highcharts
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JavaScript
/* *
* (c) 2010-2021 Rafal Sebestjanski
*
* Directional Movement Index (DMI) indicator for Highcharts Stock
*
* License: www.highcharts.com/license
*
* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
*
* */
;
var __extends = (this && this.__extends) || (function () {
var extendStatics = function (d, b) {
extendStatics = Object.setPrototypeOf ||
({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
function (d, b) { for (var p in b) if (b.hasOwnProperty(p)) d[p] = b[p]; };
return extendStatics(d, b);
};
return function (d, b) {
extendStatics(d, b);
function __() { this.constructor = d; }
d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
};
})();
import MultipleLinesComposition from '../MultipleLinesComposition.js';
import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
var SMAIndicator = SeriesRegistry.seriesTypes.sma;
import U from '../../../Core/Utilities.js';
var correctFloat = U.correctFloat, extend = U.extend, isArray = U.isArray, merge = U.merge;
/* *
*
* Class
*
* */
/**
* The Directional Movement Index (DMI) series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.dmi
*
* @augments Highcharts.Series
*/
var DMIIndicator = /** @class */ (function (_super) {
__extends(DMIIndicator, _super);
function DMIIndicator() {
/* *
*
* Static Properties
*
* */
var _this = _super !== null && _super.apply(this, arguments) || this;
/* *
*
* Properties
*
* */
_this.options = void 0;
return _this;
}
/* *
*
* Functions
*
* */
DMIIndicator.prototype.calculateDM = function (yVal, i, isPositiveDM) {
var currentHigh = yVal[i][1], currentLow = yVal[i][2], previousHigh = yVal[i - 1][1], previousLow = yVal[i - 1][2];
var DM;
if (currentHigh - previousHigh > previousLow - currentLow) {
// for +DM
DM = isPositiveDM ? Math.max(currentHigh - previousHigh, 0) : 0;
}
else {
// for -DM
DM = !isPositiveDM ? Math.max(previousLow - currentLow, 0) : 0;
}
return correctFloat(DM);
};
DMIIndicator.prototype.calculateDI = function (smoothedDM, tr) {
return smoothedDM / tr * 100;
};
DMIIndicator.prototype.calculateDX = function (plusDI, minusDI) {
return correctFloat(Math.abs(plusDI - minusDI) / Math.abs(plusDI + minusDI) * 100);
};
DMIIndicator.prototype.smoothValues = function (accumulatedValues, currentValue, period) {
return correctFloat(accumulatedValues - accumulatedValues / period + currentValue);
};
DMIIndicator.prototype.getTR = function (currentPoint, prevPoint) {
return correctFloat(Math.max(
// currentHigh - currentLow
currentPoint[1] - currentPoint[2],
// currentHigh - previousClose
!prevPoint ? 0 : Math.abs(currentPoint[1] - prevPoint[3]),
// currentLow - previousClose
!prevPoint ? 0 : Math.abs(currentPoint[2] - prevPoint[3])));
};
DMIIndicator.prototype.getValues = function (series, params) {
var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, DMI = [], xData = [], yData = [];
if (
// Check period, if bigger than points length, skip
(xVal.length <= period) ||
// Only ohlc data is valid
!isArray(yVal[0]) ||
yVal[0].length !== 4) {
return;
}
var prevSmoothedPlusDM = 0, prevSmoothedMinusDM = 0, prevSmoothedTR = 0, i;
for (i = 1; i < yValLen; i++) {
var smoothedPlusDM = void 0, smoothedMinusDM = void 0, smoothedTR = void 0, plusDM = void 0, // +DM
minusDM = void 0, // -DM
TR = void 0, plusDI = void 0, // +DI
minusDI = void 0, // -DI
DX = void 0;
if (i <= period) {
plusDM = this.calculateDM(yVal, i, true);
minusDM = this.calculateDM(yVal, i);
TR = this.getTR(yVal[i], yVal[i - 1]);
// Accumulate first period values to smooth them later
prevSmoothedPlusDM += plusDM;
prevSmoothedMinusDM += minusDM;
prevSmoothedTR += TR;
// Get all values for the first point
if (i === period) {
plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
DMI.push([xVal[i], DX, plusDI, minusDI]);
xData.push(xVal[i]);
yData.push([DX, plusDI, minusDI]);
}
}
else {
// Calculate current values
plusDM = this.calculateDM(yVal, i, true);
minusDM = this.calculateDM(yVal, i);
TR = this.getTR(yVal[i], yVal[i - 1]);
// Smooth +DM, -DM and TR
smoothedPlusDM = this.smoothValues(prevSmoothedPlusDM, plusDM, period);
smoothedMinusDM = this.smoothValues(prevSmoothedMinusDM, minusDM, period);
smoothedTR = this.smoothValues(prevSmoothedTR, TR, period);
// Save current smoothed values for the next step
prevSmoothedPlusDM = smoothedPlusDM;
prevSmoothedMinusDM = smoothedMinusDM;
prevSmoothedTR = smoothedTR;
// Get all next points (except the first one calculated above)
plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
DMI.push([xVal[i], DX, plusDI, minusDI]);
xData.push(xVal[i]);
yData.push([DX, plusDI, minusDI]);
}
}
return {
values: DMI,
xData: xData,
yData: yData
};
};
/**
* Directional Movement Index (DMI).
* This series requires the `linkedTo` option to be set and should
* be loaded after the `stock/indicators/indicators.js` file.
*
* @sample stock/indicators/dmi
* DMI indicator
*
* @extends plotOptions.sma
* @since 9.1.0
* @product highstock
* @excluding allAreas, colorAxis, joinBy, keys, navigatorOptions,
* pointInterval, pointIntervalUnit, pointPlacement,
* pointRange, pointStart, showInNavigator, stacking
* @requires stock/indicators/indicators
* @requires stock/indicators/dmi
* @optionparent plotOptions.dmi
*/
DMIIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
/**
* @excluding index
*/
params: {
index: void 0 // unused index, do not inherit (#15362)
},
marker: {
enabled: false
},
tooltip: {
pointFormat: '<span style="color: {point.color}">' +
'\u25CF</span><b> {series.name}</b><br/>' +
'<span style="color: {point.color}">DX</span>: {point.y}<br/>' +
'<span style="color: ' +
'{point.series.options.plusDILine.styles.lineColor}">' +
'+DI</span>: {point.plusDI}<br/>' +
'<span style="color: ' +
'{point.series.options.minusDILine.styles.lineColor}">' +
'-DI</span>: {point.minusDI}<br/>'
},
/**
* +DI line options.
*/
plusDILine: {
/**
* Styles for the +DI line.
*/
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: "#06b535" /* positiveColor */ // green-ish
}
},
/**
* -DI line options.
*/
minusDILine: {
/**
* Styles for the -DI line.
*/
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: "#f21313" /* negativeColor */ // red-ish
}
},
dataGrouping: {
approximation: 'averages'
}
});
return DMIIndicator;
}(SMAIndicator));
extend(DMIIndicator.prototype, {
areaLinesNames: [],
nameBase: 'DMI',
linesApiNames: ['plusDILine', 'minusDILine'],
pointArrayMap: ['y', 'plusDI', 'minusDI'],
parallelArrays: ['x', 'y', 'plusDI', 'minusDI'],
pointValKey: 'y'
});
MultipleLinesComposition.compose(DMIIndicator);
SeriesRegistry.registerSeriesType('dmi', DMIIndicator);
/* *
*
* Default Export
*
* */
export default DMIIndicator;
/**
* The Directional Movement Index (DMI) indicator series.
* If the [type](#series.dmi.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.dmi
* @since 9.1.0
* @product highstock
* @excluding allAreas, colorAxis, dataParser, dataURL, joinBy, keys,
* navigatorOptions, pointInterval, pointIntervalUnit,
* pointPlacement, pointRange, pointStart, showInNavigator, stacking
* @requires stock/indicators/indicators
* @requires stock/indicators/dmi
* @apioption series.dmi
*/
''; // to include the above in the js output