highcharts-indicators/js/ema.js

Highstock plugin to add technical indicators to charts.

/* global Highcharts module:true */
(function (factory) {
	if (typeof module === 'object' && module.exports) {
		module.exports = factory;
	} else {
		factory(Highcharts);
	}
}(function (HC) {
	'use strict';
	/**
	
	Each indicator requires mothods:
	
	- getDefaultOptions()               		- returns object with default parameters, like period etc.
	- getValues(chart, series, options, points) - returns array of calculated values for indicator
	- getGraph(chart, series, options, values)  - returns path, or columns as SVG elements to add.
													Doesn't add to the chart via renderer!
	
	**/

	var merge = HC.merge,
		isArray = HC.isArray,
		minInArray = HC.Axis.prototype.minInArray,
		maxInArray = HC.Axis.prototype.maxInArray;
	
	HC.Indicator.prototype.ema = {
		getDefaultOptions: function () {
			return {
				period: 14,
				index: 0,
				approximation: 'average'
			};
		},
		getValues: function (chart, series, options, extraPoints) {
			var utils = this.utils,
				params = options.params,
				period = params.period,
				xVal = extraPoints[0].concat(series.processedXData || []), // #22
				yVal = extraPoints[1].concat(series.processedYData || []), // #22
				yValLen = yVal ? yVal.length : 0,
				EMApercent = (2 / (period + 1)),
				calEMA = 0,
				range = 1,
				xValue = xVal[0],
				yValue = yVal[0],
				EMA = [],
				xData = [],
				yData = [],
				index = -1,
				i, points,
				EMAPoint;

			// check period, if bigger than points length, skip
			if (xVal.length <= period) {
				return false;
			}

			// switch index for OHLC / Candlestick / Arearange
			if (isArray(yVal[0])) {
				index = params.index ? params.index : 0;
				yValue = yVal[0][index];
			}

			// starting point
			points = [[xValue, yValue]];

			// accumulate first N-points
			while (range !== period) {
				utils.accumulateAverage(points, xVal, yVal, range, index);
				range++;
			}

			// calculate value one-by-one for each perdio in visible data
			for (i = range; i < yValLen; i++) {
				EMAPoint = utils.populateAverage(points, xVal, yVal, i, EMApercent, calEMA, index);
				EMA.push(EMAPoint);
				xData.push(EMAPoint[0]);
				yData.push(EMAPoint[1]);
				calEMA = EMAPoint[1];

				utils.accumulateAverage(points, xVal, yVal, i, index);
			}

			EMAPoint = utils.populateAverage(points, xVal, yVal, i, EMApercent, calEMA, index);
			EMA.push(EMAPoint);
			xData.push(EMAPoint[0]);
			yData.push(EMAPoint[1]);

			// registger extremes for axis;
			options.yAxisMax = maxInArray(EMA);
			options.yAxisMin = minInArray(EMA);

			return {
				values: EMA,
				xData: xData,
				yData: yData
			};
		},
		getGraph: function (chart, series, options, values) {
			var path = [],
				attrs = {},
				xAxis = series.xAxis,
				yAxis = options.Axis = series.yAxis,
				ema = values,
				emaLen = ema.length,
				emaX,
				emaY,
				i;

			if (options.visible === false) {
				return false;
			}

			options.styles = attrs = merge({
				'stroke-width': 2,
				stroke: 'red',
				dashstyle: 'Dash'
			}, options.styles);

			path.push('M', xAxis.toPixels(ema[0][0]), yAxis.toPixels(ema[0][1]));

			for (i = 0; i < emaLen; i++) {
				emaX = ema[i][0];
				emaY = ema[i][1];

				path.push('L', xAxis.toPixels(emaX), yAxis.toPixels(emaY));
			}

			return [chart.renderer.path(path).attr(attrs)];
		},
		utils: {
			accumulateAverage: function (points, xVal, yVal, i, index) {
				var xValue = xVal[i],
					yValue = index < 0 ? yVal[i] : yVal[i][index];
					
				points.push([xValue, yValue]);
			},
			populateAverage: function (points, xVal, yVal, i, EMApercent, calEMA, index) {
				var x = xVal[i - 1],
					yValuePrev = index < 0 ? yVal[i - 2] : yVal[i - 2][index],
					yValue = index < 0 ? yVal[i - 1] : yVal[i - 1][index],
					prevPoint, y;

				prevPoint = calEMA === 0 ? yValuePrev : calEMA;
				y = ((yValue * EMApercent) + (prevPoint * (1 - EMApercent)));

				return [x, y];
			}
		}
	};
}));