UniLevel.md

UniLevel (Universal Level)

Utility for universal construction of levels. It is used, for example, to plot the levels of the SCI, RSI, and other oscillators balanced relative to the zero point (from -N to +N).

Examples

Streaming calculation using nextValue

import { EMA, UniLevel, CCI } from '@debut/indicators';

// Create rsi
const cci = new CCI(20);

// EMA smoothed universal level constructor
const levels = new UniLevel<typeof EMA>(0.99, EMA, 3, 2, 0);
const period = 12;

// Create EMA with period `period` for working with levels
levels.create(period);

// ohlc - historical candle open/high/low/close/volume format {o: number, h: number, l: number, c: number, v: number, time: number }
// get this from your broker history

ohlc.forEach(({ h, l, c }) => {
    const cciValue = cci.nextValue(h, l, c);
    const [upper, lower ] = levels.nextValue(cciValue);

    console.log(upper, lower); // Upper and lower levels for cci oscillator
});

Immediate calculation using momentValue

    // Getted new tick from stream
    const { h, l, c } = tick;
    const cciValue = cci.momentValue(h, l, c);
    const [upper, lower ] = levels.momentValue(cciValue);

    console.log(upper, lower); // Upper and lower levels for cci oscillator for current tick
});