'
});

const volumeProfiles: IVolumeProfile = VolumeProfile.create({
  candles,
  tickSize: 0.1,
  period: MARKET_PROFILE_PERIODS.DAY,
  timezone: 'Europe/London'
})