GearTrade MCP Server

/**
 * Stochastic RSI Indicator
 * Applies Stochastic oscillator to RSI values
 */
import { calculateRSI } from './momentum';
export function calculateStochasticRSI(closes, rsiPeriod = 14, stochPeriod = 14, kPeriod = 3) {
    if (closes.length < rsiPeriod + stochPeriod + kPeriod) {
        return {
            k: null,
            d: null,
            rsi: null,
            signal: null,
        };
    }
    // Calculate RSI first
    const rsiValues = calculateRSI(closes, rsiPeriod);
    if (rsiValues.length === 0) {
        return {
            k: null,
            d: null,
            rsi: null,
            signal: null,
        };
    }
    const currentRSI = rsiValues[rsiValues.length - 1];
    // Apply Stochastic formula to RSI values
    const stochK = [];
    // Calculate %K for each RSI value in the stochastic period
    for (let i = stochPeriod - 1; i < rsiValues.length; i++) {
        const rsiPeriodValues = rsiValues.slice(i - stochPeriod + 1, i + 1);
        const highestRSI = Math.max(...rsiPeriodValues);
        const lowestRSI = Math.min(...rsiPeriodValues);
        const currentPeriodRSI = rsiValues[i];
        if (highestRSI !== lowestRSI) {
            const k = ((currentPeriodRSI - lowestRSI) / (highestRSI - lowestRSI)) * 100;
            stochK.push(k);
        }
        else {
            stochK.push(50); // Neutral when no range
        }
    }
    if (stochK.length === 0) {
        return {
            k: null,
            d: null,
            rsi: currentRSI,
            signal: null,
        };
    }
    const currentK = stochK[stochK.length - 1];
    // Calculate %D as SMA of %K
    let currentD = null;
    if (stochK.length >= kPeriod) {
        const recentK = stochK.slice(-kPeriod);
        currentD = recentK.reduce((sum, k) => sum + k, 0) / kPeriod;
    }
    // Determine signal
    let signal = null;
    if (currentK >= 80)
        signal = 'overbought';
    else if (currentK <= 20)
        signal = 'oversold';
    else
        signal = 'neutral';
    return {
        k: currentK,
        d: currentD,
        rsi: currentRSI,
        signal,
    };
}