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    Interface ChartTrends

    Chart trend utilities (no single/bulk split).

    Notes:

    • Indices in the returned tuples are zero-based.
    • All returns are plain arrays for easy consumption from JS.
    interface ChartTrends {
        breakDownTrends(
            prices: number[],
            maxOutliers: number,
            softAdjRSquaredMinimum: number,
            hardAdjRSquaredMinimum: number,
            softRmseMultiplier: number,
            hardRmseMultiplier: number,
            softDurbinWatsonMin: number,
            softDurbinWatsonMax: number,
            hardDurbinWatsonMin: number,
            hardDurbinWatsonMax: number,
        ): [number, number, number, number][];
        overallTrend(prices: number[]): [number, number];
        peaks(
            prices: number[],
            period: number,
            closestNeighbor: number,
        ): [number, number][];
        peakTrend(prices: number[], period: number): [number, number];
        valleys(
            prices: number[],
            period: number,
            closestNeighbor: number,
        ): [number, number][];
        valleyTrend(prices: number[], period: number): [number, number];
    }
    Index

    Methods

    breakDownTrends overallTrend peaks peakTrend valleys valleyTrend

    Methods

    • Segment the series into distinct trend ranges based on goodness-of-fit thresholds. Uses rust_ti 2.1.5 TrendBreakConfig parameters.

      Parameters

      • prices: number[]

        Prices series.

      • maxOutliers: number

        Maximum number of outliers allowed before trend break.

      • softAdjRSquaredMinimum: number

        Soft minimum adjusted R-squared threshold.

      • hardAdjRSquaredMinimum: number

        Hard minimum adjusted R-squared threshold.

      • softRmseMultiplier: number

        Soft RMSE multiplier for trend breaks.

      • hardRmseMultiplier: number

        Hard RMSE multiplier for trend breaks.

      • softDurbinWatsonMin: number

        Soft minimum Durbin-Watson statistic.

      • softDurbinWatsonMax: number

        Soft maximum Durbin-Watson statistic.

      • hardDurbinWatsonMin: number

        Hard minimum Durbin-Watson statistic.

      • hardDurbinWatsonMax: number

        Hard maximum Durbin-Watson statistic.

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

      Array of [startIndex, endIndex, slope, intercept].

    • OLS trend line (slope, intercept) for all points in prices.

      Parameters

      • prices: number[]

        Series to analyze.

      Returns [number, number]

      [slope, intercept]

    • Calculate all local maxima (peaks) using a rolling window.

      Parameters

      • prices: number[]

        High prices (or series to scan).

      • period: number

        Window length for detecting a local peak.

      • closestNeighbor: number

        Minimum index distance between accepted peaks.

      Returns [number, number][]

      Array of [value, index] pairs.

      const peaks = chartTrends.peaks([103, 102, 107, 104, 100], 3, 1); // [[107, 2]]

    • OLS trend line (slope, intercept) computed on detected peaks over windows of size period.

      Parameters

      • prices: number[]

        Series to analyze.

      • period: number

        Window length used to find peaks.

      Returns [number, number]

      [slope, intercept]

    • Calculate all local minima (valleys) using a rolling window.

      Parameters

      • prices: number[]

        Low prices (or series to scan).

      • period: number

        Window length for detecting a local valley.

      • closestNeighbor: number

        Minimum index distance between accepted valleys.

      Returns [number, number][]

      Array of [value, index] pairs.

    • OLS trend line (slope, intercept) computed on detected valleys over windows of size period.

      Parameters

      • prices: number[]

        Series to analyze.

      • period: number

        Window length used to find valleys.

      Returns [number, number]

      [slope, intercept]

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