trading-signals/dist/volatility/BBANDS/BollingerBands.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TechnicalIndicator, TradingSignal } from '../../base/Indicator.js';
import { getAverage, getStandardDeviation, pushUpdate } from '../../util/index.js';
export class BollingerBands extends TechnicalIndicator {
    prices = [];
    #previousResult;
    #twoPreviousResult;
    #lastPrice;
    #previousPrice;
    interval;
    deviationMultiplier;
    constructor(interval, deviationMultiplier = 2) {
        super();
        this.interval = interval;
        this.deviationMultiplier = deviationMultiplier;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(price, replace) {
        const dropOut = pushUpdate(this.prices, replace, price, this.interval);
        if (replace) {
            this.result = this.#previousResult;
            this.#previousResult = this.#twoPreviousResult;
            this.#lastPrice = this.#previousPrice;
        }
        this.#twoPreviousResult = this.#previousResult;
        this.#previousResult = this.result;
        this.#previousPrice = this.#lastPrice;
        this.#lastPrice = price;
        if (dropOut) {
            const middle = getAverage(this.prices);
            const standardDeviation = getStandardDeviation(this.prices, middle);
            return (this.result = {
                lower: middle - standardDeviation * this.deviationMultiplier,
                middle,
                upper: middle + standardDeviation * this.deviationMultiplier,
            });
        }
        return null;
    }
    calculateSignal(result, price) {
        if (!result || price === undefined) {
            return TradingSignal.UNKNOWN;
        }
        if (price > result.upper) {
            return TradingSignal.BULLISH;
        }
        if (price < result.lower) {
            return TradingSignal.BEARISH;
        }
        return TradingSignal.SIDEWAYS;
    }
    getSignal() {
        const previousState = this.calculateSignal(this.#twoPreviousResult, this.#previousPrice);
        const state = this.calculateSignal(this.#previousResult, this.#lastPrice);
        const hasChanged = previousState !== state;
        return {
            hasChanged,
            state,
        };
    }
}
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