trading-signals/dist/volatility/ATR/ATR.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
import { TR } from '../TR/TR.js';
import { WSMA } from '../../trend/WSMA/WSMA.js';
export class ATR extends IndicatorSeries {
    #tr;
    #smoothing;
    interval;
    constructor(interval, SmoothingIndicator = WSMA) {
        super();
        this.interval = interval;
        this.#tr = new TR();
        this.#smoothing = new SmoothingIndicator(interval);
    }
    getRequiredInputs() {
        return this.#smoothing.getRequiredInputs();
    }
    update(candle, replace) {
        const trueRange = this.#tr.update(candle, replace);
        this.#smoothing.update(trueRange, replace);
        if (this.#smoothing.isStable) {
            return this.setResult(this.#smoothing.getResultOrThrow(), replace);
        }
        return null;
    }
}
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