ohlcv-indicators 3.2.9 → 3.3.1

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.2.9",
+  "version": "3.3.1",
   "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/moving-averages/movingAverages.js

@@ -4,7 +4,7 @@ import { classifyBoll, calcZScore } from '../utilities/classification.js'
 
 const indicatorClasses = {ema: FasterEMA, sma: FasterSMA} 
 
-export const movingAverages = (main, index, indicatorName, size, { target, diff, autoMinMax }) => {
+export const movingAverages = (main, index, indicatorName, size, { target, diff }) => {
   const { verticalOhlcv, instances, priceBased, lastIndexReplace } = main;
   let suffix =
     typeof target === 'string' &&
@@ -91,7 +91,6 @@ export const movingAverages = (main, index, indicatorName, size, { target, diff,
       // Update the diff indicator only if diffValue is a valid number.
       if (diffValue !== null && typeof diffValue === 'number') {
         diffInstance.update(Math.abs(diffValue), lastIndexReplace);
-
         zScore = calcZScore(arrayChunk, diffKeyName, diff.size, diffValue, lastIndexReplace)
       }
 

package/src/utilities/classification.js

@@ -50,28 +50,26 @@ export const classifyBoll = (value, bollingerBands, scale = 0.05, autoMinMax = f
 
 
 export const calcZScore = (arrayChunk, key, size, difference, lastIndexReplace) => {
+  const positive = difference > 0
+  const absValue = Math.abs(difference)
 
-  if(lastIndexReplace)
-  {
-      arrayChunk[key][arrayChunk[key].length - 1] = difference
-  }
-  else
-  {
-      arrayChunk[key].push(difference)
+  if (lastIndexReplace) {
+    arrayChunk[key][arrayChunk[key].length - 1] = absValue
+  } else {
+    arrayChunk[key].push(absValue)
   }
-  
 
   if (arrayChunk[key].length > size) {
-      arrayChunk[key].shift();  // Removes the first element to maintain array size
+    arrayChunk[key].shift()  // Maintain array size
   }
 
-  if(arrayChunk.length < size) return null
+  if (arrayChunk[key].length < size) return null
 
   const mean = arrayChunk[key].reduce((sum, value) => sum + value, 0) / size
-
   const stdDev = Math.sqrt(
-      arrayChunk[key].reduce((sum, value) => sum + (value - mean) ** 2, 0) / size
+    arrayChunk[key].reduce((sum, value) => sum + (value - mean) ** 2, 0) / size
   )
 
-  return  (difference - mean) / stdDev
+  const zScore = (absValue - mean) / stdDev
+  return (positive) ?  zScore : -zScore
 }