trading-signals/dist/trend/HIGHER_LOW_TRAIL/HigherLowTrail.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class HigherLowTrail extends IndicatorSeries {
    #lookback;
    #monotonic;
    #window = [];
    #lastEmitted = false;
    constructor(config) {
        super();
        this.#lookback = config.lookback;
        this.#monotonic = config.monotonic ?? true;
    }
    getRequiredInputs() {
        return this.#lookback + 1;
    }
    update(candle, replace) {
        if (replace && this.#lastEmitted) {
            this.rollbackLastResult();
        }
        this.#lastEmitted = false;
        pushUpdate(this.#window, replace, candle.low, this.getRequiredInputs());
        if (this.#window.length < this.getRequiredInputs()) {
            return null;
        }
        const pivot = this.#window[0];
        for (let i = 1; i < this.#window.length; i++) {
            if (this.#window[i] <= pivot) {
                return null;
            }
        }
        if (this.#monotonic && this.result !== undefined && pivot <= this.result) {
            return null;
        }
        this.#lastEmitted = true;
        return this.setResult(pivot, false);
    }
}
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