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    Interface OtherIndicatorsSingle

    Single-value "other" indicators. Foundational measures such as True Range, ATR, ROI, and Internal Bar Strength.

    interface OtherIndicatorsSingle {
        averageTrueRange(
            close: number[],
            high: number[],
            low: number[],
            constantModelType: ConstantModelType,
        ): number;
        internalBarStrength(high: number, low: number, close: number): number;
        returnOnInvestment(
            startPrice: number,
            endPrice: number,
            investment: number,
        ): [number, number];
        trueRange(previousClose: number, high: number, low: number): number;
    }
    Index

    Methods

    averageTrueRange internalBarStrength returnOnInvestment trueRange

    Methods

    • Calculates the Average True Range (ATR) across the full window of data.

      Steps:

      • Build TR for each bar (previousClose, high, low).
      • Aggregate TRs with the chosen model (SMA, EMA, Smoothed, Median, Mode).

      Parameters

      • close: number[]

        Previous closes (length L).

      • high: number[]

        Highs (length L).

      • low: number[]

        Lows (length L).

      • constantModelType: ConstantModelType

        Central model for averaging TR.

      Returns number

      ATR value.

      If arrays are empty or lengths differ.

    • Calculates the Internal Bar Strength (IBS).

      IBS = (close - low) / (high - low)

      Parameters

      • high: number

        High of the bar.

      • low: number

        Low of the bar.

      • close: number

        Close of the bar.

      Returns number

      IBS in [0, 1].

    • Calculates the final value and percentage return of an investment.

      Uses buy-and-hold assumption:

      • initial_units = investment / start_price
      • final_value = end_price * initial_units
      • percent_return = ((final_value - investment) / investment) * 100

      Parameters

      • startPrice: number

        Initial asset price.

      • endPrice: number

        Final asset price.

      • investment: number

        Amount invested at start.

      Returns [number, number]

      [finalValue, percentReturn].

    • Calculates the True Range (TR).

      TR is the maximum of:

      • high - low
      • high - previousClose
      • previousClose - low

      Parameters

      • previousClose: number

        Previous period close.

      • high: number

        Current period high.

      • low: number

        Current period low.

      Returns number

      True Range value.

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