ohlcv-indicators 1.8.6 → 1.8.7

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.8.6",
+  "version": "1.8.7",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",

package/src/studies/candleStudies.js

@@ -1,5 +1,5 @@
 import {FasterSMA} from 'trading-signals'
-import { classifyChange, classifySize } from '../utilities/classification.js'
+import { classifySize } from '../utilities/classification.js'
 
 export const candlesStudies = (main, period, classify, classificationLevels) => {
 
@@ -62,14 +62,15 @@ const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true, classi
         let positionMean = null
 
         //directions
-        const candleBodySize = close - open // 1 for bullish and 0 for bearish
-        const shadowSize = curr.high - curr.low
+        const isUp = close > open
+        const candleBodySize = Math.abs(close - open)
+        const shadowSize = Math.abs(curr.high - curr.low)
 
         //sizes
         const topSize = high - Math.max(open, close)
         const bottomSize = Math.min(open, close) - low
-        const gapSize = prev.close - curr.open
-        const position = curr.close - prev.close
+        const gapSize = Math.abs(prev.close - curr.open)
+        const position = Math.abs(curr.close - prev.close)
 
         if(classify)
         {
@@ -103,10 +104,18 @@ const getCandlesStudies = (inputOhlcv, period = 20, len, classify = true, classi
             }
 
             //negatives and positives
-            candle_body_size[x] = classifyChange(candleBodySize, bodySizeMean, 0.5, changeLevel)
-            candle_gap_size[x] = classifyChange(gapSize, gapMean, 0.5, changeLevel)
-            candle_position[x] = classifyChange(position, positionMean, 0.5, changeLevel)
+            candle_body_size[x] = (isUp) 
+            ? classifySize(candleBodySize, bodySizeMean, 2, changeLevel) 
+            : -Math.abs(classifySize(candleBodySize, bodySizeMean, 2, changeLevel)) || 0;
 
+            candle_gap_size[x] = (isUp) 
+            ? classifySize(gapSize, gapMean, 2, changeLevel) 
+            : -Math.abs(classifySize(gapSize, gapMean, 2, changeLevel)) || 0;
+
+            candle_position[x] = (isUp) 
+            ? classifySize(position, positionMean, 2, changeLevel) 
+            : -Math.abs(classifySize(position, positionMean, 2, changeLevel)) || 0;
+            
             //positives only
             candle_top_size[x] = classifySize(topSize, topSizeMean, 0.5, sizeLevel)
             candle_bottom_size[x] = classifySize(bottomSize, bottomSizeMean, 0.5, sizeLevel)

package/src/utilities/classification.js

@@ -18,32 +18,4 @@ export const classifySize = (value, mean, standardDeviation = 1.5, numLevels = 5
     }
 
     return 0
-}
-
-
-export const classifyChange = (value, mean, standardDeviation = 0.5, numLevels = 7) => {
-    if (value === null || mean === null || standardDeviation === null) return null;
-    if (numLevels < 2) throw new Error("numLevels must be at least 2");
-  
-    // Handle numLevels == 2 explicitly
-    if (numLevels === 2) {
-        return value >= mean ? 1 : -1;
-    }
-  
-    // Calculate the range for each level
-    const step = (4 * standardDeviation) / (numLevels - 1);
-    const thresholds = [];
-  
-    for (let i = 0; i < numLevels - 1; i++) {
-        thresholds.push(mean - (2 * standardDeviation) + (i * step));
-    }
-  
-    // Classify the value based on calculated thresholds
-    for (let i = thresholds.length - 1; i >= 0; i--) {
-        if (value > thresholds[i]) {
-            return (i - Math.floor((numLevels - 1) / 2)) / Math.floor((numLevels - 1) / 2);
-        }
-    }
-  
-    return -1;
-};
+}