trading-signals/dist/momentum/ULTOSC/UltimateOscillator.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class UltimateOscillator extends TrendIndicatorSeries {
    #candles = [];
    #overbought;
    #oversold;
    shortPeriod;
    mediumPeriod;
    longPeriod;
    constructor({ longPeriod = 28, mediumPeriod = 14, shortPeriod = 7 } = {}, { overbought = 70, oversold = 30 } = {}) {
        super();
        this.shortPeriod = shortPeriod;
        this.mediumPeriod = mediumPeriod;
        this.longPeriod = longPeriod;
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.longPeriod + 1;
    }
    update(candle, replace) {
        pushUpdate(this.#candles, replace, candle, this.getRequiredInputs());
        if (this.#candles.length < this.getRequiredInputs()) {
            return null;
        }
        const buyingPressures = [];
        const trueRanges = [];
        for (let i = 1; i < this.#candles.length; i++) {
            const { close, high, low } = this.#candles[i];
            const previousClose = this.#candles[i - 1].close;
            const trueLow = Math.min(low, previousClose);
            const trueHigh = Math.max(high, previousClose);
            buyingPressures.push(close - trueLow);
            trueRanges.push(trueHigh - trueLow);
        }
        const average = (period) => {
            let buyingPressureSum = 0;
            let trueRangeSum = 0;
            for (let i = trueRanges.length - period; i < trueRanges.length; i++) {
                buyingPressureSum += buyingPressures[i];
                trueRangeSum += trueRanges[i];
            }
            return { buyingPressureSum, trueRangeSum };
        };
        const short = average(this.shortPeriod);
        if (short.trueRangeSum === 0) {
            return this.setResult(50, replace);
        }
        const medium = average(this.mediumPeriod);
        const long = average(this.longPeriod);
        const shortAverage = short.buyingPressureSum / short.trueRangeSum;
        const mediumAverage = medium.buyingPressureSum / medium.trueRangeSum;
        const longAverage = long.buyingPressureSum / long.trueRangeSum;
        return this.setResult((100 * (4 * shortAverage + 2 * mediumAverage + longAverage)) / 7, replace);
    }
    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;
        }
    }
}
//# sourceMappingURL=UltimateOscillator.js.map