oakscriptjs 0.8.1 → 0.9.0

package/dist/esm/ta/index.js

@@ -0,0 +1,3227 @@
+/**
+ * Technical Analysis (ta) namespace
+ * Mirrors PineScript's ta.* functions for technical analysis indicators and calculations.
+ *
+ * @remarks
+ * All technical analysis functions in this namespace follow PineScript v6 API specifications.
+ *
+ * @version 6
+ */
+import { eq, ge, gt, le, lt } from '../compare/index.js';
+import { runningSum, runningVariance } from './running-sum.js';
+/**
+ * Simple Moving Average - returns the moving average (sum of last y values divided by y).
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Simple moving average of source for length bars back
+ *
+ * @remarks
+ * - `na` values (also +/-Infinity) in the source series are ignored: the mean of the last `length` non-`na`
+ *   values, and a bar with an `na` source keeps the previous result (as in PineScript)
+ * - Returns NaN until `length` non-`na` values are available
+ * - The sum is a compensated running sum, as in PineScript, so the result can differ from the exact window mean in
+ *   the last bits (bit for bit with PineScript)
+ *
+ * @example
+ * ```typescript
+ * const closePrices = [10, 11, 12, 13, 14];
+ * const sma5 = ta.sma(closePrices, 5); // Returns: [NaN, NaN, NaN, NaN, 12]
+ * ```
+ */
+export function sma(source, length) {
+    // Floor the length to match PineScript's auto-truncation of float to int
+    const len = Math.floor(length);
+    return runningSum(source, len).map((sum) => sum / len);
+}
+/** Mean of the last `length` bars; na when the window holds an na value (used by ta.dev). */
+function strictWindowMean(source, length) {
+    const len = Math.floor(length);
+    return Array.from({ length: source.length }, (_, i) => {
+        if (i < len - 1)
+            return NaN;
+        let sum = 0;
+        for (let j = 0; j < len; j++)
+            sum += source[i - j];
+        return sum / len;
+    });
+}
+/**
+ * Exponential Moving Average - returns the exponentially weighted moving average.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Exponential moving average of source with alpha = 2 / (length + 1)
+ *
+ * @remarks
+ * - In EMA, weighting factors decrease exponentially
+ * - Formula: `EMA = alpha * source + (1 - alpha) * EMA[1]`, where `alpha = 2 / (length + 1)`
+ * - `na` values (also +/-Infinity) in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ * - May cause indicator repainting
+ *
+ * @example
+ * ```typescript
+ * const closePrices = [10, 11, 12, 13, 14];
+ * const ema5 = ta.ema(closePrices, 5);
+ * ```
+ */
+export function ema(source, length) {
+    const result = [];
+    const len = Math.floor(length);
+    const multiplier = 2 / (len + 1);
+    // SMA seed: slide past leading NaN, then collect `len` valid values.
+    // An infinite value is na, as in PineScript.
+    let firstValidIndex = -1;
+    let validCount = 0;
+    let initSum = 0;
+    for (let i = 0; i < source.length; i++) {
+        const val = source[i];
+        if (val !== undefined && Number.isFinite(val)) {
+            initSum += val;
+            validCount++;
+            if (validCount === len) {
+                firstValidIndex = i;
+                break;
+            }
+        }
+    }
+    let emaValue = validCount > 0 ? initSum / validCount : NaN;
+    const emaInitialized = firstValidIndex >= 0;
+    for (let i = 0; i < source.length; i++) {
+        if (!emaInitialized || i < firstValidIndex) {
+            result.push(NaN);
+        }
+        else if (i === firstValidIndex) {
+            result.push(emaValue);
+        }
+        else {
+            const val = source[i];
+            if (val !== undefined && Number.isFinite(val)) {
+                emaValue = (val - emaValue) * multiplier + emaValue;
+                result.push(emaValue);
+            }
+            else {
+                // na source: na on this bar; the next bar continues from the last value (as in PineScript)
+                result.push(NaN);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Relative Strength Index - momentum oscillator measuring speed and magnitude of price changes.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns RSI series (values range from 0 to 100)
+ *
+ * @remarks
+ * - RSI values above 70 typically indicate overbought conditions
+ * - RSI values below 30 typically indicate oversold conditions
+ * - Uses `ta.rma()` (Relative Moving Average) for smoothing, matching PineScript v6
+ * - Formula: RSI = 100 - (100 / (1 + RS)), where RS = Average Gain / Average Loss
+ * - Average Gain and Average Loss are calculated using RMA (alpha = 1 / length)
+ * - `na` values in the source series are ignored
+ *
+ * @example
+ * ```typescript
+ * const rsi14 = ta.rsi(closePrices, 14);
+ * // Identify overbought/oversold conditions
+ * const overbought = rsi14.map(v => v > 70);
+ * const oversold = rsi14.map(v => v < 30);
+ * ```
+ */
+export function rsi(source, length) {
+    const result = [];
+    // Calculate price changes
+    const changes = [];
+    for (let i = 1; i < source.length; i++) {
+        changes.push(source[i] - source[i - 1]);
+    }
+    // Separate gains and losses; a change from or to na is na (skipped by rma), not a 0 gain / loss
+    const gains = changes.map(c => (Number.isNaN(c) ? NaN : c > 0 ? c : 0));
+    const losses = changes.map(c => (Number.isNaN(c) ? NaN : c < 0 ? -c : 0));
+    // Calculate average gains and losses using RMA (not SMA)
+    const avgGains = rma(gains, length);
+    const avgLosses = rma(losses, length);
+    result.push(NaN); // First value is NaN
+    for (let i = 0; i < avgGains.length; i++) {
+        if (avgLosses[i] === 0) {
+            result.push(100);
+        }
+        else {
+            const rs = avgGains[i] / avgLosses[i];
+            result.push(100 - (100 / (1 + rs)));
+        }
+    }
+    return result;
+}
+/**
+ * Moving Average Convergence Divergence - trend-following momentum indicator showing relationship
+ * between two moving averages.
+ *
+ * @param source - Series of values to process
+ * @param fastLength - Fast EMA length (typically 12)
+ * @param slowLength - Slow EMA length (typically 26)
+ * @param signalLength - Signal line EMA length (typically 9)
+ * @returns Tuple of [macdLine, signalLine, histogram]
+ *
+ * @remarks
+ * - MACD Line = Fast EMA - Slow EMA
+ * - Signal Line = EMA of MACD Line
+ * - Histogram = MACD Line - Signal Line
+ * - Crossovers between MACD and signal line indicate potential buy/sell signals
+ *
+ * @example
+ * ```typescript
+ * const [macdLine, signal, histogram] = ta.macd(closePrices, 12, 26, 9);
+ * ```
+ */
+export function macd(source, fastLength, slowLength, signalLength) {
+    const fastEma = ema(source, fastLength);
+    const slowEma = ema(source, slowLength);
+    const macdLine = [];
+    for (let i = 0; i < source.length; i++) {
+        macdLine.push(fastEma[i] - slowEma[i]);
+    }
+    const signalLine = ema(macdLine, signalLength);
+    const histogram = [];
+    for (let i = 0; i < source.length; i++) {
+        histogram.push(macdLine[i] - signalLine[i]);
+    }
+    return [macdLine, signalLine, histogram];
+}
+/**
+ * Bollinger Bands - a technical analysis tool defined by lines plotted two standard deviations
+ * away from a simple moving average.
+ *
+ * @param series - Series of values to process
+ * @param length - Number of bars (length)
+ * @param mult - Standard deviation factor
+ * @returns Tuple of [middle, upper, lower] bands
+ *
+ * @remarks
+ * - Middle band is the SMA of the source
+ * - Upper band = middle + (mult * standard deviation)
+ * - Lower band = middle - (mult * standard deviation)
+ * - `na` values in the source series are ignored
+ *
+ * @example
+ * ```typescript
+ * const [middle, upper, lower] = ta.bb(closePrices, 20, 2);
+ * ```
+ */
+export function bb(series, length, mult) {
+    const basis = sma(series, length);
+    const dev = stdev(series, length);
+    const upper = [];
+    const lower = [];
+    for (let i = 0; i < series.length; i++) {
+        upper.push(basis[i] + mult * dev[i]);
+        lower.push(basis[i] - mult * dev[i]);
+    }
+    return [basis, upper, lower];
+}
+/**
+ * Standard deviation over the last `length` non-na values.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of values
+ * @param biased - true (default): biased estimate (divides by `length`); false: unbiased (by `length - 1`)
+ * @returns Standard deviation series (na until `length` non-na values exist)
+ *
+ * @remarks
+ * As in PineScript: `na` values (also +/-Infinity) are skipped, the window holds the last
+ * `length` non-na values, and a bar whose own value is `na` keeps the previous result.
+ * The result is the square root of {@link variance} (0 when the variance is not positive), computed from
+ * compensated running sums of the values and of their squares, bit for bit as PineScript.
+ */
+export function stdev(source, length, biased = true) {
+    return variance(source, length, biased).map((v) => (Number.isNaN(v) ? NaN : v > 0 ? Math.sqrt(v) : 0));
+}
+/**
+ * The last `length` non-na values up to bar `i` (the bar itself may be na), or null when fewer exist.
+ * `isNa` tells which values are skipped (NaN by default).
+ */
+function lastValues(source, i, length) {
+    const values = [];
+    for (let j = i; j >= 0 && values.length < length; j--) {
+        const x = source[j];
+        if (!Number.isNaN(x))
+            values.push(x);
+    }
+    return values.length === length ? values : null;
+}
+/**
+ * The extreme of the window of `length` bars ending at each bar, in one pass (monotonic deque): the bar index of
+ * the oldest highest (or lowest) value, or -1 when the window is empty. As PineScript does for ta.highest /
+ * ta.lowest / ta.highestbars / ta.lowestbars, the window stops at the first `na` value going back, so a bar whose
+ * own value is `na` has an empty window. `zeros[i]` tells whether the window holds a +0 (highest) or a -0
+ * (lowest), the zero that `Math.max` / `Math.min` return when the extreme is 0.
+ */
+function windowExtremes(source, length, lowest) {
+    const n = source.length;
+    const span = length > 0 ? Math.ceil(length) : 0; // the bars j = 0, 1... with j < length
+    const at = new Int32Array(n).fill(-1);
+    const zeros = new Uint8Array(n);
+    const queue = new Int32Array(n); // bar indices; values from best to worst, the oldest first among equal values
+    const preferredZero = lowest ? -0 : 0;
+    let head = 0;
+    let tail = 0;
+    let zeroCount = 0; // preferred zeros in the queue
+    let lastNa = -1;
+    const isPreferredZero = (k) => Object.is(source[k], preferredZero);
+    for (let i = 0; i < n; i++) {
+        const x = source[i];
+        if (Number.isNaN(x)) {
+            lastNa = i;
+            head = tail = 0;
+            zeroCount = 0;
+            continue;
+        }
+        // drop the values that the new one beats; equal values stay (the oldest wins ties)
+        while (tail > head && (lowest ? source[queue[tail - 1]] > x : source[queue[tail - 1]] < x)) {
+            if (isPreferredZero(queue[--tail]))
+                zeroCount--;
+        }
+        queue[tail++] = i;
+        if (isPreferredZero(i))
+            zeroCount++;
+        const start = Math.max(i - span + 1, lastNa + 1);
+        while (head < tail && queue[head] < start) {
+            if (isPreferredZero(queue[head++]))
+                zeroCount--;
+        }
+        if (head < tail) {
+            at[i] = queue[head];
+            zeros[i] = zeroCount > 0 ? 1 : 0;
+        }
+    }
+    return { at, zeros };
+}
+/** Offset of the best value of the window; on ties the oldest bar wins. 0 when the window is empty. */
+function extremeOffset(source, length, lowest) {
+    const { at } = windowExtremes(source, length, lowest);
+    // -(i - at): -0 when the extreme is the current bar, as the offset -j of the window scan
+    return source.map((_, i) => (i < length - 1 ? NaN : at[i] < 0 ? 0 : -(i - at[i])));
+}
+/** Best value of the window (`na` when the window is empty), with the zero sign of `Math.max` / `Math.min`. */
+function extremeValue(source, length, lowest) {
+    const { at, zeros } = windowExtremes(source, length, lowest);
+    return source.map((_, i) => {
+        if (i < length - 1 || at[i] < 0)
+            return NaN;
+        const v = source[at[i]];
+        return v === 0 && zeros[i] ? (lowest ? -0 : 0) : v;
+    });
+}
+/**
+ * Crossover - returns true when series1 crosses over series2 (moves from below to above).
+ *
+ * @param series1 - First series
+ * @param series2 - Second series
+ * @returns Boolean series (true at crossover points)
+ *
+ * @remarks
+ * - True when: series1[i]! > series2[i]! AND series1[i-1] <= series2[i-1]
+ * - First value is always false (no previous value to compare)
+ * - Useful for detecting bullish signals (e.g., fast MA crossing over slow MA)
+ *
+ * @example
+ * ```typescript
+ * const crossUp = ta.crossover(fastMA, slowMA);
+ * ```
+ */
+export function crossover(series1, series2) {
+    const result = [];
+    for (let i = 0; i < series1.length; i++) {
+        if (i === 0) {
+            result.push(false);
+        }
+        else {
+            result.push(series1[i] > series2[i] && series1[i - 1] <= series2[i - 1]);
+        }
+    }
+    return result;
+}
+/**
+ * Crossunder - returns true when series1 crosses under series2 (moves from above to below).
+ *
+ * @param series1 - First series
+ * @param series2 - Second series
+ * @returns Boolean series (true at crossunder points)
+ *
+ * @remarks
+ * - True when: series1[i]! < series2[i]! AND series1[i-1] >= series2[i-1]
+ * - First value is always false (no previous value to compare)
+ * - Useful for detecting bearish signals (e.g., fast MA crossing under slow MA)
+ *
+ * @example
+ * ```typescript
+ * const crossDown = ta.crossunder(fastMA, slowMA);
+ * ```
+ */
+export function crossunder(series1, series2) {
+    const result = [];
+    for (let i = 0; i < series1.length; i++) {
+        if (i === 0) {
+            result.push(false);
+        }
+        else {
+            result.push(series1[i] < series2[i] && series1[i - 1] >= series2[i - 1]);
+        }
+    }
+    return result;
+}
+/**
+ * Change - calculates the difference between the current value and its value length bars ago.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars back (default: 1)
+ * @returns Change series (source[i]! - source[i - length])
+ *
+ * @remarks
+ * - Returns NaN for the first `length` values
+ * - Default length is 1 (difference from previous bar)
+ * - Positive values indicate increase, negative values indicate decrease
+ *
+ * @example
+ * ```typescript
+ * const change1 = ta.change(closePrices); // Daily change
+ * const change5 = ta.change(closePrices, 5); // 5-day change
+ * ```
+ */
+export function change(source, length = 1) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length) {
+            result.push(NaN);
+        }
+        else {
+            result.push(source[i] - source[i - length]);
+        }
+    }
+    return result;
+}
+/**
+ * True Range - measures market volatility by calculating the greatest of three price ranges.
+ *
+ * @param handle_na - Defines how the function calculates when previous close is na (default: false)
+ * @param high - High price series (required when not using context API)
+ * @param low - Low price series (required when not using context API)
+ * @param close - Close price series (required when not using context API)
+ * @returns True range series
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.tr(handle_na?)` - uses implicit chart data
+ * - **JavaScript signature**: Requires explicit `high`, `low`, `close` OR use `createContext()`
+ * - True Range = max(high - low, abs(high - close[1]), abs(low - close[1]))
+ * - When `handle_na` is true: returns `high - low` if previous close is na
+ * - When `handle_na` is false: returns na if previous close is na
+ * - Used as a component in ATR calculations
+ *
+ * @example
+ * ```typescript
+ * // Direct call with explicit data
+ * const trueRange = ta.tr(false, high, low, close);
+ *
+ * // Or use context API for cleaner syntax
+ * const { ta } = createContext({ chart: { high, low, close } });
+ * const trueRange = ta.tr(); // Matches PineScript!
+ * ```
+ */
+export function tr(handle_na = false, high, low, close) {
+    if (!high || !low || !close) {
+        throw new Error('ta.tr() requires high, low, and close series. ' +
+            'Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data.');
+    }
+    const result = [];
+    for (let i = 0; i < high.length; i++) {
+        if (i === 0) {
+            // First bar: the previous close is na
+            result.push(handle_na ? high[i] - low[i] : NaN);
+        }
+        else {
+            const prevClose = close[i - 1];
+            // Handle na previous close based on handle_na parameter
+            if (isNaN(prevClose)) {
+                if (handle_na) {
+                    result.push(high[i] - low[i]);
+                }
+                else {
+                    result.push(NaN);
+                }
+            }
+            else {
+                const tr = Math.max(high[i] - low[i], Math.abs(high[i] - prevClose), Math.abs(low[i] - prevClose));
+                result.push(tr);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Average True Range - returns the RMA (Relative Moving Average) of true range.
+ *
+ * @param length - Number of bars (length)
+ * @param high - High price series (required when not using context API)
+ * @param low - Low price series (required when not using context API)
+ * @param close - Close price series (required when not using context API)
+ * @returns Average true range series
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.atr(length)` - uses implicit chart data
+ * - **JavaScript signature**: Requires explicit `high`, `low`, `close` OR use `createContext()`
+ * - Uses `ta.rma()` (Relative Moving Average) for smoothing, matching PineScript v6
+ * - True range is max(high - low, abs(high - close[1]), abs(low - close[1]))
+ * - ATR is a measure of volatility, higher values indicate greater volatility
+ * - `na` values in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ *
+ * @example
+ * ```typescript
+ * // Direct call with explicit data
+ * const atr14 = ta.atr(14, high, low, close);
+ *
+ * // Or use context API for cleaner syntax
+ * const { ta } = createContext({ chart: { high, low, close } });
+ * const atr14 = ta.atr(14); // Matches PineScript!
+ * ```
+ */
+export function atr(length, high, low, close) {
+    if (!high || !low || !close) {
+        throw new Error('ta.atr() requires high, low, and close series. ' +
+            'Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data.');
+    }
+    // PineScript: ta.atr uses ta.tr(true), so bar 0 is high - low
+    const trueRange = tr(true, high, low, close);
+    return rma(trueRange, length);
+}
+/**
+ * SuperTrend Indicator - a trend-following indicator that helps identify trend direction.
+ *
+ * @param factor - The multiplier by which the ATR will get multiplied (series int/float)
+ * @param atrPeriod - Length of ATR (simple int)
+ * @param high - High price series (required when not using context API)
+ * @param low - Low price series (required when not using context API)
+ * @param close - Close price series (required when not using context API)
+ * @param wicks - Whether to use wicks for trend reversal (NOT in PineScript v6 API, default: false)
+ * @returns Tuple of [supertrend, direction] where direction is 1 (downtrend) or -1 (uptrend)
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.supertrend(factor, atrPeriod)` - uses implicit chart data
+ * - **JavaScript signature**: Requires explicit `high`, `low`, `close` OR use `createContext()`
+ * - The `wicks` parameter is NOT part of the official PineScript v6 API
+ * - Direction: 1 = downtrend (red), -1 = uptrend (green)
+ * - Uses hl2 (average of high and low) as the source
+ * - SuperTrend helps identify the current market trend and potential reversal points
+ *
+ * @example
+ * ```typescript
+ * // Direct call with explicit data
+ * const [supertrend, direction] = ta.supertrend(3, 10, high, low, close);
+ * // Plot uptrend when direction < 0
+ * // Plot downtrend when direction > 0
+ *
+ * // Or use context API for cleaner syntax
+ * const { ta } = createContext({ chart: { high, low, close } });
+ * const [supertrend, direction] = ta.supertrend(3, 10); // Matches PineScript!
+ * ```
+ */
+export function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
+    if (!high || !low || !close) {
+        throw new Error('ta.supertrend() requires high, low, and close series. ' +
+            'Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data.');
+    }
+    const supertrendValues = [];
+    const directions = [];
+    // Calculate hl2 (average of high and low)
+    const source = [];
+    for (let i = 0; i < high.length; i++) {
+        source.push((high[i] + low[i]) / 2);
+    }
+    // Calculate ATR
+    const atrValues = atr(atrPeriod, high, low, close);
+    // Track previous values across iterations
+    let prevLowerBand = NaN;
+    let prevUpperBand = NaN;
+    let prevSuperTrend = NaN;
+    for (let i = 0; i < source.length; i++) {
+        const atrValue = atrValues[i] * factor;
+        // Skip calculation if ATR is not available yet
+        if (isNaN(atrValue)) {
+            supertrendValues.push(NaN);
+            directions.push(1);
+            continue;
+        }
+        // Calculate initial bands
+        let upperBand = source[i] + atrValue;
+        let lowerBand = source[i] - atrValue;
+        // Determine which price to use for comparison
+        const highPrice = wicks ? high[i] : close[i];
+        const lowPrice = wicks ? low[i] : close[i];
+        const prevLowPrice = i > 0 ? (wicks ? low[i - 1] : close[i - 1]) : 0;
+        const prevHighPrice = i > 0 ? (wicks ? high[i - 1] : close[i - 1]) : 0;
+        // Update bands conditionally (trailing behavior) - only if previous bands are valid
+        if (i > 0 && !isNaN(prevLowerBand) && !isNaN(prevUpperBand)) {
+            lowerBand = (lowerBand > prevLowerBand || prevLowPrice < prevLowerBand) ? lowerBand : prevLowerBand;
+            upperBand = (upperBand < prevUpperBand || prevHighPrice > prevUpperBand) ? upperBand : prevUpperBand;
+        }
+        // Determine trend direction
+        let currentDirection;
+        if (isNaN(prevSuperTrend)) {
+            // Initial direction when we don't have previous supertrend
+            currentDirection = 1;
+        }
+        else if (prevSuperTrend === prevUpperBand) {
+            // Was in downtrend (following upper band)
+            currentDirection = highPrice > upperBand ? -1 : 1;
+        }
+        else {
+            // Was in uptrend (following lower band)
+            currentDirection = lowPrice < lowerBand ? 1 : -1;
+        }
+        // Calculate supertrend value based on direction
+        const superTrendValue = currentDirection === -1 ? lowerBand : upperBand;
+        supertrendValues.push(superTrendValue);
+        directions.push(currentDirection);
+        // Update previous values for next iteration
+        prevLowerBand = lowerBand;
+        prevUpperBand = upperBand;
+        prevSuperTrend = superTrendValue;
+    }
+    return [supertrendValues, directions];
+}
+/**
+ * Relative Moving Average (RMA) - exponentially weighted moving average with alpha = 1 / length.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns RMA of source for length bars back
+ *
+ * @remarks
+ * - Moving average used in RSI calculation
+ * - Alpha = 1 / length (different from EMA which uses alpha = 2 / (length + 1))
+ * - First value is initialized with SMA, then uses exponential smoothing
+ * - Formula: `RMA = (source + (length - 1) * RMA[1]) / length`, evaluated in this order as in PineScript
+ *   (equal to `alpha * source + (1 - alpha) * RMA[1]`, but bit for bit)
+ * - `na` values (also +/-Infinity) in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ *
+ * @example
+ * ```typescript
+ * const rma14 = ta.rma(closePrices, 14);
+ * // Used internally by RSI:
+ * // avgGain = ta.rma(gains, 14);
+ * // avgLoss = ta.rma(losses, 14);
+ * ```
+ */
+export function rma(source, length) {
+    const result = [];
+    // Floor the length to match PineScript's auto-truncation of float to int
+    const len = Math.floor(length);
+    // Find the first index where we have enough non-na values for SMA initialization.
+    // An infinite value is na, as in PineScript.
+    let firstValidIndex = -1;
+    let validCount = 0;
+    let initSum = 0;
+    for (let i = 0; i < source.length; i++) {
+        const val = source[i];
+        if (val !== undefined && Number.isFinite(val)) {
+            initSum += val;
+            validCount++;
+            if (validCount === len) {
+                firstValidIndex = i;
+                break;
+            }
+        }
+    }
+    // Initialize RMA value with SMA of first `length` non-NaN values
+    let rmaValue = validCount > 0 ? initSum / validCount : NaN;
+    const rmaInitialized = firstValidIndex >= 0;
+    for (let i = 0; i < source.length; i++) {
+        if (!rmaInitialized || i < firstValidIndex) {
+            // Not enough data yet for RMA
+            result.push(NaN);
+        }
+        else if (i === firstValidIndex) {
+            // First valid RMA value
+            result.push(rmaValue);
+        }
+        else {
+            const val = source[i];
+            if (val !== undefined && Number.isFinite(val)) {
+                // PineScript evaluates (source + (length - 1) * RMA[1]) / length; the form
+                // alpha * source + (1 - alpha) * RMA[1] differs in the last bits
+                rmaValue = (val + (len - 1) * rmaValue) / len;
+                result.push(rmaValue);
+            }
+            else {
+                // na source: na on this bar; the next bar continues from the last value (as in PineScript)
+                result.push(NaN);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Weighted Moving Average (WMA) - moving average with linearly decreasing weights.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns WMA of source for length bars back
+ *
+ * @remarks
+ * - Weighting factors decrease in arithmetical progression
+ * - Most recent value has weight `length`, previous has `length-1`, etc.
+ * - Formula: `sum(source[i]! * (length - i)) / sum(length - i)` for i = 0 to length-1
+ * - As in PineScript: na on a bar whose source is `na` (also +/-Infinity) and until `length` non-`na` values were
+ *   received; an `na` value inside the window is replaced by the previous non-`na` value
+ * - More responsive to recent price changes than SMA
+ *
+ * @example
+ * ```typescript
+ * const wma20 = ta.wma(closePrices, 20);
+ * // WMA gives more weight to recent prices
+ * ```
+ */
+export function wma(source, length) {
+    const result = [];
+    // Floor the length to match PineScript's auto-truncation of float to int
+    const len = Math.floor(length);
+    // PineScript: na on a bar with an na source (also +/-Infinity) and until `len` non-na values were received;
+    // otherwise the last `len` bars, each na replaced by the previous non-na value
+    const filled = [];
+    let last = NaN;
+    let count = 0;
+    for (let i = 0; i < source.length; i++) {
+        const v = source[i];
+        const isNa = v === undefined || v === null || !Number.isFinite(v);
+        if (!isNa) {
+            last = v;
+            count++;
+        }
+        filled.push(last);
+        if (isNa || count < len) {
+            result.push(NaN);
+            continue;
+        }
+        // Summed from the oldest bar (weight 1) to the newest (weight len), as PineScript (bit for bit)
+        let sum = 0;
+        let weightSum = 0;
+        for (let j = len - 1; j >= 0; j--) {
+            const weight = len - j;
+            sum += filled[i - j] * weight;
+            weightSum += weight;
+        }
+        result.push(sum / weightSum);
+    }
+    return result;
+}
+/**
+ * Highest value over the last `length` bars.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars
+ * @returns Highest value series (na on the first `length - 1` bars)
+ *
+ * @remarks
+ * As in PineScript: an `na` value ends the window, so only the values after the last `na`
+ * count, and a bar whose own value is `na` gives `na`.
+ * PineScript `ta.highest(length)` (source = high) is `ta.highest(length)` in the script API.
+ */
+export function highest(source, length) {
+    return extremeValue(source, length, false);
+}
+/**
+ * Lowest value over the last `length` bars.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars
+ * @returns Lowest value series (na on the first `length - 1` bars)
+ *
+ * @remarks
+ * As in PineScript: an `na` value ends the window, so only the values after the last `na`
+ * count, and a bar whose own value is `na` gives `na`.
+ */
+export function lowest(source, length) {
+    return extremeValue(source, length, true);
+}
+/**
+ * Cumulative Sum - returns the total sum of all elements from the beginning.
+ *
+ * @param source - Series of values to process
+ * @returns Series containing the cumulative sum at each bar
+ *
+ * @remarks
+ * - Returns the running total of all values from index 0 to current index
+ * - As in PineScript: an `na` value adds nothing to the sum,
+ *   and the result is `na` on that bar only; the sum continues on the next bars
+ * - Useful for calculating total volume, total trades, etc.
+ *
+ * @example
+ * ```typescript
+ * const cumulativeVolume = ta.cum(volume);
+ * const totalGains = ta.cum(gains);
+ * ```
+ */
+export function cum(source) {
+    let sum = 0;
+    return source.map((v) => {
+        // PineScript: an na value (also +/-Infinity) gives na on its bar and is not added
+        if (!Number.isFinite(v))
+            return NaN;
+        sum += v;
+        return sum;
+    });
+}
+/**
+ * Cross - returns true when two series cross each other (either direction).
+ *
+ * @param source1 - First series
+ * @param source2 - Second series
+ * @returns Boolean series (true at cross points)
+ *
+ * @remarks
+ * - True when: (source1[i]! > source2[i]! AND source1[i-1] <= source2[i-1]) OR
+ *              (source1[i]! < source2[i]! AND source1[i-1] >= source2[i-1])
+ * - First value is always false (no previous value to compare)
+ * - Detects any crossing (either over or under)
+ * - Use `ta.crossover()` or `ta.crossunder()` for directional crosses
+ *
+ * @example
+ * ```typescript
+ * const crossed = ta.cross(fastMA, slowMA);
+ * // Detect any MA crossover
+ * ```
+ */
+export function cross(source1, source2) {
+    const result = [];
+    for (let i = 0; i < source1.length; i++) {
+        if (i === 0) {
+            result.push(false);
+        }
+        else {
+            const crossedUp = source1[i] > source2[i] && source1[i - 1] <= source2[i - 1];
+            const crossedDown = source1[i] < source2[i] && source1[i - 1] >= source2[i - 1];
+            result.push(crossedUp || crossedDown);
+        }
+    }
+    return result;
+}
+/**
+ * ta.rising / ta.falling: true when each of the `length` steps between the last `length + 1` non-na values (up to
+ * the current bar) passes `step(newer, older)`; false when there are fewer non-na values.
+ *
+ * @internal
+ */
+function monotonic(source, length, step) {
+    const result = [];
+    const values = []; // non-na values so far
+    for (let i = 0; i < source.length; i++) {
+        const v = source[i];
+        if (!Number.isNaN(v))
+            values.push(v);
+        const n = values.length;
+        let ok = n > length;
+        for (let j = 1; ok && j <= length; j++)
+            ok = step(values[n - j], values[n - j - 1]);
+        result.push(ok);
+    }
+    return result;
+}
+/**
+ * Rising - returns true if source is rising for length bars.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Boolean series (true when rising)
+ *
+ * @remarks
+ * PineScript rules:
+ * - each of the `length` steps is a rise larger than the 1e-10 tolerance
+ * - `na` values are skipped: the steps are between the last `length + 1` non-`na` values up to the current bar
+ *   (on an `na` bar, the result of the last non-`na` bar)
+ * - false while there are fewer than `length + 1` non-`na` values
+ *
+ * @example
+ * ```typescript
+ * const isRising = ta.rising(close, 3);
+ * // Detect upward momentum
+ * ```
+ */
+export function rising(source, length) {
+    return monotonic(source, length, gt);
+}
+/**
+ * Falling - returns true if source is falling for length bars.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Boolean series (true when falling)
+ *
+ * @remarks
+ * PineScript rules:
+ * - each of the `length` steps is a fall larger than the 1e-10 tolerance
+ * - `na` values are skipped: the steps are between the last `length + 1` non-`na` values up to the current bar
+ *   (on an `na` bar, the result of the last non-`na` bar)
+ * - false while there are fewer than `length + 1` non-`na` values
+ *
+ * @example
+ * ```typescript
+ * const isFalling = ta.falling(close, 3);
+ * // Detect downward momentum
+ * ```
+ */
+export function falling(source, length) {
+    return monotonic(source, length, lt);
+}
+/**
+ * Rate of Change (ROC) - percentage change between current value and value length bars ago.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns ROC series as percentage
+ *
+ * @remarks
+ * - Formula: `100 * change(source, length) / source[length]`
+ * - Equivalent to: `100 * (source - source[length]) / source[length]`
+ * - Returns percentage change, e.g., 5.0 means 5% increase
+ * - `na` values in the source series are included in calculations and will produce an `na` result
+ * - Useful for momentum analysis and trend strength measurement
+ *
+ * @example
+ * ```typescript
+ * const roc10 = ta.roc(closePrices, 10);
+ * // Positive ROC indicates upward momentum
+ * // Negative ROC indicates downward momentum
+ * ```
+ */
+export function roc(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length) {
+            result.push(NaN);
+        }
+        else {
+            const oldValue = source[i - length];
+            if (oldValue === 0 || isNaN(oldValue) || isNaN(source[i])) {
+                result.push(NaN);
+            }
+            else {
+                const changeValue = source[i] - oldValue;
+                result.push((100 * changeValue) / oldValue);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Momentum (MOM) - difference between current value and value length bars ago.
+ *
+ * @param source - Series of values to process
+ * @param length - Offset from current bar to previous bar
+ * @returns Momentum series
+ *
+ * @remarks
+ * - Formula: `source - source[length]`
+ * - Equivalent to `ta.change(source, length)`
+ * - Positive momentum indicates upward movement
+ * - Negative momentum indicates downward movement
+ * - `na` values in the source series are included in calculations and will produce an `na` result
+ *
+ * @example
+ * ```typescript
+ * const mom10 = ta.mom(closePrices, 10);
+ * // Measures raw price momentum over 10 bars
+ * ```
+ */
+export function mom(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length) {
+            result.push(NaN);
+        }
+        else {
+            if (isNaN(source[i]) || isNaN(source[i - length])) {
+                result.push(NaN);
+            }
+            else {
+                result.push(source[i] - source[i - length]);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Mean Absolute Deviation - measure of difference between series and its SMA.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Mean absolute deviation series
+ *
+ * @remarks
+ * - Measures average absolute distance from the mean
+ * - Formula: `sum(abs(source[i]! - sma)) / length` for i in 0 to length-1
+ * - Less sensitive to outliers than standard deviation
+ * - `na` values in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ *
+ * @example
+ * ```typescript
+ * const dev10 = ta.dev(closePrices, 10);
+ * // Measures volatility using mean absolute deviation
+ * ```
+ */
+export function dev(source, length) {
+    const result = [];
+    // PineScript: na when the window of `length` bars holds an na value
+    const meanValues = strictWindowMean(source, length);
+    for (let i = 0; i < source.length; i++) {
+        if (i < length - 1 || isNaN(meanValues[i])) {
+            result.push(NaN);
+        }
+        else {
+            let sum = 0;
+            for (let j = 0; j < length; j++) {
+                if (!isNaN(source[i - j])) {
+                    sum += Math.abs(source[i - j] - meanValues[i]);
+                }
+            }
+            result.push(sum / length);
+        }
+    }
+    return result;
+}
+/**
+ * Variance - expectation of squared deviation from mean.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @param biased - Use biased (true) or unbiased (false) estimate (default: true)
+ * @returns Variance series
+ *
+ * @remarks
+ * - Measures how far values are spread out from their mean
+ * - If `biased` is true: divides by `length` (population variance)
+ * - If `biased` is false: divides by `length - 1` (sample variance)
+ * - Formula (biased): `sum((source[i]! - mean)^2) / length`
+ * - Formula (unbiased): `sum((source[i]! - mean)^2) / (length - 1)`
+ * - `na` values in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ * - Relationship: `stdev = sqrt(variance)`
+ * - Computed as PineScript, bit for bit, from compensated running sums of the values and of their squares:
+ *   biased `sumSq / length - mean * mean`, unbiased `sumSq / (length - 1) - mean * sum / (length - 1)`
+ *
+ * @example
+ * ```typescript
+ * const variance20 = ta.variance(closePrices, 20);
+ * const sampleVariance = ta.variance(closePrices, 20, false);
+ * ```
+ */
+export function variance(source, length, biased = true) {
+    const len = Math.floor(length);
+    // PineScript: the last `len` non-na values (also +/-Infinity skipped), as ta.sma
+    if ((biased ? len : len - 1) <= 0)
+        return source.map(() => NaN);
+    return runningVariance(source, len, biased);
+}
+/**
+ * Median - returns the median (middle value) of the series.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Median series
+ *
+ * @remarks
+ * - Returns the middle value when values are sorted
+ * - For an even length, returns the average of the two middle values
+ * - As in PineScript: `na` values are skipped, the window holds the last `length` non-na values
+ *   (going back as many bars as needed), and a bar whose own value is `na` still gets a result
+ * - Returns NaN until `length` non-na values exist
+ * - More robust to outliers than mean (SMA)
+ *
+ * @example
+ * ```typescript
+ * const median20 = ta.median(closePrices, 20);
+ * // Median is less affected by extreme values than SMA
+ * ```
+ */
+export function median(source, length) {
+    const len = Math.floor(length);
+    const n = source.length;
+    const out = new Array(n).fill(NaN);
+    if (!(len >= 1))
+        return out;
+    // The last `len` non-na values, sorted; equal values (also +0 / -0) from the newest to the oldest, which is the
+    // order a stable sort of the window gives, so the middle values are the same numbers.
+    const sorted = [];
+    const kept = new Float64Array(n); // the non-na values in bar order
+    let count = 0;
+    /** First position whose value is >= v (`after`: > v). */
+    const bound = (v, after) => {
+        let lo = 0;
+        let hi = sorted.length;
+        while (lo < hi) {
+            const m = (lo + hi) >> 1;
+            if (after ? sorted[m] <= v : sorted[m] < v)
+                lo = m + 1;
+            else
+                hi = m;
+        }
+        return lo;
+    };
+    const mid = Math.floor(len / 2);
+    for (let i = 0; i < n; i++) {
+        const x = source[i];
+        if (!Number.isNaN(x)) {
+            kept[count++] = x;
+            sorted.splice(bound(x, false), 0, x); // before the equal values: the newest first
+            // the value leaving the window is the oldest, so the last of its equal values
+            if (count > len)
+                sorted.splice(bound(kept[count - 1 - len], true) - 1, 1);
+        }
+        if (count >= len)
+            out[i] = len % 2 === 0 ? (sorted[mid - 1] + sorted[mid]) / 2 : sorted[mid];
+    }
+    return out;
+}
+/**
+ * Symmetrically Weighted Moving Average (SWMA) - fixed length 4 with symmetric weights.
+ *
+ * @param source - Series of values to process
+ * @returns SWMA series
+ *
+ * @remarks
+ * - Fixed length of 4 bars
+ * - Weights: [1/6, 2/6, 2/6, 1/6] (symmetric)
+ * - Formula: `source[3] * 1/6 + source[2] * 2/6 + source[1] * 2/6 + source[0] * 1/6`
+ * - More weight given to middle values
+ * - `na` values in the source series are included in calculations and will produce an `na` result
+ * - Returns NaN for the first 3 bars
+ *
+ * @example
+ * ```typescript
+ * const swma = ta.swma(closePrices);
+ * // Smoothed price with symmetric weighting
+ * ```
+ */
+export function swma(source) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < 3) {
+            result.push(NaN);
+        }
+        else {
+            // Check for any NaN values in the window
+            if (isNaN(source[i]) || isNaN(source[i - 1]) || isNaN(source[i - 2]) || isNaN(source[i - 3])) {
+                result.push(NaN);
+            }
+            else {
+                const value = source[i - 3] * (1 / 6) +
+                    source[i - 2] * (2 / 6) +
+                    source[i - 1] * (2 / 6) +
+                    source[i] * (1 / 6);
+                result.push(value);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Volume Weighted Moving Average (VWMA) - moving average weighted by volume.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @param volume - Volume series (required when not using context API)
+ * @returns VWMA series
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.vwma(source, length)` - uses implicit volume data
+ * - **JavaScript signature**: Requires explicit `volume` OR use `createContext()`
+ * - Formula: `sma(source * volume, length) / sma(volume, length)`
+ * - Gives more weight to bars with higher volume
+ * - `na` values in the source series are ignored
+ * - Useful for price analysis considering volume significance
+ *
+ * @example
+ * ```typescript
+ * // Direct call with explicit volume
+ * const vwma20 = ta.vwma(closePrices, 20, volumeData);
+ *
+ * // Or use context API for cleaner syntax
+ * const { ta } = createContext({ chart: { high, low, close, volume } });
+ * const vwma20 = ta.vwma(close, 20); // Matches PineScript!
+ * ```
+ */
+export function vwma(source, length, volume) {
+    if (!volume) {
+        throw new Error('ta.vwma() requires volume series. ' +
+            'Either pass it explicitly or use createContext({ chart: { ..., volume } }) for implicit data.');
+    }
+    // Calculate source * volume
+    const sourceTimesVolume = [];
+    for (let i = 0; i < source.length; i++) {
+        sourceTimesVolume.push(source[i] * volume[i]);
+    }
+    const numerator = sma(sourceTimesVolume, length);
+    const denominator = sma(volume, length);
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (denominator[i] === 0 || isNaN(denominator[i])) {
+            result.push(NaN);
+        }
+        else {
+            result.push(numerator[i] / denominator[i]);
+        }
+    }
+    return result;
+}
+/**
+ * Linear Regression - line that best fits prices using least squares method.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @param offset - Offset (default: 0)
+ * @returns Linear regression value
+ *
+ * @remarks
+ * - Calculates line of best fit using least squares method
+ * - Formula: `linreg = intercept + slope * (length - 1 - offset)`
+ * - offset=0 gives current fitted value, offset<0 gives future projection
+ * - `na` values in the source series are included in calculations and will produce an `na` result
+ * - Useful for trend detection and prediction
+ *
+ * @example
+ * ```typescript
+ * const linreg20 = ta.linreg(closePrices, 20, 0);
+ * const linregFuture = ta.linreg(closePrices, 20, -5); // Project 5 bars ahead
+ * ```
+ */
+export function linreg(source, length, offset = 0) {
+    const result = [];
+    // Floor the length to match PineScript's auto-truncation of float to int
+    const len = Math.floor(length);
+    for (let i = 0; i < source.length; i++) {
+        if (i < len - 1) {
+            result.push(NaN);
+        }
+        else {
+            // Check for NaN values in window
+            let hasNaN = false;
+            for (let j = 0; j < len; j++) {
+                if (isNaN(source[i - j])) {
+                    hasNaN = true;
+                    break;
+                }
+            }
+            if (hasNaN) {
+                result.push(NaN);
+            }
+            else {
+                // Calculate least squares regression
+                let sumX = 0;
+                let sumY = 0;
+                let sumXY = 0;
+                let sumX2 = 0;
+                for (let j = 0; j < len; j++) {
+                    const x = j;
+                    const y = source[i - (len - 1 - j)];
+                    sumX += x;
+                    sumY += y;
+                    sumXY += x * y;
+                    sumX2 += x * x;
+                }
+                const slope = (len * sumXY - sumX * sumY) / (len * sumX2 - sumX * sumX);
+                const intercept = (sumY - slope * sumX) / len;
+                // Calculate linreg value at offset
+                const x = len - 1 - offset;
+                result.push(intercept + slope * x);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Correlation Coefficient - measures degree to which two series deviate from their means together.
+ *
+ * @param source1 - First series
+ * @param source2 - Second series
+ * @param length - Number of bars (length)
+ * @returns Correlation coefficient (-1 to +1)
+ *
+ * @remarks
+ * - Returns value between -1 and +1
+ * - +1 = perfect positive correlation
+ * - -1 = perfect negative correlation
+ * - 0 = no correlation
+ * - Measures linear relationship between two series
+ * - `na` values in the source series are ignored
+ * - The function calculates on the `length` quantity of non-`na` values
+ *
+ * @example
+ * ```typescript
+ * const corr = ta.correlation(series1, series2, 20);
+ * // Values close to +1 or -1 indicate strong relationship
+ * ```
+ */
+export function correlation(source1, source2, length) {
+    const result = [];
+    // the non-NaN pairs of the window, newest first (reused on every bar)
+    const span = length > 0 ? Math.ceil(length) : 0;
+    const a = new Float64Array(span);
+    const b = new Float64Array(span);
+    for (let i = 0; i < source1.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        let m = 0;
+        for (let j = 0; j < length; j++) {
+            const v1 = source1[i - j];
+            const v2 = source2[i - j];
+            if (!isNaN(v1) && !isNaN(v2)) {
+                a[m] = v1;
+                b[m] = v2;
+                m++;
+            }
+        }
+        if (m === 0) {
+            result.push(NaN);
+            continue;
+        }
+        // Calculate means
+        let sum1 = 0;
+        let sum2 = 0;
+        for (let k = 0; k < m; k++) {
+            sum1 += a[k];
+            sum2 += b[k];
+        }
+        const mean1 = sum1 / m;
+        const mean2 = sum2 / m;
+        // Calculate correlation components
+        let numerator = 0;
+        let sum1Sq = 0;
+        let sum2Sq = 0;
+        for (let k = 0; k < m; k++) {
+            const dev1 = a[k] - mean1;
+            const dev2 = b[k] - mean2;
+            numerator += dev1 * dev2;
+            sum1Sq += dev1 * dev1;
+            sum2Sq += dev2 * dev2;
+        }
+        const denominator = Math.sqrt(sum1Sq * sum2Sq);
+        result.push(denominator === 0 ? NaN : numerator / denominator);
+    }
+    return result;
+}
+/**
+ * Percent Rank - percentage of how many previous values were less than or equal to current value.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Percent rank (0 to 100)
+ *
+ * @remarks
+ * - Returns value between 0 and 100
+ * - 0 = current value is lowest in the period
+ * - 100 = current value is highest in the period
+ * - 50 = current value is at median
+ * - Useful for identifying relative strength within a period
+ *
+ * PineScript rules:
+ * - percentrank = count(source[k] <= source, k = 1..length) / length * 100
+ * - a value from bar `length` on, when the current source is not `na`; an `na` value in the window counts as not
+ *   `<=` the current value
+ * - the comparison uses the 1e-10 tolerance
+ *
+ * @example
+ * ```typescript
+ * const pctrank = ta.percentrank(closePrices, 100);
+ * // Values near 100 indicate recent strength
+ * // Values near 0 indicate recent weakness
+ * ```
+ */
+export function percentrank(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        const currentValue = source[i];
+        if (i < length || Number.isNaN(currentValue)) {
+            result.push(NaN);
+            continue;
+        }
+        // le() is false for an na value in the window
+        let countLessOrEqual = 0;
+        for (let j = 1; j <= length; j++) {
+            if (le(source[i - j], currentValue))
+                countLessOrEqual++;
+        }
+        result.push((countLessOrEqual / length) * 100);
+    }
+    return result;
+}
+/**
+ * Commodity Channel Index (CCI) - measures deviation from average price.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns CCI series
+ *
+ * @remarks
+ * - CCI = (Typical Price - SMA of TP) / (0.015 * Mean Deviation)
+ * - Typical Price = (High + Low + Close) / 3
+ * - Mean Deviation = Average of absolute differences from mean
+ * - Scaled by 0.015 to provide more readable numbers
+ * - Values above +100 indicate overbought conditions
+ * - Values below -100 indicate oversold conditions
+ * - \`na\` values in the source series are ignored
+ *
+ * @example
+ * \`\`\`typescript
+ * const cci20 = ta.cci(typicalPrice, 20);
+ * // Overbought when cci > 100
+ * // Oversold when cci < -100
+ * \`\`\`
+ */
+export function cci(source, length) {
+    const result = [];
+    const smaValues = sma(source, length);
+    const devValues = dev(source, length);
+    for (let i = 0; i < source.length; i++) {
+        if (isNaN(smaValues[i]) || isNaN(devValues[i]) || devValues[i] === 0) {
+            result.push(NaN);
+        }
+        else {
+            const cci = (source[i] - smaValues[i]) / (0.015 * devValues[i]);
+            result.push(cci);
+        }
+    }
+    return result;
+}
+/**
+ * Stochastic Oscillator - momentum indicator comparing closing price to price range.
+ *
+ * @param source - Source series (typically close)
+ * @param high - High price series
+ * @param low - Low price series
+ * @param length - Number of bars (length)
+ * @returns Stochastic %K series (values range from 0 to 100)
+ *
+ * @remarks
+ * - Formula: 100 * (close - lowest(low, length)) / (highest(high, length) - lowest(low, length))
+ * - Measures where close is relative to the high-low range
+ * - Values above 80 typically indicate overbought
+ * - Values below 20 typically indicate oversold
+ * - Returns NaN when range is zero (high equals low)
+ * - \`na\` values in the source series are ignored
+ *
+ * @example
+ * \`\`\`typescript
+ * const stochK = ta.stoch(close, high, low, 14);
+ * // Smooth with SMA for %D line:
+ * const stochD = ta.sma(stochK, 3);
+ * \`\`\`
+ */
+export function stoch(source, high, low, length) {
+    const result = [];
+    const lowestValues = lowest(low, length);
+    const highestValues = highest(high, length);
+    for (let i = 0; i < source.length; i++) {
+        if (isNaN(lowestValues[i]) || isNaN(highestValues[i])) {
+            result.push(NaN);
+        }
+        else {
+            const range = highestValues[i] - lowestValues[i];
+            if (range === 0) {
+                result.push(NaN);
+            }
+            else {
+                const stochValue = 100 * (source[i] - lowestValues[i]) / range;
+                result.push(stochValue);
+            }
+        }
+    }
+    return result;
+}
+/**
+ * Money Flow Index (MFI) - volume-weighted RSI measuring buying and selling pressure.
+ *
+ * @param source - Source series (typically hlc3 or close)
+ * @param length - Number of bars (length)
+ * @param volume - Volume series (required when not using context API)
+ * @returns MFI series (values range from 0 to 100)
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.mfi(source, length)` - uses implicit volume data
+ * - **JavaScript signature**: Requires explicit `volume` OR use `createContext()`
+ * - Combines price and volume to identify overbought/oversold conditions
+ * - Formula: 100 - (100 / (1 + Positive Money Flow / Negative Money Flow))
+ * - Values above 80 indicate overbought
+ * - Values below 20 indicate oversold
+ * - `na` values in the source series are ignored
+ *
+ * @example
+ * ```typescript
+ * // Direct call with explicit volume
+ * const mfi14 = ta.mfi(hlc3, 14, volume);
+ *
+ * // Or use context API for cleaner syntax
+ * const { ta } = createContext({ chart: { high, low, close, volume } });
+ * const mfi14 = ta.mfi(hlc3, 14); // Matches PineScript!
+ * ```
+ */
+export function mfi(source, length, volume) {
+    if (!volume) {
+        throw new Error('ta.mfi() requires volume series. ' +
+            'Either pass it explicitly or use createContext({ chart: { ..., volume } }) for implicit data.');
+    }
+    // PineScript reference:
+    //   upper = math.sum(volume * (ta.change(src) <= 0 ? 0 : src), length)
+    //   lower = math.sum(volume * (ta.change(src) >= 0 ? 0 : src), length)
+    // A comparison with na is false, so a bar with an na change (bar 0) adds its money flow to both sums.
+    // The comparisons use the 1e-10 tolerance of Pine operators.
+    const upperFlow = [];
+    const lowerFlow = [];
+    for (let i = 0; i < source.length; i++) {
+        const change = i === 0 ? NaN : source[i] - source[i - 1];
+        const flow = volume[i] * source[i];
+        upperFlow.push(le(change, 0) ? 0 : flow);
+        lowerFlow.push(ge(change, 0) ? 0 : flow);
+    }
+    // math.sum: the compensated running sum of the last `length` non-na values (as PineScript, bit for bit)
+    const upper = runningSum(upperFlow, length);
+    const lower = runningSum(lowerFlow, length);
+    return upper.map((u, i) => {
+        const l = lower[i];
+        if (Number.isNaN(u) || Number.isNaN(l))
+            return NaN;
+        if (l === 0)
+            return 100;
+        return 100 - 100 / (1 + u / l);
+    });
+}
+/**
+ * Hull Moving Average (HMA) - improved moving average with reduced lag.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars (length)
+ * @returns Hull moving average series
+ *
+ * @remarks
+ * - Formula: WMA(2 * WMA(src, len/2) - WMA(src, len), sqrt(len))
+ * - Significantly reduces lag compared to traditional moving averages
+ * - Smoother than WMA while being more responsive
+ * - Created by Alan Hull
+ * - `na` values in the source series are ignored
+ *
+ * @example
+ * ```typescript
+ * const hma20 = ta.hma(closePrices, 20);
+ * // Faster response to price changes than SMA or EMA
+ * ```
+ */
+export function hma(source, length) {
+    const halfLength = Math.floor(length / 2);
+    const sqrtLength = Math.floor(Math.sqrt(length));
+    const wmaHalf = wma(source, halfLength);
+    const wmaFull = wma(source, length);
+    const diff = [];
+    for (let i = 0; i < source.length; i++) {
+        diff.push(2 * wmaHalf[i] - wmaFull[i]);
+    }
+    return wma(diff, sqrtLength);
+}
+/**
+ * Parabolic SAR (Stop and Reverse) - trend-following indicator.
+ *
+ * @param start - Acceleration factor start value (typically 0.02)
+ * @param inc - Acceleration factor increment (typically 0.02)
+ * @param max - Maximum acceleration factor (typically 0.2)
+ * @param high - High price series (required when not using context API)
+ * @param low - Low price series (required when not using context API)
+ * @param close - Close price series (required when not using context API)
+ * @returns SAR series
+ *
+ * @remarks
+ * - **PineScript v6 signature**: `ta.sar(start, inc, max)` - uses implicit chart data
+ * - **JavaScript signature**: Requires explicit `high`, `low`, `close` OR use `createContext()`
+ * - SAR below price indicates uptrend, above price indicates downtrend
+ * - Created by J. Welles Wilder Jr.
+ *
+ * @example
+ * ```typescript
+ * const sar = ta.sar(0.02, 0.02, 0.2, high, low, close);
+ * ```
+ */
+export function sar(start, inc, max, high, low, close) {
+    if (!high || !low || !close) {
+        throw new Error('ta.sar() requires high, low, and close series. ' +
+            'Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data.');
+    }
+    const result = [];
+    let sarValue = NaN;
+    let extremePoint = NaN;
+    let acceleration = start;
+    let isUpTrend = false;
+    let isFirstTrendBar = false;
+    for (let i = 0; i < close.length; i++) {
+        if (i === 0) {
+            result.push(NaN);
+            continue;
+        }
+        if (i === 1) {
+            if (close[i] > close[i - 1]) {
+                isUpTrend = true;
+                extremePoint = high[i];
+                sarValue = low[i - 1];
+            }
+            else {
+                isUpTrend = false;
+                extremePoint = low[i];
+                sarValue = high[i - 1];
+            }
+            isFirstTrendBar = true;
+            acceleration = start;
+        }
+        sarValue = sarValue + acceleration * (extremePoint - sarValue);
+        if (isUpTrend) {
+            if (sarValue > low[i]) {
+                isFirstTrendBar = true;
+                isUpTrend = false;
+                sarValue = Math.max(high[i], extremePoint);
+                extremePoint = low[i];
+                acceleration = start;
+            }
+        }
+        else {
+            if (sarValue < high[i]) {
+                isFirstTrendBar = true;
+                isUpTrend = true;
+                sarValue = Math.min(low[i], extremePoint);
+                extremePoint = high[i];
+                acceleration = start;
+            }
+        }
+        if (!isFirstTrendBar) {
+            if (isUpTrend) {
+                if (high[i] > extremePoint) {
+                    extremePoint = high[i];
+                    acceleration = Math.min(acceleration + inc, max);
+                }
+            }
+            else {
+                if (low[i] < extremePoint) {
+                    extremePoint = low[i];
+                    acceleration = Math.min(acceleration + inc, max);
+                }
+            }
+        }
+        if (isUpTrend) {
+            sarValue = Math.min(sarValue, low[i - 1]);
+            if (i > 1) {
+                sarValue = Math.min(sarValue, low[i - 2]);
+            }
+        }
+        else {
+            sarValue = Math.max(sarValue, high[i - 1]);
+            if (i > 1) {
+                sarValue = Math.max(sarValue, high[i - 2]);
+            }
+        }
+        result.push(sarValue);
+        isFirstTrendBar = false;
+    }
+    return result;
+}
+/**
+ * Pivot detection as PineScript computes it.
+ *
+ * The value of the pivot bar is returned `rightbars` bars later, on the bar where the pivot is
+ * confirmed, so no future bar is used. A pivot high may equal values on its left but must be higher
+ * than every value on its right (a pivot low: equal on the left, lower on the right). An `na`
+ * neighbour ends the check on its side; an `na` pivot value gives no pivot.
+ */
+function pivot(source, leftbars, rightbars, isHigh) {
+    // "beats" = the neighbour prevents the pivot
+    const beatsLeft = isHigh ? (x, v) => x > v : (x, v) => x < v;
+    const beatsRight = isHigh ? (x, v) => x >= v : (x, v) => x <= v;
+    return source.map((_, i) => {
+        const center = i - rightbars;
+        if (center - leftbars < 0)
+            return NaN;
+        const v = source[center];
+        if (Number.isNaN(v))
+            return NaN;
+        for (let j = 1; j <= leftbars; j++) {
+            const x = source[center - j];
+            if (Number.isNaN(x))
+                break;
+            if (beatsLeft(x, v))
+                return NaN;
+        }
+        for (let j = 1; j <= rightbars; j++) {
+            const x = source[center + j];
+            if (Number.isNaN(x))
+                break;
+            if (beatsRight(x, v))
+                return NaN;
+        }
+        return v;
+    });
+}
+/**
+ * Pivot High - detects pivot high points in the price series.
+ *
+ * @param sourceOrLeftbars - Source series or leftbars (overloaded)
+ * @param leftbarsOrRightbars - Leftbars or rightbars (overloaded)
+ * @param rightbars - Number of bars to the right (optional)
+ * @param high - High price series (used in 2-param version)
+ * @returns Series with the pivot high value on the bar where the pivot is confirmed
+ *   (`rightbars` bars after the pivot bar), NaN elsewhere
+ *
+ * @remarks
+ * - As in PineScript, the value appears `rightbars` bars after the pivot bar: the pivot bar
+ *   index is `i - rightbars`
+ * - A pivot high may equal values on its left but must be higher than all values on its right
+ * - An `na` neighbour ends the check on its side
+ *
+ * @example
+ * ```typescript
+ * const pivotHighs = ta.pivothigh(high, 2, 2);
+ * // pivotHighs[i] is high[i - 2] when bar i - 2 is a pivot high
+ * ```
+ */
+export function pivothigh(sourceOrLeftbars, leftbarsOrRightbars, rightbars, high) {
+    if (rightbars === undefined) {
+        if (!high) {
+            throw new Error('ta.pivothigh() requires high series when using two-parameter version.');
+        }
+        return pivot(high, sourceOrLeftbars, leftbarsOrRightbars, true);
+    }
+    return pivot(sourceOrLeftbars, leftbarsOrRightbars, rightbars, true);
+}
+/**
+ * Pivot Low - detects pivot low points in the price series.
+ *
+ * @param sourceOrLeftbars - Source series or leftbars (overloaded)
+ * @param leftbarsOrRightbars - Leftbars or rightbars (overloaded)
+ * @param rightbars - Number of bars to the right (optional)
+ * @param low - Low price series (used in 2-param version)
+ * @returns Series with the pivot low value on the bar where the pivot is confirmed
+ *   (`rightbars` bars after the pivot bar), NaN elsewhere
+ *
+ * @remarks
+ * - As in PineScript, the value appears `rightbars` bars after the pivot bar: the pivot bar
+ *   index is `i - rightbars`
+ * - A pivot low may equal values on its left but must be lower than all values on its right
+ * - An `na` neighbour ends the check on its side
+ *
+ * @example
+ * ```typescript
+ * const pivotLows = ta.pivotlow(low, 2, 2);
+ * // pivotLows[i] is low[i - 2] when bar i - 2 is a pivot low
+ * ```
+ */
+export function pivotlow(sourceOrLeftbars, leftbarsOrRightbars, rightbars, low) {
+    if (rightbars === undefined) {
+        if (!low) {
+            throw new Error('ta.pivotlow() requires low series when using two-parameter version.');
+        }
+        return pivot(low, sourceOrLeftbars, leftbarsOrRightbars, false);
+    }
+    return pivot(sourceOrLeftbars, leftbarsOrRightbars, rightbars, false);
+}
+/**
+ * Bars Since - returns number of bars since condition was true.
+ *
+ * @param condition - Boolean series condition
+ * @returns Series with number of bars since condition was last true
+ *
+ * @remarks
+ * - Returns 0 when condition is currently true
+ * - Increments by 1 for each bar condition remains false
+ * - Returns NaN if condition has never been true
+ *
+ * @example
+ * ```typescript
+ * const crossovers = ta.crossover(fastMA, slowMA);
+ * const barsSinceCross = ta.barssince(crossovers);
+ * ```
+ */
+export function barssince(condition) {
+    const result = [];
+    let barsSinceTrue = NaN;
+    for (let i = 0; i < condition.length; i++) {
+        if (condition[i]) {
+            barsSinceTrue = 0;
+        }
+        else if (!isNaN(barsSinceTrue)) {
+            barsSinceTrue++;
+        }
+        result.push(barsSinceTrue);
+    }
+    return result;
+}
+/**
+ * Value When - returns the value when condition was true.
+ *
+ * @param condition - Boolean series condition
+ * @param source - Source series to get value from
+ * @param occurrence - Which occurrence to get (0 = most recent)
+ * @returns Series with values from when condition was true
+ *
+ * @remarks
+ * - occurrence=0 returns value from most recent true condition
+ * - occurrence=1 returns value from second most recent, etc.
+ * - Returns NaN if condition hasn't been true occurrence+1 times yet
+ *
+ * @example
+ * ```typescript
+ * const crossovers = ta.crossover(fastMA, slowMA);
+ * const lastCrossPrice = ta.valuewhen(crossovers, close, 0);
+ * ```
+ */
+export function valuewhen(condition, source, occurrence) {
+    const result = [];
+    for (let i = 0; i < condition.length; i++) {
+        let occurrenceCount = 0;
+        let foundValue = NaN;
+        for (let j = i; j >= 0; j--) {
+            if (condition[j]) {
+                if (occurrenceCount === occurrence) {
+                    foundValue = source[j];
+                    break;
+                }
+                occurrenceCount++;
+            }
+        }
+        result.push(foundValue);
+    }
+    return result;
+}
+/**
+ * Directional Movement Index - returns Directional Movement indicators.
+ *
+ * @param diLength - DI averaging length
+ * @param adxSmoothing - ADX smoothing length
+ * @returns Tuple of [plusDI, minusDI, ADX]
+ *
+ * @remarks
+ * - +DI and -DI measure directional movement
+ * - ADX measures trend strength (0-100)
+ * - ADX above 25 typically indicates strong trend
+ * - Requires high, low, and close data from context
+ *
+ * @example
+ * ```typescript
+ * const [plusDI, minusDI, adx] = ta.dmi(14, 14);
+ * // When +DI > -DI and ADX > 25, strong uptrend
+ * // When -DI > +DI and ADX > 25, strong downtrend
+ * ```
+ */
+export function dmi(diLength, adxSmoothing, high, low, close) {
+    // PineScript reference (built-in DMI):
+    //   up = ta.change(high), down = -ta.change(low)
+    //   plusDM = na(up) ? na : (up > down and up > 0 ? up : 0), minusDM likewise
+    //   trur = ta.rma(ta.tr, len)
+    //   plus = fixnan(100 * ta.rma(plusDM, len) / trur), minus likewise
+    //   adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), lensig)
+    const len = Math.max(high.length, low.length, close.length);
+    const plusDM = [];
+    const minusDM = [];
+    for (let i = 0; i < len; i++) {
+        const up = i === 0 ? NaN : high[i] - high[i - 1];
+        const down = i === 0 ? NaN : low[i - 1] - low[i];
+        plusDM.push(Number.isNaN(up) ? NaN : gt(up, down) && gt(up, 0) ? up : 0);
+        minusDM.push(Number.isNaN(down) ? NaN : gt(down, up) && gt(down, 0) ? down : 0);
+    }
+    const trur = rma(tr(false, high, low, close), diLength);
+    const smoothedPlus = rma(plusDM, diLength);
+    const smoothedMinus = rma(minusDM, diLength);
+    // x / 0 is na; fixnan keeps the previous value
+    const directional = (smoothed) => {
+        let last = NaN;
+        return smoothed.map((v, i) => {
+            const t = trur[i];
+            const value = t === 0 ? NaN : (100 * v) / t;
+            if (!Number.isNaN(value))
+                last = value;
+            return last;
+        });
+    };
+    const plusDI = directional(smoothedPlus);
+    const minusDI = directional(smoothedMinus);
+    const dx = plusDI.map((plus, i) => {
+        const minus = minusDI[i];
+        const sum = plus + minus;
+        return Math.abs(plus - minus) / (eq(sum, 0) ? 1 : sum);
+    });
+    const adx = rma(dx, adxSmoothing).map((v) => 100 * v);
+    return [plusDI, minusDI, adx];
+}
+/**
+ * True Strength Index - momentum oscillator based on double smoothed momentum.
+ *
+ * @param source - Series of values to process
+ * @param shortLength - Short smoothing length
+ * @param longLength - Long smoothing length
+ * @returns TSI series
+ *
+ * @remarks
+ * - TSI oscillates between +100 and -100
+ * - Positive values indicate bullish momentum
+ * - Negative values indicate bearish momentum
+ * - Crossovers of zero line can signal trend changes
+ * - Less sensitive to short-term price fluctuations than RSI
+ *
+ * @example
+ * ```typescript
+ * const tsi = ta.tsi(close, 13, 25);
+ * // TSI > 0: bullish momentum
+ * // TSI < 0: bearish momentum
+ * ```
+ */
+export function tsi(source, shortLength, longLength) {
+    const momentum = [];
+    // Calculate momentum (price change)
+    for (let i = 0; i < source.length; i++) {
+        if (i === 0) {
+            momentum.push(NaN);
+        }
+        else {
+            momentum.push(source[i] - source[i - 1]);
+        }
+    }
+    // Double smooth momentum
+    const smoothedMomentum = ema(ema(momentum, longLength), shortLength);
+    // Double smooth absolute momentum
+    const absMomentum = momentum.map(Math.abs);
+    const smoothedAbsMomentum = ema(ema(absMomentum, longLength), shortLength);
+    // Calculate TSI
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (smoothedAbsMomentum[i] === 0) {
+            result.push(0);
+        }
+        else {
+            result.push((smoothedMomentum[i] / smoothedAbsMomentum[i]) * 100);
+        }
+    }
+    return result;
+}
+/**
+ * Chande Momentum Oscillator - momentum indicator similar to RSI.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars
+ * @returns CMO series
+ *
+ * @remarks
+ * - CMO oscillates between +100 and -100
+ * - CMO > +50: overbought conditions
+ * - CMO < -50: oversold conditions
+ * - Unlike RSI, CMO uses sum of gains/losses instead of averages
+ * - More volatile than RSI
+ *
+ * @example
+ * ```typescript
+ * const cmo = ta.cmo(close, 14);
+ * // CMO > 50: overbought
+ * // CMO < -50: oversold
+ * ```
+ */
+export function cmo(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length) {
+            result.push(NaN);
+            continue;
+        }
+        let sumGains = 0;
+        let sumLosses = 0;
+        for (let j = 0; j < length; j++) {
+            const change = source[i - j] - source[i - j - 1];
+            if (change > 0) {
+                sumGains += change;
+            }
+            else {
+                sumLosses += Math.abs(change);
+            }
+        }
+        const totalMovement = sumGains + sumLosses;
+        if (totalMovement === 0) {
+            result.push(0);
+        }
+        else {
+            const cmoValue = ((sumGains - sumLosses) / totalMovement) * 100;
+            result.push(cmoValue);
+        }
+    }
+    return result;
+}
+/**
+ * Keltner Channels - volatility-based envelope indicator.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars for EMA
+ * @param mult - Multiplier for the range
+ * @param useTrueRange - Use True Range (default: true) or high-low
+ * @returns Tuple of [middle, upper, lower]
+ *
+ * @remarks
+ * - Middle band is EMA of source
+ * - Upper/lower bands are middle ± (range EMA × multiplier)
+ * - When useTrueRange=true, uses ATR for volatility
+ * - When useTrueRange=false, uses high-low range
+ * - Price breaking out of bands may signal trend continuation
+ * - Requires high, low, close data from context when useTrueRange=true
+ *
+ * @example
+ * ```typescript
+ * const [middle, upper, lower] = ta.kc(close, 20, 2, true);
+ * // Price above upper: potential uptrend
+ * // Price below lower: potential downtrend
+ * ```
+ */
+export function kc(source, length, mult, useTrueRange = true, high, low, close) {
+    // Calculate middle band (EMA of source)
+    const middle = ema(source, length);
+    // Calculate range
+    let range;
+    if (useTrueRange) {
+        if (!high || !low || !close) {
+            throw new Error('ta.kc() with useTrueRange=true requires high, low, and close data');
+        }
+        // PineScript reference: ta.tr, which is na on bar 0
+        range = tr(false, high, low, close);
+    }
+    else {
+        if (!high || !low) {
+            throw new Error('ta.kc() requires high and low data');
+        }
+        range = [];
+        for (let i = 0; i < high.length; i++) {
+            range.push(high[i] - low[i]);
+        }
+    }
+    // Smooth the range with EMA
+    const rangeEma = ema(range, length);
+    // Calculate upper and lower bands
+    const upper = [];
+    const lower = [];
+    for (let i = 0; i < middle.length; i++) {
+        upper.push(middle[i] + rangeEma[i] * mult);
+        lower.push(middle[i] - rangeEma[i] * mult);
+    }
+    return [middle, upper, lower];
+}
+/**
+ * Bollinger Bands Width - measures the width of Bollinger Bands.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars
+ * @param mult - Standard deviation multiplier
+ * @returns BBW series (percentage)
+ *
+ * @remarks
+ * - BBW = ((upper band - lower band) / middle band) × 100
+ * - Low BBW values indicate low volatility (potential breakout setup)
+ * - High BBW values indicate high volatility
+ * - BBW squeeze (narrowing bands) often precedes strong moves
+ * - Works with existing bb() function
+ *
+ * @example
+ * ```typescript
+ * const bbw = ta.bbw(close, 20, 2);
+ * // Low BBW: potential breakout coming
+ * // High BBW: high volatility period
+ * ```
+ */
+export function bbw(source, length, mult) {
+    const [basis, upper, lower] = bb(source, length, mult);
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (basis[i] === 0) {
+            result.push(NaN);
+        }
+        else {
+            const width = ((upper[i] - lower[i]) / basis[i]) * 100;
+            result.push(width);
+        }
+    }
+    return result;
+}
+/**
+ * Williams %R (Williams Percent Range)
+ *
+ * Williams %R is a momentum indicator that measures overbought/oversold levels.
+ * It compares the closing price to the high-low range over a specified period.
+ *
+ * Values range from -100 (oversold) to 0 (overbought):
+ * - Above -20: Overbought
+ * - Below -80: Oversold
+ *
+ * @param high - High price series
+ * @param low - Low price series
+ * @param close - Close price series
+ * @param length - Lookback period (default: 14)
+ * @returns Williams %R series
+ *
+ * @example
+ * ```typescript
+ * const wpr = ta.wpr(high, low, close, 14);
+ * // wpr < -80: oversold
+ * // wpr > -20: overbought
+ * ```
+ */
+export function wpr(high, low, close, length = 14) {
+    const result = [];
+    for (let i = 0; i < close.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        // Find highest high and lowest low in the period
+        let highestHigh = high[i - length + 1];
+        let lowestLow = low[i - length + 1];
+        for (let j = i - length + 2; j <= i; j++) {
+            if (high[j] > highestHigh)
+                highestHigh = high[j];
+            if (low[j] < lowestLow)
+                lowestLow = low[j];
+        }
+        const range = highestHigh - lowestLow;
+        if (range === 0) {
+            result.push(NaN);
+        }
+        else {
+            // Formula: (Highest High - Close) / (Highest High - Lowest Low) * -100
+            const wprValue = ((highestHigh - close[i]) / range) * -100;
+            result.push(wprValue);
+        }
+    }
+    return result;
+}
+export function vwap(source, volume, anchor, stdev_mult) {
+    if (source.length !== volume.length) {
+        throw new Error('ta.vwap: source and volume must have the same length');
+    }
+    const mid = [];
+    const upper = [];
+    const lower = [];
+    let sumPV = 0;
+    let sumV = 0;
+    let sumPPV = 0;
+    for (let i = 0; i < source.length; i++) {
+        if (anchor && anchor[i]) {
+            sumPV = 0;
+            sumV = 0;
+            sumPPV = 0;
+        }
+        const s = source[i];
+        const v = volume[i];
+        if (!Number.isNaN(s) && !Number.isNaN(v)) {
+            sumPV += s * v;
+            sumV += v;
+            sumPPV += s * s * v;
+        }
+        const m = sumV === 0 ? NaN : sumPV / sumV;
+        mid.push(m);
+        if (stdev_mult !== undefined) {
+            const sd = Math.sqrt(Math.max(0, sumPPV / sumV - m * m));
+            upper.push(m + stdev_mult * sd);
+            lower.push(m - stdev_mult * sd);
+        }
+    }
+    return stdev_mult === undefined ? mid : [mid, upper, lower];
+}
+/**
+ * Arnaud Legoux Moving Average (ALMA)
+ *
+ * ALMA uses a Gaussian distribution for weighting, reducing lag while maintaining smoothness.
+ * It's particularly good at tracking price action with minimal lag.
+ *
+ * @param source - Source series
+ * @param length - Window size (default: 9)
+ * @param offset - Controls the center of the Gaussian curve. 0.85 = focus on recent prices (default: 0.85)
+ * @param sigma - Standard deviation of the Gaussian. Controls smoothness (default: 6)
+ * @returns ALMA series
+ *
+ * @example
+ * ```typescript
+ * const alma = ta.alma(close, 9, 0.85, 6);
+ * // offset closer to 1: more responsive
+ * // offset closer to 0: smoother
+ * ```
+ */
+export function alma(source, length = 9, offset = 0.85, sigma = 6, floor = false) {
+    const result = [];
+    const m = floor ? Math.floor(offset * (length - 1)) : offset * (length - 1);
+    const s = length / sigma;
+    // Pre-calculate weights
+    const weights = [];
+    let weightSum = 0;
+    for (let i = 0; i < length; i++) {
+        const weight = Math.exp(-1 * Math.pow(i - m, 2) / (2 * Math.pow(s, 2)));
+        weights.push(weight);
+        weightSum += weight;
+    }
+    // Normalize weights
+    for (let i = 0; i < length; i++) {
+        weights[i] /= weightSum;
+    }
+    // Calculate ALMA
+    for (let i = 0; i < source.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        let almaValue = 0;
+        for (let j = 0; j < length; j++) {
+            almaValue += source[i - length + 1 + j] * weights[j];
+        }
+        result.push(almaValue);
+    }
+    return result;
+}
+/**
+ * Keltner Channels Width (KCW)
+ *
+ * Measures the width of Keltner Channels as a percentage of the middle line.
+ * Similar to BBW but uses ATR instead of standard deviation.
+ *
+ * Low KCW suggests consolidation/low volatility.
+ * High KCW suggests expansion/high volatility.
+ *
+ * @param source - Source series
+ * @param length - Number of bars for EMA and ATR (default: 20)
+ * @param mult - ATR multiplier (default: 2)
+ * @param useTrueRange - Use True Range instead of high-low (default: true)
+ * @param high - High price series
+ * @param low - Low price series
+ * @param close - Close price series
+ * @returns KCW series
+ *
+ * @example
+ * ```typescript
+ * const kcw = ta.kcw(close, 20, 2, true, high, low, close);
+ * // Low KCW: potential breakout coming
+ * // High KCW: high volatility period
+ * ```
+ */
+export function kcw(source, length = 20, mult = 2, useTrueRange = true, high, low, close) {
+    const [basis, upper, lower] = kc(source, length, mult, useTrueRange, high, low, close);
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (isNaN(basis[i]) || basis[i] === 0) {
+            result.push(NaN);
+        }
+        else {
+            const width = ((upper[i] - lower[i]) / basis[i]) * 100;
+            result.push(width);
+        }
+    }
+    return result;
+}
+/**
+ * Difference between the highest and the lowest value over the last `length` non-na values
+ * (PineScript `ta.range(source, length)`).
+ *
+ * @remarks
+ * As in PineScript: `na` values are skipped (the window holds the last `length` non-na
+ * values), and a bar whose own value is `na` still gets a result.
+ */
+export function range(source, length) {
+    return source.map((_, i) => {
+        const values = lastValues(source, i, length);
+        return values ? Math.max(...values) - Math.min(...values) : NaN;
+    });
+}
+/**
+ * Offset to the bar with the highest value over the last `length` bars: 0 for the current bar,
+ * -1 for the previous bar, and so on (as in PineScript, the offset is negative).
+ *
+ * @remarks
+ * As in PineScript: on equal values the oldest bar wins; an `na` value ends the window;
+ * 0 when the window has no value.
+ */
+export function highestbars(source, length) {
+    return extremeOffset(source, length, false);
+}
+/**
+ * Offset to the bar with the lowest value over the last `length` bars: 0 for the current bar,
+ * -1 for the previous bar, and so on (as in PineScript, the offset is negative).
+ *
+ * @remarks
+ * As in PineScript: on equal values the oldest bar wins; an `na` value ends the window;
+ * 0 when the window has no value.
+ */
+export function lowestbars(source, length) {
+    return extremeOffset(source, length, true);
+}
+/**
+ * All-time highest value of `source` up to each bar (PineScript `ta.max(source)`).
+ *
+ * @remarks
+ * As in PineScript: `na` values are skipped, the value carries over `na` bars, and the
+ * result is `na` until the first non-na value.
+ */
+export function max(source) {
+    let best = NaN;
+    return source.map((x) => {
+        if (!Number.isNaN(x) && !(x <= best))
+            best = x;
+        return best;
+    });
+}
+/**
+ * All-time lowest value of `source` up to each bar (PineScript `ta.min(source)`).
+ *
+ * @remarks
+ * As in PineScript: `na` values are skipped, the value carries over `na` bars, and the
+ * result is `na` until the first non-na value.
+ */
+export function min(source) {
+    let best = NaN;
+    return source.map((x) => {
+        if (!Number.isNaN(x) && !(x >= best))
+            best = x;
+        return best;
+    });
+}
+/**
+ * Center of Gravity (COG)
+ *
+ * The Center of Gravity indicator is an oscillator developed by John Ehlers.
+ * It identifies turning points with minimal lag and provides clear signals.
+ *
+ * The COG calculates a weighted average where more recent prices have higher weights,
+ * similar to a moving average but with a focus on momentum shifts.
+ *
+ * @param source - Source series (typically close)
+ * @param length - Lookback period (default: 10)
+ * @returns COG series
+ *
+ * @example
+ * ```typescript
+ * const cogValue = ta.cog(close, 10);
+ * // Use COG crossovers as signals:
+ * // - COG crossing above 0: potential buy signal
+ * // - COG crossing below 0: potential sell signal
+ * ```
+ */
+export function cog(source, length = 10) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        let numerator = 0;
+        let denominator = 0;
+        for (let j = 0; j < length; j++) {
+            const weight = j + 1;
+            const price = source[i - length + 1 + j];
+            numerator += weight * price;
+            denominator += price;
+        }
+        if (denominator === 0) {
+            result.push(NaN);
+        }
+        else {
+            // COG formula: -1 * (sum of (weight * price) / sum of prices) + (length + 1) / 2
+            const cog = -1 * (numerator / denominator) + (length + 1) / 2;
+            result.push(cog);
+        }
+    }
+    return result;
+}
+/**
+ * Mode (Most Frequent Value)
+ *
+ * Returns the mode of the series - the most frequently occurring value.
+ * If there are several values with the same frequency, it returns the smallest value.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars to look back
+ * @returns The most frequently occurring value
+ *
+ * @example
+ * ```typescript
+ * const values = [1, 2, 2, 3, 3, 3, 4, 4];
+ * const modeValue = ta.mode(values, 8); // Returns 3 (most frequent)
+ * ```
+ *
+ * @remarks
+ * - `na` values in the source series are ignored
+ * - If no mode exists, returns the smallest value
+ * - Returns NaN for the first (length - 1) values where there's insufficient data
+ */
+export function mode(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        // Collect non-NaN values in the window
+        const values = [];
+        for (let j = 0; j < length; j++) {
+            const value = source[i - j];
+            if (!isNaN(value)) {
+                values.push(value);
+            }
+        }
+        if (values.length === 0) {
+            result.push(NaN);
+            continue;
+        }
+        // Count frequency of each value
+        const frequencyMap = new Map();
+        for (const value of values) {
+            frequencyMap.set(value, (frequencyMap.get(value) || 0) + 1);
+        }
+        // Find the maximum frequency
+        let maxFrequency = 0;
+        frequencyMap.forEach((freq) => {
+            if (freq > maxFrequency) {
+                maxFrequency = freq;
+            }
+        });
+        // Find all values with max frequency, then return the smallest
+        const modesWithMaxFreq = [];
+        frequencyMap.forEach((freq, value) => {
+            if (freq === maxFrequency) {
+                modesWithMaxFreq.push(value);
+            }
+        });
+        result.push(Math.min(...modesWithMaxFreq));
+    }
+    return result;
+}
+/**
+ * Percentile (Linear Interpolation Method)
+ *
+ * Calculates the percentile using the method of linear interpolation between
+ * the two nearest ranks. This method may return values that are not members
+ * of the input data set.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars to look back
+ * @param percentage - Percentile to calculate (0-100)
+ * @returns The calculated percentile value
+ *
+ * @example
+ * ```typescript
+ * const p50 = ta.percentile_linear_interpolation(close, 20, 50); // Median
+ * const p75 = ta.percentile_linear_interpolation(close, 20, 75); // 75th percentile
+ * ```
+ *
+ * @remarks
+ * - The result will NOT always be a member of the input data set
+ * - Uses linear interpolation between adjacent values when needed
+ * - Returns NaN for the first (length - 1) values where there's insufficient data
+ *
+ * PineScript rules:
+ * - position in the sorted window: `percentage / 100 * length - 0.5`, clamped to the first / last value, linear
+ *   interpolation between the two neighbours (na when a neighbour is na, also at an exact position)
+ * - `na` values stay in the window (window size = `length`). The window is kept sorted from bar to bar: the new
+ *   value is inserted before the first value `>=` it, passing the `na` values (an `na` goes last), then the value
+ *   leaving the window is removed. So the place of an `na` depends on the history: at the start of a series the
+ *   `na` values are before all numbers
+ */
+export function percentile_linear_interpolation(source, length, percentage) {
+    return sortedWindow(source, length, (s) => {
+        const pos = (percentage / 100) * length - 0.5;
+        if (pos <= 0)
+            return s[0];
+        if (pos >= length - 1)
+            return s[length - 1];
+        const lo = Math.floor(pos);
+        return s[lo] + (pos - lo) * (s[lo + 1] - s[lo]);
+    });
+}
+/**
+ * Sorted window of ta.percentile_*, as PineScript keeps it: each bar first inserts the new value before the first
+ * value `>=` it (scanning from the start; an `na` is never `>=`, so a value passes the `na` values and an `na` goes
+ * last), then removes the value of the bar leaving the window. `fn` reads the sorted window (`length` values).
+ * na for the first `length - 1` bars.
+ *
+ * @internal
+ */
+function sortedWindow(source, length, fn) {
+    const result = [];
+    const values = []; // sorted window
+    const bars = []; // bar index of each value
+    for (let i = 0; i < source.length; i++) {
+        const v = source[i];
+        let k = 0;
+        while (k < values.length && !(values[k] >= v))
+            k++;
+        values.splice(k, 0, v);
+        bars.splice(k, 0, i);
+        if (i >= length) {
+            const old = bars.indexOf(i - length);
+            values.splice(old, 1);
+            bars.splice(old, 1);
+        }
+        result.push(i < length - 1 ? NaN : fn(values));
+    }
+    return result;
+}
+/**
+ * Percentile (Nearest Rank Method)
+ *
+ * Calculates the percentile using the Nearest Rank method. This method
+ * always returns a value that is a member of the input data set.
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars to look back
+ * @param percentage - Percentile to calculate (0-100)
+ * @returns The calculated percentile value
+ *
+ * @example
+ * ```typescript
+ * const p50 = ta.percentile_nearest_rank(close, 20, 50); // Median
+ * const p90 = ta.percentile_nearest_rank(close, 20, 90); // 90th percentile
+ * ```
+ *
+ * @remarks
+ * - The result will ALWAYS be a member of the input data set
+ * - The 100th percentile is defined as the largest value
+ * - Using this method on lengths < 100 may result in the same value for multiple percentiles
+ * - Returns NaN for the first (length - 1) values where there's insufficient data
+ *
+ * PineScript rules:
+ * - the value at rank `ceil(percentage / 100 * length)` of the sorted window (na when that rank holds an `na`)
+ * - `na` values stay in the window, sorted from bar to bar as in `ta.percentile_linear_interpolation`
+ */
+export function percentile_nearest_rank(source, length, percentage) {
+    const rank = Math.min(length, Math.max(1, Math.ceil((percentage / 100) * length)));
+    return sortedWindow(source, length, (s) => s[rank - 1]);
+}
+/**
+ * Rank Correlation Index (RCI)
+ *
+ * Calculates the Rank Correlation Index using Spearman's rank correlation coefficient.
+ * RCI measures the directional consistency of price movements, indicating whether
+ * the source consistently increased (positive values) or decreased (negative values).
+ *
+ * @param source - Series of values to process
+ * @param length - Number of bars to look back
+ * @returns RCI value scaled to range -100 to 100
+ *
+ * @example
+ * ```typescript
+ * const rci9 = ta.rci(close, 9);
+ * // RCI near +100: strong upward consistency
+ * // RCI near -100: strong downward consistency
+ * // RCI near 0: no clear trend
+ * ```
+ *
+ * @remarks
+ * - Result is scaled to -100 to 100 range
+ * - +100 indicates source consistently increased over the period
+ * - -100 indicates source consistently decreased over the period
+ * - 0 indicates no directional consistency
+ * - Returns NaN for the first (length - 1) values where there's insufficient data
+ */
+export function rci(source, length) {
+    const result = [];
+    for (let i = 0; i < source.length; i++) {
+        if (i < length - 1) {
+            result.push(NaN);
+            continue;
+        }
+        // Collect values in the window
+        const values = [];
+        for (let j = 0; j < length; j++) {
+            values.push(source[i - length + 1 + j]);
+        }
+        // Check for NaN values
+        if (values.some(v => isNaN(v))) {
+            result.push(NaN);
+            continue;
+        }
+        // Create array of indices with their values for ranking
+        const indexed = values.map((value, index) => ({ value, index }));
+        // Sort by value to get ranks
+        const sorted = [...indexed].sort((a, b) => a.value - b.value);
+        // Assign ranks (handling ties by averaging ranks)
+        const ranks = new Array(length).fill(0);
+        let currentRank = 1;
+        for (let j = 0; j < sorted.length; j++) {
+            // Count ties
+            let tieCount = 1;
+            while (j + tieCount < sorted.length && sorted[j].value === sorted[j + tieCount].value) {
+                tieCount++;
+            }
+            // Average rank for ties
+            const avgRank = (currentRank + (currentRank + tieCount - 1)) / 2;
+            // Assign average rank to all tied values
+            for (let k = 0; k < tieCount; k++) {
+                ranks[sorted[j + k].index] = avgRank;
+            }
+            j += tieCount - 1;
+            currentRank += tieCount;
+        }
+        // Calculate D² = sum of (price_rank - time_rank)²
+        let sumSquaredDiff = 0;
+        for (let j = 0; j < length; j++) {
+            const timeRank = j + 1;
+            const diff = ranks[j] - timeRank;
+            sumSquaredDiff += diff * diff;
+        }
+        const n = length;
+        const base = (n * n * n - n) / 12;
+        // Compute tie correction for price ranks
+        // Count tied groups from the sorted array
+        let tieCorrection = 0;
+        for (let j = 0; j < sorted.length;) {
+            let tieCount = 1;
+            while (j + tieCount < sorted.length && sorted[j].value === sorted[j + tieCount].value) {
+                tieCount++;
+            }
+            if (tieCount > 1) {
+                tieCorrection += (tieCount * tieCount * tieCount - tieCount) / 12;
+            }
+            j += tieCount;
+        }
+        const A = base - tieCorrection; // Corrected for tied price ranks
+        const B = base; // Time ranks have no ties
+        let rho;
+        if (A === 0 || B === 0) {
+            rho = 0;
+        }
+        else {
+            rho = (A + B - sumSquaredDiff) / (2 * Math.sqrt(A * B));
+        }
+        result.push(rho * 100);
+    }
+    return result;
+}
+/**
+ * Pivot Point Levels
+ *
+ * Calculates pivot point levels using various calculation methods.
+ * Returns an array containing: [P, R1, S1, R2, S2, R3, S3, R4, S4, R5, S5]
+ *
+ * @param type - Calculation type: "Traditional", "Fibonacci", "Woodie", "Classic", "DM", "Camarilla"
+ * @param anchor - Condition that triggers reset of calculations
+ * @param developing - If true, pivots recalculate continuously; if false, use last anchor values
+ * @param high - High price series (optional, uses context if not provided)
+ * @param low - Low price series (optional, uses context if not provided)
+ * @param close - Close price series (optional, uses context if not provided)
+ * @param open - Open price series (optional, uses context if not provided)
+ * @returns Array of 11 pivot levels
+ *
+ * @example
+ * ```typescript
+ * const weekChange = [false, false, false, false, true, false, ...]; // Weekly anchor
+ * const pivots = ta.pivot_point_levels("Traditional", weekChange, false, high, low, close);
+ * // pivots[i]! = [P, R1, S1, R2, S2, R3, S3, R4, S4, R5, S5]
+ * ```
+ *
+ * @remarks
+ * - Woodie type cannot use developing=true (will error in PineScript)
+ * - DM type only calculates P, R1, S1 (other levels are NaN)
+ * - All calculations follow PineScript v6 specifications
+ */
+export function pivot_point_levels(type, anchor, developing = false, high, low, close, open) {
+    // For simplicity, we need to handle the case where type is a string array
+    // But according to the docs, type is "series string", meaning it can change per bar
+    // For this implementation, we'll support constant type strings
+    const typeStr = typeof type === 'string' ? type : String(type[0]);
+    const isDeveloping = typeof developing === 'boolean' ? developing : developing[0];
+    // Woodie cannot be developing
+    if (typeStr === 'Woodie' && isDeveloping) {
+        throw new Error('ta.pivot_point_levels: Woodie type cannot use developing=true');
+    }
+    // Ensure all series have the same length
+    const length = anchor.length;
+    if (high && high.length !== length)
+        throw new Error('High series length mismatch');
+    if (low && low.length !== length)
+        throw new Error('Low series length mismatch');
+    if (close && close.length !== length)
+        throw new Error('Close series length mismatch');
+    if (open && open.length !== length)
+        throw new Error('Open series length mismatch');
+    // Initialize result arrays for all 11 levels
+    const results = Array.from({ length: 11 }, () => []);
+    // Track the last anchor point data
+    let lastH = NaN, lastL = NaN, lastC = NaN, lastO = NaN;
+    let lastAnchorIndex = -1;
+    for (let i = 0; i < length; i++) {
+        // Check if anchor triggered
+        if (anchor[i]) {
+            lastAnchorIndex = i;
+            // Store OHLC at anchor point (these will be used for calculations)
+            lastH = high ? high[i] : NaN;
+            lastL = low ? low[i] : NaN;
+            lastC = close ? close[i] : NaN;
+            lastO = open ? open[i] : NaN;
+        }
+        // Calculate data to use
+        let h, l, c, o;
+        if (isDeveloping && lastAnchorIndex >= 0) {
+            // Developing: use max/min/last since anchor
+            h = high ? Math.max(...high.slice(lastAnchorIndex, i + 1).filter(v => !isNaN(v))) : NaN;
+            l = low ? Math.min(...low.slice(lastAnchorIndex, i + 1).filter(v => !isNaN(v))) : NaN;
+            c = close ? close[i] : NaN;
+            o = open && lastAnchorIndex >= 0 ? open[lastAnchorIndex] : NaN;
+        }
+        else {
+            // Not developing: use last anchor values
+            h = lastH;
+            l = lastL;
+            c = lastC;
+            o = lastO;
+        }
+        // Calculate pivot levels based on type
+        const levels = calculatePivotLevels(typeStr, h, l, c, o);
+        // Push to results
+        for (let j = 0; j < 11; j++) {
+            results[j].push(levels[j]);
+        }
+    }
+    return results;
+}
+/**
+ * Helper function to calculate pivot levels
+ */
+function calculatePivotLevels(type, h, l, c, o) {
+    // Return NaN array if data is insufficient
+    if (isNaN(h) || isNaN(l) || isNaN(c)) {
+        return Array(11).fill(NaN);
+    }
+    const levels = Array(11).fill(NaN);
+    // Calculate pivot point (P)
+    let P;
+    switch (type) {
+        case 'Traditional':
+        case 'Fibonacci':
+        case 'Classic':
+            P = (h + l + c) / 3;
+            break;
+        case 'Woodie':
+            P = (h + l + 2 * c) / 4;
+            break;
+        case 'DM':
+            P = (h + l + c) / 3;
+            break;
+        case 'Camarilla':
+            P = (h + l + c) / 3;
+            break;
+        default:
+            P = (h + l + c) / 3;
+    }
+    levels[0] = P; // P is at index 0
+    // Calculate resistance and support levels based on type
+    switch (type) {
+        case 'Traditional':
+        case 'Classic':
+            levels[1] = 2 * P - l; // R1
+            levels[2] = 2 * P - h; // S1
+            levels[3] = P + (h - l); // R2
+            levels[4] = P - (h - l); // S2
+            levels[5] = h + 2 * (P - l); // R3
+            levels[6] = l - 2 * (h - P); // S3
+            levels[7] = levels[5] + (h - l); // R4
+            levels[8] = levels[6] - (h - l); // S4
+            levels[9] = levels[7] + (h - l); // R5
+            levels[10] = levels[8] - (h - l); // S5
+            break;
+        case 'Fibonacci':
+            levels[1] = P + 0.382 * (h - l); // R1
+            levels[2] = P - 0.382 * (h - l); // S1
+            levels[3] = P + 0.618 * (h - l); // R2
+            levels[4] = P - 0.618 * (h - l); // S2
+            levels[5] = P + (h - l); // R3
+            levels[6] = P - (h - l); // S3
+            levels[7] = levels[5] + 0.618 * (h - l); // R4
+            levels[8] = levels[6] - 0.618 * (h - l); // S4
+            levels[9] = levels[7] + 0.382 * (h - l); // R5
+            levels[10] = levels[8] - 0.382 * (h - l); // S5
+            break;
+        case 'Woodie':
+            levels[1] = 2 * P - l; // R1
+            levels[2] = 2 * P - h; // S1
+            levels[3] = P + (h - l); // R2
+            levels[4] = P - (h - l); // S2
+            levels[5] = h + 2 * (P - l); // R3
+            levels[6] = l - 2 * (h - P); // S3
+            levels[7] = levels[5] + (h - l); // R4
+            levels[8] = levels[6] - (h - l); // S4
+            levels[9] = levels[7] + (h - l); // R5
+            levels[10] = levels[8] - (h - l); // S5
+            break;
+        case 'DM': {
+            // DM (Demark) only calculates P, R1, S1
+            const x = h + l + (c * 2) + (isNaN(o) ? c : o);
+            const newP = x / (isNaN(o) ? 4 : 5);
+            levels[0] = newP;
+            levels[1] = x / 2 - l; // R1
+            levels[2] = x / 2 - h; // S1
+            // R2-S5 remain NaN
+            break;
+        }
+        case 'Camarilla': {
+            const range = h - l;
+            levels[1] = c + range * 1.1 / 12; // R1
+            levels[2] = c - range * 1.1 / 12; // S1
+            levels[3] = c + range * 1.1 / 6; // R2
+            levels[4] = c - range * 1.1 / 6; // S2
+            levels[5] = c + range * 1.1 / 4; // R3
+            levels[6] = c - range * 1.1 / 4; // S3
+            levels[7] = c + range * 1.1 / 2; // R4
+            levels[8] = c - range * 1.1 / 2; // S4
+            levels[9] = h; // R5 (high)
+            levels[10] = l; // S5 (low)
+            break;
+        }
+    }
+    return levels;
+}
+/**
+ * Ichimoku Kinko Hyo (Ichimoku Cloud) - Japanese charting technique for trend identification.
+ *
+ * @param conversionPeriods - Period for Tenkan-sen (Conversion Line), default: 9
+ * @param basePeriods - Period for Kijun-sen (Base Line), default: 26
+ * @param laggingSpan2Periods - Period for Senkou Span B (Leading Span B), default: 52
+ * @param displacement - Displacement for Senkou Spans and Chikou Span, default: 26
+ * @param high - High price series
+ * @param low - Low price series
+ * @param close - Close price series
+ * @returns Tuple of [tenkanSen, kijunSen, senkouSpanA, senkouSpanB, chikouSpan]
+ *
+ * @remarks
+ * - **Tenkan-sen (Conversion Line)**: `(highest(high, conversionPeriods) + lowest(low, conversionPeriods)) / 2`
+ * - **Kijun-sen (Base Line)**: `(highest(high, basePeriods) + lowest(low, basePeriods)) / 2`
+ * - **Senkou Span A (Leading Span A)**: `(tenkan + kijun) / 2` offset forward by `displacement` periods
+ * - **Senkou Span B (Leading Span B)**: `(highest(high, laggingSpan2Periods) + lowest(low, laggingSpan2Periods)) / 2` offset forward by `displacement` periods
+ * - **Chikou Span (Lagging Span)**: `close` offset backward by `displacement` periods
+ *
+ * The forward offset for Senkou Spans means they are projected into the future (NaN values at the end).
+ * The backward offset for Chikou Span means it shows past prices (NaN values at the beginning).
+ *
+ * @example
+ * ```typescript
+ * const [tenkan, kijun, senkouA, senkouB, chikou] = ta.ichimoku(9, 26, 52, 26, high, low, close);
+ *
+ * // Tenkan-sen crosses above Kijun-sen = bullish signal
+ * const bullishSignal = ta.crossover(tenkan, kijun);
+ *
+ * // Price above cloud = bullish trend
+ * // Cloud = area between senkouSpanA and senkouSpanB
+ * ```
+ */
+export function ichimoku(conversionPeriods, basePeriods, laggingSpan2Periods, displacement, high, low, close) {
+    const length = high.length;
+    // Calculate Tenkan-sen (Conversion Line): (highest(high, 9) + lowest(low, 9)) / 2
+    const highestConversion = highest(high, conversionPeriods);
+    const lowestConversion = lowest(low, conversionPeriods);
+    const tenkanSen = [];
+    for (let i = 0; i < length; i++) {
+        if (isNaN(highestConversion[i]) || isNaN(lowestConversion[i])) {
+            tenkanSen.push(NaN);
+        }
+        else {
+            tenkanSen.push((highestConversion[i] + lowestConversion[i]) / 2);
+        }
+    }
+    // Calculate Kijun-sen (Base Line): (highest(high, 26) + lowest(low, 26)) / 2
+    const highestBase = highest(high, basePeriods);
+    const lowestBase = lowest(low, basePeriods);
+    const kijunSen = [];
+    for (let i = 0; i < length; i++) {
+        if (isNaN(highestBase[i]) || isNaN(lowestBase[i])) {
+            kijunSen.push(NaN);
+        }
+        else {
+            kijunSen.push((highestBase[i] + lowestBase[i]) / 2);
+        }
+    }
+    // Calculate Senkou Span A (Leading Span A): (tenkan + kijun) / 2, offset forward by displacement
+    // This means at index i, we store the value that would normally be at index (i - displacement)
+    // Result: first 'displacement' values are NaN, and last 'displacement' calculated values are lost
+    const senkouSpanA = [];
+    for (let i = 0; i < length; i++) {
+        const sourceIndex = i - displacement;
+        if (sourceIndex < 0 || isNaN(tenkanSen[sourceIndex]) || isNaN(kijunSen[sourceIndex])) {
+            senkouSpanA.push(NaN);
+        }
+        else {
+            senkouSpanA.push((tenkanSen[sourceIndex] + kijunSen[sourceIndex]) / 2);
+        }
+    }
+    // Calculate Senkou Span B (Leading Span B): (highest(high, 52) + lowest(low, 52)) / 2, offset forward by displacement
+    const highestLagging = highest(high, laggingSpan2Periods);
+    const lowestLagging = lowest(low, laggingSpan2Periods);
+    const senkouSpanB = [];
+    for (let i = 0; i < length; i++) {
+        const sourceIndex = i - displacement;
+        if (sourceIndex < 0 || isNaN(highestLagging[sourceIndex]) || isNaN(lowestLagging[sourceIndex])) {
+            senkouSpanB.push(NaN);
+        }
+        else {
+            senkouSpanB.push((highestLagging[sourceIndex] + lowestLagging[sourceIndex]) / 2);
+        }
+    }
+    // Calculate Chikou Span (Lagging Span): close, offset backward by displacement
+    // This means at index i, we store the close value from index (i + displacement)
+    // Result: last 'displacement' values are NaN
+    const chikouSpan = [];
+    for (let i = 0; i < length; i++) {
+        const sourceIndex = i + displacement;
+        if (sourceIndex >= length || isNaN(close[sourceIndex])) {
+            chikouSpan.push(NaN);
+        }
+        else {
+            chikouSpan.push(close[sourceIndex]);
+        }
+    }
+    return [tenkanSen, kijunSen, senkouSpanA, senkouSpanB, chikouSpan];
+}
+/**
+ * ZigZag indicator - identifies significant trend reversals by filtering out minor price movements.
+ *
+ * @param deviation - Minimum percentage price change to form a new pivot (default: 5.0)
+ * @param depth - Minimum bars between pivots for pivot detection (default: 10)
+ * @param backstep - Bars to look back for confirmation (default: 3)
+ * @param source - Price source (optional, typically close)
+ * @param high - High price series (optional, for high/low mode)
+ * @param low - Low price series (optional, for high/low mode)
+ * @returns Tuple of [zigzag values, direction, pivot flags (boolean)]
+ *
+ * @remarks
+ * - **Parameter order differs from PineScript**: JavaScript signature puts deviation first,
+ *   while PineScript uses `ta.zigzag(source, deviation, depth, backstep)`. This allows
+ *   deviation to have a default value and makes the API more ergonomic for JS users.
+ * - **JavaScript signature**: Requires explicit `source`, `high`, `low` OR use `createContext()`
+ * - Returns the pivot price at pivot points, NaN for non-pivot bars
+ * - Direction: 1 = uptrend (from low to high), -1 = downtrend (from high to low)
+ * - The ZigZag indicator **repaints** by design - the last segment can change as new data arrives
+ * - Supports two modes:
+ *   - Single source mode: uses same series for highs and lows
+ *   - High/Low mode: uses high for pivot highs, low for pivot lows
+ *
+ * @example
+ * ```typescript
+ * // Using high/low for more accurate pivots
+ * const [zigzag, direction, isPivot] = ta.zigzag(5, 10, 3, undefined, high, low);
+ *
+ * // Find pivot prices
+ * for (let i = 0; i < zigzag.length; i++) {
+ *   if (!isNaN(zigzag[i]!)) {
+ *     console.log(`Pivot at bar ${i}: ${zigzag[i]!}, direction: ${direction[i]! === 1 ? 'UP' : 'DOWN'}`);
+ *   }
+ * }
+ * ```
+ */
+export function zigzag(deviation = 5.0, depth = 10, backstep = 3, source, high, low) {
+    // Determine which mode we're in
+    let highSource;
+    let lowSource;
+    if (high && low) {
+        // High/Low mode
+        highSource = high;
+        lowSource = low;
+    }
+    else if (source) {
+        // Single source mode
+        highSource = source;
+        lowSource = source;
+    }
+    else {
+        throw new Error('ta.zigzag() requires either source series or high/low series. ' +
+            'Either pass them explicitly or use createContext({ chart: { high, low, close } }) for implicit data.');
+    }
+    const length = highSource.length;
+    if (lowSource.length !== length) {
+        throw new Error('ta.zigzag: high and low must have the same length');
+    }
+    // Result arrays
+    const zigzagValues = new Array(length).fill(NaN);
+    const directions = new Array(length).fill(0);
+    const isPivot = new Array(length).fill(false);
+    // Helper function to calculate percentage deviation
+    const getDeviation = (price1, price2) => {
+        // Use epsilon threshold to avoid numerical instability with very small values
+        if (Math.abs(price1) < 1e-10 || isNaN(price1) || isNaN(price2))
+            return 0;
+        return Math.abs((price2 - price1) / price1) * 100;
+    };
+    let lastConfirmedPivot = null;
+    let potentialPivot = null;
+    let currentDirection = 0; // 0 = undefined, 1 = up, -1 = down
+    // Store confirmed pivots for final zigzag construction
+    const confirmedPivots = [];
+    // First pass: Find initial pivot to start
+    let startIndex;
+    let initialHighest = -Infinity;
+    let initialLowest = Infinity;
+    let initialHighIndex = -1;
+    let initialLowIndex = -1;
+    // Find the first significant pivot using depth bars
+    for (let i = 0; i < Math.min(depth, length); i++) {
+        if (!isNaN(highSource[i]) && highSource[i] > initialHighest) {
+            initialHighest = highSource[i];
+            initialHighIndex = i;
+        }
+        if (!isNaN(lowSource[i]) && lowSource[i] < initialLowest) {
+            initialLowest = lowSource[i];
+            initialLowIndex = i;
+        }
+    }
+    // Determine starting direction based on which came first
+    if (initialHighIndex >= 0 && initialLowIndex >= 0) {
+        if (initialLowIndex <= initialHighIndex) {
+            // Low came first or same - start with low, direction will be up
+            lastConfirmedPivot = { index: initialLowIndex, price: initialLowest, type: 'low' };
+            currentDirection = 1;
+        }
+        else {
+            // High came first - start with high, direction will be down
+            lastConfirmedPivot = { index: initialHighIndex, price: initialHighest, type: 'high' };
+            currentDirection = -1;
+        }
+        confirmedPivots.push(lastConfirmedPivot);
+        startIndex = lastConfirmedPivot.index + 1;
+    }
+    else {
+        startIndex = depth;
+    }
+    // Main loop: process bars
+    for (let i = Math.max(startIndex, depth); i < length; i++) {
+        const currentHigh = highSource[i];
+        const currentLow = lowSource[i];
+        if (isNaN(currentHigh) || isNaN(currentLow)) {
+            directions[i] = currentDirection;
+            continue;
+        }
+        // Check for potential pivot high
+        let isPotentialHigh = true;
+        for (let j = 1; j <= backstep && i - j >= 0; j++) {
+            if (!isNaN(highSource[i - j]) && highSource[i - j] >= currentHigh) {
+                isPotentialHigh = false;
+                break;
+            }
+        }
+        // Check for potential pivot low
+        let isPotentialLow = true;
+        for (let j = 1; j <= backstep && i - j >= 0; j++) {
+            if (!isNaN(lowSource[i - j]) && lowSource[i - j] <= currentLow) {
+                isPotentialLow = false;
+                break;
+            }
+        }
+        if (currentDirection === 1) {
+            // Looking for pivot high (uptrend ending)
+            if (isPotentialHigh) {
+                if (potentialPivot === null || potentialPivot.type !== 'high') {
+                    // New potential high
+                    if (lastConfirmedPivot && getDeviation(lastConfirmedPivot.price, currentHigh) >= deviation) {
+                        potentialPivot = { index: i, price: currentHigh, type: 'high' };
+                    }
+                }
+                else {
+                    // Already have a potential high - update if this is higher
+                    if (currentHigh > potentialPivot.price) {
+                        potentialPivot = { index: i, price: currentHigh, type: 'high' };
+                    }
+                }
+            }
+            // Check if we should confirm the potential high and start looking for a low
+            if (potentialPivot && potentialPivot.type === 'high') {
+                const deviationFromPotential = getDeviation(potentialPivot.price, currentLow);
+                if (deviationFromPotential >= deviation && i - potentialPivot.index >= backstep) {
+                    // Confirm the high pivot
+                    confirmedPivots.push(potentialPivot);
+                    lastConfirmedPivot = potentialPivot;
+                    currentDirection = -1;
+                    potentialPivot = null;
+                }
+            }
+        }
+        else if (currentDirection === -1) {
+            // Looking for pivot low (downtrend ending)
+            if (isPotentialLow) {
+                if (potentialPivot === null || potentialPivot.type !== 'low') {
+                    // New potential low
+                    if (lastConfirmedPivot && getDeviation(lastConfirmedPivot.price, currentLow) >= deviation) {
+                        potentialPivot = { index: i, price: currentLow, type: 'low' };
+                    }
+                }
+                else {
+                    // Already have a potential low - update if this is lower
+                    if (currentLow < potentialPivot.price) {
+                        potentialPivot = { index: i, price: currentLow, type: 'low' };
+                    }
+                }
+            }
+            // Check if we should confirm the potential low and start looking for a high
+            if (potentialPivot && potentialPivot.type === 'low') {
+                const deviationFromPotential = getDeviation(potentialPivot.price, currentHigh);
+                if (deviationFromPotential >= deviation && i - potentialPivot.index >= backstep) {
+                    // Confirm the low pivot
+                    confirmedPivots.push(potentialPivot);
+                    lastConfirmedPivot = potentialPivot;
+                    currentDirection = 1;
+                    potentialPivot = null;
+                }
+            }
+        }
+        else {
+            // Initial state - determine direction based on first significant move
+            if (lastConfirmedPivot) {
+                if (lastConfirmedPivot.type === 'low' && getDeviation(lastConfirmedPivot.price, currentHigh) >= deviation) {
+                    currentDirection = 1;
+                }
+                else if (lastConfirmedPivot.type === 'high' && getDeviation(lastConfirmedPivot.price, currentLow) >= deviation) {
+                    currentDirection = -1;
+                }
+            }
+        }
+        directions[i] = currentDirection;
+    }
+    // Include the last potential pivot if it exists (repaint behavior)
+    // This shows where the zigzag line extends to, but doesn't change direction
+    const lastPotentialWasAdded = potentialPivot !== null;
+    if (potentialPivot) {
+        confirmedPivots.push(potentialPivot);
+    }
+    // Build the final zigzag output
+    for (const pivot of confirmedPivots) {
+        zigzagValues[pivot.index] = pivot.price;
+        isPivot[pivot.index] = true;
+    }
+    // Set directions for all bars based on confirmed pivots
+    // Direction represents the current trend at each bar:
+    // - After a LOW pivot, trend is UP (1) until the next HIGH
+    // - After a HIGH pivot, trend is DOWN (-1) until the next LOW
+    let currentDir = 0;
+    let pivotIdx = 0;
+    const numConfirmed = lastPotentialWasAdded ? confirmedPivots.length - 1 : confirmedPivots.length;
+    for (let i = 0; i < length; i++) {
+        // Move to next confirmed pivot if we passed the current one
+        // Don't count the last potential pivot for direction changes
+        while (pivotIdx < numConfirmed && confirmedPivots[pivotIdx].index <= i) {
+            const pivot = confirmedPivots[pivotIdx];
+            currentDir = pivot.type === 'low' ? 1 : -1;
+            pivotIdx++;
+        }
+        directions[i] = currentDir;
+    }
+    return [zigzagValues, directions, isPivot];
+}
+// ── Volume built-in variables (ta.obv, ta.pvt, ta.accdist, ta.nvi, ta.pvi, ta.iii, ta.wad, ta.wvad) ──
+//
+// In PineScript these are series variables computed from the chart bars. Here they take the
+// bar series explicitly.
+/**
+ * On Balance Volume: `ta.cum(math.sign(ta.change(close)) * volume)`.
+ *
+ * @param close - Close price series
+ * @param volume - Volume series
+ * @returns OBV series (`na` on the first bar, and on bars without volume)
+ */
+export function obv(close, volume) {
+    return cum(close.map((c, i) => (i === 0 ? NaN : Math.sign(c - close[i - 1]) * volume[i])));
+}
+/**
+ * Price-Volume Trend: `ta.cum((ta.change(close) / close[1]) * volume)`.
+ *
+ * @param close - Close price series
+ * @param volume - Volume series
+ * @returns PVT series (`na` on the first bar, and on bars without volume)
+ */
+export function pvt(close, volume) {
+    return cum(close.map((c, i) => (i === 0 ? NaN : ((c - close[i - 1]) / close[i - 1]) * volume[i])));
+}
+/**
+ * Accumulation/Distribution index: the running sum of
+ * `(2 * close - low - high) / (high - low) * volume`, with 0 on bars where `high == low`.
+ */
+export function accdist(high, low, close, volume) {
+    return cum(close.map((c, i) => {
+        const h = high[i];
+        const l = low[i];
+        return h === l ? 0 : ((2 * c - l - h) / (h - l)) * volume[i];
+    }));
+}
+/**
+ * Intraday Intensity Index: `(2 * close - high - low) / (high - low) * volume`.
+ *
+ * The PineScript built-in value is this formula. The formula shown in the PineScript reference,
+ * `(2 * close - high - low) / ((high - low) * volume)`, gives other values.
+ *
+ * @returns III series (`na` where `high == low`)
+ */
+export function iii(high, low, close, volume) {
+    return close.map((c, i) => {
+        const range = high[i] - low[i];
+        return range === 0 ? NaN : ((2 * c - high[i] - low[i]) / range) * volume[i];
+    });
+}
+/**
+ * Williams Variable Accumulation/Distribution: `(close - open) / (high - low) * volume`.
+ *
+ * @returns WVAD series (`na` where `high == low`)
+ */
+export function wvad(open, high, low, close, volume) {
+    return close.map((c, i) => {
+        const range = high[i] - low[i];
+        return range === 0 ? NaN : ((c - open[i]) / range) * volume[i];
+    });
+}
+/**
+ * Williams Accumulation/Distribution: the running sum of `close - min(low, close[1])` on up
+ * closes, `close - max(high, close[1])` on down closes, and 0 otherwise (first bar included).
+ */
+export function wad(high, low, close) {
+    return cum(close.map((c, i) => {
+        const prev = i === 0 ? NaN : close[i - 1];
+        const mom = c - prev;
+        if (mom > 0)
+            return c - Math.min(low[i], prev);
+        if (mom < 0)
+            return c - Math.max(high[i], prev);
+        return 0;
+    }));
+}
+/** Volume index shared by NVI and PVI: moves with the close change on bars selected by `use`. */
+function volumeIndex(close, volume, use) {
+    const result = [];
+    let prevIndex = NaN;
+    for (let i = 0; i < close.length; i++) {
+        const prev = !prevIndex ? 1 : prevIndex; // nz(index[1], 0) == 0 ? 1 : index[1]
+        const c = close[i];
+        const prevC = i === 0 ? NaN : close[i - 1];
+        let value = prev;
+        if (c && prevC) {
+            const prevV = i === 0 || Number.isNaN(volume[i - 1]) ? 0 : volume[i - 1];
+            if (use(volume[i], prevV))
+                value = prev + ((c - prevC) / prevC) * prev;
+        }
+        result.push(value);
+        prevIndex = value;
+    }
+    return result;
+}
+/**
+ * Negative Volume Index: moves with the close change only on bars where volume falls.
+ * Starts at 1.
+ */
+export function nvi(close, volume) {
+    return volumeIndex(close, volume, (v, prevV) => v < prevV);
+}
+/**
+ * Positive Volume Index: moves with the close change only on bars where volume rises.
+ * Starts at 1.
+ */
+export function pvi(close, volume) {
+    return volumeIndex(close, volume, (v, prevV) => v > prevV);
+}
+//# sourceMappingURL=index.js.map