Interface TrendIndicatorsSingle

Single-value trend indicators.

interface TrendIndicatorsSingle {
    aroonDown(lows: number[]): number;
    aroonIndicator(highs: number[], lows: number[]): [number, number, number];
    aroonOscillator(aroonUp: number, aroonDown: number): number;
    aroonUp(highs: number[]): number;
    longParabolicTimePriceSystem(
        previousSar: number,
        extremePoint: number,
        accelerationFactor: number,
        low: number,
    ): number;
    shortParabolicTimePriceSystem(
        previousSar: number,
        extremePoint: number,
        accelerationFactor: number,
        high: number,
    ): number;
    trueStrengthIndex(
        prices: number[],
        firstConstantModel: ConstantModelType,
        firstPeriod: number,
        secondConstantModel: ConstantModelType,
    ): number;
    volumePriceTrend(
        currentPrice: number,
        previousPrice: number,
        volume: number,
        previousVolumePriceTrend: number,
    ): number;
}

Index

Methods

aroonDown aroonIndicator aroonOscillator aroonUp longParabolicTimePriceSystem shortParabolicTimePriceSystem trueStrengthIndex volumePriceTrend

Methods

aroonDown

aroonDown(lows: number[]): number
Aroon Down over the full window. AroonDown = 100 * (periodsSinceMin / periodLength) with the current bar excluded from the lookback.
Parameters
- lows: number[]
  Low prices (length >= 2).
Returns number
Aroon Down in [0, 100].

Throws
If lows is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1501

aroonIndicator

aroonIndicator(highs: number[], lows: number[]): [number, number, number]
Aroon Indicator triplet for the full window.
Parameters
- highs: number[]
  High prices.
- lows: number[]
  Low prices.
Returns [number, number, number]
[aroonUp, aroonDown, aroonOscillator].

Throws
If lengths differ.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1519

aroonOscillator

aroonOscillator(aroonUp: number, aroonDown: number): number
Aroon Oscillator = AroonUp - AroonDown.
Parameters
- aroonUp: number
  Aroon Up value.
- aroonDown: number
  Aroon Down value.
Returns number
See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1509

aroonUp

aroonUp(highs: number[]): number
Aroon Up over the full window. AroonUp = 100 * (periodsSinceMax / periodLength) with the current bar excluded from the lookback.
Parameters
- highs: number[]
  High prices (length >= 2).
Returns number
Aroon Up in [0, 100].

Throws
If highs is empty.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/aroon-indicator/ Explanation and interactive playground
- Defined in index.d.ts:1491

longParabolicTimePriceSystem

longParabolicTimePriceSystem(
    previousSar: number,
    extremePoint: number,
    accelerationFactor: number,
    low: number,
): number
Long Parabolic Time Price System (SAR) step. sar = min(previousSar + af*(ep - previousSar), low).
Parameters
- previousSar: number
  Previous SAR (or window low if none).
- extremePoint: number
  Highest high for the period.
- accelerationFactor: number
  Step factor.
- low: number
  Current/previous period low clamp.
Returns number
Next SAR.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/parabolic-time-price-system/ Explanation and interactive playground
- Defined in index.d.ts:1531

shortParabolicTimePriceSystem

shortParabolicTimePriceSystem(
    previousSar: number,
    extremePoint: number,
    accelerationFactor: number,
    high: number,
): number
Short Parabolic Time Price System (SAR) step. sar = max(previousSar - af*(previousSar - ep), high).
Parameters
- previousSar: number
  Previous SAR (or window high if none).
- extremePoint: number
  Lowest low for the period.
- accelerationFactor: number
  Step factor.
- high: number
  Current/previous period high clamp.
Returns number
Next SAR.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/parabolic-time-price-system/ Explanation and interactive playground
- Defined in index.d.ts:1548

trueStrengthIndex

trueStrengthIndex(
    prices: number[],
    firstConstantModel: ConstantModelType,
    firstPeriod: number,
    secondConstantModel: ConstantModelType,
): number
True Strength Index (TSI) over the full window.
- Build momentum and abs(mom), smooth with first model/period (rolling),
- Smooth the result again with the second model (single),
- Return ratio secondSmoothing / absSecondSmoothing (0 if denominator is 0).
Parameters
- prices: number[]
  Prices.
- firstConstantModel: ConstantModelType
  First smoothing model (rolling).
- firstPeriod: number
  First smoothing period.
- secondConstantModel: ConstantModelType
  Second smoothing model (single).
Returns number
TSI value (unitless).

Throws
If prices is empty or too short for firstPeriod+1.

See
https://tech.centaurresearchtechnologies.com/indicators/trend-indicators/true-strength-index/ Explanation and interactive playground
- Defined in index.d.ts:1583

volumePriceTrend

volumePriceTrend(
    currentPrice: number,
    previousPrice: number,
    volume: number,
    previousVolumePriceTrend: number,
): number
Volume Price Trend (single step). vpt = prevVpt + volume * ((current - previous) / previous).
Parameters
- currentPrice: number
  Current price.
- previousPrice: number
  Previous price.
- volume: number
  Current volume.
- previousVolumePriceTrend: number
  Previous VPT seed.
Returns number
- Defined in index.d.ts:1563

Interface TrendIndicatorsSingle

Index

Methods

Methods

aroonDown

Parameters

Returns number

Throws

See

aroonIndicator

Parameters

Returns [number, number, number]

Throws

See

aroonOscillator

Parameters

Returns number

See

aroonUp

Parameters

Returns number

Throws

See

longParabolicTimePriceSystem

Parameters

Returns number

See

shortParabolicTimePriceSystem

Parameters

Returns number

See

trueStrengthIndex

Parameters

Returns number

Throws

See

volumePriceTrend

Parameters

Returns number

Settings

On This Page