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    Interface TrendIndicatorsBulk

    Bulk/rolling trend indicators.

    interface TrendIndicatorsBulk {
        aroonDown(lows: number[], period: number): number[];
        aroonIndicator(
            highs: number[],
            lows: number[],
            period: number,
        ): [number, number, number][];
        aroonOscillator(aroonUp: number[], aroonDown: number[]): number[];
        aroonUp(highs: number[], period: number): number[];
        directionalMovementSystem(
            highs: number[],
            lows: number[],
            close: number[],
            period: number,
            constantModelType: ConstantModelType,
        ): [number, number, number, number][];
        parabolicTimePriceSystem(
            highs: number[],
            lows: number[],
            accelerationFactorStart: number,
            accelerationFactorMax: number,
            accelerationFactorStep: number,
            startPosition: Position,
            previousSar: number,
        ): number[];
        trueStrengthIndex(
            prices: number[],
            firstConstantModel: ConstantModelType,
            firstPeriod: number,
            secondConstantModel: ConstantModelType,
            secondPeriod: number,
        ): number[];
        volumePriceTrend(
            prices: number[],
            volumes: number[],
            previousVolumePriceTrend: number,
        ): number[];
    }
    Index

    Methods

    aroonDown aroonIndicator aroonOscillator aroonUp directionalMovementSystem parabolicTimePriceSystem trueStrengthIndex volumePriceTrend

    Methods

    • Rolling Aroon Down.

      Parameters

      • lows: number[]

        Low prices.

      • period: number

        Lookback length.

      Returns number[]

      Aroon Down per window.

      If period > lows.length.

    • Rolling Aroon Indicator.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • period: number

        Lookback length.

      Returns [number, number, number][]

      Array of [aroonUp, aroonDown, oscillator].

      If lengths differ or period > length.

    • Rolling Aroon Oscillator (element-wise aroonUp - aroonDown).

      Parameters

      • aroonUp: number[]

        AroonUp series.

      • aroonDown: number[]

        AroonDown series.

      Returns number[]

      Oscillator series.

      If lengths differ.

    • Rolling Aroon Up.

      Parameters

      • highs: number[]

        High prices.

      • period: number

        Lookback length.

      Returns number[]

      Aroon Up per window.

      If period > highs.length.

    • Directional Movement System (+DI, -DI, ADX, ADXR).

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • close: number[]

        Close prices.

      • period: number

        Smoothing window.

      • constantModelType: ConstantModelType

        Model for ADX smoothing.

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

      Array of [+di, -di, adx, adxr].

      If lengths differ, empty, or not enough data (len < 3*period).

    • Rolling Parabolic Time Price System (Wilder's SAR variant). Handles trend switches and AF updates internally, returns SAR per bar.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      • accelerationFactorStart: number

        Initial AF.

      • accelerationFactorMax: number

        Maximum AF.

      • accelerationFactorStep: number

        AF increment.

      • startPosition: Position

        Long or Short.

      • previousSar: number

        Previous SAR seed (0.0 if none).

      Returns number[]

      SAR values per bar.

      If inputs empty or lengths differ.

    • Rolling True Strength Index (TSI).

      Parameters

      • prices: number[]

        Prices.

      • firstConstantModel: ConstantModelType

        First smoothing model.

      • firstPeriod: number

        First smoothing period.

      • secondConstantModel: ConstantModelType

        Second smoothing model.

      • secondPeriod: number

        Second smoothing period.

      Returns number[]

      TSI per window.

      If prices is empty or too short (len < first+second).

    • Rolling Volume Price Trend (VPT).

      Parameters

      • prices: number[]

        Price series (length L).

      • volumes: number[]

        Volume series (length L-1).

      • previousVolumePriceTrend: number

        Seed VPT value.

      Returns number[]

      VPT values per step (length L-1).

      If lengths mismatch or empty.

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