Interface TrendIndicatorsBulk

Bulk/rolling trend indicators.

interface TrendIndicatorsBulk {
    aroonDown(lows: number[], period: number): number[];
    aroonIndicator(
        highs: number[],
        lows: number[],
        period: number,
    ): [number, number, number][];
    aroonOscillator(aroonUp: number[], aroonDown: number[]): number[];
    aroonUp(highs: number[], period: number): number[];
    directionalMovementSystem(
        highs: number[],
        lows: number[],
        close: number[],
        period: number,
        constantModelType: ConstantModelType,
    ): [number, number, number, number][];
    parabolicTimePriceSystem(
        highs: number[],
        lows: number[],
        accelerationFactorStart: number,
        accelerationFactorMax: number,
        accelerationFactorStep: number,
        startPosition: Position,
        previousSar: number,
    ): number[];
    trueStrengthIndex(
        prices: number[],
        firstConstantModel: ConstantModelType,
        firstPeriod: number,
        secondConstantModel: ConstantModelType,
        secondPeriod: number,
    ): number[];
    volumePriceTrend(
        prices: number[],
        volumes: number[],
        previousVolumePriceTrend: number,
    ): number[];
}

Index

Methods

aroonDown aroonIndicator aroonOscillator aroonUp directionalMovementSystem parabolicTimePriceSystem trueStrengthIndex volumePriceTrend

Methods

aroonDown

aroonDown(lows: number[], period: number): number[]
Rolling Aroon Down.
Parameters
- lows: number[]
  Low prices.
- period: number
  Lookback length.
Returns number[]
Aroon Down per window.

Throws
If period > lows.length.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1613

aroonIndicator

aroonIndicator(
    highs: number[],
    lows: number[],
    period: number,
): [number, number, number][]
Rolling Aroon Indicator.
Parameters
- highs: number[]
  High prices.
- lows: number[]
  Low prices.
- period: number
  Lookback length.
Returns [number, number, number][]
Array of [aroonUp, aroonDown, oscillator].

Throws
If lengths differ or period > length.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1634

aroonOscillator

aroonOscillator(aroonUp: number[], aroonDown: number[]): number[]
Rolling Aroon Oscillator (element-wise aroonUp - aroonDown).
Parameters
- aroonUp: number[]
  AroonUp series.
- aroonDown: number[]
  AroonDown series.
Returns number[]
Oscillator series.

Throws
If lengths differ.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1623

aroonUp

aroonUp(highs: number[], period: number): number[]
Rolling Aroon Up.
Parameters
- highs: number[]
  High prices.
- period: number
  Lookback length.
Returns number[]
Aroon Up per window.

Throws
If period > highs.length.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1603

directionalMovementSystem

directionalMovementSystem(
    highs: number[],
    lows: number[],
    close: number[],
    period: number,
    constantModelType: ConstantModelType,
): [number, number, number, number][]
Directional Movement System (+DI, -DI, ADX, ADXR).
Parameters
- highs: number[]
  High prices.
- lows: number[]
  Low prices.
- close: number[]
  Close prices.
- period: number
  Smoothing window.
- constantModelType: ConstantModelType
  Model for ADX smoothing.
Returns [number, number, number, number][]
Array of [+di, -di, adx, adxr].

Throws
If lengths differ, empty, or not enough data (len < 3*period).

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/directional-movement-system/ Explanation and interactive playground
- Defined in index.d.ts:1675

parabolicTimePriceSystem

parabolicTimePriceSystem(
    highs: number[],
    lows: number[],
    accelerationFactorStart: number,
    accelerationFactorMax: number,
    accelerationFactorStep: number,
    startPosition: Position,
    previousSar: number,
): number[]
Rolling Parabolic Time Price System (Wilder's SAR variant). Handles trend switches and AF updates internally, returns SAR per bar.
Parameters
- highs: number[]
  High prices.
- lows: number[]
  Low prices.
- accelerationFactorStart: number
  Initial AF.
- accelerationFactorMax: number
  Maximum AF.
- accelerationFactorStep: number
  AF increment.
- startPosition: Position
  Long or Short.
- previousSar: number
  Previous SAR seed (0.0 if none).
Returns number[]
SAR values per bar.

Throws
If inputs empty or lengths differ.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/parabolic-time-price-system/ Explanation and interactive playground
- Defined in index.d.ts:1654

trueStrengthIndex

trueStrengthIndex(
    prices: number[],
    firstConstantModel: ConstantModelType,
    firstPeriod: number,
    secondConstantModel: ConstantModelType,
    secondPeriod: number,
): number[]
Rolling True Strength Index (TSI).
Parameters
- prices: number[]
  Prices.
- firstConstantModel: ConstantModelType
  First smoothing model.
- firstPeriod: number
  First smoothing period.
- secondConstantModel: ConstantModelType
  Second smoothing model.
- secondPeriod: number
  Second smoothing period.
Returns number[]
TSI per window.

Throws
If prices is empty or too short (len < first+second).

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/true-strength-index/ Explanation and interactive playground
- Defined in index.d.ts:1708

volumePriceTrend

volumePriceTrend(
    prices: number[],
    volumes: number[],
    previousVolumePriceTrend: number,
): number[]
Rolling Volume Price Trend (VPT).
Parameters
- prices: number[]
  Price series (length L).
- volumes: number[]
  Volume series (length L or L-1). If same length as prices, the first volume is skipped.
- previousVolumePriceTrend: number
  Seed VPT value.
Returns number[]
VPT values per step (length L-1).

Throws
If lengths mismatch or empty.
- Defined in index.d.ts:1691

Interface TrendIndicatorsBulk

Index

Methods

Methods

aroonDown

Parameters

Returns number[]

Throws

See

aroonIndicator

Parameters

Returns [number, number, number][]

Throws

See

aroonOscillator

Parameters

Returns number[]

Throws

See

aroonUp

Parameters

Returns number[]

Throws

See

directionalMovementSystem

Parameters

Returns [number, number, number, number][]

Throws

See

parabolicTimePriceSystem

Parameters

Returns number[]

Throws

See

trueStrengthIndex

Parameters

Returns number[]

Throws

See

volumePriceTrend

Parameters

Returns number[]

Throws

Settings

On This Page