trading-signals/dist/momentum/TRIX/TRIX.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 TRIX extends TrendIndicatorSeries {
    #single;
    #double;
    #triple;
    #previousTripleEma;
    #penultimateTripleEma;
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
        this.#single = new EMA(interval);
        this.#double = new EMA(interval);
        this.#triple = new EMA(interval);
    }
    getRequiredInputs() {
        return 3 * (this.interval - 1) + 2;
    }
    update(price, replace) {
        const single = this.#single.update(price, replace);
        if (this.#single.isStable) {
            const double = this.#double.update(single, replace);
            if (this.#double.isStable) {
                const triple = this.#triple.update(double, replace);
                if (this.#triple.isStable) {
                    const previous = replace ? this.#penultimateTripleEma : this.#previousTripleEma;
                    if (!replace) {
                        this.#penultimateTripleEma = this.#previousTripleEma;
                    }
                    this.#previousTripleEma = triple;
                    if (previous !== undefined && triple !== 0) {
                        return this.setResult((100 * (triple - previous)) / triple, 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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