trading-signals/dist/trend/DX/DX.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { ATR } from '../../volatility/ATR/ATR.js';
import { IndicatorSeries } from '../../base/Indicator.js';
import { WSMA } from '../WSMA/WSMA.js';
export class DX extends IndicatorSeries {
    #movesUp;
    #movesDown;
    #previousCandle;
    #secondLastCandle;
    #atr;
    mdi;
    pdi;
    interval;
    constructor(interval, SmoothingIndicator = WSMA) {
        super();
        this.interval = interval;
        this.#atr = new ATR(this.interval, SmoothingIndicator);
        this.#movesDown = new SmoothingIndicator(this.interval);
        this.#movesUp = new SmoothingIndicator(this.interval);
    }
    #updateState(candle, pdm, mdm, replace) {
        this.#atr.update(candle, replace);
        this.#movesUp.update(pdm, replace);
        this.#movesDown.update(mdm, replace);
        if (this.#previousCandle) {
            this.#secondLastCandle = this.#previousCandle;
        }
        this.#previousCandle = candle;
    }
    getRequiredInputs() {
        return this.#movesUp.getRequiredInputs();
    }
    update(candle, replace) {
        if (!this.#previousCandle) {
            this.#updateState(candle, 0, 0, replace);
            return null;
        }
        if (this.#secondLastCandle && replace) {
            this.#previousCandle = this.#secondLastCandle;
        }
        const currentHigh = candle.high;
        const previousHigh = this.#previousCandle.high;
        const currentLow = candle.low;
        const previousLow = this.#previousCandle.low;
        const higherHigh = currentHigh - previousHigh;
        const lowerLow = previousLow - currentLow;
        const noHigherHighs = higherHigh < 0;
        const lowsRise = higherHigh < lowerLow;
        const pdm = noHigherHighs || lowsRise ? 0 : higherHigh;
        const noLowerLows = lowerLow < 0;
        const highsRise = lowerLow < higherHigh;
        const mdm = noLowerLows || highsRise ? 0 : lowerLow;
        this.#updateState(candle, pdm, mdm, replace);
        if (this.#movesUp.isStable) {
            this.pdi = this.#movesUp.getResultOrThrow() / this.#atr.getResultOrThrow();
            this.mdi = this.#movesDown.getResultOrThrow() / this.#atr.getResultOrThrow();
            const dmDiff = Math.abs(this.pdi - this.mdi);
            const dmSum = this.pdi + this.mdi;
            if (dmSum === 0) {
                return this.setResult(0, replace);
            }
            return this.setResult((dmDiff / dmSum) * 100, replace);
        }
        return null;
    }
}
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