trading-signals/dist/momentum/WILLR/WilliamsR.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 WilliamsR extends TrendIndicatorSeries {
    candles = [];
    interval;
    #overbought;
    #oversold;
    constructor(interval, { overbought = -20, oversold = -80 } = {}) {
        super();
        this.interval = interval;
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(candle, replace) {
        pushUpdate(this.candles, replace, candle, this.interval);
        if (this.candles.length === this.interval) {
            let highest = this.candles[0].high;
            let lowest = this.candles[0].low;
            for (let i = 1; i < this.candles.length; i++) {
                if (this.candles[i].high > highest) {
                    highest = this.candles[i].high;
                }
                if (this.candles[i].low < lowest) {
                    lowest = this.candles[i].low;
                }
            }
            const divisor = highest - lowest;
            if (divisor === 0) {
                return this.setResult(-100, replace);
            }
            const willR = ((highest - candle.close) / divisor) * -100;
            return this.setResult(willR, replace);
        }
        return null;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isOverbought = hasResult && result >= this.#overbought;
        const isOversold = hasResult && result <= this.#oversold;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOverbought:
                return TradingSignal.BULLISH;
            case isOversold:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
}
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