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+ jest tests cross-check our output against external reference libraries (lwc and ti) with epsilon ≤ 1e-9. See the Test column in the indicator tables below for which oracle each one is verified against.
• 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. Linkable indicator names lead to a per-indicator doc page in docs/. The Test column marks which external library the cross-SDK validation runs against — `lwc` = lightweight-charts-indicators, `ti` = technicalindicators (see Cross-SDK validation for what that means).

Moving Averages

Oscillators

Momentum

Trend

Volatility

Channels & Bands

Volume

Candles & Pivots

Move / Wave (custom)

Runtime state save & restore

Every stateful indicator exposes two methods:

• dumpState() returns a JSON-safe snapshot of all internal runtime state.
• restoreState(state) restores that snapshot into a new indicator instance and returns the instance.

The snapshot includes nested providers and rolling buffers such as CircularBuffer, so an indicator can continue after a process restart without replaying the full history. Constructor parameters are still part of the indicator configuration: restore state into an instance created with the same period/options that produced the snapshot.

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

const ema = new EMA(20);

for (const close of history) {
    ema.nextValue(close);
}

// Persist this string in your own runtime storage: database, file, Redis, etc.
const serialized = JSON.stringify(ema.dumpState());

// Later, after a restart:
const restored = new EMA(20).restoreState(JSON.parse(serialized));

const liveValue = restored.nextValue(nextClose);

For live systems, save the state after committing each closed bar, together with the indicator configuration and stream identity. On startup, recreate each indicator with the same constructor arguments, call restoreState(...), then continue feeding new bars through nextValue(...).

Candlestick Patterns

Each is a streaming class:

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