highcharts
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JavaScript charting framework
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JavaScript
/* *
*
* 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 _a = SeriesRegistry.seriesTypes, SMAIndicator = _a.sma, EMAIndicator = _a.ema;
import U from '../../../Core/Utilities.js';
var correctFloat = U.correctFloat, error = U.error, extend = U.extend, isArray = U.isArray, merge = U.merge;
/**
* The Klinger oscillator series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.klinger
*
* @augments Highcharts.Series
*/
var KlingerIndicator = /** @class */ (function (_super) {
__extends(KlingerIndicator, _super);
function KlingerIndicator() {
/* *
*
* Static Properties
*
* */
var _this = _super !== null && _super.apply(this, arguments) || this;
/* *
*
* Properties
*
* */
_this.data = void 0;
_this.points = void 0;
_this.options = void 0;
_this.volumeSeries = void 0;
return _this;
}
/* *
*
* Functions
*
* */
KlingerIndicator.prototype.calculateTrend = function (yVal, i) {
var isUpward = yVal[i][1] + yVal[i][2] + yVal[i][3] >
yVal[i - 1][1] + yVal[i - 1][2] + yVal[i - 1][3];
return isUpward ? 1 : -1;
};
// Checks if the series and volumeSeries are accessible, number of
// points.x is longer than period, is series has OHLC data
KlingerIndicator.prototype.isValidData = function (firstYVal) {
var chart = this.chart, options = this.options, series = this.linkedParent, isSeriesOHLC = isArray(firstYVal) &&
firstYVal.length === 4, volumeSeries = this.volumeSeries ||
(this.volumeSeries =
chart.get(options.params.volumeSeriesID));
if (!volumeSeries) {
error('Series ' +
options.params.volumeSeriesID +
' not found! Check `volumeSeriesID`.', true, series.chart);
}
var isLengthValid = [series, volumeSeries].every(function (series) {
return series && series.xData && series.xData.length >=
options.params.slowAvgPeriod;
});
return !!(isLengthValid && isSeriesOHLC);
};
KlingerIndicator.prototype.getCM = function (previousCM, DM, trend, previousTrend, prevoiusDM) {
return correctFloat(DM + (trend === previousTrend ? previousCM : prevoiusDM));
};
KlingerIndicator.prototype.getDM = function (high, low) {
return correctFloat(high - low);
};
KlingerIndicator.prototype.getVolumeForce = function (yVal) {
var volumeForce = [];
var CM = 0, // cumulative measurement
DM, // daily measurement
force, i = 1, // start from second point
previousCM = 0, previousDM = yVal[0][1] - yVal[0][2], // initial DM
previousTrend = 0, trend;
for (i; i < yVal.length; i++) {
trend = this.calculateTrend(yVal, i);
DM = this.getDM(yVal[i][1], yVal[i][2]);
// For the first iteration when the previousTrend doesn't exist,
// previousCM doesn't exist either, but it doesn't matter becouse
// it's filltered out in the getCM method in else statement,
// (in this iteration, previousCM can be raplaced with the DM).
CM = this.getCM(previousCM, DM, trend, previousTrend, previousDM);
force = this.volumeSeries.yData[i] *
trend * Math.abs(2 * ((DM / CM) - 1)) * 100;
volumeForce.push([force]);
// Before next iteration, assign the current as the previous.
previousTrend = trend;
previousCM = CM;
previousDM = DM;
}
return volumeForce;
};
KlingerIndicator.prototype.getEMA = function (yVal, prevEMA, SMA, EMApercent, index, i, xVal) {
return EMAIndicator.prototype.calculateEma(xVal || [], yVal, typeof i === 'undefined' ? 1 : i, EMApercent, prevEMA, typeof index === 'undefined' ? -1 : index, SMA);
};
KlingerIndicator.prototype.getSMA = function (period, index, values) {
return EMAIndicator.prototype
.accumulatePeriodPoints(period, index, values) / period;
};
KlingerIndicator.prototype.getValues = function (series, params) {
var Klinger = [], xVal = series.xData, yVal = series.yData, xData = [], yData = [], calcSingal = [];
var KO, i = 0, fastEMA = 0, slowEMA,
// signalEMA: number|undefined = void 0,
previousFastEMA = void 0, previousSlowEMA = void 0, signal = null;
// If the necessary conditions are not fulfilled, don't proceed.
if (!this.isValidData(yVal[0])) {
return;
}
// Calculate the Volume Force array.
var volumeForce = this.getVolumeForce(yVal);
// Calculate SMA for the first points.
var SMAFast = this.getSMA(params.fastAvgPeriod, 0, volumeForce), SMASlow = this.getSMA(params.slowAvgPeriod, 0, volumeForce);
// Calculate EMApercent for the first points.
var fastEMApercent = 2 / (params.fastAvgPeriod + 1), slowEMApercent = 2 / (params.slowAvgPeriod + 1);
// Calculate KO
for (i; i < yVal.length; i++) {
// Get EMA for fast period.
if (i >= params.fastAvgPeriod) {
fastEMA = this.getEMA(volumeForce, previousFastEMA, SMAFast, fastEMApercent, 0, i, xVal)[1];
previousFastEMA = fastEMA;
}
// Get EMA for slow period.
if (i >= params.slowAvgPeriod) {
slowEMA = this.getEMA(volumeForce, previousSlowEMA, SMASlow, slowEMApercent, 0, i, xVal)[1];
previousSlowEMA = slowEMA;
KO = correctFloat(fastEMA - slowEMA);
calcSingal.push(KO);
// Calculate signal SMA
if (calcSingal.length >= params.signalPeriod) {
signal = calcSingal.slice(-params.signalPeriod)
.reduce(function (prev, curr) {
return prev + curr;
}) / params.signalPeriod;
}
Klinger.push([xVal[i], KO, signal]);
xData.push(xVal[i]);
yData.push([KO, signal]);
}
}
return {
values: Klinger,
xData: xData,
yData: yData
};
};
/**
* Klinger oscillator. This series requires the `linkedTo` option to be set
* and should be loaded after the `stock/indicators/indicators.js` file.
*
* @sample stock/indicators/klinger
* Klinger oscillator
*
* @extends plotOptions.sma
* @since 9.1.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/klinger
* @optionparent plotOptions.klinger
*/
KlingerIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
/**
* Paramters used in calculation of Klinger Oscillator.
*
* @excluding index, period
*/
params: {
/**
* The fast period for indicator calculations.
*/
fastAvgPeriod: 34,
/**
* The slow period for indicator calculations.
*/
slowAvgPeriod: 55,
/**
* The base period for signal calculations.
*/
signalPeriod: 13,
/**
* The id of another series to use its data as volume data for the
* indiator calculation.
*/
volumeSeriesID: 'volume'
},
signalLine: {
/**
* Styles for a signal line.
*/
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line. If not set, it's inherited from
* [plotOptions.klinger.color
* ](#plotOptions.klinger.color).
*
* @type {Highcharts.ColorString}
*/
lineColor: '#ff0000'
}
},
dataGrouping: {
approximation: 'averages'
},
tooltip: {
pointFormat: '<span style="color: {point.color}">\u25CF</span>' +
'<b> {series.name}</b><br/>' +
'<span style="color: {point.color}">Klinger</span>: ' +
'{point.y}<br/>' +
'<span style="color: ' +
'{point.series.options.signalLine.styles.lineColor}">' +
'Signal</span>' +
': {point.signal}<br/>'
}
});
return KlingerIndicator;
}(SMAIndicator));
extend(KlingerIndicator.prototype, {
areaLinesNames: [],
linesApiNames: ['signalLine'],
nameBase: 'Klinger',
nameComponents: ['fastAvgPeriod', 'slowAvgPeriod'],
pointArrayMap: ['y', 'signal'],
parallelArrays: ['x', 'y', 'signal'],
pointValKey: 'y'
});
MultipleLinesComposition.compose(KlingerIndicator);
SeriesRegistry.registerSeriesType('klinger', KlingerIndicator);
/* *
*
* Default Export
*
* */
export default KlingerIndicator;
/**
* A Klinger oscillator. If the [type](#series.klinger.type)
* option is not specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.klinger
* @since 9.1.0
* @product highstock
* @requires stock/indicators/indicators
* @requires stock/indicators/klinger
* @apioption series.klinger
*/
''; // to include the above in the js output