@sunrise1002/tats/lib/volume/ADL.js

Techincal Indicators written in javascript

/**
 * Created by AAravindan on 5/17/16.
 */
import { Indicator, IndicatorInput } from '../indicator/indicator';
export class ADLInput extends IndicatorInput {
}
export class ADL extends Indicator {
    constructor(input) {
        super(input);
        var highs = input.high;
        var lows = input.low;
        var closes = input.close;
        var volumes = input.volume;
        if (!((lows.length === highs.length) && (highs.length === closes.length) && (highs.length === volumes.length))) {
            throw ('Inputs(low,high, close, volumes) not of equal size');
        }
        this.result = [];
        this.generator = (function* () {
            var result = 0;
            var tick;
            tick = yield;
            while (true) {
                let moneyFlowMultiplier = ((tick.close - tick.low) - (tick.high - tick.close)) / (tick.high - tick.low);
                moneyFlowMultiplier = isNaN(moneyFlowMultiplier) ? 1 : moneyFlowMultiplier;
                let moneyFlowVolume = moneyFlowMultiplier * tick.volume;
                result = result + moneyFlowVolume;
                tick = yield Math.round(result);
            }
        })();
        this.generator.next();
        highs.forEach((tickHigh, index) => {
            var tickInput = {
                high: tickHigh,
                low: lows[index],
                close: closes[index],
                volume: volumes[index]
            };
            var result = this.generator.next(tickInput);
            if (result.value != undefined) {
                this.result.push(result.value);
            }
        });
    }
    ;
    nextValue(price) {
        return this.generator.next(price).value;
    }
    ;
}
ADL.calculate = adl;
export function adl(input) {
    Indicator.reverseInputs(input);
    var result = new ADL(input).result;
    if (input.reversedInput) {
        result.reverse();
    }
    Indicator.reverseInputs(input);
    return result;
}
;