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    Interface StrengthIndicatorsBulk

    Bulk/rolling strength indicators.

    interface StrengthIndicatorsBulk {
        accumulationDistribution(
            high: number[],
            low: number[],
            close: number[],
            volume: number[],
            previousAccumulationDistribution: number,
        ): number[];
        negativeVolumeIndex(
            close: number[],
            volume: number[],
            previousNegativeVolumeIndex: number,
        ): number[];
        positiveVolumeIndex(
            close: number[],
            volume: number[],
            previousPositiveVolumeIndex: number,
        ): number[];
        relativeVigorIndex(
            open: number[],
            high: number[],
            low: number[],
            close: number[],
            constantModelType: ConstantModelType,
            period: number,
        ): number[];
    }
    Index

    Methods

    • Vectorized AD line

      Parameters

      • high: number[]
      • low: number[]
      • close: number[]
      • volume: number[]
      • previousAccumulationDistribution: number

      Returns number[]

      AD per bar.

      If lengths differ.

    • Negative Volume Index (NVI). Advances only when volume decreases vs previous bar; otherwise repeats last value.

      Parameters

      • close: number[]
      • volume: number[]
      • previousNegativeVolumeIndex: number

      Returns number[]

      NVI per step (length L-1).

      If lengths differ or empty.

    • Positive Volume Index (PVI). Advances only when volume increases vs previous bar; otherwise repeats last value.

      Parameters

      • close: number[]
      • volume: number[]
      • previousPositiveVolumeIndex: number

      Returns number[]

      PVI per step (length L-1).

      If lengths differ or empty.

    • Rolling Relative Vigor Index (RVI) over a window.

      Parameters

      • open: number[]

        Opening prices.

      • high: number[]

        Highs.

      • low: number[]

        Lows.

      • close: number[]

        Closes.

      • constantModelType: ConstantModelType

        Central model for smoothing numerator/denominator.

      • period: number

        Window length (>= 4).

      Returns number[]

      RVI per window.

      If lengths differ, empty, period > length, or period < 4.