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Add smoothing option to Stochastic #230

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Add smoothing option to Stochastic #230

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1fbbe31
Add smoothing option to Stochastic
JiCiT Feb 8, 2021
52ea263
including Stochastics smoothing option to dist/index.js
JiCiT Feb 23, 2021
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49 changes: 31 additions & 18 deletions dist/index.js
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17 changes: 15 additions & 2 deletions src/momentum/Stochastic.ts
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Original file line number Diff line number Diff line change
Expand Up @@ -30,6 +30,7 @@ export class Stochastic extends Indicator {
let closes = input.close;
let period = input.period;
let signalPeriod = input.signalPeriod;
let smoothing = input.smoothing;
let format = this.format;
if(!((lows.length === highs.length) && (highs.length === closes.length) )){
throw ('Inputs(low,high, close) not of equal size');
Expand All @@ -45,6 +46,14 @@ export class Stochastic extends Indicator {
let index = 1;
let pastHighPeriods = new LinkedList(period, true, false);
let pastLowPeriods = new LinkedList(period, false, true);
let kSma
if (smoothing > 1) {
kSma = new SMA({
period: smoothing,
values: [],
format: (v) => { return v; }
});
}
let dSma = new SMA({
period : signalPeriod,
values : [],
Expand All @@ -62,7 +71,11 @@ export class Stochastic extends Indicator {
}
let periodLow = pastLowPeriods.periodLow;
k = (tick.close - periodLow) / (pastHighPeriods.periodHigh - periodLow) * 100;
k = isNaN(k) ? 0 : k; //This happens when the close, high and low are same for the entire period; Bug fix for
k = isNaN(k) ? 0 : k; //This happens when the close, high and low are same for the entire period; Bug fix for
if (smoothing > 1) {
k = kSma.nextValue(k);
k = isNaN(k) ? 0 : k;
}
d = dSma.nextValue(k);
tick = yield {
k : format(k),
Expand Down Expand Up @@ -102,4 +115,4 @@ export function stochastic(input:StochasticInput):StochasticOutput[] {
}
Indicator.reverseInputs(input);
return result;
};
};