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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
import { WSMA } from '../../trend/WSMA/WSMA.js';
export class RSI extends TrendIndicatorSeries {
    #previousPrices = [];
    #avgGain;
    #avgLoss;
    #maxValue = 100;
    #overbought;
    #oversold;
    interval;
    constructor(interval, SmoothingIndicator = WSMA, { overbought = 70, oversold = 30 } = {}) {
        super();
        this.interval = interval;
        this.#avgGain = new SmoothingIndicator(this.interval);
        this.#avgLoss = new SmoothingIndicator(this.interval);
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.#avgGain.getRequiredInputs();
    }
    update(price, replace) {
        pushUpdate(this.#previousPrices, replace, price, this.interval);
        if (this.#previousPrices.length < 2) {
            return null;
        }
        const currentPrice = price;
        const previousPrice = this.#previousPrices[this.#previousPrices.length - 2];
        if (currentPrice > previousPrice) {
            this.#avgLoss.update(0, replace);
            this.#avgGain.update(price - previousPrice, replace);
        }
        else {
            this.#avgLoss.update(previousPrice - currentPrice, replace);
            this.#avgGain.update(0, replace);
        }
        if (this.#avgGain.isStable) {
            const avgLoss = this.#avgLoss.getResultOrThrow();
            if (avgLoss === 0) {
                return this.setResult(100, replace);
            }
            const relativeStrength = this.#avgGain.getResultOrThrow() / avgLoss;
            return this.setResult(this.#maxValue - this.#maxValue / (relativeStrength + 1), replace);
        }
        return null;
    }
    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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