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 full)

BigIndicatorSeries
- MAD

Index

Constructors

constructor

Properties

highest? interval lowest? prices

Accessors

isStable

Methods

getResult replace update getResultFromBatch

Constructors

constructor

new MAD(interval): MAD
Parameters
- interval: number
Returns MAD
Overrides BigIndicatorSeries.constructor
- Defined in MAD/MAD.ts:17

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:31

Methods

getResult

getResult(): Big
Returns Big
Inherited from BigIndicatorSeries.getResult
- Defined in Indicator.ts:35

replace

replace(input): void | Big
Parameters
- input: BigSource
Returns void | Big
Inherited from BigIndicatorSeries.replace
- Defined in Indicator.ts:79

update

update(price, replace?): void | Big
Parameters
- price: BigSource
- replace: boolean = false
Returns void | Big
Overrides BigIndicatorSeries.update
- Defined in MAD/MAD.ts:21

`Static` getResultFromBatch

getResultFromBatch(prices, average?): Big
Parameters
- prices: BigSource[]
- Optional average: BigSource
Returns Big
- Defined in MAD/MAD.ts:37