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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TrendIndicatorSeries, TradingSignal } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class OBV extends TrendIndicatorSeries {
    candles = [];
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(candle, replace) {
        pushUpdate(this.candles, replace, candle, this.getRequiredInputs());
        if (this.candles.length < this.getRequiredInputs()) {
            return null;
        }
        const prevCandle = this.candles[this.candles.length - 2];
        const prevPrice = prevCandle.close;
        const prevResult = this.result ?? 0;
        const currentPrice = candle.close;
        const nextResult = currentPrice > prevPrice ? candle.volume : currentPrice < prevPrice ? -candle.volume : 0;
        return this.setResult(prevResult + nextResult, false);
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const previousResult = this.previousResult;
        const hasPreviousResult = previousResult !== undefined;
        const isBullish = hasResult && hasPreviousResult && result > previousResult;
        const isBearish = hasResult && hasPreviousResult && result < previousResult;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isBullish:
                return TradingSignal.BULLISH;
            case isBearish:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
}
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