@dickyindra/klinecharts/lib/technicalindicator/directionalmovement/tripleExponentiallySmoothedAverage.js

Lightweight k-line chart built with html5 canvas

"use strict";

Object.defineProperty(exports, "__esModule", {
  value: true
});
exports.default = void 0;

/**
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at

 * http:*www.apache.org/licenses/LICENSE-2.0

 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

/**
 * trix
 *
 * TR=收盘价的N日指数移动平均的N日指数移动平均的N日指数移动平均；
 * TRIX=(TR-昨日TR)/昨日TR*100；
 * MATRIX=TRIX的M日简单移动平均；
 * 默认参数N设为12，默认参数M设为9；
 * 默认参数12、9
 * 公式：MTR:=EMA(EMA(EMA(CLOSE,N),N),N)
 * TRIX:(MTR-REF(MTR,1))/REF(MTR,1)*100;
 * TRMA:MA(TRIX,M)
 *
 */
var _default = {
  name: 'TRIX',
  shortName: 'TRIX',
  calcParams: [12, 9],
  plots: [{
    key: 'trix',
    title: 'TRIX: ',
    type: 'line'
  }, {
    key: 'maTrix',
    title: 'MATRIX: ',
    type: 'line'
  }],
  calcTechnicalIndicator: function calcTechnicalIndicator(dataList, _ref) {
    var params = _ref.params;
    var closeSum = 0;
    var ema1;
    var ema2;
    var oldTr;
    var ema1Sum = 0;
    var ema2Sum = 0;
    var trixSum = 0;
    var result = [];
    dataList.forEach(function (kLineData, i) {
      var trix = {};
      var close = kLineData.close;
      closeSum += close;

      if (i >= params[0] - 1) {
        if (i > params[0] - 1) {
          ema1 = (2 * close + (params[0] - 1) * ema1) / (params[0] + 1);
        } else {
          ema1 = closeSum / params[0];
        }

        ema1Sum += ema1;

        if (i >= params[0] * 2 - 2) {
          if (i > params[0] * 2 - 2) {
            ema2 = (2 * ema1 + (params[0] - 1) * ema2) / (params[0] + 1);
          } else {
            ema2 = ema1Sum / params[0];
          }

          ema2Sum += ema2;

          if (i >= params[0] * 3 - 3) {
            var tr;
            var trixValue = 0;

            if (i > params[0] * 3 - 3) {
              tr = (2 * ema2 + (params[0] - 1) * oldTr) / (params[0] + 1);
              trixValue = (tr - oldTr) / oldTr * 100;
            } else {
              tr = ema2Sum / params[0];
            }

            oldTr = tr;
            trix.trix = trixValue;
            trixSum += trixValue;

            if (i >= params[0] * 3 + params[1] - 4) {
              trix.maTrix = trixSum / params[1];
              trixSum -= result[i - (params[1] - 1)].trix;
            }
          }
        }
      }

      result.push(trix);
    });
    return result;
  }
};
exports.default = _default;