trading-signals/dist/momentum/STOCH/StochasticOscillator.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { SMA } from '../../trend/SMA/SMA.js';
import { TechnicalIndicator, TradingSignal } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class StochasticOscillator extends TechnicalIndicator {
    candles = [];
    #smoothK;
    #smoothD;
    #previousResult;
    kPeriod;
    kSlowingPeriod;
    dPeriod;
    #overbought;
    #oversold;
    constructor({ dPeriod, kPeriod, kSlowingPeriod }, { overbought = 80, oversold = 20 } = {}) {
        super();
        this.kPeriod = kPeriod;
        this.kSlowingPeriod = kSlowingPeriod;
        this.dPeriod = dPeriod;
        this.#smoothK = new SMA(kSlowingPeriod);
        this.#smoothD = new SMA(dPeriod);
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.kPeriod + this.dPeriod + 1;
    }
    update(candle, replace) {
        pushUpdate(this.candles, replace, candle, this.kPeriod);
        if (this.candles.length === this.kPeriod) {
            const highest = Math.max(...this.candles.map(candle => candle.high));
            const lowest = Math.min(...this.candles.map(candle => candle.low));
            const divisor = highest - lowest;
            let fastK = (candle.close - lowest) * 100;
            fastK = fastK / (divisor === 0 ? 1 : divisor);
            const stochK = this.#smoothK.update(fastK, replace);
            const stochD = stochK && this.#smoothD.update(stochK, replace);
            if (stochK !== null && stochD !== null) {
                if (replace) {
                    this.result = this.#previousResult;
                }
                this.#previousResult = this.result;
                return (this.result = {
                    stochD,
                    stochK,
                });
            }
        }
        return null;
    }
    calculateSignal(result) {
        const hasResult = result !== null && result !== undefined;
        const isOversold = hasResult && result.stochK <= this.#oversold;
        const isOverbought = hasResult && result.stochK >= this.#overbought;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOversold:
                return TradingSignal.BEARISH;
            case isOverbought:
                return TradingSignal.BULLISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
    getSignal() {
        const previousState = this.calculateSignal(this.#previousResult);
        const state = this.calculateSignal(this.getResult());
        const hasChanged = previousState !== state;
        return {
            hasChanged,
            state,
        };
    }
}
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