trading-signals/dist/trend/ZIGZAG/ZigZag.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
export class ZigZag extends IndicatorSeries {
    #deviation;
    #isUp = false;
    #highestExtreme = null;
    #lowestExtreme = null;
    constructor(config) {
        super();
        this.#deviation = config.deviation;
    }
    getRequiredInputs() {
        return 1;
    }
    update(candle, replace) {
        const low = candle.low;
        const high = candle.high;
        if (this.#lowestExtreme === null) {
            this.#lowestExtreme = low;
        }
        if (this.#highestExtreme === null) {
            this.#highestExtreme = high;
        }
        if (this.#isUp) {
            const uptrendReversal = this.#lowestExtreme + ((this.#highestExtreme - this.#lowestExtreme) * (100 - this.#deviation)) / 100;
            if (high > this.#highestExtreme) {
                this.#highestExtreme = high;
            }
            else if (low < uptrendReversal) {
                this.#isUp = false;
                this.#lowestExtreme = low;
                return this.setResult(this.#highestExtreme, replace);
            }
        }
        else {
            const downtrendReversal = low + ((this.#highestExtreme - low) * this.#deviation) / 100;
            if (low < this.#lowestExtreme) {
                this.#lowestExtreme = low;
            }
            else if (high > downtrendReversal) {
                this.#isUp = true;
                this.#highestExtreme = high;
                return this.setResult(this.#lowestExtreme, replace);
            }
        }
        return null;
    }
}
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