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    Interface OtherIndicatorsBulk

    Bulk/rolling "other" indicators.

    General:

    • Windowing where relevant returns length L - period + 1 outputs.
    • Arrays must have matching lengths where required.
    interface OtherIndicatorsBulk {
        averageTrueRange(
            close: number[],
            high: number[],
            low: number[],
            constantModelType: ConstantModelType,
            period: number,
        ): number[];
        internalBarStrength(
            high: number[],
            low: number[],
            close: number[],
        ): number[];
        positivityIndicator(
            open: number[],
            previousClose: number[],
            signalPeriod: number,
            constantModelType: ConstantModelType,
        ): [number, number][];
        returnOnInvestment(
            prices: number[],
            investment: number,
        ): [number, number][];
        trueRange(close: number[], high: number[], low: number[]): number[];
    }
    Index

    Methods

    averageTrueRange internalBarStrength positivityIndicator returnOnInvestment trueRange

    Methods

    • Rolling Average True Range (ATR).

      Parameters

      • close: number[]

        Previous closes.

      • high: number[]

        Highs.

      • low: number[]

        Lows.

      • constantModelType: ConstantModelType

        Central model for ATR averaging.

      • period: number

        Window size for ATR.

      Returns number[]

      ATR per window (length L - period + 1).

      If arrays are empty, lengths differ, or period > length.

    • Vectorized Internal Bar Strength (IBS).

      Parameters

      • high: number[]

        Highs.

      • low: number[]

        Lows.

      • close: number[]

        Closes.

      Returns number[]

      IBS per bar.

      If arrays are empty or lengths differ.

    • Positivity Indicator and its signal line.

      Definition:

      • PI[i] = ((open[i] - previousClose[i]) / previousClose[i]) * 100
      • Signal = moving average of PI using the selected model over signalPeriod
      • Output tuples pair the raw PI at each window end with its signal.

      Parameters

      • open: number[]

        Opening prices.

      • previousClose: number[]

        Previous closing prices.

      • signalPeriod: number

        Period used for the signal line.

      • constantModelType: ConstantModelType

        Model for the signal line (SMA, EMA, etc.).

      Returns [number, number][]

      Array of [pi, signal] aligned to window ends (length L - signalPeriod + 1).

      If arrays are empty, lengths differ, or signalPeriod > length.

    • Rolling return on investment and percent return.

      For each consecutive pair (prices[i-1], prices[i]):

      • Computes final value from previous step's final value as the next investment seed.

      Parameters

      • prices: number[]

        Prices (length >= 2).

      • investment: number

        Initial investment amount.

      Returns [number, number][]

      Array of [finalValue, percentReturn] per step (length L - 1).

      If prices is empty.

    • Vectorized True Range for each bar.

      Parameters

      • close: number[]

        Previous closes.

      • high: number[]

        Highs.

      • low: number[]

        Lows.

      Returns number[]

      TR per bar.

      If arrays are empty or lengths differ.

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