ohlcv-indicators 3.5.43 → 3.5.45

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "3.5.43",
+  "version": "3.5.45",
   "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/vidya.js

@@ -65,8 +65,8 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   const vol   = verticalOhlcv.volume[index];
   const prevCross = index > 0 ? verticalOhlcv[keys.cross][index - 1] : 0;
 
-  const highest = (inst.liquidity.high.length === liquidityLookback) ? Math.max(...inst.liquidity.high) : NaN
-  const lowest = (inst.liquidity.low.length === liquidityLookback) ? Math.min(...inst.liquidity.low) : NaN
+  const highestHigh = (inst.liquidity.high.length === liquidityLookback) ? Math.max(...inst.liquidity.high) : NaN
+  const lowestLow = (inst.liquidity.low.length === liquidityLookback) ? Math.min(...inst.liquidity.low) : NaN
 
   // Compute ATR (Wilder's RMA)
   if (index > 0) {
@@ -145,20 +145,16 @@ export const vidya = (main, index, size, momentum, options = {}) => {
   const deltaPct = (inst.upVol - inst.downVol) / avgVol;
 
   // Trend-based boundary (reset on crossover)
-  const trendValue = (!crossUp && !crossDown)
-    ? (inst.isTrendUp ? lower : upper)
-    : NaN;
-
-
+  const trendValue = (inst.isTrendUp) ? lower : upper;
   let liquidity = NaN
 
   if(cross > 0)
   {
-    liquidity = lowest
+    liquidity = lowestLow
   }
   else if(cross < 0)
   {
-    liquidity = highest
+    liquidity = highestHigh
   }
 
   // Push outputs

package/src/oscillators/rsi.js

@@ -6,7 +6,7 @@ export const rsi = (main, index, size, { target, lag, parser, prefix, minmax })
 
   
   
-  const { verticalOhlcv, instances } = main;
+  const { verticalOhlcv, instances, notNumberKeys } = main;
 
   const suffix = target === defaultTarget ? '' : `_${target}`;
   const rsiKey = `${prefix}rsi_${size}${suffix}`;
@@ -53,6 +53,7 @@ export const rsi = (main, index, size, { target, lag, parser, prefix, minmax })
     for(const key of keyNames)
     {
       arrayTypes[key] = 'Float64Array'
+      notNumberKeys.add(key)
     }
 
   }

package/src/oscillators/stochastic.js

@@ -5,7 +5,7 @@ export const stochastic = (main, index, kPeriod, kSlowingPeriod, dPeriod, {minma
 
     
 
-    const { verticalOhlcv, instances, scaledGroups } = main;
+    const { verticalOhlcv, instances, notNumberKeys } = main;
 
     const paramsKey = (kPeriod === 14 && kSlowingPeriod === 3 && dPeriod === 3) ? '' : `${kPeriod}_${kSlowingPeriod}_${dPeriod}`
     const stochD = `${prefix}stoch_d${paramsKey}`;
@@ -48,6 +48,7 @@ export const stochastic = (main, index, kPeriod, kSlowingPeriod, dPeriod, {minma
         for(const key of keyNames)
         {
             arrayTypes[key] = 'Float64Array'
+            notNumberKeys.add(key)
         }
     }