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Bronson

Technical indicator software for stock trading.

{
  symbol: "SO",
  price: { vwap: 72.086, latest: 71.72 },
  trend: {
    SMA: { "5": 74.386, "9": 75.773, "50": 76.988, "200": 71.971 },
    EMA: { "5": 73.8, "9": 75.06, "50": 76.9, "200": 73.04 }
  },
  mean_reversion: {
    bollinger_band: {
      band_width: [
        0.05, 0.04, 0.04, 0.04,
        0.04, 0.04, 0.04, 0.04,
        0.04, 0.04, 0.04, 0.04,
        0.05, 0.05, 0.04, 0.05,
        0.05, 0.06, 0.07, 0.09
      ],
      bb_trend: 0.02
    }
  },
  relative_strength: {
    stochastics: {
      k_line: [
        86.73, 75.73, 91.42,  100,
        37.66, 76.62,  7.14, 5.84,
        38.96,  4.87,     0,    0,
            0,     0,     0
      ],
      d_line: [
        84.63, 89.05, 76.36,
        71.43, 40.47, 29.87,
        17.31, 16.56, 14.61,
         1.62,     0,     0,
            0
      ],
      d_slow_line: [
        83.35, 78.95, 62.75,
        47.26, 29.22, 21.25,
        16.16, 10.93,  5.41,
         0.54,     0
      ]
    }
  },
  momentum: {
    macd_line: [
      -0.15, -0.23, -0.16,
      -0.25, -0.34,  -0.4,
       -0.6, -0.89, -1.23
    ],
    signal_line: -0.6
  }
}

Price

price: { vwap: 72.086, latest: 71.72 },

VWAP - Volume Weighted Average Price

"vwap": current vwap

Represents the average price a security has traded at throughout the day, based on both volume and price. VWAP is important because it provides traders with pricing insight into both the trend and value of a security.

Latest Price

"latest": most recent close price

This is the last closing price of the stock today. May change through out the day

Trend

trend: {
    SMA: { "5": 73.054, "9": 74.132, "50": 74.355, "200": 71.634 },
    EMA: { "5": 72.63, "9": 73.58, "50": 74.45, "200": 72.2 }
  }

SMA - Simple Moving Average

"days": average

This is the average of the close prices for the time period (days).

EMA - Exponential Moving Average

"days": average

This is the average of the close prices for the time period (days), but with a greater weight on the most recent prices.

Bollinger Band (Mean Reversion)

  bollinger_band: {
    band_width: [
      0.07, 0.07, 0.07, 0.06,
      0.06, 0.06, 0.06, 0.06,
      0.06, 0.06, 0.06, 0.06,
      0.06, 0.06, 0.06, 0.06,
      0.06, 0.06, 0.07, 0.08
    ],
    bb_trend: 0.03,
    signal: "Bull"
  }

Band Width

"band_width": [width, width, width, ...]

This is the gap between the upper and lower bollinger bands, divided by the SMA of the period (20day). The smaller the number, the closer the "Squeeze" and contraction.

BBTrend

"bb_trend": trend number

This takes Bollinger band(20) and Bollinger band(50), then subracts their most recent plot points bb[20] - bb[50], and finally dividing that by the SMA(20). This will be a leading indicator for a Bull or Bear signal. Over 0 is bull, under 0 is bear.

Stochastics (Relative Strength)

  stochastics: {
    k_line: [
      87.96, 85.85, 96.36,   100,
        100,   100, 85.95,   100,
      58.79,     0, 13.89, 17.86,
          0,     0,     0
    ],
    d_line: [
      90.06, 94.07, 98.79,
        100, 95.32, 95.32,
      81.58, 52.93, 24.23,
      10.58, 10.58,  5.95,
          0
    ],
    d_slow_line: [
      94.31, 97.62, 98.04,
      96.88, 90.74, 76.61,
      52.91, 29.25, 15.13,
       9.04,  5.51
    ]
  }

%K line

"k_line": [k, k, k, k...]

Plot points for the scholastic oscillator. This helps to determine if a stock is over bought or over sold. The range is 0 - 100. Anything above 80 is considered over bought, and is a leading indicator to sell. Under 20 is over sold, indicating a buy.

%D line

"d_line": [d, d, d, d...]

This is the average of the k line plots over a 3 day period. Considered a better indicator than k when looking for a turn around point and entry/exit timing.

%D slow line

"d_slow_line": [d, d, d, d...]

This is the average of the d line plots over a 3 day period. This is used to reinforce the confirmation of a turnaround and entry/exit point.

MACD - Moving Average Convergence Divergence

macd_line:  [
      -0.15, -0.23, -0.16,
      -0.25, -0.34,  -0.4,
       -0.6, -0.89, -1.16
    ],
signal_line: -0.58

macd_line

"macd_line": [diff off baseline, diff off baseline, ... ]

This is the EMA(12) - EMA(26). With 0 as the baseline, anything under is considered oversold, above is overbought.

signal_line

"signal_line": todays signal spot

This is the EMA(9) of the macd_line, only for the current day. This could be a leading indicator, when and if the signal line is crossed by the macd_line. If the last value of the macd_line is close to the signal_line, a swing up or down may be coming.

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Algo trading exploration with Alpaca API + TS / Deno

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