@4ex/indicators/dist/indicators/parabolic-stop-and-reverse.js

Technical indicators for ohlc charts written in TypeScript

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
exports.PSAR = void 0;
const fp_1 = require("lodash/fp");
const technicalindicators_1 = require("technicalindicators");
const defaultInput = {
    step: 0.02,
    max: 0.2,
};
/**
 * The parabolic SAR indicator, developed by J. Wells Wilder, is used
 * by traders to determine trend direction and potential reversals in price.
 * The indicator uses a trailing stop and reverse method called "SAR"
 * or stop and reverse, to identify suitable exit and entry points.
 * Traders also refer to the indicator as the parabolic stop and reverse,
 * parabolic SAR, or PSAR.
 * [Investopedia](https://www.investopedia.com/terms/p/parabolicindicator.asp)
 */
class PSAR {
    /**
     * @param {OHLC[]} series candles series
     * @param {number} step step for calculation
     * @param {number} max max for calculation
     */
    constructor(series = [], step = defaultInput.step, max = defaultInput.max) {
        // super();
        const high = fp_1.map('high')(series);
        const low = fp_1.map('low')(series);
        const indicator = new technicalindicators_1.PSAR({ step, max, high, low });
        this.indicator = indicator;
        this.step = step;
        this.max = max;
    }
    /**
     * Calculate PSAR for specified input
     * @param {ParabolicStopAndReverseInput} input PSAR input for calculation
     * @return {number[]} array representing PSAR values
     */
    static calculate(input) {
        const { max, step, series } = Object.assign(Object.assign({}, defaultInput), input);
        const high = fp_1.map('high')(series);
        const low = fp_1.map('low')(series);
        return technicalindicators_1.PSAR.calculate({ max, step, high, low });
    }
    /**
     * Generate instance of PSAR indicator
     * @param {ParabolicStopAndReverseInput} input PSAR input for generation
     * @return {PSAR} instance of indicators
     */
    static generator({ max, step, series, }) {
        return new PSAR(series, step, max);
    }
    /**
     * get values for PSAR instance data
     * @return {number[]} PSAR values
     */
    getResults() {
        return this.indicator.getResult();
    }
    /**
     * Calc PSAR value for next candle
     * @param {OHLC} candle new candle
     * @return {number | undefined} next psar value or undefined if period is
     * greater than actual series length
     */
    next({ low, high }) {
        return this.indicator.nextValue({
            low: [low],
            high: [high],
            step: this.step,
            max: this.max,
        });
    }
}
exports.PSAR = PSAR;