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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
export class PSAR extends IndicatorSeries {
    accelerationStep;
    accelerationMax;
    acceleration = 0;
    extreme = null;
    lastSar = null;
    isLong = null;
    previousCandle = null;
    prePreviousCandle = null;
    constructor(config) {
        super();
        this.accelerationStep = config.accelerationStep;
        this.accelerationMax = config.accelerationMax;
        if (this.accelerationStep <= 0) {
            throw new Error('Acceleration step must be greater than 0');
        }
        if (this.accelerationMax <= this.accelerationStep) {
            throw new Error('Acceleration max must be greater than acceleration step');
        }
    }
    get isStable() {
        return this.lastSar !== null;
    }
    getRequiredInputs() {
        return 2;
    }
    update(candle, replace) {
        const { high, low } = candle;
        const notEnoughData = !this.previousCandle || this.lastSar === null;
        if (replace && notEnoughData) {
            this.previousCandle = candle;
            return null;
        }
        if (!this.previousCandle) {
            this.previousCandle = candle;
            return null;
        }
        if (this.lastSar === null) {
            const currentMidpoint = (high + low) / 2;
            const previousMidpoint = (this.previousCandle.high + this.previousCandle.low) / 2;
            this.isLong = currentMidpoint >= previousMidpoint;
            if (this.isLong) {
                this.extreme = high;
                this.lastSar = this.previousCandle.low;
            }
            else {
                this.extreme = low;
                this.lastSar = this.previousCandle.high;
            }
            this.acceleration = this.accelerationStep;
            this.prePreviousCandle = this.previousCandle;
            this.previousCandle = candle;
            return this.setResult(this.lastSar, replace);
        }
        let sar = (this.extreme - this.lastSar) * this.acceleration + this.lastSar;
        if (this.isLong) {
            const hasPrevPrev = this.prePreviousCandle != null;
            if (hasPrevPrev && low < sar) {
                if (this.prePreviousCandle.low < sar) {
                    sar = this.prePreviousCandle.low;
                }
                sar = this.previousCandle.low < sar ? this.previousCandle.low : sar;
            }
            else if (this.previousCandle.low < sar) {
                sar = this.previousCandle.low;
            }
            if (high > this.extreme) {
                this.extreme = high;
                if (this.acceleration < this.accelerationMax) {
                    this.acceleration += this.accelerationStep;
                    if (this.acceleration > this.accelerationMax) {
                        this.acceleration = this.accelerationMax;
                    }
                }
            }
            if (low < sar) {
                this.isLong = false;
                sar = this.extreme;
                this.extreme = low;
                this.acceleration = this.accelerationStep;
            }
        }
        else {
            const hasPrevPrev = this.prePreviousCandle != null;
            if (hasPrevPrev && high > sar) {
                if (this.prePreviousCandle.high > sar) {
                    sar = this.prePreviousCandle.high;
                }
                sar = this.previousCandle.high > sar ? this.previousCandle.high : sar;
            }
            else if (this.previousCandle.high > sar) {
                sar = this.previousCandle.high;
            }
            if (low < this.extreme) {
                this.extreme = low;
                this.acceleration += this.accelerationStep;
                if (this.acceleration > this.accelerationMax) {
                    this.acceleration = this.accelerationMax;
                }
            }
            if (high > sar) {
                this.isLong = true;
                sar = this.extreme;
                this.extreme = high;
                this.acceleration = this.accelerationStep;
                if (sar >= low) {
                    sar = low - 0.01;
                }
            }
        }
        this.lastSar = sar;
        this.prePreviousCandle = this.previousCandle;
        this.previousCandle = candle;
        return this.setResult(sar, replace);
    }
    getResultOrThrow() {
        return super.getResultOrThrow();
    }
}
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