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fixed libs

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This commit is contained in:
Bojan Kucera 2025-06-04 22:56:03 -04:00
parent 528be93804
commit 5cd24ade09
6 changed files with 29 additions and 420 deletions
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25
libs/utils/src/calculations/technical-indicators.ts
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@ -1537,31 +1537,6 @@ export function twiggsMoneyFlow(ohlcv: OHLCVData[]): number[] {
return twiggsMoneyFlowValues;
}
/**
* Ulcer Index
* Measures downside risk
*/
export function ulcerIndex(prices: number[], period: number = 14): number[] {
const ulcerIndexValues: number[] = [];
for (let i = period; i < prices.length; i++) {
let sumOfSquaredPercentDrawdowns = 0;
for (let j = i - period + 1; j <= i; j++) {
let highestPrice = prices[i - period];
for (let k = i - period + 1; k <= j; k++) {
if (prices[k] > highestPrice) {
highestPrice = prices[k];
}
}
const percentDrawdown = (prices[j] - highestPrice) / highestPrice * 100;
sumOfSquaredPercentDrawdowns += Math.pow(percentDrawdown, 2);
}
const ulcerIndexValue = Math.sqrt(sumOfSquaredPercentDrawdowns / period);
ulcerIndexValues.push(ulcerIndexValue);
}
return ulcerIndexValues;
}
/**
* Relative Strength