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@4ex/indicators

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Technical indicators for ohlc charts written in TypeScript

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import { OBV as OBVIndicator } from 'technicalindicators'; import { OHLC } from '../types'; import { IndicatorInput, Indicator } from './base-indicator'; export declare type OnBalanceVolumeInput = IndicatorInput; /** * On-balance volume (OBV) is a technical trading momentum indicator that * uses volume flow to predict changes in stock price. Joseph Granville * first developed the OBV metric in the 1963 book Granville's New Key to * Stock Market Profits. Granville believed that volume was the key force * behind markets and designed OBV to project when major moves in the markets * would occur based on volume changes. In his book, he described the * predictions generated by OBV as "a spring being wound tightly." He believed * that when volume increases sharply without a significant change in the * stock's price, the price will eventually jump upward or fall downward. */ export declare class OBV implements Indicator { indicator: OBVIndicator; /** * @param {OHLC[]} series candles series */ constructor(series: OHLC[]); /** * Retrieve OBV values for instance * @return {number[]} values for instance data */ getResults(): number[]; /** * Calculate OBV to next tick * @param {OHLC} candle new candle to add to series * @return {number | undefined} next OBV value or undefined if period is * greater than actual series length */ next(candle: OHLC): number | undefined; /** * Create instance from data * @param {OnBalanceVolumeInput} input input data * @return {OBV} OBV instance */ static generator({ series }: OnBalanceVolumeInput): OBV; /** * Get OBV values from input * @param {OnBalanceVolumeInput} input input data * @return {number[]} OBV values */ static calculate({ series, }: OnBalanceVolumeInput): number[]; }