trading-signals/dist/trend/PSAR/PSAR.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
export class PSAR extends IndicatorSeries {
    accelerationStep;
    accelerationMax;
    state = {
        acceleration: 0,
        extreme: null,
        isLong: null,
        lastSar: null,
        prePreviousCandle: null,
        previousCandle: null,
    };
    constructor(config) {
        super();
        this.accelerationStep = config.accelerationStep;
        this.accelerationMax = config.accelerationMax;
        if (this.accelerationStep <= 0) {
            throw new Error('Acceleration step must be greater than 0');
        }
        if (this.accelerationMax <= this.accelerationStep) {
            throw new Error('Acceleration max must be greater than acceleration step');
        }
    }
    get isStable() {
        return this.state.lastSar !== null;
    }
    getRequiredInputs() {
        return 2;
    }
    update(candle, replace) {
        const { high, low } = candle;
        this.trackState(replace);
        const state = this.state;
        if (!state.previousCandle) {
            state.previousCandle = candle;
            return null;
        }
        if (state.lastSar === null) {
            const currentMidpoint = (high + low) / 2;
            const previousMidpoint = (state.previousCandle.high + state.previousCandle.low) / 2;
            state.isLong = currentMidpoint >= previousMidpoint;
            if (state.isLong) {
                state.extreme = high;
                state.lastSar = state.previousCandle.low;
            }
            else {
                state.extreme = low;
                state.lastSar = state.previousCandle.high;
            }
            state.acceleration = this.accelerationStep;
            state.prePreviousCandle = state.previousCandle;
            state.previousCandle = candle;
            return this.setResult(state.lastSar, replace);
        }
        let sar = (state.extreme - state.lastSar) * state.acceleration + state.lastSar;
        if (state.isLong) {
            const hasPrevPrev = state.prePreviousCandle != null;
            if (hasPrevPrev && low < sar) {
                if (state.prePreviousCandle.low < sar) {
                    sar = state.prePreviousCandle.low;
                }
                sar = state.previousCandle.low < sar ? state.previousCandle.low : sar;
            }
            else if (state.previousCandle.low < sar) {
                sar = state.previousCandle.low;
            }
            if (high > state.extreme) {
                state.extreme = high;
                if (state.acceleration < this.accelerationMax) {
                    state.acceleration += this.accelerationStep;
                    if (state.acceleration > this.accelerationMax) {
                        state.acceleration = this.accelerationMax;
                    }
                }
            }
            if (low < sar) {
                state.isLong = false;
                sar = state.extreme;
                state.extreme = low;
                state.acceleration = this.accelerationStep;
            }
        }
        else {
            const hasPrevPrev = state.prePreviousCandle != null;
            if (hasPrevPrev && high > sar) {
                if (state.prePreviousCandle.high > sar) {
                    sar = state.prePreviousCandle.high;
                }
                sar = state.previousCandle.high > sar ? state.previousCandle.high : sar;
            }
            else if (state.previousCandle.high > sar) {
                sar = state.previousCandle.high;
            }
            if (low < state.extreme) {
                state.extreme = low;
                state.acceleration += this.accelerationStep;
                if (state.acceleration > this.accelerationMax) {
                    state.acceleration = this.accelerationMax;
                }
            }
            if (high > sar) {
                state.isLong = true;
                sar = state.extreme;
                state.extreme = high;
                state.acceleration = this.accelerationStep;
                if (sar >= low) {
                    sar = low - 0.01;
                }
            }
        }
        state.lastSar = sar;
        state.prePreviousCandle = state.previousCandle;
        state.previousCandle = candle;
        return this.setResult(sar, replace);
    }
    getResultOrThrow() {
        return super.getResultOrThrow();
    }
}
//# sourceMappingURL=PSAR.js.map