@react-financial-charts/indicators/src/indicator/elderImpulse.ts

Indicators for react-financial-charts

import { merge, rebind, slidingWindow } from "../utils";
import baseIndicator from "./baseIndicator";
import { ElderImpulse as appearanceOptions } from "./defaultOptionsForAppearance";

const ALGORITHM_TYPE = "ElderImpulse";

export default function () {
    let macdSource: any | undefined;
    let emaSource: any | undefined;

    const base = baseIndicator().type(ALGORITHM_TYPE).stroke(appearanceOptions.stroke).fill(undefined);

    const underlyingAlgorithm = slidingWindow()
        .windowSize(2)
        .undefinedValue("neutral")
        .accumulator(([prev, curr]: any) => {
            if (macdSource === undefined) {
                throw new Error(`macdSource not defined for ${ALGORITHM_TYPE} calculator`);
            }
            if (emaSource === undefined) {
                throw new Error(`emaSource not defined for ${ALGORITHM_TYPE} calculator`);
            }

            const prevMacd = macdSource(prev);
            const prevEMA = emaSource(prev);

            if (prevMacd !== undefined && prevEMA !== undefined) {
                const prevMACDDivergence = prevMacd.divergence;
                const currMACDDivergence = macdSource(curr).divergence;

                const currEMA = emaSource(curr);

                if (currMACDDivergence >= prevMACDDivergence && currEMA >= prevEMA) {
                    return "up";
                }

                if (currMACDDivergence <= prevMACDDivergence && currEMA <= prevEMA) {
                    return "down";
                }
            }
            return "neutral";
        });

    const mergedAlgorithm = merge()
        .algorithm(underlyingAlgorithm)
        .merge((datum: any, i: number) => {
            datum.elderImpulse = i;
        });

    const indicator = function (data: any, options = { merge: true }) {
        const newData = options.merge ? mergedAlgorithm(data) : underlyingAlgorithm(data);

        return newData;
    };
    indicator.macdSource = function (x: any) {
        if (!arguments.length) {
            return macdSource;
        }
        macdSource = x;
        return indicator;
    };
    indicator.emaSource = function (x: any) {
        if (!arguments.length) {
            return emaSource;
        }
        emaSource = x;
        return indicator;
    };
    rebind(indicator, base, "id", "echo", "type", "stroke");
    rebind(indicator, mergedAlgorithm, "merge", "skipUndefined");

    return indicator;
}