wws.ts

/**
 * The Welles Wilder's Smoothing Average (WWS) was developed by J. Welles Wilder, Jr. and is part of the Wilder's RSI indicator implementation.
 * This indicator smoothes price movements to help you identify and spot bullish and bearish trends.
 */
export class WWS {
    private prevValue: number = 0;
    private sumCount = 1;

    constructor(private period: number) {}

    /**
     * Get next value for closed candle hlc
     * affect all next calculations
     */
    nextValue(value: number) {
        if (this.sumCount < this.period) {
            this.prevValue += value;
            this.sumCount++;

            return;
        }

        if (this.sumCount === this.period) {
            this.prevValue += value;
            this.sumCount++;

            this.nextValue = (value: number) =>
                (this.prevValue = this.prevValue - this.prevValue / this.period + value);

            return this.prevValue;
        }
    }

    /**
     * Get next value for non closed (tick) candle hlc
     * does not affect any next calculations
     */
    momentValue(value: number) {
        return this.prevValue + (value - this.prevValue) / this.period;
    }
}