trading-signals/dist/momentum/STOCHRSI/StochasticRSI.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { SMA } from '../../trend/SMA/SMA.js';
import { WSMA } from '../../trend/WSMA/WSMA.js';
import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { Period } from '../../base/Period.js';
import { RSI } from '../RSI/RSI.js';
export class StochasticRSI extends TrendIndicatorSeries {
    #period;
    #rsi;
    interval;
    smoothing;
    #overbought;
    #oversold;
    constructor(interval, SmoothingRSI = WSMA, smoothing = {
        d: new SMA(3),
        k: new SMA(3),
    }, { overbought = 0.8, oversold = 0.2 } = {}) {
        super();
        this.interval = interval;
        this.smoothing = smoothing;
        this.#period = new Period(interval);
        this.#rsi = new RSI(interval, SmoothingRSI);
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.#rsi.getRequiredInputs() + this.#period.getRequiredInputs();
    }
    update(price, replace) {
        const rsiResult = this.#rsi.update(price, replace);
        if (rsiResult) {
            const periodResult = this.#period.update(rsiResult, replace);
            if (periodResult) {
                const min = periodResult.lowest;
                const max = periodResult.highest;
                const denominator = max - min;
                if (denominator === 0) {
                    return this.setResult(100, replace);
                }
                const numerator = rsiResult - min;
                const stochRSI = numerator / denominator;
                const k = this.smoothing.k.update(stochRSI, replace);
                if (k) {
                    this.smoothing.d.update(k, replace);
                }
                return this.setResult(stochRSI, 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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