ichimoku and more

docs/CMO.md

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+# Chande Momentum Oscillator (CMO)
+
+The Chande Momentum Oscillator (CMO) is a momentum indicator that measures the difference between the sum of recent gains and losses over a specified period.
+
+## Formula
+CMO = 100 × (Sum of Gains − Sum of Losses) / (Sum of Gains + Sum of Losses)
+- Gains: sum of positive changes over period
+- Losses: sum of absolute value of negative changes over period
+
+## Parameters
+- `period` (default: 14): Period for calculation
+
+## Usage Example
+```ts
+import { CMO } from '../src/cmo';
+
+const cmo = new CMO();
+const result = cmo.nextValue(close);
+// result: CMO value
+```
+
+## Returns
+A single number: the CMO value for the current input. 

docs/DMI.md

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+# Directional Movement Index (DMI)
+
+The Directional Movement Index (DMI) is a trend indicator that consists of two lines: +DI and -DI. Optionally, the Average Directional Index (ADX) can be included to measure trend strength.
+
+## Lines
+- **+DI:** Smoothed positive directional movement
+- **-DI:** Smoothed negative directional movement
+- **ADX (optional):** Average Directional Index, measures trend strength
+
+## Parameters
+- `period` (default: 14): Period for smoothing
+- `withADX` (default: false): Whether to calculate ADX as well
+
+## Usage Example
+```ts
+import { DMI } from '../src/dmi';
+
+const dmi = new DMI();
+const result = dmi.nextValue(high, low, close);
+// result: { plusDI, minusDI } or { plusDI, minusDI, adx }
+```
+
+## Returns
+An object with the following properties:
+- `plusDI`: Positive Directional Indicator (+DI)
+- `minusDI`: Negative Directional Indicator (-DI)
+- `adx`: Average Directional Index (if withADX is true) 

docs/DPO.md

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+# Detrended Price Oscillator (DPO)
+
+The Detrended Price Oscillator (DPO) is used to eliminate the long-term trends in prices by comparing the price to a shifted moving average.
+
+## Formula
+DPO = Price − SMA(shifted)
+- The SMA is shifted back by (period / 2 + 1) bars
+
+## Parameters
+- `period` (default: 20): Period for SMA
+
+## Usage Example
+```ts
+import { DPO } from '../src/dpo';
+
+const dpo = new DPO();
+const result = dpo.nextValue(close);
+// result: DPO value
+```
+
+## Returns
+A single number: the DPO value for the current input. 

docs/ElderRay.md

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+# Elder Ray Index (Bull Power / Bear Power)
+
+The Elder Ray Index is a trend-following indicator that measures the strength of bulls and bears in the market.
+
+## Formula
+- Bull Power = High − EMA
+- Bear Power = Low − EMA
+
+## Parameters
+- `period` (default: 13): Period for EMA
+
+## Usage Example
+```ts
+import { ElderRay } from '../src/elder-ray';
+
+const elderRay = new ElderRay();
+const result = elderRay.nextValue(high, low, close);
+// result: { bull, bear }
+```
+
+## Returns
+An object with the following properties:
+- `bull`: Bull Power value
+- `bear`: Bear Power value 

docs/Envelopes.md

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+# Moving Average Envelopes
+
+Moving Average Envelopes are lines plotted at a fixed percentage above and below a moving average (usually SMA). They help identify overbought and oversold conditions, as well as trend direction.
+
+## Lines
+- **Upper Envelope:** SMA + (SMA * percent / 100)
+- **Middle Line:** Simple Moving Average (SMA)
+- **Lower Envelope:** SMA - (SMA * percent / 100)
+
+## Parameters
+- `period` (default: 20): Period for the moving average
+- `percent` (default: 2): Envelope distance in percent
+
+## Usage Example
+```ts
+import { Envelopes } from '../src/envelopes';
+
+const envelopes = new Envelopes();
+const result = envelopes.nextValue(close);
+// result: { lower, middle, upper }
+```
+
+## Returns
+An object with the following properties:
+- `lower`: Lower envelope value
+- `middle`: Middle line (SMA) value
+- `upper`: Upper envelope value 

docs/ForceIndex.md

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+# Force Index
+
+The Force Index is a volume-based oscillator that measures the strength of bulls and bears by combining price and volume.
+
+## Formula
+Force Index = (Current Close − Previous Close) × Volume
+
+## Parameters
+- None (uses raw calculation)
+
+## Usage Example
+```ts
+import { ForceIndex } from '../src/force-index';
+
+const fi = new ForceIndex();
+const result = fi.nextValue(close, volume);
+// result: Force Index value
+```
+
+## Returns
+A single number: the Force Index value for the current input. 

docs/Fractal.md

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+# Fractal Indicator (Bill Williams Fractals)
+
+The Fractal Indicator identifies local highs and lows (fractals) in price data.
+
+## Definition
+- A fractal up is a high that is higher than two bars to the left and right.
+- A fractal down is a low that is lower than two bars to the left and right.
+
+## Parameters
+- `left` (default: 2): Number of bars to the left
+- `right` (default: 2): Number of bars to the right
+
+## Usage Example
+```ts
+import { Fractal } from '../src/fractal';
+
+const fractal = new Fractal();
+const result = fractal.nextValue(high, low);
+// result: { up, down }
+```
+
+## Returns
+An object with the following properties:
+- `up`: Fractal up value (if found)
+- `down`: Fractal down value (if found) 

docs/IchimokuCloud.md

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+# Ichimoku Cloud (Ichimoku Kinko Hyo)
+
+Ichimoku Cloud is a comprehensive indicator that defines support and resistance, identifies trend direction, gauges momentum, and provides trading signals.
+
+## Lines
+- **Tenkan-sen (Conversion Line):** (highest high + lowest low) / 2 for the last 9 periods (default)
+- **Kijun-sen (Base Line):** (highest high + lowest low) / 2 for the last 26 periods (default)
+- **Senkou Span A (Leading Span A):** (Tenkan-sen + Kijun-sen) / 2, plotted 26 periods ahead
+- **Senkou Span B (Leading Span B):** (highest high + lowest low) / 2 for the last 52 periods (default), plotted 26 periods ahead
+- **Chikou Span (Lagging Span):** Closing price, plotted 26 periods back
+
+## Parameters
+- `periodTenkan` (default: 9): Period for Tenkan-sen
+- `periodKijun` (default: 26): Period for Kijun-sen
+- `periodSenkouB` (default: 52): Period for Senkou Span B
+- `displacement` (default: 26): Displacement for Senkou and Chikou lines
+
+## Usage Example
+```ts
+import { Ichimoku } from '../src/ichimoku';
+
+const ichimoku = new Ichimoku();
+const result = ichimoku.nextValue(high, low, close);
+// result: { tenkan, kijun, senkouA, senkouB, chikou }
+```
+
+## Returns
+An object with the following properties:
+- `tenkan`: Tenkan-sen value
+- `kijun`: Kijun-sen value
+- `senkouA`: Senkou Span A value (current, forward shift is handled on chart)
+- `senkouB`: Senkou Span B value (current, forward shift is handled on chart)
+- `chikou`: Chikou Span value (close, shifted backward) 

docs/KeltnerChannel.md

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+# Keltner Channel
+
+Keltner Channel is a volatility-based envelope set above and below an exponential moving average (EMA). The channel uses the Average True Range (ATR) to set the distance of the bands.
+
+## Lines
+- **Upper Band:** EMA + (ATR * multiplier)
+- **Middle Band:** Exponential Moving Average (EMA)
+- **Lower Band:** EMA - (ATR * multiplier)
+
+## Parameters
+- `period` (default: 20): Period for EMA and ATR
+- `multiplier` (default: 2): ATR multiplier for channel width
+
+## Usage Example
+```ts
+import { KeltnerChannel } from '../src/keltner';
+
+const keltner = new KeltnerChannel();
+const result = keltner.nextValue(high, low, close);
+// result: { lower, middle, upper }
+```
+
+## Returns
+An object with the following properties:
+- `lower`: Lower band value
+- `middle`: Middle band (EMA) value
+- `upper`: Upper band value 

docs/TEMA.md

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+# Triple Exponential Moving Average (TEMA)
+
+TEMA is a moving average that reduces lag by combining a single, double, and triple EMA. It is more responsive to price changes than a traditional EMA.
+
+## Formula
+TEMA = 3 × EMA1 − 3 × EMA2 + EMA3
+- EMA1 = EMA of price
+- EMA2 = EMA of EMA1
+- EMA3 = EMA of EMA2
+
+## Parameters
+- `period` (default: 20): Period for all EMAs
+
+## Usage Example
+```ts
+import { TEMA } from '../src/tema';
+
+const tema = new TEMA();
+const result = tema.nextValue(close);
+// result: TEMA value
+```
+
+## Returns
+A single number: the TEMA value for the current input. 

docs/TRIX.md

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+# TRIX (Triple Exponential Average Oscillator)
+
+TRIX is a momentum oscillator that displays the percent rate of change of a triple exponentially smoothed moving average. It is used to identify oversold and overbought markets, as well as momentum.
+
+## Formula
+TRIX = [(TEMA - previous TEMA) / previous TEMA] × 100
+- TEMA is the triple EMA of price
+
+## Parameters
+- `period` (default: 15): Period for all EMAs
+
+## Usage Example
+```ts
+import { TRIX } from '../src/trix';
+
+const trix = new TRIX();
+const result = trix.nextValue(close);
+// result: TRIX value
+```
+
+## Returns
+A single number: the TRIX value for the current input. 

docs/UltimateOscillator.md

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+# Ultimate Oscillator
+
+The Ultimate Oscillator is a momentum oscillator that combines short, intermediate, and long-term price action into one value.
+
+## Formula
+UO = 100 × (4 × avg7 + 2 × avg14 + avg28) / (4 + 2 + 1)
+- avgN = sum(BP, N) / sum(TR, N)
+- BP = Close − min(Low, PrevClose)
+- TR = max(High, PrevClose) − min(Low, PrevClose)
+
+## Parameters
+- `period1` (default: 7): Short period
+- `period2` (default: 14): Medium period
+- `period3` (default: 28): Long period
+
+## Usage Example
+```ts
+import { UltimateOscillator } from '../src/ultimate-oscillator';
+
+const uo = new UltimateOscillator();
+const result = uo.nextValue(high, low, close);
+// result: Ultimate Oscillator value
+```
+
+## Returns
+A single number: the Ultimate Oscillator value for the current input. 

docs/VolumeOscillator.md

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+# Volume Oscillator
+
+The Volume Oscillator measures the difference between two moving averages of volume.
+
+## Formula
+Volume Oscillator = SMA(short) − SMA(long)
+
+## Parameters
+- `shortPeriod` (default: 14): Short period for SMA
+- `longPeriod` (default: 28): Long period for SMA
+
+## Usage Example
+```ts
+import { VolumeOscillator } from '../src/volume-oscillator';
+
+const vo = new VolumeOscillator();
+const result = vo.nextValue(volume);
+// result: Volume Oscillator value
+```
+
+## Returns
+A single number: the Volume Oscillator value for the current input. 

index.ts

@@ -39,4 +39,17 @@ export { Sampler } from './src/providers/sampler';
 export { VolumeProfile } from './src/volume-profile'; /** BETA UNSTABLE */
 export { ChaikinOscillator } from './src/chaikin';
 export { AMA } from './src/ama';
+export { Ichimoku } from './src/ichimoku';
+export { Envelopes } from './src/envelopes';
+export { KeltnerChannel } from './src/keltner';
+export { DMI } from './src/dmi';
+export { TEMA } from './src/tema';
+export { TRIX } from './src/trix';
+export { CMO } from './src/cmo';
+export { DPO } from './src/dpo';
 // export { OrderBlock } from './src/order-block';
+export { UltimateOscillator } from './src/ultimate-oscillator';
+export { ElderRay } from './src/elder-ray';
+export { ForceIndex } from './src/force-index';
+export { Fractal } from './src/fractal';
+export { VolumeOscillator } from './src/volume-oscillator';