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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { MovingAverage } from '../MA/MovingAverage.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class WMA extends MovingAverage {
    prices = [];
    interval;
    constructor(interval) {
        super(interval);
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(price, replace) {
        pushUpdate(this.prices, replace, price, this.interval);
        if (this.prices.length === this.interval) {
            const weightedPricesSum = this.prices.reduce((acc, price, index) => {
                const weightedPrice = price * (index + 1);
                return acc + weightedPrice;
            }, 0);
            const weightBase = (this.interval * (this.interval + 1)) / 2;
            const weightedMa = weightedPricesSum / weightBase;
            return this.setResult(weightedMa, replace);
        }
        return null;
    }
}
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