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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
import { getAverage, pushUpdate } from '../../util/index.js';
export class MAD extends IndicatorSeries {
    prices = [];
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(price, replace) {
        pushUpdate(this.prices, replace, price, this.interval);
        if (this.prices.length === this.interval) {
            const mean = getAverage(this.prices);
            let sum = 0;
            for (let i = 0; i < this.interval; i++) {
                const deviation = Math.abs(this.prices[i] - mean);
                sum += deviation;
            }
            return this.setResult(sum / this.interval, replace);
        }
        return null;
    }
    static getResultFromBatch(prices, average) {
        if (prices.length === 0) {
            return 0;
        }
        const mean = average || getAverage(prices);
        let sum = 0;
        for (let i = 0; i < prices.length; i++) {
            const deviation = Math.abs(prices[i] - mean);
            sum += deviation;
        }
        return sum / prices.length;
    }
}
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