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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { MovingAverage } from '../MA/MovingAverage.js';
import { WMA } from '../WMA/WMA.js';
export class HMA extends MovingAverage {
    #wmaHalf;
    #wmaFull;
    #wmaSqrt;
    constructor(interval) {
        super(interval);
        this.#wmaHalf = new WMA(Math.floor(interval / 2));
        this.#wmaFull = new WMA(interval);
        this.#wmaSqrt = new WMA(Math.floor(Math.sqrt(interval)));
    }
    getRequiredInputs() {
        return this.#wmaFull.getRequiredInputs() + this.#wmaSqrt.getRequiredInputs() - 1;
    }
    update(price, replace) {
        const half = this.#wmaHalf.update(price, replace);
        const full = this.#wmaFull.update(price, replace);
        if (half !== null && full !== null) {
            const lagReduced = 2 * half - full;
            const result = this.#wmaSqrt.update(lagReduced, replace);
            if (result !== null) {
                return this.setResult(result, replace);
            }
        }
        return null;
    }
}
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