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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { EMA } from '../../trend/EMA/EMA.js';
export class PPO extends TrendIndicatorSeries {
    #fast;
    #slow;
    fastPeriod;
    slowPeriod;
    constructor({ fastPeriod = 12, slowPeriod = 26 } = {}) {
        super();
        this.fastPeriod = fastPeriod;
        this.slowPeriod = slowPeriod;
        this.#fast = new EMA(fastPeriod);
        this.#slow = new EMA(slowPeriod);
    }
    getRequiredInputs() {
        return this.#slow.getRequiredInputs();
    }
    update(price, replace) {
        const fast = this.#fast.update(price, replace);
        const slow = this.#slow.update(price, replace);
        if (this.#slow.isStable) {
            return this.setResult((100 * (fast - slow)) / slow, replace);
        }
        return null;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isBullish = hasResult && result > 0;
        const isBearish = hasResult && result < 0;
        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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