@sunrise1002/tats/lib/moving_averages/WEMA.js

Techincal Indicators written in javascript

import { Indicator } from '../indicator/indicator';
import { SMA } from './SMA';
export class WEMA extends Indicator {
    constructor(input) {
        super(input);
        var period = input.period;
        var priceArray = input.values;
        var exponent = 1 / period;
        var sma;
        this.result = [];
        sma = new SMA({ period: period, values: [] });
        var genFn = (function* () {
            var tick = yield;
            var prevEma;
            while (true) {
                if (prevEma !== undefined && tick !== undefined) {
                    prevEma = ((tick - prevEma) * exponent) + prevEma;
                    tick = yield prevEma;
                }
                else {
                    tick = yield;
                    prevEma = sma.nextValue(tick);
                    if (prevEma !== undefined)
                        tick = yield prevEma;
                }
            }
        });
        this.generator = genFn();
        this.generator.next();
        this.generator.next();
        priceArray.forEach((tick) => {
            var result = this.generator.next(tick);
            if (result.value != undefined) {
                this.result.push(this.format(result.value));
            }
        });
    }
    nextValue(price) {
        var result = this.generator.next(price).value;
        if (result != undefined)
            return this.format(result);
    }
    ;
}
WEMA.calculate = wema;
export function wema(input) {
    Indicator.reverseInputs(input);
    var result = new WEMA(input).result;
    if (input.reversedInput) {
        result.reverse();
    }
    Indicator.reverseInputs(input);
    return result;
}