highcharts
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JavaScript
/**
* @license Highcharts JS v6.2.0 (2018-10-17)
*
* Money Flow Index indicator for Highstock
*
* (c) 2010-2017 Grzegorz Blachliński
*
* License: www.highcharts.com/license
*/
;
(function (factory) {
if (typeof module === 'object' && module.exports) {
module.exports = factory;
} else if (typeof define === 'function' && define.amd) {
define(function () {
return factory;
});
} else {
factory(Highcharts);
}
}(function (Highcharts) {
(function (H) {
var isArray = H.isArray,
reduce = H.reduce;
// Utils:
function sumArray(array) {
return reduce(array, function (prev, cur) {
return prev + cur;
});
}
function toFixed(a, n) {
return parseFloat(a.toFixed(n));
}
function calculateTypicalPrice(point) {
return (point[1] + point[2] + point[3]) / 3;
}
function calculateRawMoneyFlow(typicalPrice, volume) {
return typicalPrice * volume;
}
/**
* The MFI series type.
*
* @constructor seriesTypes.mfi
* @augments seriesTypes.sma
*/
H.seriesType('mfi', 'sma',
/**
* Money Flow Index. This series requires `linkedTo` option to be set and
* should be loaded after the `stock/indicators/indicators.js` file.
*
* @extends plotOptions.sma
* @product highstock
* @sample {highstock} stock/indicators/mfi
* Money Flow Index Indicator
* @since 6.0.0
* @optionparent plotOptions.mfi
*/
{
/**
* @excluding index
*/
params: {
period: 14,
/**
* The id of volume series which is mandatory.
* For example using OHLC data, volumeSeriesID='volume' means
* the indicator will be calculated using OHLC and volume values.
*
* @type {String}
* @since 6.0.0
* @product highstock
*/
volumeSeriesID: 'volume',
/**
* Number of maximum decimals that are used in MFI calculations.
*
* @type {Number}
* @since 6.0.0
* @product highstock
*/
decimals: 4
}
}, {
nameBase: 'Money Flow Index',
getValues: function (series, params) {
var period = params.period,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
decimals = params.decimals,
// MFI starts calculations from the second point
// Cause we need to calculate change between two points
range = 1,
volumeSeries = series.chart.get(params.volumeSeriesID),
yValVolume = volumeSeries && volumeSeries.yData,
MFI = [],
isUp = false,
xData = [],
yData = [],
positiveMoneyFlow = [],
negativeMoneyFlow = [],
newTypicalPrice,
oldTypicalPrice,
rawMoneyFlow,
negativeMoneyFlowSum,
positiveMoneyFlowSum,
moneyFlowRatio,
MFIPoint, i;
if (!volumeSeries) {
return H.error(
'Series ' +
params.volumeSeriesID +
' not found! Check `volumeSeriesID`.',
true
);
}
// MFI requires high low and close values
if (
(xVal.length <= period) || !isArray(yVal[0]) ||
yVal[0].length !== 4 ||
!yValVolume
) {
return false;
}
// Calculate first typical price
newTypicalPrice = calculateTypicalPrice(yVal[range]);
// Accumulate first N-points
while (range < period + 1) {
// Calculate if up or down
oldTypicalPrice = newTypicalPrice;
newTypicalPrice = calculateTypicalPrice(yVal[range]);
isUp = newTypicalPrice >= oldTypicalPrice ? true : false;
// Calculate raw money flow
rawMoneyFlow = calculateRawMoneyFlow(
newTypicalPrice,
yValVolume[range]
);
// Add to array
positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
range++;
}
for (i = range - 1; i < yValLen; i++) {
if (i > range - 1) {
// Remove first point from array
positiveMoneyFlow.shift();
negativeMoneyFlow.shift();
// Calculate if up or down
oldTypicalPrice = newTypicalPrice;
newTypicalPrice = calculateTypicalPrice(yVal[i]);
isUp = newTypicalPrice > oldTypicalPrice ? true : false;
// Calculate raw money flow
rawMoneyFlow = calculateRawMoneyFlow(
newTypicalPrice,
yValVolume[i]
);
// Add to array
positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0);
negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow);
}
// Calculate sum of negative and positive money flow:
negativeMoneyFlowSum = sumArray(negativeMoneyFlow);
positiveMoneyFlowSum = sumArray(positiveMoneyFlow);
moneyFlowRatio = positiveMoneyFlowSum / negativeMoneyFlowSum;
MFIPoint = toFixed(
100 - (100 / (1 + moneyFlowRatio)),
decimals
);
MFI.push([xVal[i], MFIPoint]);
xData.push(xVal[i]);
yData.push(MFIPoint);
}
return {
values: MFI,
xData: xData,
yData: yData
};
}
}
);
/**
* A `MFI` series. If the [type](#series.mfi.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @type {Object}
* @since 6.0.0
* @extends series,plotOptions.mfi
* @excluding data,dataParser,dataURL
* @product highstock
* @apioption series.mfi
*/
/**
* An array of data points for the series. For the `mfi` series type,
* points are calculated dynamically.
*
* @type {Array<Object|Array>}
* @since 6.0.0
* @extends series.line.data
* @product highstock
* @apioption series.mfi.data
*/
}(Highcharts));
return (function () {
}());
}));