oakscriptjs 0.9.1 → 0.9.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/cjs/index.d.ts +1 -1
- package/dist/cjs/index.js +1 -1
- package/dist/cjs/index.js.map +1 -1
- package/dist/cjs/math/index.d.ts +6 -0
- package/dist/cjs/math/index.d.ts.map +1 -1
- package/dist/cjs/math/index.js.map +2 -2
- package/dist/cjs/ta/index.d.ts +2 -0
- package/dist/cjs/ta/index.d.ts.map +1 -1
- package/dist/cjs/ta/index.js +13 -17
- package/dist/cjs/ta/index.js.map +2 -2
- package/dist/esm/index.d.ts +1 -1
- package/dist/esm/index.js +1 -1
- package/dist/esm/math/index.d.ts +6 -0
- package/dist/esm/math/index.d.ts.map +1 -1
- package/dist/esm/math/index.js +6 -0
- package/dist/esm/math/index.js.map +1 -1
- package/dist/esm/ta/index.d.ts +2 -0
- package/dist/esm/ta/index.d.ts.map +1 -1
- package/dist/esm/ta/index.js +23 -26
- package/dist/esm/ta/index.js.map +1 -1
- package/package.json +1 -1
- package/src/index.ts +1 -1
- package/src/math/index.ts +6 -0
- package/src/ta/index.ts +23 -29
package/dist/esm/index.d.ts
CHANGED
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@@ -54,7 +54,7 @@ export type * from './strategy/index.js';
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export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
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export type { LightweightSeriesDefinitions } from './runtime/adapters/LightweightChartsAdapter.js';
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export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
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-
export declare const VERSION = "0.9.
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+
export declare const VERSION = "0.9.3";
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/**
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* Library information
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*/
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package/dist/esm/index.js
CHANGED
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@@ -61,7 +61,7 @@ export { STRATEGY_CONSTANTS, STRATEGY_DEFAULTS, STRATEGY_NUMBER_VARIABLES, STRAT
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export { LightweightChartsAdapter } from './runtime/adapters/LightweightChartsAdapter.js';
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export { SimpleInputAdapter } from './runtime/adapters/SimpleInputAdapter.js';
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// Version
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-
export const VERSION = '0.9.
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+
export const VERSION = '0.9.3';
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/**
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* Library information
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*/
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package/dist/esm/math/index.d.ts
CHANGED
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@@ -6,6 +6,12 @@
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* All math functions in this namespace follow PineScript v6 API specifications.
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* Functions include basic arithmetic, algebraic operations, trigonometry, and combinatorics.
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*
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* Known difference: `log10`, `exp`, `log`, `pow`, `sin`, `cos`, `tan` use JavaScript's `Math`. PineScript uses
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10
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* other algorithms, whose results differ by 1 or 2 units in the last place on part of the inputs (`log10` about 4 %,
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11
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* `exp` about 9 %, `sin` / `cos` / `tan` about 3 %, `log` 0.4 %, `pow` 0.05 % of random inputs). A constant argument
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* (`math.log10(2)`) can differ by up to 3 units in the last place. This is visible only when a script amplifies
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13
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* these tiny differences (e.g. `ma > ma[1]` on values of 1e195); `sqrt`, `atan`, `asin`, `acos` are equal.
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*
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* @version 6
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*/
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import type { float, int, simple_int, series_float } from '../types/index.js';
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/math/index.ts"],"names":[],"mappings":"AAAA
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1
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+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/math/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;GAeG;AAEH,OAAO,KAAK,EAAE,KAAK,EAAE,GAAG,EAAE,UAAU,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAC9E,OAAO,EAAE,MAAM,EAAE,MAAM,sBAAsB,CAAC;AAG9C;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBxC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC7C,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,EAAE,SAAS,CAAC,EAAE,GAAG,GAAG,MAAM,CAAC;AAC9D,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,EAAE,SAAS,CAAC,EAAE,GAAG,GAAG,KAAK,CAAC;AA+B5D;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA4BjE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA4BjE;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,GAAG,CAAC,GAAG,MAAM,EAAE,CAAC,KAAK,GAAG,MAAM,CAAC,EAAE,GAAG,KAAK,GAAG,MAAM,CA6BjE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,MAAM,CAAC;AAChE,wBAAgB,GAAG,CAAC,MAAM,EAAE,YAAY,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAAC;AAgB5E;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,KAAK,GAAG,MAAM,CAAC;AAC3D,wBAAgB,GAAG,CAAC,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3D,wBAAgB,GAAG,CAAC,IAAI,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5D,wBAAgB,GAAG,CAAC,IAAI,EAAE,KAAK,EAAE,QAAQ,EAAE,KAAK,GAAG,KAAK,CAAC;AA0BzD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,KAAK,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC7C,wBAAgB,KAAK,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB3C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC3C,wBAAgB,GAAG,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBzC;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,KAAK,CAAC;AAmB1C;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;AACnD,wBAAgB,SAAS,CAAC,OAAO,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBjD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,GAAG,MAAM,CAAC;AACnD,wBAAgB,SAAS,CAAC,OAAO,EAAE,KAAK,GAAG,KAAK,CAAC;AAmBjD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,MAAM,CAAC,GAAG,CAAC,EAAE,KAAK,EAAE,GAAG,CAAC,EAAE,KAAK,EAAE,KAAK,CAAC,EAAE,GAAG,GAAG,KAAK,CAQnE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAAC;AAC5C,wBAAgB,IAAI,CAAC,KAAK,EAAE,KAAK,GAAG,GAAG,CAAC;AAmBxC;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,MAAM,EAAE,OAAO,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;AAC1E,wBAAgB,gBAAgB,CAAC,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;AAuDxE,eAAO,MAAM,EAAE,QAAU,CAAC;AAC1B,eAAO,MAAM,CAAC,QAAS,CAAC;AACxB,eAAO,MAAM,GAAG,oBAAoB,CAAC;AACrC,eAAO,MAAM,IAAI,oBAAoB,CAAC"}
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package/dist/esm/math/index.js
CHANGED
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@@ -6,6 +6,12 @@
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* All math functions in this namespace follow PineScript v6 API specifications.
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* Functions include basic arithmetic, algebraic operations, trigonometry, and combinatorics.
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*
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* Known difference: `log10`, `exp`, `log`, `pow`, `sin`, `cos`, `tan` use JavaScript's `Math`. PineScript uses
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* other algorithms, whose results differ by 1 or 2 units in the last place on part of the inputs (`log10` about 4 %,
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* `exp` about 9 %, `sin` / `cos` / `tan` about 3 %, `log` 0.4 %, `pow` 0.05 % of random inputs). A constant argument
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* (`math.log10(2)`) can differ by up to 3 units in the last place. This is visible only when a script amplifies
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* these tiny differences (e.g. `ma > ma[1]` on values of 1e195); `sqrt`, `atan`, `asin`, `acos` are equal.
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*
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* @version 6
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*/
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import { Series } from '../runtime/series.js';
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@@ -1 +1 @@
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1
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-
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|
package/dist/esm/ta/index.d.ts
CHANGED
|
@@ -264,6 +264,7 @@ export declare function atr(length: simple_int, high?: Source, low?: Source, clo
|
|
|
264
264
|
* - Direction: 1 = downtrend (red), -1 = uptrend (green)
|
|
265
265
|
* - Uses hl2 (average of high and low) as the source
|
|
266
266
|
* - SuperTrend helps identify the current market trend and potential reversal points
|
|
267
|
+
* - As in PineScript (`nz` of the previous bands): 0 on bar 0, na on the next bars while the ATR is na
|
|
267
268
|
*
|
|
268
269
|
* @example
|
|
269
270
|
* ```typescript
|
|
@@ -929,6 +930,7 @@ export declare function tsi(source: Source, shortLength: simple_int, longLength:
|
|
|
929
930
|
* - CMO > +50: overbought conditions
|
|
930
931
|
* - CMO < -50: oversold conditions
|
|
931
932
|
* - Unlike RSI, CMO uses sum of gains/losses instead of averages
|
|
933
|
+
* - na on a flat window (every change 0), as in PineScript
|
|
932
934
|
* - More volatile than RSI
|
|
933
935
|
*
|
|
934
936
|
* @example
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/ta/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,KAAK,EAAE,YAAY,EAAE,WAAW,EAAE,UAAU,EAAO,MAAM,EAAE,UAAU,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAInI;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAIpE;AAaD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CA4CpE;AAED;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CA+BpE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAClB,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,UAAU,EACtB,UAAU,EAAE,UAAU,EACtB,YAAY,EAAE,UAAU,GACvB,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC,CAiB5C;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,EAAE,CAChB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,UAAU,EAClB,IAAI,EAAE,YAAY,GACjB,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC,CAa5C;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAE,WAAkB,GAAG,YAAY,CAElG;AA6ED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,WAAW,CAYvE;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,WAAW,CAYxE;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAE,UAAc,GAAG,YAAY,CAY3E;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,EAAE,CAChB,SAAS,GAAE,WAAmB,EAC9B,IAAI,CAAC,EAAE,MAAM,EACb,GAAG,CAAC,EAAE,MAAM,EACZ,KAAK,CAAC,EAAE,MAAM,GACb,YAAY,CAoCd;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,UAAU,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,GAAG,YAAY,CAWjG;AAED
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/ta/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;GAQG;AAEH,OAAO,KAAK,EAAE,YAAY,EAAE,WAAW,EAAE,UAAU,EAAO,MAAM,EAAE,UAAU,EAAE,YAAY,EAAE,WAAW,EAAE,MAAM,mBAAmB,CAAC;AAInI;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAIpE;AAaD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CA4CpE;AAED;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CA+BpE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,IAAI,CAClB,MAAM,EAAE,MAAM,EACd,UAAU,EAAE,UAAU,EACtB,UAAU,EAAE,UAAU,EACtB,YAAY,EAAE,UAAU,GACvB,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC,CAiB5C;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,EAAE,CAChB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,UAAU,EAClB,IAAI,EAAE,YAAY,GACjB,CAAC,YAAY,EAAE,YAAY,EAAE,YAAY,CAAC,CAa5C;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAE,WAAkB,GAAG,YAAY,CAElG;AA6ED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,SAAS,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,WAAW,CAYvE;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,UAAU,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,WAAW,CAYxE;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,GAAE,UAAc,GAAG,YAAY,CAY3E;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,EAAE,CAChB,SAAS,GAAE,WAAmB,EAC9B,IAAI,CAAC,EAAE,MAAM,EACb,GAAG,CAAC,EAAE,MAAM,EACZ,KAAK,CAAC,EAAE,MAAM,GACb,YAAY,CAoCd;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,UAAU,EAAE,IAAI,CAAC,EAAE,MAAM,EAAE,GAAG,CAAC,EAAE,MAAM,EAAE,KAAK,CAAC,EAAE,MAAM,GAAG,YAAY,CAWjG;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,wBAAgB,UAAU,CACxB,MAAM,EAAE,YAAY,EACpB,SAAS,EAAE,UAAU,EACrB,IAAI,CAAC,EAAE,MAAM,EACb,GAAG,CAAC,EAAE,MAAM,EACZ,KAAK,CAAC,EAAE,MAAM,EACd,KAAK,GAAE,WAAmB,GACzB,CAAC,YAAY,EAAE,UAAU,CAAC,CAmE5B;AACD;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAiDpE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAgCpE;AAED;;;;;;;;;;;GAWG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAExE;AAED;;;;;;;;;;GAUG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAEvE;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,GAAG,YAAY,CAQhD;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,KAAK,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,GAAG,WAAW,CAcnE;AAsBD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,WAAW,CAEtE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,OAAO,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,WAAW,CAEvE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAkBpE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAgBpE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAoBpE;AAED;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,QAAQ,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAE,WAAkB,GAAG,YAAY,CAKrG;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAiCvE;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,GAAG,YAAY,CAsBjD;AAED;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAgB,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,YAAY,CA2BtF;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,MAAM,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,GAAE,UAAc,GAAG,YAAY,CA+C/F;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,wBAAgB,WAAW,CAAC,OAAO,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAsD9F;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,WAAW,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAkB5E;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAiBpE;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAgB,KAAK,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,EAAE,MAAM,EAAE,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAoBjG;AAGD;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,MAAM,CAAC,EAAE,MAAM,GAAG,YAAY,CA+BrF;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,GAAG,YAAY,CAapE;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,GAAG,CACjB,KAAK,EAAE,YAAY,EACnB,GAAG,EAAE,YAAY,EACjB,GAAG,EAAE,YAAY,EACjB,IAAI,CAAC,EAAE,MAAM,EACb,GAAG,CAAC,EAAE,MAAM,EACZ,KAAK,CAAC,EAAE,MAAM,GACb,YAAY,CAsFd;AAkCD;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,SAAS,CACvB,gBAAgB,EAAE,MAAM,GAAG,UAAU,EACrC,mBAAmB,EAAE,UAAU,EAC/B,SAAS,CAAC,EAAE,UAAU,EACtB,IAAI,CAAC,EAAE,MAAM,GACZ,YAAY,CAQd;AAED;;;;;;;;;;;;;;;;;;;;;GAqBG;AACH,wBAAgB,QAAQ,CACtB,gBAAgB,EAAE,MAAM,GAAG,UAAU,EACrC,mBAAmB,EAAE,UAAU,EAC/B,SAAS,CAAC,EAAE,UAAU,EACtB,GAAG,CAAC,EAAE,MAAM,GACX,YAAY,CAQd;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAgB,SAAS,CAAC,SAAS,EAAE,WAAW,GAAG,YAAY,CAc9D;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,SAAS,CAAC,SAAS,EAAE,WAAW,EAAE,MAAM,EAAE,MAAM,EAAE,UAAU,EAAE,UAAU,GAAG,YAAY,CA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|
package/dist/esm/ta/index.js
CHANGED
|
@@ -521,6 +521,7 @@ export function atr(length, high, low, close) {
|
|
|
521
521
|
* - Direction: 1 = downtrend (red), -1 = uptrend (green)
|
|
522
522
|
* - Uses hl2 (average of high and low) as the source
|
|
523
523
|
* - SuperTrend helps identify the current market trend and potential reversal points
|
|
524
|
+
* - As in PineScript (`nz` of the previous bands): 0 on bar 0, na on the next bars while the ATR is na
|
|
524
525
|
*
|
|
525
526
|
* @example
|
|
526
527
|
* ```typescript
|
|
@@ -548,35 +549,31 @@ export function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
|
|
|
548
549
|
}
|
|
549
550
|
// Calculate ATR
|
|
550
551
|
const atrValues = atr(atrPeriod, high, low, close);
|
|
551
|
-
//
|
|
552
|
-
|
|
553
|
-
|
|
552
|
+
// PineScript reference implementation (bar by bar):
|
|
553
|
+
// prevLowerBand = nz(lowerBand[1]), prevUpperBand = nz(upperBand[1])
|
|
554
|
+
// lowerBand := lowerBand > prevLowerBand or close[1] < prevLowerBand ? lowerBand : prevLowerBand
|
|
555
|
+
// upperBand := upperBand < prevUpperBand or close[1] > prevUpperBand ? upperBand : prevUpperBand
|
|
556
|
+
// direction = na(atr[1]) ? 1 : prevSuperTrend == prevUpperBand ? (close > upperBand ? -1 : 1) : (close < lowerBand ? 1 : -1)
|
|
557
|
+
// A comparison with na is false: on bar 0 (close[1] na) both bands take nz(na) = 0, so the supertrend is 0.
|
|
558
|
+
const nz = (v) => (isNaN(v) ? 0 : v);
|
|
559
|
+
let lastLowerBand = NaN;
|
|
560
|
+
let lastUpperBand = NaN;
|
|
554
561
|
let prevSuperTrend = NaN;
|
|
555
562
|
for (let i = 0; i < source.length; i++) {
|
|
556
563
|
const atrValue = atrValues[i] * factor;
|
|
557
|
-
// Skip calculation if ATR is not available yet
|
|
558
|
-
if (isNaN(atrValue)) {
|
|
559
|
-
supertrendValues.push(NaN);
|
|
560
|
-
directions.push(1);
|
|
561
|
-
continue;
|
|
562
|
-
}
|
|
563
|
-
// Calculate initial bands
|
|
564
564
|
let upperBand = source[i] + atrValue;
|
|
565
565
|
let lowerBand = source[i] - atrValue;
|
|
566
|
-
|
|
566
|
+
const prevLowerBand = nz(lastLowerBand);
|
|
567
|
+
const prevUpperBand = nz(lastUpperBand);
|
|
568
|
+
// Price compared with the bands: close, or low / high with wicks
|
|
567
569
|
const highPrice = wicks ? high[i] : close[i];
|
|
568
570
|
const lowPrice = wicks ? low[i] : close[i];
|
|
569
|
-
const prevLowPrice = i > 0 ? (wicks ? low[i - 1] : close[i - 1]) :
|
|
570
|
-
const prevHighPrice = i > 0 ? (wicks ? high[i - 1] : close[i - 1]) :
|
|
571
|
-
|
|
572
|
-
|
|
573
|
-
lowerBand = (lowerBand > prevLowerBand || prevLowPrice < prevLowerBand) ? lowerBand : prevLowerBand;
|
|
574
|
-
upperBand = (upperBand < prevUpperBand || prevHighPrice > prevUpperBand) ? upperBand : prevUpperBand;
|
|
575
|
-
}
|
|
576
|
-
// Determine trend direction
|
|
571
|
+
const prevLowPrice = i > 0 ? (wicks ? low[i - 1] : close[i - 1]) : NaN;
|
|
572
|
+
const prevHighPrice = i > 0 ? (wicks ? high[i - 1] : close[i - 1]) : NaN;
|
|
573
|
+
lowerBand = lowerBand > prevLowerBand || prevLowPrice < prevLowerBand ? lowerBand : prevLowerBand;
|
|
574
|
+
upperBand = upperBand < prevUpperBand || prevHighPrice > prevUpperBand ? upperBand : prevUpperBand;
|
|
577
575
|
let currentDirection;
|
|
578
|
-
if (isNaN(
|
|
579
|
-
// Initial direction when we don't have previous supertrend
|
|
576
|
+
if (i === 0 || isNaN(atrValues[i - 1])) {
|
|
580
577
|
currentDirection = 1;
|
|
581
578
|
}
|
|
582
579
|
else if (prevSuperTrend === prevUpperBand) {
|
|
@@ -587,13 +584,11 @@ export function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
|
|
|
587
584
|
// Was in uptrend (following lower band)
|
|
588
585
|
currentDirection = lowPrice < lowerBand ? 1 : -1;
|
|
589
586
|
}
|
|
590
|
-
// Calculate supertrend value based on direction
|
|
591
587
|
const superTrendValue = currentDirection === -1 ? lowerBand : upperBand;
|
|
592
588
|
supertrendValues.push(superTrendValue);
|
|
593
589
|
directions.push(currentDirection);
|
|
594
|
-
|
|
595
|
-
|
|
596
|
-
prevUpperBand = upperBand;
|
|
590
|
+
lastLowerBand = lowerBand;
|
|
591
|
+
lastUpperBand = upperBand;
|
|
597
592
|
prevSuperTrend = superTrendValue;
|
|
598
593
|
}
|
|
599
594
|
return [supertrendValues, directions];
|
|
@@ -1931,6 +1926,7 @@ export function tsi(source, shortLength, longLength) {
|
|
|
1931
1926
|
* - CMO > +50: overbought conditions
|
|
1932
1927
|
* - CMO < -50: oversold conditions
|
|
1933
1928
|
* - Unlike RSI, CMO uses sum of gains/losses instead of averages
|
|
1929
|
+
* - na on a flat window (every change 0), as in PineScript
|
|
1934
1930
|
* - More volatile than RSI
|
|
1935
1931
|
*
|
|
1936
1932
|
* @example
|
|
@@ -1958,9 +1954,10 @@ export function cmo(source, length) {
|
|
|
1958
1954
|
sumLosses += Math.abs(change);
|
|
1959
1955
|
}
|
|
1960
1956
|
}
|
|
1957
|
+
// PineScript: 100 * (sm1 - sm2) / (sm1 + sm2), so a flat window (0 / 0) is na
|
|
1961
1958
|
const totalMovement = sumGains + sumLosses;
|
|
1962
1959
|
if (totalMovement === 0) {
|
|
1963
|
-
result.push(
|
|
1960
|
+
result.push(NaN);
|
|
1964
1961
|
}
|
|
1965
1962
|
else {
|
|
1966
1963
|
const cmoValue = ((sumGains - sumLosses) / totalMovement) * 100;
|