trading-signals/dist/volume/VWMA/VWMA.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 VWMA extends TrendIndicatorSeries {
    #candles = [];
    #signalLine;
    interval;
    constructor(interval, SignalIndicator = SMA, signalInterval = interval) {
        super();
        this.interval = interval;
        this.#signalLine = new SignalIndicator(signalInterval);
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(candle, replace) {
        pushUpdate(this.#candles, replace, candle, this.interval);
        if (this.#candles.length < this.interval) {
            return null;
        }
        let sumPriceVolume = 0;
        let sumVolume = 0;
        for (const c of this.#candles) {
            sumPriceVolume += c.close * c.volume;
            sumVolume += c.volume;
        }
        if (sumVolume === 0) {
            return null;
        }
        const vwma = sumPriceVolume / sumVolume;
        this.#signalLine.update(vwma, replace);
        return this.setResult(vwma, replace);
    }
    calculateSignalState(result) {
        if (result === null || result === undefined) {
            return TradingSignal.UNKNOWN;
        }
        const signalValue = this.#signalLine.getResult();
        if (signalValue === null) {
            return TradingSignal.SIDEWAYS;
        }
        if (result > signalValue) {
            return TradingSignal.BULLISH;
        }
        if (result < signalValue) {
            return TradingSignal.BEARISH;
        }
        return TradingSignal.SIDEWAYS;
    }
}
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