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Public API / @insiderfinance/totalfinance

@insiderfinance/totalfinance/technical-analysis/volatility

import from '@insiderfinance/totalfinance/technical-analysis/volatility'

Every public export in this entry point, including type-only declarations. Search by name or concept.

Jump to an export (55)

AberrationParameters · AberrationPoint · AccelerationBandsParameters · AtrBandsParameters · BollingerBandFieldStream · BollingerParameters · ChaikinVolatilityParameters · ChaikinVolatilityStream · ChannelPoint · DonchianStream · ElderThermometerParameters · ElderThermometerPoint · HistoricalVolatilityParameters · HistoricalVolatilityStream · HoltWinterChannelParameters · KeltnerParameters · KeltnerStream · MassIndexParameters · MomentStream · NatrStream · PeriodParameters · RangeVolatilityParameters · RangeVolatilityStream · RealizedVolatilityStream · RviParameters · RviStream · StandardDeviationParameters · VolatilityStopParameters · VolatilityStopPoint · YangZhangStream · aberration · accelerationBands · atrBands · bollingerBandWidth · bollingerPercentB · chaikinVolatility · donchian · elderThermometer · garmanKlass · historicalVolatility · holtWinterChannel · keltner · massIndex · natr · parkinson · percentAtr · priceDistance · realizedVolatility · relativeVolatilityIndex · rogersSatchell · standardDeviation · ulcerIndex · variance · volatilityStop · yangZhang

interface

AberrationParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Aberration ─────────────────────────
export interface AberrationParameters {
    /** SMA length for the zero-line of HLC3. Default 5. */
    period?: number;
    /** ATR length for the band offset. Default 15. */
    atrPeriod?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
atrPeriod
number		ATR length for the band offset. Default 15.
unitless by name		Optional
No @default declared; consult the signature and description.
period
number		SMA length for the zero-line of HLC3. Default 5.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

AberrationPoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface AberrationPoint {
    /** Zero-line: SMA of HLC3. */
    zeroLine: number;
    /** Upper band: zeroLine + ATR. */
    upperBand: number;
    /** Lower band: zeroLine − ATR. */
    lowerBand: number;
    /** The ATR offset itself. */
    atr: number;
}
Fields, parameters & returned members (4)
Name / typeMeaning & unitOptional / default
atr
number		The ATR offset itself.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
lowerBand
number		Lower band: zeroLine − ATR.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
upperBand
number		Upper band: zeroLine + ATR.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
zeroLine
number		Zero-line: SMA of HLC3.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

AccelerationBandsParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Acceleration Bands ─────────────────────────
export interface AccelerationBandsParameters {
    period?: number;
    /** Width factor on the high−low/high+low ratio. Default 4. */
    multiplier?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
multiplier
number		Width factor on the high−low/high+low ratio. Default 4.
unitless by name		Optional
No @default declared; consult the signature and description.
period
number
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

AtrBandsParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── ATR Bands ─────────────────────────
export interface AtrBandsParameters {
    period?: number;
    multiplier?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
multiplier
number
unitless by name		Optional
No @default declared; consult the signature and description.
period
number
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

BollingerBandFieldStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class BollingerBandFieldStream implements IndicatorStream<number, number> {
  constructor(parameters: { period: number; standardDeviation: number; field: 'bandwidth' | 'percentB'; kind: string; });
  static restore(field: 'bandwidth' | 'percentB', kind: string): (s: TechnicalAnalysisSnapshot) => BollingerBandFieldStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (18)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; standardDeviation: number; field: 'bandwidth' | 'percentB'; kind: string; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).field
'bandwidth' | 'percentB'
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).standardDeviation
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
restore
(field: 'bandwidth' | 'percentB', kind: string) => (s: TechnicalAnalysisSnapshot) => BollingerBandFieldStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
restore(field)
'bandwidth' | 'percentB'
unitless by name		Required / declared member
No @default declared; consult the signature and description.
restore(kind)
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

BollingerParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Bollinger Width & %B ─────────────────────────
export interface BollingerParameters {
    period: number;
    standardDeviation?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
standardDeviation
number
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

ChaikinVolatilityParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Chaikin Volatility ─────────────────────────
export interface ChaikinVolatilityParameters {
    period: number;
    rocPeriod?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
rocPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

ChaikinVolatilityStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class ChaikinVolatilityStream implements IndicatorStream<BarInput, number> {
  constructor(parameters: { period: number; rocPeriod: number; });
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): ChaikinVolatilityStream;
  value: number | null;
  next(bar: BarInput): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (26)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; rocPeriod: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).rocPeriod
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => ChaikinVolatilityStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

ChannelPoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface ChannelPoint {
    upper: number;
    middle: number;
    lower: number;
}
Fields, parameters & returned members (3)
Name / typeMeaning & unitOptional / default
lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

DonchianStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class DonchianStream implements IndicatorStream<BarInput, ChannelPoint> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): DonchianStream;
  value: ChannelPoint | null;
  next(bar: BarInput): ChannelPoint | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (36)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => DonchianStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

ElderThermometerParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Elder's Market Thermometer ─────────────────────────
export interface ElderThermometerParameters {
    period?: number;
    /** "Quiet market" factor — thermo below `movingAverage·long` flags a long-friendly regime. Default 2. */
    long?: number;
    /** "Hot market" factor — thermo above `movingAverage·short` flags volatility. Default 0.5. */
    short?: number;
}
Fields, parameters & returned members (3)
Name / typeMeaning & unitOptional / default
long
number		"Quiet market" factor — thermo below `movingAverage·long` flags a long-friendly regime. Default 2.
unitless by name		Optional
No @default declared; consult the signature and description.
period
number
unitless by name		Optional
No @default declared; consult the signature and description.
short
number		"Hot market" factor — thermo above `movingAverage·short` flags volatility. Default 0.5.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

ElderThermometerPoint

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface ElderThermometerPoint {
    thermo: number;
    movingAverage: number;
    /** 1 when thermo < movingAverage·long (calm). */
    long: number;
    /** 1 when thermo > movingAverage·short (active). */
    short: number;
}
Fields, parameters & returned members (4)
Name / typeMeaning & unitOptional / default
long
number		1 when thermo < movingAverage·long (calm).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
movingAverage
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
short
number		1 when thermo > movingAverage·short (active).
unitless by name		Required / declared member
No @default declared; consult the signature and description.
thermo
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

HistoricalVolatilityParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── close-to-close historical volatility ─────────────────────────
export interface HistoricalVolatilityParameters {
    period: number;
    /** Bars per year: multiplies the per-bar σ by √annualization (252 daily, 52 weekly, 12 monthly); `1` = per-bar σ. Required. */
    annualization: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
annualization
number		Bars per year: multiplies the per-bar σ by √annualization (252 daily, 52 weekly, 12 monthly); `1` = per-bar σ. Required.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

HistoricalVolatilityStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class HistoricalVolatilityStream implements IndicatorStream<number, number> {
  constructor(parameters: { period: number; scale: number; });
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): HistoricalVolatilityStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (21)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; scale: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).scale
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => HistoricalVolatilityStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

HoltWinterChannelParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Holt-Winters Channel ─────────────────────────
export interface HoltWinterChannelParameters {
    /** Level smoothing. Default 0.2. */
    levelSmoothing?: number;
    /** Trend smoothing. Default 0.1. */
    trendSmoothing?: number;
    /** Acceleration smoothing. Default 0.1. */
    accelerationSmoothing?: number;
    /** Variance smoothing for the channel width. Default 0.1. */
    varianceSmoothing?: number;
    /** Standard-deviation multiplier for the bands. Default 1. */
    scalar?: number;
}
Fields, parameters & returned members (5)
Name / typeMeaning & unitOptional / default
accelerationSmoothing
number		Acceleration smoothing. Default 0.1.
unitless by name		Optional
No @default declared; consult the signature and description.
levelSmoothing
number		Level smoothing. Default 0.2.
unitless by name		Optional
No @default declared; consult the signature and description.
scalar
number		Standard-deviation multiplier for the bands. Default 1.
unitless by name		Optional
No @default declared; consult the signature and description.
trendSmoothing
number		Trend smoothing. Default 0.1.
unitless by name		Optional
No @default declared; consult the signature and description.
varianceSmoothing
number		Variance smoothing for the channel width. Default 0.1.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

KeltnerParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Keltner Channels ─────────────────────────
export interface KeltnerParameters {
    /** EMA midline lookback. Defaults to 20 (the standard Keltner channel); echoed via `.explain()`. */
    period?: number;
    atrPeriod?: number;
    multiplier?: number;
}
Fields, parameters & returned members (3)
Name / typeMeaning & unitOptional / default
atrPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
multiplier
number
unitless by name		Optional
No @default declared; consult the signature and description.
period
number		EMA midline lookback. Defaults to 20 (the standard Keltner channel); echoed via `.explain()`.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

KeltnerStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class KeltnerStream implements IndicatorStream<BarInput, ChannelPoint> {
  constructor(parameters: { period: number; atrPeriod: number; mult: number; });
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): KeltnerStream;
  value: ChannelPoint | null;
  next(bar: BarInput): ChannelPoint | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (39)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; atrPeriod: number; mult: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).atrPeriod
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).mult
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => KeltnerStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next().return.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
ChannelPoint | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.lower
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.middle
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value.upper
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

MassIndexParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

// ───────────────────────── Mass Index ─────────────────────────
export interface MassIndexParameters {
    /** EMA length for the high−low range and its re-smoothing. Default 9. */
    fast?: number;
    /** Summation window for the EMA ratio. Default 25. */
    slow?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
fast
number		EMA length for the high−low range and its re-smoothing. Default 9.
unitless by name		Optional
No @default declared; consult the signature and description.
slow
number		Summation window for the EMA ratio. Default 25.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

MomentStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class MomentStream implements IndicatorStream<number, number> {
  constructor(parameters: { period: number; sample: boolean; variance: boolean; kind: MomentKind; });
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): MomentStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (23)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; sample: boolean; variance: boolean; kind: MomentKind; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).kind
'standardDeviation' | 'variance'
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).sample
boolean
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).variance
boolean
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => MomentStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

NatrStream

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export declare class NatrStream implements IndicatorStream<BarInput, number> {
  constructor(period: number);
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): NatrStream;
  value: number | null;
  next(bar: BarInput): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (24)
Name / typeMeaning & unitOptional / default
(period)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => NatrStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

PeriodParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface PeriodParameters {
    /** Lookback window. Defaults: NATR 14, Donchian 20; echoed via `.explain()`. */
    period?: number;
}
Fields, parameters & returned members (1)
Name / typeMeaning & unitOptional / default
period
number		Lookback window. Defaults: NATR 14, Donchian 20; echoed via `.explain()`.
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

RangeVolatilityParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface RangeVolatilityParameters {
    period: number;
    /** Bars per year: multiplies the per-bar σ by √annualization (252 daily, 52 weekly, 12 monthly); `1` = per-bar σ. Required. */
    annualization: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
annualization
number		Bars per year: multiplies the per-bar σ by √annualization (252 daily, 52 weekly, 12 monthly); `1` = per-bar σ. Required.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

RangeVolatilityStream

Generic window of per-bar contributions → σ = √(mean·scale).

export declare class RangeVolatilityStream implements IndicatorStream<BarInput, number> {
  constructor(parameters: { period: number; scale: number; term: (bar: BarInput) => number; kind: string; });
  value: number | null;
  next(bar: BarInput): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (20)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; scale: number; term: (bar: BarInput) => number; kind: string; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).scale
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).term
(bar: BarInput) => number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar)
BarInput
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).close
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).high
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).low
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(bar).open
number
unitless by name		Optional
No @default declared; consult the signature and description.
next(bar).volume
number
unitless by name		Optional
No @default declared; consult the signature and description.
return.next
(bar: BarInput) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

class

RealizedVolatilityStream

Realized volatility — the root-mean-square of log returns over the window (no mean subtraction, the realized-variance convention), versus `historicalVolatility`'s sample standard deviation.

export declare class RealizedVolatilityStream implements IndicatorStream<number, number> {
  constructor(parameters: { period: number; scale: number; });
  static fromJSON(snapshot: TechnicalAnalysisSnapshot): RealizedVolatilityStream;
  value: number | null;
  next(value: number): number | null;
  toJSON(): TechnicalAnalysisSnapshot;
}
Fields, parameters & returned members (21)
Name / typeMeaning & unitOptional / default
(parameters)
{ period: number; scale: number; }
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).period
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
(parameters).scale
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON
(snapshot: TechnicalAnalysisSnapshot) => RealizedVolatilityStream
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON().return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot)
TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
fromJSON(snapshot).state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
next(value)
number
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.next
(value: number) => number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
return.value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON
() => TechnicalAnalysisSnapshot
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.kind
string
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.schemaVersion
number		Schema version, stamped at the serialization boundary by {@link snapshotOf}.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
toJSON().return.state
Record<string, unknown>		Indicator-private stream state. Round-trip it; never read into it.
unitless by name		Required / declared member
No @default declared; consult the signature and description.
value
number | null
unitless by name		Required / declared member
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

interface

RviParameters

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface RviParameters {
    period?: number;
    stdevPeriod?: number;
}
Fields, parameters & returned members (2)
Name / typeMeaning & unitOptional / default
period
number
unitless by name		Optional
No @default declared; consult the signature and description.
stdevPeriod
number
unitless by name		Optional
No @default declared; consult the signature and description.
Stability, warnings & conventions
stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.