trading-signals/dist/volatility/ABANDS/AccelerationBands.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator, TradingSignal } from '../../base/Indicator.js';
import { SMA } from '../../trend/SMA/SMA.js';
export class AccelerationBands extends TechnicalIndicator {
    #lowerBand;
    #middleBand;
    #upperBand;
    #previousResult;
    #twoPreviousResult;
    #lastClose;
    #previousClose;
    interval;
    width;
    constructor(interval, width, SmoothingIndicator = SMA) {
        super();
        this.interval = interval;
        this.width = width;
        this.#lowerBand = new SmoothingIndicator(interval);
        this.#middleBand = new SmoothingIndicator(interval);
        this.#upperBand = new SmoothingIndicator(interval);
    }
    getRequiredInputs() {
        return this.#middleBand.getRequiredInputs();
    }
    update({ close, high, low }, replace) {
        const highPlusLow = high + low;
        const coefficient = highPlusLow === 0 ? 0 : ((high - low) / highPlusLow) * this.width;
        this.#lowerBand.update(low * (1 - coefficient), replace);
        this.#middleBand.update(close, replace);
        this.#upperBand.update(high * (1 + coefficient), replace);
        if (replace) {
            this.result = this.#previousResult;
            this.#previousResult = this.#twoPreviousResult;
            this.#lastClose = this.#previousClose;
        }
        this.#twoPreviousResult = this.#previousResult;
        this.#previousResult = this.result;
        this.#previousClose = this.#lastClose;
        this.#lastClose = close;
        if (this.isStable) {
            return (this.result = {
                lower: this.#lowerBand.getResultOrThrow(),
                middle: this.#middleBand.getResultOrThrow(),
                upper: this.#upperBand.getResultOrThrow(),
            });
        }
        return null;
    }
    get isStable() {
        return this.#middleBand.isStable;
    }
    calculateSignal(result, close) {
        if (!result || close === undefined) {
            return TradingSignal.UNKNOWN;
        }
        if (close > result.upper) {
            return TradingSignal.BULLISH;
        }
        if (close < result.lower) {
            return TradingSignal.BEARISH;
        }
        return TradingSignal.SIDEWAYS;
    }
    getSignal() {
        const previousState = this.calculateSignal(this.#twoPreviousResult, this.#previousClose);
        const state = this.calculateSignal(this.#previousResult, this.#lastClose);
        const hasChanged = previousState !== state;
        return {
            hasChanged,
            state,
        };
    }
}
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