trading-signals/dist/trend/ZIGZAG/ZigZag.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { IndicatorSeries } from '../../base/Indicator.js';
export class ZigZag extends IndicatorSeries {
    #deviation;
    state = {
        highestExtreme: null,
        isUp: false,
        lastCandleReversedTrend: false,
        lowestExtreme: null,
    };
    constructor(config) {
        super();
        this.#deviation = config.deviation;
    }
    getRequiredInputs() {
        return 1;
    }
    update(candle, replace) {
        const low = candle.low;
        const high = candle.high;
        if (replace && this.state.lastCandleReversedTrend) {
            this.rollbackLastResult();
        }
        this.trackState(replace);
        const state = this.state;
        state.lastCandleReversedTrend = false;
        if (state.lowestExtreme === null) {
            state.lowestExtreme = low;
        }
        if (state.highestExtreme === null) {
            state.highestExtreme = high;
        }
        if (state.isUp) {
            const uptrendReversal = state.lowestExtreme + ((state.highestExtreme - state.lowestExtreme) * (100 - this.#deviation)) / 100;
            if (high > state.highestExtreme) {
                state.highestExtreme = high;
            }
            else if (low < uptrendReversal) {
                state.isUp = false;
                state.lowestExtreme = low;
                state.lastCandleReversedTrend = true;
                return this.setResult(state.highestExtreme, replace);
            }
        }
        else {
            const downtrendReversal = low + ((state.highestExtreme - low) * this.#deviation) / 100;
            if (low < state.lowestExtreme) {
                state.lowestExtreme = low;
            }
            else if (high > downtrendReversal) {
                state.isUp = true;
                state.highestExtreme = high;
                state.lastCandleReversedTrend = true;
                return this.setResult(state.lowestExtreme, replace);
            }
        }
        return null;
    }
}
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