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I have been looking for a good reference where I can find how technical indicators of stock market analysis are calculated. I have a dataset (time series) which I want to extract these indicators to apply into another program but I can't find a good reference of who they are calculated. For sample, I would like to see formulas for: Moving Averages, MACD, Exponential Moving Averages, Williams %R, Momentum, RSI,

Is there anybody that can indicate a good reference of how it is calculated?

Thank you.

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  • $\begingroup$ A very warm welcome to Quant.SE and thank you for your question :-) $\endgroup$
    – vonjd
    Feb 27, 2015 at 16:24

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The TA_lib Technical Analysis library here has open source code for numerous indicators.

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The Technical Analysis of Financial markets is considered as a milestone of the matter.

I suggest to read that before starting to test your strategy.

It explains well the use of each indicator, providing the economic reason behind that and when it is useful to use that; moreover, the book deals the stock market with mainly, as you need for.

In my humble opinion, it is highly recommended if you want to start studying technical analysis and you are a beginner in that field.

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A very good reference can be found here:
http://www.asiapacfinance.com/trading-strategies/technicalindicators

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I know this is an old question, but I wanted to add that the NPM library technialinidicators, while advertised for crypto markets, has open code for many popular and some obscure technical indicators. I've hand written a few indicators from scratch, too, after finding performance issues in that library. But it's a useful reference.

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There's a simple open-source JavaScript/TypeScript library made by our team in Github: Technical Analysis library for JavaScript

To build charting interfaces for JavaScript, you can use WebGL accelerated LightningChart JS

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