filled bbands

src/bands.ts

@@ -3,6 +3,7 @@ import { StandardDeviation } from './standard-deviation';
 export class BollingerBands {
     private sd: StandardDeviation;
     private sma: SMA;
+    private filled = false;
 
     constructor(period = 20, private stdDev: number = 2) {
         this.sma = new SMA(period);
@@ -12,13 +13,24 @@ export class BollingerBands {
     nextValue(close: number) {
         const middle = this.sma.nextValue(close);
         const sd = this.sd.nextValue(close, middle);
+
+        this.filled = this.filled || !!(sd && middle);
+
+        if (!this.filled) {
+            return;
+        }
+
         const lower = middle - this.stdDev * sd;
         const upper = middle + this.stdDev * sd;
 
         return { lower, middle, upper };
     }
 
     momentValue(close: number) {
+        if (!this.filled) {
+            return;
+        }
+
         const middle = this.sma.momentValue(close);
         const sd = this.sd.momentValue(close, middle);
         const lower = middle - this.stdDev * sd;