trading-signals/dist/momentum/CG/CG.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 { pushUpdate } from '../../util/pushUpdate.js';
export class CG extends TrendIndicatorSeries {
    signal;
    prices = [];
    get isStable() {
        return this.signal.isStable;
    }
    interval;
    signalInterval;
    constructor(interval, signalInterval) {
        super();
        this.interval = interval;
        this.signalInterval = signalInterval;
        this.signal = new SMA(signalInterval);
    }
    getRequiredInputs() {
        return this.signal.getRequiredInputs();
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const signalValue = this.signal.getResult();
        const hasSignal = signalValue !== null;
        const isAboveSignal = hasResult && hasSignal && result > signalValue;
        const isBelowSignal = hasResult && hasSignal && result < signalValue;
        switch (true) {
            case !hasResult || !hasSignal:
                return TradingSignal.UNKNOWN;
            case isAboveSignal:
                return TradingSignal.BULLISH;
            case isBelowSignal:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
    update(price, replace) {
        pushUpdate(this.prices, replace, price, this.interval);
        let nominator = 0;
        let denominator = 0;
        for (let i = 0; i < this.prices.length; ++i) {
            const price = this.prices[i];
            nominator = nominator + price * (i + 1);
            denominator = denominator + price;
        }
        const cg = denominator > 0 ? nominator / denominator : 0;
        this.signal.update(cg, replace);
        if (this.signal.isStable) {
            return this.setResult(cg, replace);
        }
        return null;
    }
}
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