Class MAD

Mean Absolute Deviation (MAD) Type: Volatility

The mean absolute deviation (MAD) is calculating the absolute deviation / difference from the mean over a period. Large outliers will reflect in a higher MAD.

See

https://en.wikipedia.org/wiki/Average_absolute_deviation

Hierarchy (View Summary)

BigIndicatorSeries
- MAD

Index

Constructors

constructor

Properties

highest? interval lowest? prices

Accessors

isStable

Methods

add getResult getResultOrThrow replace update updates getResultFromBatch

Constructors

constructor

new MAD(interval: number): MAD
Parameters
- interval: number
Returns MAD
Overrides BigIndicatorSeries.constructor
- Defined in MAD/MAD.ts:18

Properties

`Optional`highest

highest?: Big

`Readonly`interval

interval: number

`Optional`lowest

lowest?: Big

`Readonly`prices

prices: BigSource[] = []

Accessors

isStable

get isStable(): boolean
Returns boolean
Inherited from BigIndicatorSeries.isStable
- Defined in Indicator.ts:35

Methods

add

add(input: BigSource): null | Big
Parameters
- input: BigSource
Returns null | Big
Inherited from BigIndicatorSeries.add
- Defined in Indicator.ts:39

getResult

getResult(): null | Big
Returns null | Big
Inherited from BigIndicatorSeries.getResult
- Defined in Indicator.ts:19

getResultOrThrow

getResultOrThrow(): Big
Returns Big
Inherited from BigIndicatorSeries.getResultOrThrow
- Defined in Indicator.ts:27

replace

replace(input: BigSource): null | Big
Parameters
- input: BigSource
Returns null | Big
Inherited from BigIndicatorSeries.replace
- Defined in Indicator.ts:43

update

update(price: BigSource, replace: boolean): null | Big
Parameters
- price: BigSource
- replace: boolean
Returns null | Big
Overrides BigIndicatorSeries.update
- Defined in MAD/MAD.ts:22

updates

updates(inputs: readonly BigSource[], replace?: boolean): (null | Big)[]
Parameters
- inputs: readonly BigSource[]
- replace: boolean = false
Returns (null | Big)[]
Inherited from BigIndicatorSeries.updates
- Defined in Indicator.ts:49

`Static`getResultFromBatch

getResultFromBatch(prices: BigSource[], average?: BigSource): Big
Parameters
- prices: BigSource[]
- Optionalaverage: BigSource
Returns Big
- Defined in MAD/MAD.ts:32