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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
export class REI extends TrendIndicatorSeries {
    #highs = [];
    #lows = [];
    #closes = [];
    interval;
    #overbought;
    #oversold;
    constructor(interval, { overbought = 60, oversold = -60 } = {}) {
        super();
        this.interval = interval;
        this.#overbought = overbought;
        this.#oversold = oversold;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isOverbought = hasResult && result > this.#overbought;
        const isOversold = hasResult && result < this.#oversold;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOverbought:
                return TradingSignal.BULLISH;
            case isOversold:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
    getRequiredInputs() {
        return this.interval + 8;
    }
    #calculateN(j) {
        if (this.#highs[j - 2] < this.#closes[j - 7] &&
            this.#highs[j - 2] < this.#closes[j - 8] &&
            this.#highs[j] < this.#highs[j - 5] &&
            this.#highs[j] < this.#highs[j - 6]) {
            return 0;
        }
        return 1;
    }
    #calculateM(j) {
        if (this.#lows[j - 2] > this.#closes[j - 7] &&
            this.#lows[j - 2] > this.#closes[j - 8] &&
            this.#lows[j] > this.#lows[j - 5] &&
            this.#lows[j] > this.#lows[j - 6]) {
            return 0;
        }
        return 1;
    }
    update(candle, replace) {
        if (replace) {
            this.#highs.pop();
            this.#lows.pop();
            this.#closes.pop();
        }
        this.#highs.push(candle.high);
        this.#lows.push(candle.low);
        this.#closes.push(candle.close);
        if (this.#highs.length < this.getRequiredInputs()) {
            return null;
        }
        let subValueSum = 0;
        let absValueSum = 0;
        const limitIndex = this.#highs.length - 1;
        for (let j = limitIndex; j > this.interval; j--) {
            const diffHighs = this.#highs[j] - this.#highs[j - 2];
            const diffLows = this.#lows[j] - this.#lows[j - 2];
            const n = this.#calculateN(j);
            const m = this.#calculateM(j);
            const s = diffHighs + diffLows;
            const subValue = n * m * s;
            const absDailyValue = Math.abs(diffHighs) + Math.abs(diffLows);
            subValueSum += subValue;
            absValueSum += absDailyValue;
        }
        if (absValueSum === 0) {
            return this.setResult(0, replace);
        }
        const rei = (subValueSum / absValueSum) * 100;
        return this.setResult(rei, replace);
    }
}
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