oakscriptjs 0.9.4 → 0.9.6

package/dist/esm/ta/index.js

@@ -8,12 +8,12 @@
  * @version 6
  */
 import { eq, ge, gt, le, lt } from '../compare/index.js';
-import { runningSum, runningVariance } from './running-sum.js';
+import { runningSum, runningSumSeries, runningVariance, runningVarianceSeries } 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)
+ * @param length - Number of bars (length), or one length per bar (a series length)
  * @returns Simple moving average of source for length bars back
  *
  * @remarks
@@ -22,30 +22,25 @@ import { runningSum, runningVariance } from './running-sum.js';
  * - 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)
+ * - With a series length, the running sum is moved to the new length when the length changes, as PineScript does
+ *   (see {@link math.sum}); a bar with an `na` source gives the mean of the last `length` earlier values
  *
  * @example
  * ```typescript
  * const closePrices = [10, 11, 12, 13, 14];
  * const sma5 = ta.sma(closePrices, 5); // Returns: [NaN, NaN, NaN, NaN, 12]
+ * const smaVar = ta.sma(closePrices, [2, 2, 2, 3, 2]); // Returns: [NaN, 10.5, 11.5, 12, 13.5]
  * ```
  */
 export function sma(source, length) {
+    if (typeof length !== 'number') {
+        const sums = runningSumSeries(source, length, 'ta.sma');
+        return sums.map((sum, i) => sum / Math.floor(length[i]));
+    }
     // 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.
  *
@@ -70,24 +65,19 @@ 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.
+    // SMA seed on the bar of the `len`-th valid value. 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;
-            }
+        if (val !== undefined && Number.isFinite(val) && ++validCount === len) {
+            firstValidIndex = i;
+            break;
         }
     }
-    let emaValue = validCount > 0 ? initSum / validCount : NaN;
     const emaInitialized = firstValidIndex >= 0;
+    // The seed is ta.sma on that bar: the running sum of math.sum (PineScript bits), not a plain loop sum
+    let emaValue = emaInitialized ? runningSum(source.slice(0, firstValidIndex + 1), len)[firstValidIndex] / len : NaN;
     for (let i = 0; i < source.length; i++) {
         if (!emaInitialized || i < firstValidIndex) {
             result.push(NaN);
@@ -232,7 +222,7 @@ export function bb(series, length, mult) {
  * Standard deviation over the last `length` non-na values.
  *
  * @param source - Series of values to process
- * @param length - Number of values
+ * @param length - Number of values, or one length per bar (a series length, see {@link sma})
  * @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)
  *
@@ -243,7 +233,7 @@ export function bb(series, length, mult) {
  * 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));
+    return varianceOf(source, length, biased, 'ta.stdev').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.
@@ -321,6 +311,27 @@ function extremeValue(source, length, lowest) {
         return v === 0 && zeros[i] ? (lowest ? -0 : 0) : v;
     });
 }
+/**
+ * Compares each bar with the last earlier bar where both values were not na (PineScript rule for ta.crossover,
+ * ta.crossunder and ta.cross): false while there is no such bar, and false on a bar with an na value.
+ *
+ * @internal
+ */
+function crossTest(series1, series2, test) {
+    const result = [];
+    let prevA = NaN;
+    let prevB = NaN;
+    for (let i = 0; i < series1.length; i++) {
+        const a = series1[i];
+        const b = series2[i];
+        result.push(test(a, b, prevA, prevB));
+        if (!Number.isNaN(a) && !Number.isNaN(b)) {
+            prevA = a;
+            prevB = b;
+        }
+    }
+    return result;
+}
 /**
  * Crossover - returns true when series1 crosses over series2 (moves from below to above).
  *
@@ -329,8 +340,10 @@ function extremeValue(source, length, lowest) {
  * @returns Boolean series (true at crossover points)
  *
  * @remarks
- * - True when: series1[i]! > series2[i]! AND series1[i-1] <= series2[i-1]
+ * - True when: series1[i] > series2[i] AND series1[j] <= series2[j], where j is the last bar before i where both
+ *   values were not na (PineScript rule: a crossing right after an na bar is not missed)
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bullish signals (e.g., fast MA crossing over slow MA)
  *
  * @example
@@ -339,16 +352,7 @@ function extremeValue(source, length, lowest) {
  * ```
  */
 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;
+    return crossTest(series1, series2, (a, b, pa, pb) => a > b && pa <= pb);
 }
 /**
  * Crossunder - returns true when series1 crosses under series2 (moves from above to below).
@@ -358,8 +362,10 @@ export function crossover(series1, series2) {
  * @returns Boolean series (true at crossunder points)
  *
  * @remarks
- * - True when: series1[i]! < series2[i]! AND series1[i-1] >= series2[i-1]
+ * - True when: series1[i] < series2[i] AND series1[j] >= series2[j], where j is the last bar before i where both
+ *   values were not na
  * - First value is always false (no previous value to compare)
+ * - Comparisons are exact (no tolerance)
  * - Useful for detecting bearish signals (e.g., fast MA crossing under slow MA)
  *
  * @example
@@ -368,16 +374,7 @@ export function crossover(series1, series2) {
  * ```
  */
 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;
+    return crossTest(series1, series2, (a, b, pa, pb) => a < b && pa >= pb);
 }
 /**
  * Change - calculates the difference between the current value and its value length bars ago.
@@ -603,7 +600,8 @@ export function supertrend(factor, atrPeriod, high, low, close, wicks = false) {
  * @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
+ * - First value is initialized with SMA, then uses exponential smoothing. As in PineScript, the seed is the
+ *   `ta.sma` value (its compensated running sum), so it can differ from the exact mean in the last bits
  * - 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
@@ -625,21 +623,16 @@ export function rma(source, length) {
     // 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;
-            }
+        if (val !== undefined && Number.isFinite(val) && ++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;
+    // The seed is ta.sma on that bar: the running sum of math.sum (PineScript bits), not a plain loop sum
+    let rmaValue = rmaInitialized ? runningSum(source.slice(0, firstValidIndex + 1), len)[firstValidIndex] / len : NaN;
     for (let i = 0; i < source.length; i++) {
         if (!rmaInitialized || i < firstValidIndex) {
             // Not enough data yet for RMA
@@ -665,6 +658,14 @@ export function rma(source, length) {
     }
     return result;
 }
+/**
+ * One step of the PineScript ta.wma sum: `a + b`, or 0 when `|a + b| <= 1e-10 * max(1, |a| + |b|)`.
+ * Measured bit for bit: a sum that cancels to a tiny residue (relative to the operands, or below 1e-10) is 0.
+ */
+function wmaAdd(a, b) {
+    const sum = a + b;
+    return Math.abs(sum) <= 1e-10 * Math.max(1, Math.abs(a) + Math.abs(b)) ? 0 : sum;
+}
 /**
  * Weighted Moving Average (WMA) - moving average with linearly decreasing weights.
  *
@@ -678,6 +679,8 @@ export function rma(source, length) {
  * - 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
+ * - Summed from the oldest value to the newest; as PineScript, a partial sum `s + t` with
+ *   `|s + t| <= 1e-10 * max(1, |s| + |t|)` is 0 (a cancellation residue, or values below 1e-10)
  * - More responsive to recent price changes than SMA
  *
  * @example
@@ -712,7 +715,7 @@ export function wma(source, length) {
         let weightSum = 0;
         for (let j = len - 1; j >= 0; j--) {
             const weight = len - j;
-            sum += filled[i - j] * weight;
+            sum = wmaAdd(sum, filled[i - j] * weight);
             weightSum += weight;
         }
         result.push(sum / weightSum);
@@ -784,10 +787,12 @@ export function cum(source) {
  * @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)
+ * PineScript rule (measured bit for bit; not `crossover or crossunder`):
+ * - The call keeps the side of the last bar where `source1` was strictly above or strictly below `source2` (no
+ *   side before such a bar). Equal bars and bars with an `na` value do not change it.
+ * - True when the values are strictly on the other side of the kept side: so a run of equal values is passed, and
+ *   a series that starts equal and then moves away is not a cross
+ * - False on a bar with an `na` value
  * - Use `ta.crossover()` or `ta.crossunder()` for directional crosses
  *
  * @example
@@ -798,36 +803,38 @@ export function cum(source) {
  */
 export function cross(source1, source2) {
     const result = [];
+    let side = 0; // -1: last strictly below, 1: last strictly above, 0: none yet
     for (let i = 0; i < source1.length; i++) {
-        if (i === 0) {
+        const a = source1[i];
+        const b = source2[i];
+        if (Number.isNaN(a) || Number.isNaN(b)) {
             result.push(false);
+            continue;
         }
-        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);
-        }
+        result.push((side < 0 && a > b) || (side > 0 && a < b));
+        if (a < b)
+            side = -1;
+        else if (a > b)
+            side = 1;
     }
     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.
+ * ta.rising / ta.falling: a counter of the steps from one bar to the next that pass `step(newer, older)`, reset to 0
+ * by a step that does not pass; a step with an na value (on either bar) leaves the counter unchanged. True when the
+ * counter is at least `length`.
  *
  * @internal
  */
 function monotonic(source, length, step) {
     const result = [];
-    const values = []; // non-na values so far
+    let count = 0;
     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);
+        const prev = i > 0 ? source[i - 1] : NaN;
+        if (!Number.isNaN(v) && !Number.isNaN(prev))
+            count = step(v, prev) ? count + 1 : 0;
+        result.push(count >= length);
     }
     return result;
 }
@@ -840,10 +847,11 @@ function monotonic(source, length, step) {
  *
  * @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
+ * - a counter of rises from the previous bar (a rise is larger than the 1e-10 tolerance); a step that is not a rise
+ *   resets it to 0
+ * - a step from or to an `na` bar leaves the counter unchanged (so an `na` bar, and the bar after it, keep the
+ *   result of the bar before the `na`)
+ * - true when the counter is at least `length` (false at the start)
  *
  * @example
  * ```typescript
@@ -863,10 +871,11 @@ export function rising(source, length) {
  *
  * @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
+ * - a counter of falls from the previous bar (a fall is larger than the 1e-10 tolerance); a step that is not a fall
+ *   resets it to 0
+ * - a step from or to an `na` bar leaves the counter unchanged (so an `na` bar, and the bar after it, keep the
+ *   result of the bar before the `na`)
+ * - true when the counter is at least `length` (false at the start)
  *
  * @example
  * ```typescript
@@ -963,10 +972,11 @@ export function mom(source, length) {
  *
  * @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
+ * - PineScript rule (bit for bit): `sum(abs(source[i] - mean)) / length` for `i = 0 .. length - 1`, added newest
+ *   first, with `mean = ta.sma(source, length)` (its compensated running sum, so a flat window can give a tiny
+ *   non-zero deviation)
+ * - The loop reads the last `length` bars: an `na` among them gives `na`
  *
  * @example
  * ```typescript
@@ -975,24 +985,15 @@ export function mom(source, length) {
  * ```
  */
 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;
+    const len = Math.floor(length);
+    return sma(source, len).map((mean, i) => {
+        if (i < len - 1 || Number.isNaN(mean))
+            return NaN;
+        let sum = 0;
+        for (let k = 0; k < len; k++)
+            sum += Math.abs(source[i - k] - mean);
+        return sum / len;
+    });
 }
 /**
  * Variance - expectation of squared deviation from mean.
@@ -1021,6 +1022,14 @@ export function dev(source, length) {
  * ```
  */
 export function variance(source, length, biased = true) {
+    return varianceOf(source, length, biased, 'ta.variance');
+}
+/** {@link variance} with a fixed or a series length; `name` is used in the error messages. */
+function varianceOf(source, length, biased, name) {
+    if (typeof length !== 'number') {
+        const result = runningVarianceSeries(source, length, biased, name);
+        return biased ? result : result.map((v, i) => (Math.floor(length[i]) > 1 ? v : NaN));
+    }
     const len = Math.floor(length);
     // PineScript: the last `len` non-na values (also +/-Infinity skipped), as ta.sma
     if ((biased ? len : len - 1) <= 0)
@@ -1096,7 +1105,7 @@ export function median(source, length) {
  * @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`
+ * - Formula, in this order as in PineScript (bit for bit): `(source + 2 * source[1] + 2 * source[2] + source[3]) / 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
@@ -1108,26 +1117,7 @@ export function median(source, length) {
  * ```
  */
 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;
+    return Array.from({ length: source.length }, (_, i) => i < 3 ? NaN : (source[i] + 2 * source[i - 1] + 2 * source[i - 2] + source[i - 3]) / 6);
 }
 /**
  * Volume Weighted Moving Average (VWMA) - moving average weighted by volume.
@@ -1189,6 +1179,9 @@ export function vwma(source, length, volume) {
  * @remarks
  * - Calculates line of best fit using least squares method
  * - Formula: `linreg = intercept + slope * (length - 1 - offset)`
+ * - As PineScript (bit for bit): x = 1 (oldest) .. length (newest), sums from the oldest value,
+ *   `slope = (length * sumXY - sumX * sumY) / (length * sumX2 - sumX * sumX)`,
+ *   `intercept = sumY / length - slope * sumX / length + slope`
  * - 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
@@ -1220,13 +1213,14 @@ export function linreg(source, length, offset = 0) {
                 result.push(NaN);
             }
             else {
-                // Calculate least squares regression
+                // Least squares as PineScript: x = 1 (oldest) .. len (newest), summed from the oldest value; the intercept
+                // is the fitted value at x = 1
                 let sumX = 0;
                 let sumY = 0;
                 let sumXY = 0;
                 let sumX2 = 0;
                 for (let j = 0; j < len; j++) {
-                    const x = j;
+                    const x = j + 1;
                     const y = source[i - (len - 1 - j)];
                     sumX += x;
                     sumY += y;
@@ -1234,10 +1228,8 @@ export function linreg(source, length, offset = 0) {
                     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);
+                const intercept = sumY / len - (slope * sumX) / len + slope;
+                result.push(intercept + slope * (len - 1 - offset));
             }
         }
     }
@@ -1257,8 +1249,9 @@ export function linreg(source, length, offset = 0) {
  * - -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
+ * - As PineScript: `cov = sma(x * y) - sma(x) * sma(y)`, `r = cov / sqrt(variance(x) * variance(y))` with the
+ *   compensated running sums of `ta.sma` / `ta.variance` (each skips its own `na` values); `|cov| <= 1e-10` gives 0, a
+ *   zero variance gives `na`
  *
  * @example
  * ```typescript
@@ -1267,54 +1260,28 @@ export function linreg(source, length, offset = 0) {
  * ```
  */
 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;
+    // PineScript: from compensated running sums, cov = sma(x * y) - sma(x) * sma(y), r = cov / sqrt(var(x) * var(y))
+    // (biased variances); each running sum skips its own na values
+    const product = Array.from({ length: source1.length }, (_, i) => {
+        const v1 = source1[i];
+        const v2 = source2[i];
+        return v1 === null || v1 === undefined || v2 === null || v2 === undefined ? NaN : v1 * v2;
+    });
+    const meanXY = sma(product, length);
+    const meanX = sma(source1, length);
+    const meanY = sma(source2, length);
+    const varX = variance(source1, length);
+    const varY = variance(source2, length);
+    return meanXY.map((mxy, i) => {
+        const cov = mxy - meanX[i] * meanY[i];
+        if (Number.isNaN(cov))
+            return NaN;
+        // a covariance within 1e-10 of 0 gives 0; a zero denominator gives na (a division by zero)
+        if (Math.abs(cov) <= 1e-10)
+            return 0;
+        const denominator = Math.sqrt(varX[i] * varY[i]);
+        return denominator === 0 ? NaN : cov / denominator;
+    });
 }
 /**
  * Percent Rank - percentage of how many previous values were less than or equal to current value.
@@ -1331,7 +1298,7 @@ export function correlation(source1, source2, length) {
  * - Useful for identifying relative strength within a period
  *
  * PineScript rules:
- * - percentrank = count(source[k] <= source, k = 1..length) / length * 100
+ * - percentrank = count(source[k] <= source, k = 1..length) * 100 / length (in this order: the PineScript bits)
  * - 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
@@ -1357,7 +1324,7 @@ export function percentrank(source, length) {
             if (le(source[i - j], currentValue))
                 countLessOrEqual++;
         }
-        result.push((countLessOrEqual / length) * 100);
+        result.push((countLessOrEqual * 100) / length);
     }
     return result;
 }
@@ -1373,10 +1340,14 @@ export function percentrank(source, length) {
  * - Typical Price = (High + Low + Close) / 3
  * - Mean Deviation = Average of absolute differences from mean
  * - Scaled by 0.015 to provide more readable numbers
- * - As in PineScript: when the mean deviation is 0 (1e-10 tolerance, a flat window), the CCI of the previous bar
  * - Values above +100 indicate overbought conditions
  * - Values below -100 indicate oversold conditions
- * - \`na\` values in the source series are ignored
+ *
+ * PineScript rules (bit for bit):
+ * - `(source - ta.sma(source, length)) / (0.015 * ta.dev(source, length))`
+ * - when the mean deviation is 0 (1e-10 tolerance, a flat window), the last CCI value; 0 when there is none yet
+ *   (a flat first window)
+ * - \`na\` when the mean or the deviation is \`na\` (an \`na\` in the last \`length\` bars)
  *
  * @example
  * \`\`\`typescript
@@ -1386,22 +1357,17 @@ export function percentrank(source, length) {
  * \`\`\`
  */
 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])) {
-            result.push(NaN);
-        }
-        else if (eq(devValues[i], 0)) {
-            result.push(i > 0 ? result[i - 1] : NaN);
-        }
-        else {
-            const cci = (source[i] - smaValues[i]) / (0.015 * devValues[i]);
-            result.push(cci);
-        }
-    }
-    return result;
+    let last = 0;
+    return smaValues.map((mean, i) => {
+        const d = devValues[i];
+        if (Number.isNaN(mean) || Number.isNaN(d))
+            return NaN;
+        if (!eq(d, 0))
+            last = (source[i] - mean) / (0.015 * d);
+        return last;
+    });
 }
 /**
  * Stochastic Oscillator - momentum indicator comparing closing price to price range.
@@ -1417,8 +1383,8 @@ export function cci(source, 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
+ * - As PineScript: when the source, \`highest(high, length)\` or \`lowest(low, length)\` is \`na\`, or the range is 0, the
+ *   result is the previous result of the call (\`na\` until a first value)
  *
  * @example
  * \`\`\`typescript
@@ -1431,20 +1397,15 @@ export function stoch(source, high, low, length) {
     const result = [];
     const lowestValues = lowest(low, length);
     const highestValues = highest(high, length);
+    // PineScript: an na input or a zero range keeps the previous result
+    let previous = NaN;
     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);
-            }
-        }
+        const value = source[i];
+        const lo = lowestValues[i];
+        const range = highestValues[i] - lo;
+        if (!Number.isNaN(value) && !Number.isNaN(range) && range !== 0)
+            previous = (100 * (value - lo)) / range;
+        result.push(previous);
     }
     return result;
 }
@@ -1463,7 +1424,13 @@ export function stoch(source, high, low, length) {
  * - 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
+ *
+ * PineScript rules (bit for bit):
+ * - the two flows are `math.sum` running sums; a sum within 1e-10 of 0 counts as 0 (the residue a running sum
+ *   keeps over a window of zeros)
+ * - 100 when the negative flow is 0; `na` when `1 + positive / negative` is 0 (division by zero)
+ * - a bar with an `na` source adds nothing to the sums and gives the previous result; the bar after it (an `na`
+ *   change) adds its money flow to both sums
  *
  * @example
  * ```typescript
@@ -1496,13 +1463,18 @@ export function mfi(source, length, volume) {
     // 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];
+    // A sum within 1e-10 of 0 (the residue of a running sum over a window of zeros) is 0
+    const zero = (x) => (Math.abs(x) <= 1e-10 ? 0 : x);
+    return upper.map((sumUp, i) => {
+        const u = zero(sumUp);
+        const l = zero(lower[i]);
         if (Number.isNaN(u) || Number.isNaN(l))
             return NaN;
         if (l === 0)
             return 100;
-        return 100 - 100 / (1 + u / l);
+        const ratio = 1 + u / l;
+        // x / 0 is na in PineScript
+        return ratio === 0 ? NaN : 100 - 100 / ratio;
     });
 }
 /**
@@ -1870,10 +1842,12 @@ export function dmi(diLength, adxSmoothing, high, low, close) {
  * @param source - Series of values to process
  * @param shortLength - Short smoothing length
  * @param longLength - Long smoothing length
- * @returns TSI series
+ * @returns TSI series, a value in [-1, 1]
  *
  * @remarks
- * - TSI oscillates between +100 and -100
+ * - As PineScript: `ta.ema(ta.ema(m, longLength), shortLength) / ta.ema(ta.ema(math.abs(m), longLength), shortLength)`
+ *   with `m = source - source[1]` (not scaled by 100)
+ * - na when the denominator is 0 (a constant source), as a PineScript division by zero
  * - Positive values indicate bullish momentum
  * - Negative values indicate bearish momentum
  * - Crossovers of zero line can signal trend changes
@@ -1902,17 +1876,11 @@ export function tsi(source, shortLength, longLength) {
     // 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;
+    // PineScript: a value in [-1, 1]; a division by zero is na
+    return smoothedMomentum.map((m, i) => {
+        const d = smoothedAbsMomentum[i];
+        return d === 0 ? NaN : m / d;
+    });
 }
 /**
  * Chande Momentum Oscillator - momentum indicator similar to RSI.
@@ -1926,7 +1894,8 @@ export function tsi(source, shortLength, longLength) {
  * - CMO > +50: overbought conditions
  * - CMO < -50: oversold conditions
  * - Unlike RSI, CMO uses sum of gains/losses instead of averages
- * - na on a flat window (every change 0), as in PineScript
+ * - As in PineScript: the sums are the running sums of `math.sum` (bit for bit), and a flat window (every change 0)
+ *   is `0 / 0` = na
  * - More volatile than RSI
  *
  * @example
@@ -1937,34 +1906,20 @@ export function tsi(source, shortLength, longLength) {
  * ```
  */
 export function cmo(source, length) {
-    const result = [];
+    // PineScript definition: mom = ta.change(src), sm1 = math.sum(mom >= 0 ? mom : 0, length),
+    // sm2 = math.sum(mom >= 0 ? 0 : -mom, length), cmo = 100 * (sm1 - sm2) / (sm1 + sm2), with the running sums of
+    // math.sum (bit for bit). A comparison with na is false: an na change adds 0 to sm1 and na (skipped) to sm2.
+    const up = [];
+    const down = [];
     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);
-            }
-        }
-        // PineScript: 100 * (sm1 - sm2) / (sm1 + sm2), so a flat window (0 / 0) is na
-        const totalMovement = sumGains + sumLosses;
-        if (totalMovement === 0) {
-            result.push(NaN);
-        }
-        else {
-            const cmoValue = ((sumGains - sumLosses) / totalMovement) * 100;
-            result.push(cmoValue);
-        }
+        const mom = i > 0 ? source[i] - source[i - 1] : NaN;
+        up.push(mom >= 0 ? mom : 0);
+        down.push(mom >= 0 ? 0 : -mom);
     }
-    return result;
+    const sm1 = runningSum(up, length);
+    const sm2 = runningSum(down, length);
+    // a flat window is 0 / 0 = na
+    return sm1.map((s1, i) => (100 * (s1 - sm2[i])) / (s1 + sm2[i]));
 }
 /**
  * Keltner Channels - volatility-based envelope indicator.
@@ -2074,6 +2029,10 @@ export function bbw(source, length, mult) {
  * @param length - Lookback period (default: 14)
  * @returns Williams %R series
  *
+ * @remarks
+ * PineScript rule (bit for bit): `100 * (close - max) / (max - min)` with `max = ta.highest(high, length)` and
+ * `min = ta.lowest(low, length)` (their `na` rules); `na` when the range is 0.
+ *
  * @example
  * ```typescript
  * const wpr = ta.wpr(high, low, close, 14);
@@ -2082,32 +2041,14 @@ export function bbw(source, length, mult) {
  * ```
  */
 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;
+    const highs = highest(high, length);
+    const lows = lowest(low, length);
+    return Array.from({ length: close.length }, (_, i) => {
+        const hmax = highs[i];
+        const range = hmax - lows[i];
+        // PineScript, in this order (bit for bit): 100 * (close - max) / (max - min); x / 0 is na
+        return range === 0 ? NaN : (100 * (close[i] - hmax)) / range;
+    });
 }
 export function vwap(source, volume, anchor, stdev_mult) {
     if (source.length !== volume.length) {
@@ -2116,18 +2057,20 @@ export function vwap(source, volume, anchor, stdev_mult) {
     const mid = [];
     const upper = [];
     const lower = [];
-    let sumPV = 0;
-    let sumV = 0;
-    let sumPPV = 0;
+    // na until the first anchor (without an anchor series, bar 0 starts the sums)
+    let sumPV = NaN;
+    let sumV = NaN;
+    let sumPPV = NaN;
     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)) {
+        if (anchor ? anchor[i] : i === 0) {
+            sumPV = s * v;
+            sumV = v;
+            sumPPV = s * s * v;
+        }
+        else {
+            // An na source or volume makes the sums na until the next anchor
             sumPV += s * v;
             sumV += v;
             sumPPV += s * s * v;
@@ -2194,7 +2137,8 @@ export function alma(source, length = 9, offset = 0.85, sigma = 6, floor = false
 /**
  * Keltner Channels Width (KCW)
  *
- * Measures the width of Keltner Channels as a percentage of the middle line.
+ * Measures the width of Keltner Channels relative to the middle line: `(upper - lower) / middle`, a ratio as in
+ * PineScript (0.05 is a width of 5% of the middle line; not multiplied by 100).
  * Similar to BBW but uses ATR instead of standard deviation.
  *
  * Low KCW suggests consolidation/low volatility.
@@ -2224,8 +2168,8 @@ export function kcw(source, length = 20, mult = 2, useTrueRange = true, high, lo
             result.push(NaN);
         }
         else {
-            const width = ((upper[i] - lower[i]) / basis[i]) * 100;
-            result.push(width);
+            // PineScript: (upper - lower) / basis, a ratio (not a percentage)
+            result.push((upper[i] - lower[i]) / basis[i]);
         }
     }
     return result;
@@ -2302,46 +2246,32 @@ export function min(source) {
  * 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
  *
+ * @remarks
+ * PineScript rule (bit for bit): `-num / math.sum(source, length)`, with `num` the sum of `source[i] * (i + 1)`
+ * for `i = 0 .. length - 1`, added newest first.
+ * - The denominator is the compensated running sum of `math.sum` (the last `length` non-`na` values)
+ * - The numerator reads the last `length` bars, so an `na` among them gives `na`
+ * - A zero denominator gives `na` (PineScript division by zero)
+ *
  * @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;
+    const len = Math.floor(length);
+    return runningSum(source, len).map((sum, i) => {
+        if (i < len - 1 || Number.isNaN(sum) || sum === 0)
+            return NaN;
+        let num = 0;
+        for (let k = 0; k < len; k++)
+            num += source[i - k] * (k + 1);
+        return -num / sum;
+    });
 }
 /**
  * Mode (Most Frequent Value)
@@ -2360,29 +2290,25 @@ export function cog(source, length = 10) {
  * ```
  *
  * @remarks
- * - `na` values in the source series are ignored
+ * PineScript rules:
+ * - the window is the last `length` non-`na` values (an `na` bar does not enter it, and gets the mode of the
+ *   window it keeps)
+ * - NaN until `length` non-`na` values exist
  * - 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 = [];
+    const len = Math.floor(length);
+    const seen = []; // non-na values so far
     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) {
+        const v = source[i];
+        if (!Number.isNaN(v))
+            seen.push(v);
+        if (seen.length < len) {
             result.push(NaN);
             continue;
         }
+        const values = seen.slice(seen.length - len);
         // Count frequency of each value
         const frequencyMap = new Map();
         for (const value of values) {
@@ -2531,79 +2457,75 @@ export function percentile_nearest_rank(source, length, percentage) {
  * - +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
+ * - As PineScript (bit for bit): the first value is on bar `length`; values less than 1e-10 above the smallest value
+ *   of a group (ascending sweep) are ties with their average rank; a window where all values are ties gives `na`;
+ *   moment-form variances of the bar positions and the ranks, `(100 * cov) / (sd_x * sd_y)`
+ * - A bar with an `na` source keeps the previous result; the values are kept in a ring of `length + 1` slots by bar
+ *   index (0 at the start, not written on `na` bars), so a later window sees the value of `length + 1` bars earlier
+ *   where the `na` was
  */
 export function rci(source, length) {
+    const len = Math.floor(length);
     const result = [];
+    // PineScript keeps the values in a ring of `length + 1` slots indexed by the bar index, filled with 0 at the start
+    // and written only on bars with a value: a bar with an na source keeps the previous result, and later windows see
+    // the value of `length + 1` bars earlier in that slot
+    const ring = new Array(len + 1).fill(0);
     for (let i = 0; i < source.length; i++) {
-        if (i < length - 1) {
-            result.push(NaN);
+        const v = source[i];
+        if (Number.isNaN(v)) {
+            result.push(i > 0 ? result[i - 1] : 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))) {
+        ring[i % (len + 1)] = v;
+        // the first value is on bar `length` (one bar after the window is full)
+        if (i < len) {
             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));
+        // window newest first (position 0 = this bar)
+        const values = Array.from({ length: len }, (_, j) => ring[(i - j) % (len + 1)]);
+        // Ranks: ascending sweep; a group collects the values less than 1e-10 above its smallest value; each group gets
+        // its average 0-based rank counted from the largest value
+        const order = values.map((_, j) => j).sort((a, b) => values[a] - values[b]);
+        const ranks = new Array(len);
+        for (let g = 0; g < len;) {
+            const anchor = values[order[g]];
+            let end = g + 1;
+            while (end < len && values[order[end]] - anchor < 1e-10)
+                end++;
+            const avgRank = len - 1 - (g + g + (end - g) - 1) / 2;
+            for (let k = g; k < end; k++)
+                ranks[order[k]] = avgRank;
+            g = end;
+        }
+        // moment-form variances, covariance from deviation products, (100 * cov) / (sd_x * sd_y): this operation order
+        // gives PineScript's values bit for bit
+        let sumX = 0;
+        let sumY = 0;
+        let sumX2 = 0;
+        let sumY2 = 0;
+        for (let k = 0; k < len; k++) {
+            const y = ranks[k];
+            sumX += k;
+            sumY += y;
+            sumX2 += k * k;
+            sumY2 += y * y;
+        }
+        const meanX = sumX / len;
+        const meanY = sumY / len;
+        const varX = sumX2 / len - meanX * meanX;
+        const varY = sumY2 / len - meanY * meanY;
+        // a window where all values are ties has no correlation
+        if (!(varX > 0) || !(varY > 0)) {
+            result.push(NaN);
+            continue;
         }
-        result.push(rho * 100);
+        let cov = 0;
+        for (let k = 0; k < len; k++)
+            cov += (k - meanX) * (ranks[k] - meanY);
+        cov /= len;
+        result.push((100 * cov) / (Math.sqrt(varX) * Math.sqrt(varY)));
     }
     return result;
 }
@@ -3148,14 +3070,19 @@ export function pvt(close, volume) {
 }
 /**
  * Accumulation/Distribution index: the running sum of
- * `(2 * close - low - high) / (high - low) * volume`, with 0 on bars where `high == low`.
+ * `((close - low) - (high - close)) / (high - low) * volume`, in this order as in PineScript (bit for bit).
+ * A bar where this is `na` (`high == low`, an `na` volume) adds nothing and keeps the previous value.
  */
 export function accdist(high, low, close, volume) {
-    return cum(close.map((c, i) => {
+    let ad = 0;
+    return close.map((c, i) => {
         const h = high[i];
         const l = low[i];
-        return h === l ? 0 : ((2 * c - l - h) / (h - l)) * volume[i];
-    }));
+        const mfv = (((c - l) - (h - c)) / (h - l)) * volume[i];
+        if (Number.isFinite(mfv))
+            ad += mfv;
+        return ad;
+    });
 }
 /**
  * Intraday Intensity Index: `(2 * close - high - low) / (high - low) * volume`.