trading-signals/dist/volume/CMF/CMF.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class CMF extends TrendIndicatorSeries {
    #candles = [];
    interval;
    constructor(interval) {
        super();
        this.interval = interval;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(candle, replace) {
        pushUpdate(this.#candles, replace, candle, this.interval);
        if (this.#candles.length < this.interval) {
            return null;
        }
        let sumMoneyFlowVolume = 0;
        let sumVolume = 0;
        for (const c of this.#candles) {
            const highLowDiff = c.high - c.low;
            let moneyFlowMultiplier = 0;
            if (highLowDiff !== 0) {
                moneyFlowMultiplier = (c.close - c.low - (c.high - c.close)) / highLowDiff;
            }
            sumMoneyFlowVolume += moneyFlowMultiplier * c.volume;
            sumVolume += c.volume;
        }
        const cmf = sumVolume === 0 ? 0 : sumMoneyFlowVolume / sumVolume;
        return this.setResult(cmf, replace);
    }
    calculateSignalState(result) {
        if (result === null || result === undefined) {
            return TradingSignal.UNKNOWN;
        }
        if (result > 0) {
            return TradingSignal.BULLISH;
        }
        if (result < 0) {
            return TradingSignal.BEARISH;
        }
        return TradingSignal.SIDEWAYS;
    }
}
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