Update and recompute?

[electic]

First off, great library. Thank you for creating it. Is there a way to update the latest sample and recomppute? Right now, it seems you can only add to a sample set and get a running result.

I am trying to use this in a streaming application. Appreciate any help.

[bennycode]

Hi @electic, which indicator do you want to recompute? For a SMA of length 3 it always gets recomputed once a new datapoint arrives. Can you elaborate your use case or share some demo code?

@lei1996 also built this library for streaming data: https://github.com/lei1996/rxjs-trading-signals

[electic]

Hi, basically we want to recompute data as it streams. So for one minute candles, the current candle changes the MACD value however it has yet to close. Take a look at this package, there are two calls, nextValue and Moment.

https://github.com/debut-js/Indicators

[bennycode]

Compared with @debut/indicators you can use the following calls:

Method	@debut/indicators	trading-signals
Get current value	momentValue	getResult
Get updated value	nextValue	update

If you want to subscribe to an indicator, you can wrap it in an EventEmitter.

[electic]

The issue is getResult does not take a value. It would be great if it took a temporary value which represented the current unclosed candle to get the result. Perhaps it can be an optional parameter.

[electic]

One more thing I noticed is the library creates a new Big number on the heap which might be performance intensive. Not sure about it, but would love to get your feedback.

[bennycode]

If you are concerned about performance, you can use the faster implementations provided by my library.