trading-signals/dist/volume/PVT/PVT.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { TradingSignal, TrendIndicatorSeries } from '../../base/Indicator.js';
import { pushUpdate } from '../../util/pushUpdate.js';
export class PVT extends TrendIndicatorSeries {
    state = { candles: [] };
    getRequiredInputs() {
        return 2;
    }
    update(candle, replace) {
        this.trackState(replace);
        pushUpdate({ array: this.state.candles, item: candle, maxLength: 2, replace: false });
        if (this.state.candles.length < 2) {
            return null;
        }
        const previousClose = this.state.candles[0].close;
        const previousPVT = (replace ? this.previousResult : this.result) ?? 0;
        if (previousClose === 0) {
            return this.setResult(previousPVT, replace);
        }
        const priceChangeRatio = (candle.close - previousClose) / previousClose;
        const pvt = previousPVT + candle.volume * priceChangeRatio;
        return this.setResult(pvt, replace);
    }
    calculateSignalState(result) {
        const hasResult = result !== null && result !== undefined;
        const previousResult = this.previousResult;
        const hasPreviousResult = previousResult !== undefined;
        const isBullish = hasResult && hasPreviousResult && result > previousResult;
        const isBearish = hasResult && hasPreviousResult && result < previousResult;
        switch (true) {
            case !hasResult:
                return TradingSignal.UNKNOWN;
            case isBullish:
                return TradingSignal.BULLISH;
            case isBearish:
                return TradingSignal.BEARISH;
            default:
                return TradingSignal.SIDEWAYS;
        }
    }
}
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