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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator, TradingSignal } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class MACD extends TechnicalIndicator {
    prices = [];
    #previousResult;
    short;
    long;
    signal;
    constructor(short, long, signal) {
        super();
        this.short = short;
        this.long = long;
        this.signal = signal;
    }
    getRequiredInputs() {
        return this.long.getRequiredInputs();
    }
    update(price, replace) {
        pushUpdate(this.prices, replace, price, this.long.interval);
        const short = this.short.update(price, replace);
        const long = this.long.update(price, replace);
        if (this.prices.length === this.long.interval) {
            const macd = short - long;
            const signal = this.signal.update(macd, replace);
            if (replace) {
                this.result = this.#previousResult;
            }
            this.#previousResult = this.result;
            return (this.result = {
                histogram: macd - signal,
                macd,
                signal,
            });
        }
        return null;
    }
    calculateSignal(result) {
        const hasResult = result !== null && result !== undefined;
        const isBullish = hasResult && result.histogram > 0;
        const isBearish = hasResult && result.histogram < 0;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isBullish:
                return TradingSignal.BULLISH;
            case isBearish:
            default:
                return TradingSignal.BEARISH;
        }
    }
    getSignal() {
        const previousState = this.calculateSignal(this.#previousResult);
        const state = this.calculateSignal(this.getResult());
        const hasChanged = previousState !== state;
        return {
            hasChanged,
            state,
        };
    }
}
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