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

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
export class TDS extends TrendIndicatorSeries {
    state = {
        closes: [],
        lastBarCompletedSetup: false,
        setupCount: 0,
        setupDirection: null,
    };
    getRequiredInputs() {
        return 9;
    }
    update(close, replace) {
        if (replace && this.state.lastBarCompletedSetup) {
            this.rollbackLastResult();
        }
        this.trackState(replace);
        const state = this.state;
        state.closes.push(close);
        state.lastBarCompletedSetup = false;
        if (state.closes.length < 5) {
            return null;
        }
        if (state.closes.length > 13) {
            state.closes.shift();
        }
        const index = state.closes.length - 1;
        const prev4 = state.closes[index - 4];
        if (close > prev4) {
            if (state.setupDirection === 'bearish') {
                state.setupCount = 1;
                state.setupDirection = 'bullish';
            }
            else {
                state.setupCount++;
                state.setupDirection = 'bullish';
            }
        }
        else if (close < prev4) {
            if (state.setupDirection === 'bullish') {
                state.setupCount = 1;
                state.setupDirection = 'bearish';
            }
            else {
                state.setupCount++;
                state.setupDirection = 'bearish';
            }
        }
        if (state.setupCount >= this.getRequiredInputs()) {
            const result = state.setupDirection === 'bullish' ? 1 : -1;
            state.setupCount = 0;
            state.setupDirection = null;
            state.lastBarCompletedSetup = true;
            return this.setResult(result, replace);
        }
        return null;
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const isOverbought = hasResult && result === 1;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isOverbought:
                return TradingSignal.BULLISH;
            default:
                return TradingSignal.BEARISH;
        }
    }
}
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