trading-signals/dist/trend/CE/ChandelierExit.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
import { ATR } from '../../volatility/ATR/ATR.js';
export class ChandelierExit extends TechnicalIndicator {
    #atr;
    #candles = [];
    interval;
    multiplier;
    constructor({ interval = 22, multiplier = 3 } = {}) {
        super();
        this.interval = interval;
        this.multiplier = multiplier;
        this.#atr = new ATR(interval);
    }
    getRequiredInputs() {
        return this.#atr.getRequiredInputs();
    }
    update(candle, replace) {
        const atr = this.#atr.update(candle, replace);
        pushUpdate(this.#candles, replace, candle, this.interval);
        if (atr === null) {
            return null;
        }
        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;
            }
        }
        return (this.result = {
            long: highest - this.multiplier * atr,
            short: lowest + this.multiplier * atr,
        });
    }
}
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