trading-signals/dist/momentum/ER/ER.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { getMaximum } from '../../util/getMaximum.js';
import { getMinimum } from '../../util/getMinimum.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class ER extends TrendIndicatorSeries {
    #closes = [];
    #highs = [];
    #lows = [];
    interval;
    #trending;
    constructor(interval, { trending = 0.5 } = {}) {
        super();
        this.interval = interval;
        this.#trending = trending;
    }
    getRequiredInputs() {
        return this.interval;
    }
    update(candle, replace) {
        pushUpdate({ array: this.#closes, item: candle.close, maxLength: this.interval, replace: replace });
        pushUpdate({ array: this.#highs, item: candle.high, maxLength: this.interval, replace: replace });
        pushUpdate({ array: this.#lows, item: candle.low, maxLength: this.interval, replace: replace });
        if (this.#closes.length < this.interval) {
            return null;
        }
        const netChange = Math.abs(this.#closes[this.#closes.length - 1] - this.#closes[0]);
        const highestHigh = getMaximum(this.#highs);
        const lowestLow = getMinimum(this.#lows);
        const range = highestHigh - lowestLow;
        if (range === 0) {
            return this.setResult(0, replace);
        }
        return this.setResult(netChange / range, replace);
    }
    calculateSignalState(result) {
        if (result === null || result === undefined) {
            return TradingSignal.UNKNOWN;
        }
        if (result >= this.#trending) {
            return TradingSignal.BULLISH;
        }
        return TradingSignal.SIDEWAYS;
    }
}
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