@reefclaw/connect 0.1.8 → 0.1.10

package/assets/shared/portfolio/wave9-policy.js

@@ -0,0 +1,176 @@
+// Canonical frozen Wave 9 daily signal policy used by the default-off runtime parity
+// observer. This deliberately calls the same generated condition registry and
+// ATR implementation as the intelligence backtest instead of reimplementing
+// momentum semantics in the plugin.
+import { computeATR } from '../shared/indicators.js';
+import { evaluateConditions } from '../signals/conditions/registry.js';
+export const DAY_MS = 24 * 60 * 60 * 1_000;
+export const WAVE9_LOOKBACK_DAYS = 28;
+export const WAVE9_ATR_PERIOD = 14;
+export const WAVE9_ATR_MULTIPLE = 3;
+export const WAVE9_CONTEXT_BARS = 250;
+export const WAVE9_LONG_STRATEGY = 'tsmom_28d_long_flat_reversal_1d';
+export const WAVE9_SHORT_STRATEGY = 'tsmom_28d_short_flat_reversal_1d';
+export const WAVE9_SYMBOL_PRIORITY = [
+    'BTCUSDT',
+    'ETHUSDT',
+    'SOLUSDT',
+    'BNBUSDT',
+    'XRPUSDT',
+    'DOGEUSDT',
+    'ADAUSDT',
+    'LINKUSDT',
+];
+export const WAVE9_STRATEGY_PRIORITY = [
+    WAVE9_LONG_STRATEGY,
+    WAVE9_SHORT_STRATEGY,
+];
+function requireFinitePositive(value, label) {
+    if (!Number.isFinite(value) || value <= 0) {
+        throw new Error(`${label} must be a positive finite number`);
+    }
+}
+/**
+ * Return the exact completed-daily context visible at a UTC daily boundary.
+ * The function is intentionally fail-closed: unordered, duplicated, gapped,
+ * non-UTC, or stale candles are rejected rather than silently repaired.
+ */
+export function completedDailyContext(rawBars, eventTime) {
+    const eventMs = eventTime.getTime();
+    if (!Number.isFinite(eventMs) || eventMs % DAY_MS !== 0) {
+        throw new Error('Wave 9 evaluation time must be a finite UTC daily boundary');
+    }
+    let previous = Number.NEGATIVE_INFINITY;
+    for (const [index, bar] of rawBars.entries()) {
+        const time = bar.time.getTime();
+        if (!Number.isFinite(time) || time % DAY_MS !== 0) {
+            throw new Error(`daily bar ${index} is not aligned to UTC midnight`);
+        }
+        if (time <= previous) {
+            throw new Error('daily bars must be strictly chronological and unique');
+        }
+        previous = time;
+        requireFinitePositive(bar.open, `daily bar ${index} open`);
+        requireFinitePositive(bar.high, `daily bar ${index} high`);
+        requireFinitePositive(bar.low, `daily bar ${index} low`);
+        requireFinitePositive(bar.close, `daily bar ${index} close`);
+        if (!Number.isFinite(bar.volume) || bar.volume < 0) {
+            throw new Error(`daily bar ${index} volume must be finite and non-negative`);
+        }
+        if (bar.high < Math.max(bar.open, bar.close) || bar.low > Math.min(bar.open, bar.close)) {
+            throw new Error(`daily bar ${index} has invalid OHLC geometry`);
+        }
+    }
+    const completed = rawBars
+        .filter((bar) => bar.time.getTime() + DAY_MS <= eventMs)
+        .slice(-WAVE9_CONTEXT_BARS);
+    if (completed.length <= WAVE9_LOOKBACK_DAYS + 1) {
+        throw new Error(`Wave 9 requires at least ${WAVE9_LOOKBACK_DAYS + 2} completed daily bars`);
+    }
+    const expectedLastOpen = eventMs - DAY_MS;
+    const lastOpen = completed[completed.length - 1].time.getTime();
+    if (lastOpen !== expectedLastOpen) {
+        throw new Error(`latest completed daily bar must open at ${new Date(expectedLastOpen).toISOString()}`);
+    }
+    for (let index = 1; index < completed.length; index++) {
+        const prior = completed[index - 1].time.getTime();
+        const current = completed[index].time.getTime();
+        if (current - prior !== DAY_MS) {
+            throw new Error(`daily history has a gap between ${completed[index - 1].time.toISOString()} and ${completed[index].time.toISOString()}`);
+        }
+    }
+    return completed.map((bar) => ({ ...bar, time: new Date(bar.time) }));
+}
+function makeContext(bars, atr14) {
+    const latest = bars[bars.length - 1];
+    return {
+        symbol: 'WAVE9',
+        timestamp: new Date(latest.time.getTime() + DAY_MS),
+        ohlcv1h: bars,
+        ohlcv5m: [],
+        ohlcv4h: [],
+        ohlcv1d: bars,
+        currentPrice: latest.close,
+        atr14,
+        obImbalance: 0.5,
+        fundingRates: [],
+        fundingMean: 0,
+        fundingStd: 0.0001,
+        oiValues: [],
+        liqNearEntry: 0,
+        tradeFlow: [],
+        regime: 'UNKNOWN',
+        regimeConfidence: 0,
+    };
+}
+function conditionMet(context, type, params, direction) {
+    const result = evaluateConditions([{ type, params }], context, direction);
+    if (result.conditions.length !== 1 || result.conditions[0].name !== type) {
+        throw new Error(`canonical condition registry did not evaluate ${type}`);
+    }
+    return result.conditions[0].met;
+}
+/** Evaluate the exact Wave 9 entry-transition and signal-reversal semantics. */
+export function evaluateWave9Daily(rawBars, eventTime) {
+    const bars = completedDailyContext(rawBars, eventTime);
+    const highs = bars.map((bar) => bar.high);
+    const lows = bars.map((bar) => bar.low);
+    const closes = bars.map((bar) => bar.close);
+    const atr14 = computeATR(highs, lows, closes, WAVE9_ATR_PERIOD);
+    requireFinitePositive(atr14, 'Wave 9 daily ATR(14)');
+    const context = makeContext(bars, atr14);
+    const currentClose = closes[closes.length - 1];
+    const currentPrior = closes[closes.length - 1 - WAVE9_LOOKBACK_DAYS];
+    const previousClose = closes[closes.length - 2];
+    const previousPrior = closes[closes.length - 2 - WAVE9_LOOKBACK_DAYS];
+    const currentReturn = (currentClose - currentPrior) / currentPrior;
+    const previousReturn = (previousClose - previousPrior) / previousPrior;
+    if (!Number.isFinite(currentReturn) || !Number.isFinite(previousReturn)) {
+        throw new Error('Wave 9 momentum inputs are not finite');
+    }
+    const longEntry = conditionMet(context, 'return_momentum_zero_cross', { tfHours: 24, lookback: WAVE9_LOOKBACK_DAYS, dirSign: 1 }, 'LONG');
+    const shortEntry = conditionMet(context, 'return_momentum_zero_cross', { tfHours: 24, lookback: WAVE9_LOOKBACK_DAYS, dirSign: -1 }, 'SHORT');
+    const exitLong = conditionMet(context, 'return_momentum', {
+        tfHours: 24,
+        lookback: WAVE9_LOOKBACK_DAYS,
+        minReturnPct: 0,
+        maxAbsReturnPct: 0,
+        dirSign: -1,
+        mode: 1,
+    }, 'SHORT');
+    const exitShort = conditionMet(context, 'return_momentum', {
+        tfHours: 24,
+        lookback: WAVE9_LOOKBACK_DAYS,
+        minReturnPct: 0,
+        maxAbsReturnPct: 0,
+        dirSign: 1,
+        mode: 1,
+    }, 'LONG');
+    const entries = [];
+    if (longEntry) {
+        entries.push({
+            strategy: WAVE9_LONG_STRATEGY,
+            direction: 'LONG',
+            stopPrice: currentClose - atr14 * WAVE9_ATR_MULTIPLE,
+        });
+    }
+    if (shortEntry) {
+        entries.push({
+            strategy: WAVE9_SHORT_STRATEGY,
+            direction: 'SHORT',
+            stopPrice: currentClose + atr14 * WAVE9_ATR_MULTIPLE,
+        });
+    }
+    return {
+        eventTime: eventTime.toISOString(),
+        completedDailyOpen: bars[bars.length - 1].time.toISOString(),
+        currentReturn,
+        previousReturn,
+        atr14,
+        referencePrice: currentClose,
+        entries,
+        exitLong,
+        exitShort,
+        sourceBarCount: bars.length,
+    };
+}

package/assets/shared/signals/conditions/registry.js

@@ -770,6 +770,56 @@ register('return_momentum', (ctx, params, direction) => {
             : `${lookback}-bar ${tfHours}h return ${(ret * 100).toFixed(2)}% fails ${label} threshold ${(minReturnPct * 100).toFixed(1)}%${capText}`,
     };
 });
+// Strict return-momentum episode transition. Unlike return_momentum, this is
+// an event rather than a level: it fires once when the lookback return crosses
+// zero (or an explicit threshold), then remains false until the sign resets.
+// That makes stop-outs and capacity-rejected entries naturally lock out for
+// the rest of the same momentum episode.
+register('return_momentum_zero_cross', (ctx, params, direction) => {
+    const lookback = Math.max(1, Math.floor(params.lookback ?? 28));
+    const thresholdPct = Math.max(0, params.thresholdPct ?? 0);
+    const dirSign = params.dirSign ?? 0;
+    const tfHours = params.tfHours ?? 24;
+    const bars = pickBars(ctx, tfHours);
+    if (bars.length <= lookback + 1) {
+        return {
+            met: false,
+            value: 0,
+            threshold: thresholdPct * 100,
+            description: `Insufficient ${tfHours}h bars for return_momentum_zero_cross`,
+        };
+    }
+    const currentClose = bars[bars.length - 1].close;
+    const currentPrior = bars[bars.length - 1 - lookback].close;
+    const previousClose = bars[bars.length - 2].close;
+    const previousPrior = bars[bars.length - 2 - lookback].close;
+    const currentReturn = currentPrior > 0
+        ? (currentClose - currentPrior) / currentPrior
+        : Number.NaN;
+    const previousReturn = previousPrior > 0
+        ? (previousClose - previousPrior) / previousPrior
+        : Number.NaN;
+    const sign = dirSign !== 0
+        ? Math.sign(dirSign)
+        : direction === 'LONG' ? 1 : direction === 'SHORT' ? -1 : 0;
+    const met = Number.isFinite(currentReturn)
+        && Number.isFinite(previousReturn)
+        && (sign > 0
+            ? previousReturn <= thresholdPct && currentReturn > thresholdPct
+            : sign < 0
+                ? previousReturn >= -thresholdPct && currentReturn < -thresholdPct
+                : false);
+    return {
+        met,
+        value: Number.isFinite(currentReturn)
+            ? Math.round(currentReturn * 10000) / 100
+            : 0,
+        threshold: thresholdPct * 100,
+        description: Number.isFinite(currentReturn) && Number.isFinite(previousReturn)
+            ? `${lookback}-bar ${tfHours}h return moved from ${(previousReturn * 100).toFixed(2)}% to ${(currentReturn * 100).toFixed(2)}%`
+            : `Invalid ${tfHours}h prices for return_momentum_zero_cross`,
+    };
+});
 // ─── 32. rsi_multi_pivot_divergence ──────────────────────────────────
 // Strict N-pivot RSI divergence: price makes successively lower lows (or
 // higher highs) while RSI makes the opposite, with optional volume dry-up

package/assets/shared/signals/indicators-extended.d.ts

@@ -0,0 +1,52 @@
+export interface OhlcvInput {
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}
+export interface MACDResult {
+    line: number;
+    signal: number;
+    histogram: number;
+    crossover: 'bullish' | 'bearish' | 'none';
+}
+export interface BollingerResult {
+    upper: number;
+    middle: number;
+    lower: number;
+    bandwidth: number;
+    percentB: number;
+}
+export interface StochRSIResult {
+    k: number;
+    d: number;
+}
+export interface IchimokuResult {
+    tenkan: number;
+    kijun: number;
+    senkouA: number;
+    senkouB: number;
+    chikou: number;
+    cloudPosition: 'above' | 'below' | 'inside';
+}
+export interface SupertrendResult {
+    value: number;
+    direction: 'bullish' | 'bearish';
+}
+export declare function computeMACD(closes: number[], fast?: number, slow?: number, signal?: number): MACDResult;
+export declare function computeBollingerBands(closes: number[], period?: number, stdDev?: number): BollingerResult;
+export declare function computeVWAP(bars: OhlcvInput[]): number;
+export declare function computeStochRSI(closes: number[], rsiPeriod?: number, stochPeriod?: number, kSmooth?: number, dSmooth?: number): StochRSIResult;
+export declare function computeADX(highs: number[], lows: number[], closes: number[], period?: number): {
+    adx: number;
+    plusDI: number;
+    minusDI: number;
+};
+export declare function computeIchimoku(highs: number[], lows: number[], closes: number[], tenkanPeriod?: number, kijunPeriod?: number, senkouBPeriod?: number): IchimokuResult;
+export declare function computeOBV(closes: number[], volumes: number[]): {
+    obv: number;
+    slope: 'rising' | 'falling' | 'flat';
+};
+export declare function computeSupertrend(highs: number[], lows: number[], closes: number[], period?: number, multiplier?: number): SupertrendResult;
+export declare function computeWilliamsR(highs: number[], lows: number[], closes: number[], period?: number): number;

package/assets/shared/signals/indicators-extended.js

@@ -0,0 +1,284 @@
+// Extended indicator computations for Phase 13 — Expanded Indicators.
+// Wraps technicalindicators library + custom implementations.
+// All functions take OHLCV arrays (oldest first) and return latest values.
+import { computeATRSeries, computeRSI, mean, computeStd } from './indicators.js';
+// ─── MACD (12, 26, 9) ──────────────────────────────────────────────────
+export function computeMACD(closes, fast = 12, slow = 26, signal = 9) {
+    if (closes.length < slow + signal) {
+        return { line: 0, signal: 0, histogram: 0, crossover: 'none' };
+    }
+    // Compute full EMA series (both aligned to start at index `slow - 1`)
+    const emaFastSeries = emaSeries(closes, fast);
+    const emaSlowSeries = emaSeries(closes, slow);
+    // Align: fast series starts earlier, so take the tail matching slow series length
+    const offset = emaFastSeries.length - emaSlowSeries.length;
+    const macdLine = [];
+    for (let i = 0; i < emaSlowSeries.length; i++) {
+        macdLine.push(emaFastSeries[i + offset] - emaSlowSeries[i]);
+    }
+    // Signal line = EMA of MACD line
+    const signalSeries = emaSeries(macdLine, signal);
+    const sigOffset = macdLine.length - signalSeries.length;
+    const currentLine = macdLine[macdLine.length - 1];
+    const currentSignal = signalSeries[signalSeries.length - 1];
+    const prevLine = macdLine.length >= 2 ? macdLine[macdLine.length - 2] : currentLine;
+    const prevSignalIdx = signalSeries.length >= 2 ? signalSeries.length - 2 : signalSeries.length - 1;
+    const prevSignal = signalSeries[prevSignalIdx];
+    let crossover = 'none';
+    if (prevLine <= prevSignal && currentLine > currentSignal)
+        crossover = 'bullish';
+    else if (prevLine >= prevSignal && currentLine < currentSignal)
+        crossover = 'bearish';
+    return {
+        line: currentLine,
+        signal: currentSignal,
+        histogram: currentLine - currentSignal,
+        crossover,
+    };
+}
+// ─── Bollinger Bands (20, 2σ) ───────────────────────────────────────────
+export function computeBollingerBands(closes, period = 20, stdDev = 2) {
+    if (closes.length < period) {
+        const p = closes[closes.length - 1] ?? 0;
+        return { upper: p, middle: p, lower: p, bandwidth: 0, percentB: 0.5 };
+    }
+    const slice = closes.slice(-period);
+    const middle = mean(slice);
+    const std = computeStd(slice);
+    const upper = middle + stdDev * std;
+    const lower = middle - stdDev * std;
+    const bandwidth = middle > 0 ? ((upper - lower) / middle) * 100 : 0;
+    const price = closes[closes.length - 1];
+    const percentB = upper !== lower ? (price - lower) / (upper - lower) : 0.5;
+    return { upper, middle, lower, bandwidth, percentB };
+}
+// ─── VWAP ───────────────────────────────────────────────────────────────
+export function computeVWAP(bars) {
+    if (bars.length === 0)
+        return 0;
+    let cumVolume = 0;
+    let cumTPxVol = 0;
+    for (const bar of bars) {
+        const tp = (bar.high + bar.low + bar.close) / 3;
+        cumVolume += bar.volume;
+        cumTPxVol += tp * bar.volume;
+    }
+    return cumVolume > 0 ? cumTPxVol / cumVolume : bars[bars.length - 1].close;
+}
+// ─── Stochastic RSI (14, 14, 3, 3) ─────────────────────────────────────
+export function computeStochRSI(closes, rsiPeriod = 14, stochPeriod = 14, kSmooth = 3, dSmooth = 3) {
+    if (closes.length < rsiPeriod + stochPeriod + dSmooth) {
+        return { k: 50, d: 50 };
+    }
+    // Compute RSI series
+    const rsiValues = [];
+    for (let i = rsiPeriod + 1; i <= closes.length; i++) {
+        rsiValues.push(computeRSI(closes.slice(0, i), rsiPeriod));
+    }
+    if (rsiValues.length < stochPeriod)
+        return { k: 50, d: 50 };
+    // Stochastic of RSI
+    const rawK = [];
+    for (let i = stochPeriod - 1; i < rsiValues.length; i++) {
+        const window = rsiValues.slice(i - stochPeriod + 1, i + 1);
+        const min = Math.min(...window);
+        const max = Math.max(...window);
+        rawK.push(max !== min ? ((rsiValues[i] - min) / (max - min)) * 100 : 50);
+    }
+    // %K = SMA of raw stochastic
+    const kValues = sma(rawK, kSmooth);
+    // %D = SMA of %K
+    const dValues = sma(kValues, dSmooth);
+    return {
+        k: Math.round(kValues[kValues.length - 1] ?? 50),
+        d: Math.round(dValues[dValues.length - 1] ?? 50),
+    };
+}
+// ─── ADX (14) ───────────────────────────────────────────────────────────
+export function computeADX(highs, lows, closes, period = 14) {
+    if (highs.length < period * 2 + 1) {
+        return { adx: 0, plusDI: 0, minusDI: 0 };
+    }
+    const plusDM = [];
+    const minusDM = [];
+    const tr = [];
+    for (let i = 1; i < highs.length; i++) {
+        const upMove = highs[i] - highs[i - 1];
+        const downMove = lows[i - 1] - lows[i];
+        plusDM.push(upMove > downMove && upMove > 0 ? upMove : 0);
+        minusDM.push(downMove > upMove && downMove > 0 ? downMove : 0);
+        tr.push(Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1])));
+    }
+    // Smooth with Wilder's smoothing (equivalent to EMA with alpha=1/period)
+    const smoothPlusDM = wilderSmooth(plusDM, period);
+    const smoothMinusDM = wilderSmooth(minusDM, period);
+    const smoothTR = wilderSmooth(tr, period);
+    // +DI and -DI series
+    const plusDISeries = [];
+    const minusDISeries = [];
+    for (let i = 0; i < smoothTR.length; i++) {
+        plusDISeries.push(smoothTR[i] > 0 ? (smoothPlusDM[i] / smoothTR[i]) * 100 : 0);
+        minusDISeries.push(smoothTR[i] > 0 ? (smoothMinusDM[i] / smoothTR[i]) * 100 : 0);
+    }
+    // DX series
+    const dxSeries = [];
+    for (let i = 0; i < plusDISeries.length; i++) {
+        const sum = plusDISeries[i] + minusDISeries[i];
+        dxSeries.push(sum > 0 ? (Math.abs(plusDISeries[i] - minusDISeries[i]) / sum) * 100 : 0);
+    }
+    // ADX = Wilder smooth of DX
+    const adxSeries = wilderSmooth(dxSeries, period);
+    return {
+        adx: Math.round(adxSeries[adxSeries.length - 1] ?? 0),
+        plusDI: Math.round(plusDISeries[plusDISeries.length - 1] ?? 0),
+        minusDI: Math.round(minusDISeries[minusDISeries.length - 1] ?? 0),
+    };
+}
+// ─── Ichimoku Cloud ─────────────────────────────────────────────────────
+export function computeIchimoku(highs, lows, closes, tenkanPeriod = 9, kijunPeriod = 26, senkouBPeriod = 52) {
+    const n = highs.length;
+    if (n < senkouBPeriod) {
+        const p = closes[n - 1] ?? 0;
+        return { tenkan: p, kijun: p, senkouA: p, senkouB: p, chikou: p, cloudPosition: 'inside' };
+    }
+    const midpoint = (arr, period, end) => {
+        const slice = arr.slice(Math.max(0, end - period + 1), end + 1);
+        return (Math.max(...slice) + Math.min(...slice)) / 2;
+    };
+    const tenkan = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), tenkanPeriod, n - 1);
+    const kijun = midpoint(highs.concat().map((h, i) => Math.max(h, lows[i])), kijunPeriod, n - 1);
+    // Recalculate properly using highs and lows separately
+    const tenkanH = Math.max(...highs.slice(-tenkanPeriod));
+    const tenkanL = Math.min(...lows.slice(-tenkanPeriod));
+    const tenkanVal = (tenkanH + tenkanL) / 2;
+    const kijunH = Math.max(...highs.slice(-kijunPeriod));
+    const kijunL = Math.min(...lows.slice(-kijunPeriod));
+    const kijunVal = (kijunH + kijunL) / 2;
+    const senkouA = (tenkanVal + kijunVal) / 2;
+    const senkouBH = Math.max(...highs.slice(-senkouBPeriod));
+    const senkouBL = Math.min(...lows.slice(-senkouBPeriod));
+    const senkouB = (senkouBH + senkouBL) / 2;
+    const chikou = closes[n - 1]; // Current close (projected back 26 periods)
+    const price = closes[n - 1];
+    const cloudTop = Math.max(senkouA, senkouB);
+    const cloudBottom = Math.min(senkouA, senkouB);
+    const cloudPosition = price > cloudTop ? 'above' : price < cloudBottom ? 'below' : 'inside';
+    return { tenkan: tenkanVal, kijun: kijunVal, senkouA, senkouB, chikou, cloudPosition };
+}
+// ─── OBV (On-Balance Volume) ────────────────────────────────────────────
+export function computeOBV(closes, volumes) {
+    if (closes.length < 2)
+        return { obv: 0, slope: 'flat' };
+    let obv = 0;
+    const obvSeries = [0];
+    for (let i = 1; i < closes.length; i++) {
+        if (closes[i] > closes[i - 1])
+            obv += volumes[i];
+        else if (closes[i] < closes[i - 1])
+            obv -= volumes[i];
+        obvSeries.push(obv);
+    }
+    // Slope over last 10 bars
+    const lookback = Math.min(10, obvSeries.length);
+    const recent = obvSeries.slice(-lookback);
+    const first = recent[0];
+    const last = recent[recent.length - 1];
+    const threshold = Math.abs(first) * 0.01; // 1% threshold
+    const slope = last - first > threshold ? 'rising' : last - first < -threshold ? 'falling' : 'flat';
+    return { obv, slope };
+}
+// ─── Supertrend (10, 3) ─────────────────────────────────────────────────
+export function computeSupertrend(highs, lows, closes, period = 10, multiplier = 3) {
+    const atrSeries = computeATRSeries(highs, lows, closes, period);
+    if (atrSeries.length === 0) {
+        return { value: closes[closes.length - 1] ?? 0, direction: 'bullish' };
+    }
+    // ATR series starts at index 1 (needs previous close for TR)
+    // Align: atrSeries[i] corresponds to bar index i+1
+    let upperBand = 0;
+    let lowerBand = 0;
+    let supertrend = 0;
+    let direction = 'bullish';
+    for (let i = 0; i < atrSeries.length; i++) {
+        const barIdx = i + 1; // offset for TR calculation
+        const hl2 = (highs[barIdx] + lows[barIdx]) / 2;
+        const atr = atrSeries[i];
+        const basicUpper = hl2 + multiplier * atr;
+        const basicLower = hl2 - multiplier * atr;
+        upperBand = i > 0 && basicUpper < upperBand && closes[barIdx - 1] > upperBand ? upperBand : basicUpper;
+        lowerBand = i > 0 && basicLower > lowerBand && closes[barIdx - 1] < lowerBand ? lowerBand : basicLower;
+        if (i === 0) {
+            supertrend = closes[barIdx] > upperBand ? lowerBand : upperBand;
+            direction = closes[barIdx] > upperBand ? 'bullish' : 'bearish';
+        }
+        else {
+            if (direction === 'bullish') {
+                if (closes[barIdx] < lowerBand) {
+                    direction = 'bearish';
+                    supertrend = upperBand;
+                }
+                else {
+                    supertrend = lowerBand;
+                }
+            }
+            else {
+                if (closes[barIdx] > upperBand) {
+                    direction = 'bullish';
+                    supertrend = lowerBand;
+                }
+                else {
+                    supertrend = upperBand;
+                }
+            }
+        }
+    }
+    return { value: supertrend, direction };
+}
+// ─── Williams %R (14) ───────────────────────────────────────────────────
+export function computeWilliamsR(highs, lows, closes, period = 14) {
+    if (highs.length < period)
+        return -50;
+    const recentHighs = highs.slice(-period);
+    const recentLows = lows.slice(-period);
+    const hh = Math.max(...recentHighs);
+    const ll = Math.min(...recentLows);
+    const close = closes[closes.length - 1];
+    return hh !== ll ? ((hh - close) / (hh - ll)) * -100 : -50;
+}
+// ─── Helper: EMA series ─────────────────────────────────────────────────
+function emaSeries(data, period) {
+    if (data.length === 0)
+        return [];
+    if (data.length < period)
+        return [data[data.length - 1]];
+    const k = 2 / (period + 1);
+    const result = [];
+    let ema = mean(data.slice(0, period));
+    result.push(ema);
+    for (let i = period; i < data.length; i++) {
+        ema = data[i] * k + ema * (1 - k);
+        result.push(ema);
+    }
+    return result;
+}
+// ─── Helper: SMA series ─────────────────────────────────────────────────
+function sma(data, period) {
+    if (data.length < period)
+        return data.length > 0 ? [mean(data)] : [];
+    const result = [];
+    for (let i = period - 1; i < data.length; i++) {
+        result.push(mean(data.slice(i - period + 1, i + 1)));
+    }
+    return result;
+}
+// ─── Helper: Wilder's smoothing ─────────────────────────────────────────
+function wilderSmooth(data, period) {
+    if (data.length < period)
+        return [];
+    const result = [];
+    result.push(mean(data.slice(0, period)));
+    for (let i = period; i < data.length; i++) {
+        result.push((result[result.length - 1] * (period - 1) + data[i]) / period);
+    }
+    return result;
+}

package/assets/shared/signals/indicators.d.ts

@@ -0,0 +1,15 @@
+export declare function computeEMA(data: number[], period: number): number;
+export declare function computeATR(highs: number[], lows: number[], closes: number[], period: number): number;
+export declare function computeATRSeries(highs: number[], lows: number[], closes: number[], period: number): number[];
+export declare function computeRSI(closes: number[], period: number): number;
+export declare function linearSlope(y: number[], x?: number[]): number;
+export declare function computeStd(data: number[]): number;
+export declare function mean(data: number[]): number;
+/** Find swing highs and lows from OHLCV bars (simple pivot-point method). */
+export declare function findSwingPoints(bars: {
+    high: number;
+    low: number;
+}[], lookback?: number): {
+    highs: number[];
+    lows: number[];
+};