Interface MomentumIndicatorsBulk

Bulk/rolling momentum indicators.

General:

Output length is L - N + 1 where N is period (or longPeriod for two-window indicators).
Each output at index i corresponds to the input window [i..i+N-1].

interface MomentumIndicatorsBulk {
    chaikinOscillator(
        highs: number[],
        lows: number[],
        close: number[],
        volume: number[],
        shortPeriod: number,
        longPeriod: number,
        previousAccumulationDistribution: number,
        shortPeriodModel: ConstantModelType,
        longPeriodModel: ConstantModelType,
    ): [number, number][];
    chandeMomentumOscillator(prices: number[], period: number): number[];
    commodityChannelIndex(
        prices: number[],
        constantModelType: ConstantModelType,
        deviationModel: DeviationModel,
        constantMultiplier: number,
        period: number,
    ): number[];
    macdLine(
        prices: number[],
        shortPeriod: number,
        shortPeriodModel: ConstantModelType,
        longPeriod: number,
        longPeriodModel: ConstantModelType,
    ): number[];
    mcginleyDynamicCommodityChannelIndex(
        prices: number[],
        previousMcginleyDynamic: number,
        deviationModel: DeviationModel,
        constantMultiplier: number,
        period: number,
    ): [number, number][];
    mcginleyDynamicMacdLine(
        prices: number[],
        shortPeriod: number,
        previousShortMcginley: number,
        longPeriod: number,
        previousLongMcginley: number,
    ): [number, number, number][];
    moneyFlowIndex(
        prices: number[],
        volume: number[],
        period: number,
    ): number[];
    onBalanceVolume(
        prices: number[],
        volume: number[],
        previousOnBalanceVolume: number,
    ): number[];
    percentagePriceOscillator(
        prices: number[],
        shortPeriod: number,
        longPeriod: number,
        constantModelType: ConstantModelType,
    ): number[];
    rateOfChange(prices: number[]): number[];
    relativeStrengthIndex(
        prices: number[],
        constantModelType: ConstantModelType,
        period: number,
    ): number[];
    signalLine(
        macds: number[],
        constantModelType: ConstantModelType,
        period: number,
    ): number[];
    slowestStochastic(
        slowStochastics: number[],
        constantModelType: ConstantModelType,
        period: number,
    ): number[];
    slowStochastic(
        stochastics: number[],
        constantModelType: ConstantModelType,
        period: number,
    ): number[];
    stochasticOscillator(prices: number[], period: number): number[];
    williamsPercentR(
        high: number[],
        low: number[],
        close: number[],
        period: number,
    ): number[];
}

Index

Methods

chaikinOscillator chandeMomentumOscillator commodityChannelIndex macdLine mcginleyDynamicCommodityChannelIndex mcginleyDynamicMacdLine moneyFlowIndex onBalanceVolume percentagePriceOscillator rateOfChange relativeStrengthIndex signalLine slowestStochastic slowStochastic stochasticOscillator williamsPercentR

Methods

chaikinOscillator

chaikinOscillator(
    highs: number[],
    lows: number[],
    close: number[],
    volume: number[],
    shortPeriod: number,
    longPeriod: number,
    previousAccumulationDistribution: number,
    shortPeriodModel: ConstantModelType,
    longPeriodModel: ConstantModelType,
): [number, number][]
Rolling Chaikin Oscillator (CO).

Builds AD for each window from a running previous AD seed. Returns [oscillatorValue, lastAD] per window.
Parameters
- highs: number[]
  High prices.
- lows: number[]
  Low prices.
- close: number[]
  Close prices.
- volume: number[]
  Volumes.
- shortPeriod: number
  Short AD period.
- longPeriod: number
  Long AD period.
- previousAccumulationDistribution: number
  Previous AD seed (0.0 if none).
- shortPeriodModel: ConstantModelType
  Model for short AD average.
- longPeriodModel: ConstantModelType
  Model for long AD average.
Returns [number, number][]
Array of [oscValue, lastAD] per window.

Throws
If lengths differ, length < longPeriod, or shortPeriod >= longPeriod.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/chaikin-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:1131

chandeMomentumOscillator

chandeMomentumOscillator(prices: number[], period: number): number[]
Rolling Chande Momentum Oscillator (CMO).
Parameters
- prices: number[]
  Prices.
- period: number
  Window length.
Returns number[]
CMO values per window (range [-100, 100]).

Throws
If prices is empty or period > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/chande-momentum-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:1170

commodityChannelIndex

commodityChannelIndex(
    prices: number[],
    constantModelType: ConstantModelType,
    deviationModel: DeviationModel,
    constantMultiplier: number,
    period: number,
): number[]
Rolling Commodity Channel Index (CCI).
Parameters
- prices: number[]
  Prices.
- constantModelType: ConstantModelType
  Central model.
- deviationModel: DeviationModel
  Deviation model.
- constantMultiplier: number
  Scale factor (normally 0.015).
- period: number
  Window length.
Returns number[]
CCI per window.

Throws
If period > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/commodity-channel-index/ Explanation and interactive playground
- Defined in index.d.ts:1022

macdLine

macdLine(
    prices: number[],
    shortPeriod: number,
    shortPeriodModel: ConstantModelType,
    longPeriod: number,
    longPeriodModel: ConstantModelType,
): number[]
Rolling MACD line (short vs long window).
Parameters
- prices: number[]
  Prices.
- shortPeriod: number
  Short window length (must be <= longPeriod).
- shortPeriodModel: ConstantModelType
  Model for short average.
- longPeriod: number
  Long window length (<= prices.length).
- longPeriodModel: ConstantModelType
  Model for long average.
Returns number[]
MACD values per window.

Throws
If shortPeriod > longPeriod or longPeriod > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/macd/ Explanation and interactive playground
- Defined in index.d.ts:1065

mcginleyDynamicCommodityChannelIndex

mcginleyDynamicCommodityChannelIndex(
    prices: number[],
    previousMcginleyDynamic: number,
    deviationModel: DeviationModel,
    constantMultiplier: number,
    period: number,
): [number, number][]
Rolling McGinley Dynamic CCI.

Seeds the first window with previousMcginleyDynamic, then chains each window's McGinley into the next.
Parameters
- prices: number[]
  Prices.
- previousMcginleyDynamic: number
  Previous McGinley (0.0 if none).
- deviationModel: DeviationModel
  Deviation model.
- constantMultiplier: number
  Scale factor (normally 0.015).
- period: number
  Window length.
Returns [number, number][]
Array of [cci, mcginley] per window.

Throws
If period > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/mcginley-dynamic-commodity-channel-index/ Explanation and interactive playground
- Defined in index.d.ts:1045

mcginleyDynamicMacdLine

mcginleyDynamicMacdLine(
    prices: number[],
    shortPeriod: number,
    previousShortMcginley: number,
    longPeriod: number,
    previousLongMcginley: number,
): [number, number, number][]
Rolling McGinley Dynamic MACD.

Chains short/long McGinley values across windows:
- Returns [macd, shortMcginley, longMcginley] per window.
Parameters
- prices: number[]
  Prices.
- shortPeriod: number
  Short window length.
- previousShortMcginley: number
  Previous short McGinley (0.0 if none).
- longPeriod: number
  Long window length.
- previousLongMcginley: number
  Previous long McGinley (0.0 if none).
Returns [number, number, number][]
Array of [macd, shortMcginley, longMcginley].

Throws
If prices is empty, longPeriod > prices.length, or shortPeriod >= longPeriod.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/mcginley-dynamic-macd/ Explanation and interactive playground
- Defined in index.d.ts:1104

moneyFlowIndex

moneyFlowIndex(prices: number[], volume: number[], period: number): number[]
Rolling Money Flow Index (MFI).
Parameters
- prices: number[]
  Prices.
- volume: number[]
  Volumes (same length).
- period: number
  Window length.
Returns number[]
MFI values per window.

Throws
If period > prices.length or lengths mismatch.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/money-flow-index/ Explanation and interactive playground
- Defined in index.d.ts:982

onBalanceVolume

onBalanceVolume(
    prices: number[],
    volume: number[],
    previousOnBalanceVolume: number,
): number[]
Rolling On-Balance Volume (OBV).
Parameters
- prices: number[]
  Prices (length >= 1).
- volume: number[]
  Volumes (same length).
- previousOnBalanceVolume: number
  Previous OBV seed (0 if none).
Returns number[]
OBV values per step (length = prices.length - 1).

Throws
If prices is empty or lengths mismatch.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/on-balance-volume/ Explanation and interactive playground
- Defined in index.d.ts:1004

percentagePriceOscillator

percentagePriceOscillator(
    prices: number[],
    shortPeriod: number,
    longPeriod: number,
    constantModelType: ConstantModelType,
): number[]
Rolling Percentage Price Oscillator (PPO) (%).
Parameters
- prices: number[]
  Prices.
- shortPeriod: number
  Short window length.
- longPeriod: number
  Long window length.
- constantModelType: ConstantModelType
  Central model for both averages.
Returns number[]
PPO values per window (%).

Throws
If shortPeriod >= longPeriod, prices is empty, or longPeriod > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/percentage-price-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:1154

rateOfChange

rateOfChange(prices: number[]): number[]
Pairwise Rate of Change across the series.
Parameters
- prices: number[]
  Prices (length >= 1).
Returns number[]
Array of successive RoC values (length = prices.length - 1).

Throws
If prices is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/rate-of-change/ Explanation and interactive playground
- Defined in index.d.ts:992

relativeStrengthIndex

relativeStrengthIndex(
    prices: number[],
    constantModelType: ConstantModelType,
    period: number,
): number[]
Rolling RSI.
Parameters
- prices: number[]
  Slice of prices.
- constantModelType: ConstantModelType
  Central model for gains/losses aggregation.
- period: number
  Window length.
Returns number[]
RSI per window.

Throws
If period > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/rsi/ Explanation and interactive playground
- Defined in index.d.ts:905

signalLine

signalLine(
    macds: number[],
    constantModelType: ConstantModelType,
    period: number,
): number[]
Rolling MACD signal line.
Parameters
- macds: number[]
  MACD values.
- constantModelType: ConstantModelType
  Central model.
- period: number
  Window length.
Returns number[]
Signal values per window.

Throws
If period > macds.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/macd/ Explanation and interactive playground
- Defined in index.d.ts:1083

slowestStochastic

slowestStochastic(
    slowStochastics: number[],
    constantModelType: ConstantModelType,
    period: number,
): number[]
Rolling Slowest Stochastic (smoothing of Slow Stochastic).
Parameters
- slowStochastics: number[]
  Slice of slow stochastic values.
- constantModelType: ConstantModelType
  Central model.
- period: number
  Window length.
Returns number[]
Slowest stochastic per window.

Throws
If period > slowStochastics.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/slow-stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:948

slowStochastic

slowStochastic(
    stochastics: number[],
    constantModelType: ConstantModelType,
    period: number,
): number[]
Rolling Slow Stochastic (smoothing of Stochastic Oscillator).
Parameters
- stochastics: number[]
  Slice of stochastic values.
- constantModelType: ConstantModelType
  Central model.
- period: number
  Window length.
Returns number[]
Slow stochastic per window.

Throws
If period > stochastics.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/slow-stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:932

stochasticOscillator

stochasticOscillator(prices: number[], period: number): number[]
Rolling Stochastic Oscillator.
Parameters
- prices: number[]
  Slice of prices.
- period: number
  Window length.
Returns number[]
%K per window in [0, 100].

Throws
If period > prices.length.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:920

williamsPercentR

williamsPercentR(
    high: number[],
    low: number[],
    close: number[],
    period: number,
): number[]
Rolling Williams %R.
Parameters
- high: number[]
  High prices.
- low: number[]
  Low prices.
- close: number[]
  Close prices.
- period: number
  Window length.
Returns number[]
%R values per window.

Throws
If lengths differ or period > lengths.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/williams-percent-r/ Explanation and interactive playground
- Defined in index.d.ts:965

Interface MomentumIndicatorsBulk

Index

Methods

Methods

chaikinOscillator

Parameters

Returns [number, number][]

Throws

See

chandeMomentumOscillator

Parameters

Returns number[]

Throws

See

commodityChannelIndex

Parameters

Returns number[]

Throws

See

macdLine

Parameters

Returns number[]

Throws

See

mcginleyDynamicCommodityChannelIndex

Parameters

Returns [number, number][]

Throws

See

mcginleyDynamicMacdLine

Parameters

Returns [number, number, number][]

Throws

See

moneyFlowIndex

Parameters

Returns number[]

Throws

See

onBalanceVolume

Parameters

Returns number[]

Throws

See

percentagePriceOscillator

Parameters

Returns number[]

Throws

See

rateOfChange

Parameters

Returns number[]

Throws

See

relativeStrengthIndex

Parameters

Returns number[]

Throws

See

signalLine

Parameters

Returns number[]

Throws

See

slowestStochastic

Parameters

Returns number[]

Throws

See

slowStochastic

Parameters

Returns number[]

Throws

See

stochasticOscillator

Parameters

Returns number[]

Throws

See

williamsPercentR