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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class CMO extends TrendIndicatorSeries {
    #prices = [];
    #overbought;
    #oversold;
    interval;
    constructor(interval, { overbought = 50, oversold = -50 } = {}) {
        super();
        this.interval = interval;
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.interval + 1;
    }
    update(price, replace) {
        pushUpdate(this.#prices, replace, price, this.getRequiredInputs());
        if (this.#prices.length < this.getRequiredInputs()) {
            return null;
        }
        let gains = 0;
        let losses = 0;
        for (let i = 1; i < this.#prices.length; i++) {
            const change = this.#prices[i] - this.#prices[i - 1];
            if (change > 0) {
                gains += change;
            }
            else {
                losses -= change;
            }
        }
        const total = gains + losses;
        if (total === 0) {
            return this.setResult(0, replace);
        }
        return this.setResult((100 * (gains - losses)) / total, replace);
    }
    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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