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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { SMA } from '../../trend/SMA/SMA.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class EMV extends TrendIndicatorSeries {
    #candles = [];
    #sma;
    #scale;
    interval;
    constructor(interval, scale = 100_000_000) {
        super();
        this.interval = interval;
        this.#sma = new SMA(interval);
        this.#scale = scale;
    }
    getRequiredInputs() {
        return this.interval + 1;
    }
    update(candle, replace) {
        pushUpdate(this.#candles, replace, candle, 2);
        if (this.#candles.length < 2) {
            return null;
        }
        const prev = this.#candles[0];
        const distanceMoved = (candle.high + candle.low) / 2 - (prev.high + prev.low) / 2;
        const highLowDiff = candle.high - candle.low;
        let emv1 = 0;
        if (highLowDiff !== 0 && candle.volume !== 0) {
            const boxRatio = candle.volume / this.#scale / highLowDiff;
            emv1 = distanceMoved / boxRatio;
        }
        const smaResult = this.#sma.update(emv1, replace);
        if (smaResult === null) {
            return null;
        }
        return this.setResult(smaResult, 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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