@sunrise1002/tats/lib/directionalmovement/TrueRange.js

Techincal Indicators written in javascript

import { Indicator, IndicatorInput } from '../indicator/indicator';
/**
 * Created by AAravindan on 5/8/16.
 */
/**
 * Created by AAravindan on 5/8/16.
 */
"use strict";
export class TrueRangeInput extends IndicatorInput {
}
;
export class TrueRange extends Indicator {
    constructor(input) {
        super(input);
        var lows = input.low;
        var highs = input.high;
        var closes = input.close;
        var format = this.format;
        if (lows.length != highs.length) {
            throw ('Inputs(low,high) not of equal size');
        }
        this.result = [];
        this.generator = (function* () {
            var current = yield;
            var previousClose, result;
            while (true) {
                if (previousClose === undefined) {
                    previousClose = current.close;
                    current = yield result;
                }
                result = Math.max(current.high - current.low, isNaN(Math.abs(current.high - previousClose)) ? 0 : Math.abs(current.high - previousClose), isNaN(Math.abs(current.low - previousClose)) ? 0 : Math.abs(current.low - previousClose));
                previousClose = current.close;
                if (result != undefined) {
                    result = format(result);
                }
                current = yield result;
            }
        })();
        this.generator.next();
        lows.forEach((tick, index) => {
            var result = this.generator.next({
                high: highs[index],
                low: lows[index],
                close: closes[index]
            });
            if (result.value != undefined) {
                this.result.push(result.value);
            }
        });
    }
    ;
    nextValue(price) {
        return this.generator.next(price).value;
    }
    ;
}
TrueRange.calculate = truerange;
export function truerange(input) {
    Indicator.reverseInputs(input);
    var result = new TrueRange(input).result;
    if (input.reversedInput) {
        result.reverse();
    }
    Indicator.reverseInputs(input);
    return result;
}
;