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    Interface TrendIndicatorsSingle

    Single-value trend indicators.

    interface TrendIndicatorsSingle {
        aroonDown(lows: number[]): number;
        aroonIndicator(highs: number[], lows: number[]): [number, number, number];
        aroonOscillator(aroonUp: number, aroonDown: number): number;
        aroonUp(highs: number[]): number;
        longParabolicTimePriceSystem(
            previousSar: number,
            extremePoint: number,
            accelerationFactor: number,
            low: number,
        ): number;
        shortParabolicTimePriceSystem(
            previousSar: number,
            extremePoint: number,
            accelerationFactor: number,
            high: number,
        ): number;
        trueStrengthIndex(
            prices: number[],
            firstConstantModel: ConstantModelType,
            firstPeriod: number,
            secondConstantModel: ConstantModelType,
        ): number;
        volumePriceTrend(
            currentPrice: number,
            previousPrice: number,
            volume: number,
            previousVolumePriceTrend: number,
        ): number;
    }
    Index

    Methods

    aroonDown aroonIndicator aroonOscillator aroonUp longParabolicTimePriceSystem shortParabolicTimePriceSystem trueStrengthIndex volumePriceTrend

    Methods

    • Aroon Down over the full window. AroonDown = 100 * (periodsSinceMin / periodLength) with the current bar excluded from the lookback.

      Parameters

      • lows: number[]

        Low prices (length >= 2).

      Returns number

      Aroon Down in [0, 100].

      If lows is empty.

    • Aroon Indicator triplet for the full window.

      Parameters

      • highs: number[]

        High prices.

      • lows: number[]

        Low prices.

      Returns [number, number, number]

      [aroonUp, aroonDown, aroonOscillator].

      If lengths differ.

    • Aroon Oscillator = AroonUp - AroonDown.

      Parameters

      • aroonUp: number

        Aroon Up value.

      • aroonDown: number

        Aroon Down value.

      Returns number

    • Aroon Up over the full window. AroonUp = 100 * (periodsSinceMax / periodLength) with the current bar excluded from the lookback.

      Parameters

      • highs: number[]

        High prices (length >= 2).

      Returns number

      Aroon Up in [0, 100].

      If highs is empty.

    • Long Parabolic Time Price System (SAR) step. sar = min(previousSar + af*(ep - previousSar), low).

      Parameters

      • previousSar: number

        Previous SAR (or window low if none).

      • extremePoint: number

        Highest high for the period.

      • accelerationFactor: number

        Step factor.

      • low: number

        Current/previous period low clamp.

      Returns number

      Next SAR.

    • Short Parabolic Time Price System (SAR) step. sar = max(previousSar - af*(previousSar - ep), high).

      Parameters

      • previousSar: number

        Previous SAR (or window high if none).

      • extremePoint: number

        Lowest low for the period.

      • accelerationFactor: number

        Step factor.

      • high: number

        Current/previous period high clamp.

      Returns number

      Next SAR.

    • True Strength Index (TSI) over the full window.

      • Build momentum and abs(mom), smooth with first model/period (rolling),
      • Smooth the result again with the second model (single),
      • Return ratio secondSmoothing / absSecondSmoothing (0 if denominator is 0).

      Parameters

      • prices: number[]

        Prices.

      • firstConstantModel: ConstantModelType

        First smoothing model (rolling).

      • firstPeriod: number

        First smoothing period.

      • secondConstantModel: ConstantModelType

        Second smoothing model (single).

      Returns number

      TSI value (unitless).

      If prices is empty or too short for firstPeriod+1.

    • Volume Price Trend (single step). vpt = prevVpt + volume * ((current - previous) / previous).

      Parameters

      • currentPrice: number

        Current price.

      • previousPrice: number

        Previous price.

      • volume: number

        Current volume.

      • previousVolumePriceTrend: number

        Previous VPT seed.

      Returns number

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