@4ex/indicators
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Technical indicators for ohlc charts written in TypeScript
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TypeScript
import { ROC as ROCIndicator } from 'technicalindicators';
import { OHLC, OHLCEnum } from '../types';
import { IndicatorInput, Indicator } from './base-indicator';
export interface RateOfChangeInput extends IndicatorInput {
period?: number;
source?: OHLCEnum;
}
/**
* The rate of change (ROC) is the speed at which a variable changes
* over a specific period of time. ROC is often used when speaking
* about momentum, and it can generally be expressed as a ratio between
* a change in one variable relative to a corresponding change in another;
* graphically, the rate of change is represented by the slope of a line.
* The ROC is often illustrated by the Greek letter delta.
*/
export declare class ROC implements Indicator {
indicator: ROCIndicator;
source: OHLCEnum;
/**
* @param {OHLC[]} series candles series
* @param {OHLCEnum} source source of values
* @param {number} period period for indicator
*/
constructor(series: OHLC[], source?: OHLCEnum, period?: number);
/**
* Retrieve ROC values for instance
* @return {number[]} values for instance data
*/
getResults(): number[];
/**
* Calculate ROC to next tick
* @param {OHLC} candle new candle to add to series
* @return {number | undefined} next ROC value or undefined if period is
* greater than actual series length
*/
next(candle: OHLC): number | undefined;
/**
* Create instance from data
* @param {RateOfChangeInput} input input data
* @return {ROC} ROC instance
*/
static generator({ series, source, period, }: RateOfChangeInput): ROC;
/**
* Get ROC values from input
* @param {RateOfChangeInput} input input data
* @return {number[]} ROC values
*/
static calculate(input: RateOfChangeInput): number[];
}