Interface MomentumIndicatorsSingle

Single-value momentum indicators. These compute a single value from a full window (the entire array passed in).

interface MomentumIndicatorsSingle {
    chaikinOscillator(
        highs: number[],
        lows: number[],
        close: number[],
        volume: number[],
        shortPeriod: number,
        previousAccumulationDistribution: number,
        shortPeriodModel: ConstantModelType,
        longPeriodModel: ConstantModelType,
    ): [number, number];
    chandeMomentumOscillator(prices: number[]): number;
    commodityChannelIndex(
        prices: number[],
        constantModelType: ConstantModelType,
        deviationModel: DeviationModel,
        constantMultiplier: number,
    ): number;
    macdLine(
        prices: number[],
        shortPeriod: number,
        shortPeriodModel: ConstantModelType,
        longPeriodModel: ConstantModelType,
    ): number;
    mcginleyDynamicCommodityChannelIndex(
        prices: number[],
        previousMcginleyDynamic: number,
        deviationModel: DeviationModel,
        constantMultiplier: number,
    ): [number, number];
    mcginleyDynamicMacdLine(
        prices: number[],
        shortPeriod: number,
        previousShortMcginley: number,
        previousLongMcginley: number,
    ): [number, number, number];
    moneyFlowIndex(prices: number[], volume: number[]): number;
    onBalanceVolume(
        currentPrice: number,
        previousPrice: number,
        currentVolume: number,
        previousOnBalanceVolume: number,
    ): number;
    percentagePriceOscillator(
        prices: number[],
        shortPeriod: number,
        constantModelType: ConstantModelType,
    ): number;
    rateOfChange(currentPrice: number, previousPrice: number): number;
    relativeStrengthIndex(
        prices: number[],
        constantModelType: ConstantModelType,
    ): number;
    signalLine(macds: number[], constantModelType: ConstantModelType): number;
    slowestStochastic(
        slowStochastics: number[],
        constantModelType: ConstantModelType,
    ): number;
    slowStochastic(
        stochastics: number[],
        constantModelType: ConstantModelType,
    ): number;
    stochasticOscillator(prices: number[]): number;
    williamsPercentR(high: number[], low: number[], close: 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,
    previousAccumulationDistribution: number,
    shortPeriodModel: ConstantModelType,
    longPeriodModel: ConstantModelType,
): [number, number]
Calculates the Chaikin Oscillator (CO) for the full window.

Steps:
- Builds Accumulation/Distribution (AD) series with provided previous seed.
- Short-period average from last shortPeriod AD values using short model.
- Long-period average over all AD values using long model.
- Returns (short - long, lastAD).
Parameters
- highs: number[]
  Slice of highs.
- lows: number[]
  Slice of lows.
- close: number[]
  Slice of closes.
- volume: number[]
  Slice of volumes.
- shortPeriod: number
  Short AD period length.
- previousAccumulationDistribution: number
  Previous AD seed (0.0 if none).
- shortPeriodModel: ConstantModelType
  Model for the short AD average.
- longPeriodModel: ConstantModelType
  Model for the long AD average.
Returns [number, number]
[oscillatorValue, lastAD].

Throws
If input lengths differ or highs.length <= shortPeriod.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/chaikin-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:841

chandeMomentumOscillator

chandeMomentumOscillator(prices: number[]): number
Calculates the Chande Momentum Oscillator (CMO) for the full window.

Uses sums of positive/negative price differences to produce a value in [-100, 100]. Special cases:
- If no gains => -100
- If no losses => 100
Parameters
- prices: number[]
  Slice of prices (length >= 1).
Returns number
CMO value in [-100, 100].

Throws
If prices is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/chande-momentum-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:884

commodityChannelIndex

commodityChannelIndex(
    prices: number[],
    constantModelType: ConstantModelType,
    deviationModel: DeviationModel,
    constantMultiplier: number,
): number
Calculates the Commodity Channel Index (CCI) for the full window.

Formula:
- (lastPrice - movingConstant) / (constantMultiplier * deviation)
- Typically, constantMultiplier = 0.015
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- constantModelType: ConstantModelType
  Central model (SMA, EMA, median, etc.).
- deviationModel: DeviationModel
  Deviation model (StdDev, MAD, etc.).
- constantMultiplier: number
  Scale factor (normally 0.015).
Returns number
CCI value (unitless).

Throws
If prices is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/commodity-channel-index/ Explanation and interactive playground
- Defined in index.d.ts:736

macdLine

macdLine(
    prices: number[],
    shortPeriod: number,
    shortPeriodModel: ConstantModelType,
    longPeriodModel: ConstantModelType,
): number
Calculates the MACD line for the full window.

Short-period average is computed over the last shortPeriod values, while the long-period average uses the entire series, each with the respective model.
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- shortPeriod: number
  Length of the short period (must be < prices.length).
- shortPeriodModel: ConstantModelType
  Model for short average.
- longPeriodModel: ConstantModelType
  Model for long average (over full series).
Returns number
MACD value (short - long).

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

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/macd/ Explanation and interactive playground
- Defined in index.d.ts:778

mcginleyDynamicCommodityChannelIndex

mcginleyDynamicCommodityChannelIndex(
    prices: number[],
    previousMcginleyDynamic: number,
    deviationModel: DeviationModel,
    constantMultiplier: number,
): [number, number]
Calculates the McGinley Dynamic CCI for the full window.

Uses the McGinley Dynamic of the last price as the center and scales by the chosen deviation model. Returns both the CCI and the computed McGinley value.
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- previousMcginleyDynamic: number
  Previous McGinley value (use 0.0 if none).
- deviationModel: DeviationModel
  Deviation model (StdDev, MAD, etc.).
- constantMultiplier: number
  Scale factor (normally 0.015).
Returns [number, number]
[cci, mcginleyDynamic].

Throws
If prices is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/mcginley-dynamic-commodity-channel-index/ Explanation and interactive playground
- Defined in index.d.ts:757

mcginleyDynamicMacdLine

mcginleyDynamicMacdLine(
    prices: number[],
    shortPeriod: number,
    previousShortMcginley: number,
    previousLongMcginley: number,
): [number, number, number]
Calculates the McGinley Dynamic MACD for the full window.

Returns a tuple:
- [macd, shortMcginley, longMcginley]
- If both previous short/long McGinley are 0.0, returns (0.0, lastPrice, lastPrice)
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- shortPeriod: number
  Short period length (must be < prices.length).
- previousShortMcginley: number
  Previous short McGinley (0.0 if none).
- previousLongMcginley: number
  Previous long McGinley (0.0 if none).
Returns [number, number, number]
[macd, shortMcginley, longMcginley].

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

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/mcginley-dynamic-macd/ Explanation and interactive playground
- Defined in index.d.ts:813

moneyFlowIndex

moneyFlowIndex(prices: number[], volume: number[]): number
Calculates the Money Flow Index (MFI) for the full window.

Notes:
- Uses raw money flow (price * volume) to accumulate positive/negative flows.
- Returns 100 if there are no negative flows, 0 if no positive flows.
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- volume: number[]
  Slice of volumes (same length as prices).
Returns number
MFI value in [0, 100].

Throws
If arrays are empty or lengths mismatch.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/money-flow-index/ Explanation and interactive playground
- Defined in index.d.ts:689

onBalanceVolume

onBalanceVolume(
    currentPrice: number,
    previousPrice: number,
    currentVolume: number,
    previousOnBalanceVolume: number,
): number
Calculates the On-Balance Volume (OBV) update.

Adds/subtracts current volume if price up/down vs previous price, and accumulates with previous OBV.
Parameters
- currentPrice: number
  Current price.
- previousPrice: number
  Previous price.
- currentVolume: number
  Current volume.
- previousOnBalanceVolume: number
  Previous OBV seed (use 0 if none).
Returns number
Updated OBV value.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/on-balance-volume/ Explanation and interactive playground
- Defined in index.d.ts:714

percentagePriceOscillator

percentagePriceOscillator(
    prices: number[],
    shortPeriod: number,
    constantModelType: ConstantModelType,
): number
Calculates the Percentage Price Oscillator (PPO) for the full window (%).

Uses chosen central model for both short (applied to the trailing short slice) and long (applied to the full window), then scales the difference by long.
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- shortPeriod: number
  Length of the short period (must be <= prices.length).
- constantModelType: ConstantModelType
  Central model for both averages.
Returns number
PPO percentage.

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

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/percentage-price-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:865

rateOfChange

rateOfChange(currentPrice: number, previousPrice: number): number
Calculates the Rate of Change (RoC) between two prices.
Parameters
- currentPrice: number
  Current price.
- previousPrice: number
  Previous price.
Returns number
Percentage change: ((current - previous)/previous) * 100.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/rate-of-change/ Explanation and interactive playground
- Defined in index.d.ts:699

relativeStrengthIndex

relativeStrengthIndex(
prices: number[],
constantModelType: ConstantModelType,
): number
Calculates the Relative Strength Index (RSI).

Computes average gains and losses from consecutive price differences and forms the RSI using the selected central model to smooth/aggregate:
- SimpleMovingAverage, SmoothedMovingAverage, ExponentialMovingAverage, SimpleMovingMedian, SimpleMovingMode.
Special cases:
- If there are no previous gains => 0.0
- If there are no previous losses => 100.0
Parameters
- prices: number[]
  Slice of prices (length >= 1).
- constantModelType: ConstantModelType
  Central model used to aggregate gains/losses.
Returns number
RSI value in [0, 100].
Throws
If prices is empty.
Example
```
const rsi = momentumIndicators.single.relativeStrengthIndex(
  prices,
  ConstantModelType.SmoothedMovingAverage
);
```
See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/rsi/ Explanation and interactive playground
- Defined in index.d.ts:614

signalLine

signalLine(macds: number[], constantModelType: ConstantModelType): number
Calculates the MACD signal line for the full window.

Applies the chosen central model to the provided MACD values.
Parameters
- macds: number[]
  Slice of MACD values (length >= 1).
- constantModelType: ConstantModelType
  Central model (SMA, EMA, median, etc.).
Returns number
Signal value.

Throws
If macds is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/macd/ Explanation and interactive playground
- Defined in index.d.ts:796

slowestStochastic

slowestStochastic(
slowStochastics: number[],
constantModelType: ConstantModelType,
): number
Calculates the Slowest Stochastic as a smoothing of Slow Stochastic values.

Uses the provided central model to aggregate the given slow stochastics.
Parameters
- slowStochastics: number[]
  Slice of Slow Stochastic values (length >= 1).
- constantModelType: ConstantModelType
  Central model (SMA, EMA, median, etc.).
Returns number
Slowest stochastic value.

Throws
If slowStochastics is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/slow-stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:659

slowStochastic

slowStochastic(
stochastics: number[],
constantModelType: ConstantModelType,
): number
Calculates the Slow Stochastic as a smoothing of Stochastic Oscillator values.

Uses the provided central model to aggregate the given stochastics.
Parameters
- stochastics: number[]
  Slice of Stochastic Oscillator values (length >= 1).
- constantModelType: ConstantModelType
  Central model (SMA, EMA, median, etc.).
Returns number
Smoothed stochastic value.

Throws
If stochastics is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/slow-stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:643

stochasticOscillator

stochasticOscillator(prices: number[]): number
Calculates the Stochastic Oscillator for the full window.

Interpretation:
- Returns 100 * ((last - min) / (max - min)) over the entire input.
Parameters
- prices: number[]
  Slice of prices (length >= 1).
Returns number
Percent value in [0, 100].

Throws
If prices is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/stochastic-oscillator/ Explanation and interactive playground
- Defined in index.d.ts:630

williamsPercentR

williamsPercentR(high: number[], low: number[], close: number): number
Calculates the Williams %R for the full window.
Parameters
- high: number[]
  Slice of highs.
- low: number[]
  Slice of lows.
- close: number
  Close price for the observed period (last bar’s close).
Returns number
%R value in [-100, 0].

Throws
If high/low are empty or their lengths differ.

See
https://tech.centaurresearchtechnologies.com/indicators/momentum-indicators/williams-percent-r/ Explanation and interactive playground
- Defined in index.d.ts:674

Interface MomentumIndicatorsSingle

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

See

percentagePriceOscillator

Parameters

Returns number

Throws

See

rateOfChange

Parameters

Returns number

See

relativeStrengthIndex

Parameters

Returns number

Throws

Example

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

Parameters