trading-signals/dist/momentum/CCI/CCI.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { SMA } from '../../trend/SMA/SMA.js';
import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { getTypicalPrice, pushUpdate } from '../../util/index.js';
import { MAD } from '../../volatility/MAD/MAD.js';
export class CCI extends TrendIndicatorSeries {
    #sma;
    #typicalPrices;
    #overbought;
    #oversold;
    interval;
    constructor(interval, { overbought = 100, oversold = -100 } = {}) {
        super();
        this.interval = interval;
        this.#sma = new SMA(this.interval);
        this.#typicalPrices = [];
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.#sma.getRequiredInputs();
    }
    update(candle, replace) {
        const typicalPrice = this.#cacheTypicalPrice(candle, replace);
        this.#sma.update(typicalPrice, replace);
        if (this.#sma.isStable) {
            const mean = this.#sma.getResultOrThrow();
            const meanDeviation = MAD.getResultFromBatch(this.#typicalPrices, mean);
            const numerator = typicalPrice - mean;
            const denominator = 0.015 * meanDeviation;
            return this.setResult(numerator / denominator, replace);
        }
        return null;
    }
    #cacheTypicalPrice(candle, replace) {
        const typicalPrice = getTypicalPrice(candle);
        pushUpdate(this.#typicalPrices, replace, typicalPrice, this.interval);
        return typicalPrice;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isOversold = hasResult && result <= this.#oversold;
        const isOverbought = hasResult && result >= this.#overbought;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOversold:
                return TradingSignal.BEARISH;
            case isOverbought:
                return TradingSignal.BULLISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
}
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