@pond-ts/financial API Reference
    Preparing search index...

    Interface RandomWalkIndexOptions<S, Prefix>

    interface RandomWalkIndexOptions<S extends SeriesSchema, Prefix extends string> {
        close?: NumericColumnNameForSchema<S>;
        high?: NumericColumnNameForSchema<S>;
        low?: NumericColumnNameForSchema<S>;
        period?: number;
        prefix?: Prefix;
    }

    Type Parameters

    • S extends SeriesSchema
    • Prefix extends string
    Index

    Properties

    close? high? low? period? prefix?

    Properties

    close?: NumericColumnNameForSchema<S>

    Close column (true-range input). Default 'close'.

    high?: NumericColumnNameForSchema<S>

    High column. Default 'high'.

    low?: NumericColumnNameForSchema<S>

    Low column. Default 'low'.

    period?: number

    The longest horizon tested, in bars; the study takes the maximum over horizons 2 … period. Default 14. Must be at least 2.

    prefix?: Prefix

    Column-family prefix — appends ${prefix}High and ${prefix}Low. Default 'rwi'.

    Settings

    Member Visibility

    On This Page

    Properties