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    Interface CandleIndicatorsSingle

    Single-value candle indicators: operate on entire arrays and return a single result.

    interface CandleIndicatorsSingle {
        donchianChannels(
            highs: number[],
            lows: number[],
        ): [number, number, number];
        ichimokuCloud(
            highs: number[],
            lows: number[],
            close: number[],
            conversionPeriod: number,
            basePeriod: number,
            spanBPeriod: number,
        ): [number, number, number, number, number];
        keltnerChannel(
            highs: number[],
            lows: number[],
            close: number[],
            constantModelType: ConstantModelType,
            atrConstantModelType: ConstantModelType,
            multiplier: number,
        ): [number, number, number];
        mcginleyDynamicBands(
            prices: number[],
            deviationModel: DeviationModel,
            deviationMultiplier: number,
            previousMcGinleyDynamic: number,
        ): [number, number, number];
        mcginleyDynamicEnvelopes(
            prices: number[],
            difference: number,
            previousMcGinleyDynamic: number,
        ): [number, number, number];
        movingConstantBands(
            prices: number[],
            constantModelType: ConstantModelType,
            deviationModel: DeviationModel,
            deviationMultiplier: number,
        ): [number, number, number];
        movingConstantEnvelopes(
            prices: number[],
            constantModelType: ConstantModelType,
            difference: number,
        ): [number, number, number];
        supertrend(
            highs: number[],
            lows: number[],
            close: number[],
            constantModelType: ConstantModelType,
            multiplier: number,
        ): number;
    }
    Index

    Methods

    • Donchian Channels for a full window.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      Returns [number, number, number]

      [lower, middle, upper]

    • Ichimoku Cloud for a full window.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • close: number[]

        Close prices.

      • conversionPeriod: number

        Tenkan-sen period.

      • basePeriod: number

        Kijun-sen period.

      • spanBPeriod: number

        Senkou Span B period.

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

      [spanA, spanB, base, conversion, displacedClose]

    • Keltner Channel using ATR and a central moving constant.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • close: number[]

        Close prices.

      • constantModelType: ConstantModelType

        Central model (for typical price).

      • atrConstantModelType: ConstantModelType

        Model for ATR calculation.

      • multiplier: number

        Multiplier for ATR width.

      Returns [number, number, number]

      [lower, middle, upper]

    • Bands around the McGinley Dynamic using a deviation model and multiplier.

      Parameters

      • prices: number[]

        Close prices for the full window.

      • deviationModel: DeviationModel

        Deviation model (StdDev, MAD, etc.).

      • deviationMultiplier: number

        Multiplier applied to the deviation (e.g., 2.0).

      • previousMcGinleyDynamic: number

        Previous McGinley value (0.0 if none).

      Returns [number, number, number]

      [lower, mcginley, upper]

    • Envelopes around the McGinley Dynamic value.

      Parameters

      • prices: number[]

        Close prices for the full window.

      • difference: number

        Percent band width (e.g., 3.0 for ±3%).

      • previousMcGinleyDynamic: number

        Previous McGinley value (0.0 if none).

      Returns [number, number, number]

      [lower, mcginley, upper]

    • Generalized bands (e.g., Bollinger Bands) around a moving constant using a deviation model.

      Parameters

      • prices: number[]

        Close prices for the full window.

      • constantModelType: ConstantModelType

        The central model (SMA, EMA, median, etc.).

      • deviationModel: DeviationModel

        Deviation model (StdDev, MAD, etc.).

      • deviationMultiplier: number

        Multiplier applied to the deviation (e.g., 2.0).

      Returns [number, number, number]

      [lower, middle, upper]

    • Envelopes around a moving constant (mean/median/etc.), expressed as ±percentage.

      Parameters

      • prices: number[]

        Close prices for the full window.

      • constantModelType: ConstantModelType

        The central model (SMA, EMA, median, etc.).

      • difference: number

        Percent band width (e.g., 3.0 for ±3%).

      Returns [number, number, number]

      [lower, middle, upper]

      single.movingConstantEnvelopes(prices, ConstantModelType.ExponentialMovingAverage, 3.0)
      
    • Supertrend value for a full window.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • close: number[]

        Close prices.

      • constantModelType: ConstantModelType

        Model used by ATR.

      • multiplier: number

        Multiplier for ATR.

      Returns number

      supertrend value