chart-patterns

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, RangeBuilder } from 'chart-patterns';
import { IVolumeProfile, IMarketProfile, ILocalRange } from 'chart-patterns/dist/types';
import { MARKET_PROFILE_PERIODS } from 'chart-patterns/dist/constants';

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

const volumeProfiles: IVolumeProfile[] = VolumeProfile.build({
  candles,
  tickSize: 0.1,
  period: MARKET_PROFILE_PERIODS.DAILY,
  timezone: 'Europe/London'
});

const LAG = 2;
const threshold = 0.1;
const influence = 1;
const ranges: ILocalRange[] = RangeBuilder.findRanges(candles, LAG, THRESHOLD, INFLUENCE);
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• Maket Profile

• Ranges