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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { getTypicalPrice } from '../../util/getTypicalPrice.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class MFI extends TrendIndicatorSeries {
    #candles = [];
    #overbought;
    #oversold;
    interval;
    constructor(interval, { overbought = 80, oversold = 20 } = {}) {
        super();
        this.interval = interval;
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    getRequiredInputs() {
        return this.interval + 1;
    }
    update(candle, replace) {
        pushUpdate({ array: this.#candles, item: candle, maxLength: this.getRequiredInputs(), replace: replace });
        if (this.#candles.length < this.getRequiredInputs()) {
            return null;
        }
        const typicalPrices = this.#candles.map(getTypicalPrice);
        let positiveFlow = 0;
        let negativeFlow = 0;
        for (let i = 1; i < this.#candles.length; i++) {
            const rawMoneyFlow = typicalPrices[i] * this.#candles[i].volume;
            if (typicalPrices[i] > typicalPrices[i - 1]) {
                positiveFlow += rawMoneyFlow;
            }
            else if (typicalPrices[i] < typicalPrices[i - 1]) {
                negativeFlow += rawMoneyFlow;
            }
        }
        const totalFlow = positiveFlow + negativeFlow;
        if (totalFlow === 0) {
            return this.setResult(50, replace);
        }
        return this.setResult((100 * positiveFlow) / totalFlow, replace);
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isOversold = hasResult && result <= this.#oversold;
        const isOverbought = hasResult && result >= this.#overbought;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOversold:
                return TradingSignal.BEARISH;
            case isOverbought:
                return TradingSignal.BULLISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
}
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