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JavaScript
/**
* @license Highstock JS v9.0.1 (2021-02-16)
*
* Indicator series type for Highstock
*
* (c) 2010-2021 Wojciech Chmiel
*
* License: www.highcharts.com/license
*/
;
(function (factory) {
if (typeof module === 'object' && module.exports) {
factory['default'] = factory;
module.exports = factory;
} else if (typeof define === 'function' && define.amd) {
define('highcharts/indicators/supertrend', ['highcharts', 'highcharts/modules/stock'], function (Highcharts) {
factory(Highcharts);
factory.Highcharts = Highcharts;
return factory;
});
} else {
factory(typeof Highcharts !== 'undefined' ? Highcharts : undefined);
}
}(function (Highcharts) {
var _modules = Highcharts ? Highcharts._modules : {};
function _registerModule(obj, path, args, fn) {
if (!obj.hasOwnProperty(path)) {
obj[path] = fn.apply(null, args);
}
}
_registerModule(_modules, 'Stock/Indicators/Supertrend/SupertrendIndicator.js', [_modules['Core/Color/Palette.js'], _modules['Core/Series/SeriesRegistry.js'], _modules['Core/Utilities.js']], function (palette, SeriesRegistry, U) {
/* *
*
* 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 __());
};
})();
var _a = SeriesRegistry.seriesTypes,
ATRIndicator = _a.atr,
SMAIndicator = _a.sma;
var correctFloat = U.correctFloat,
isArray = U.isArray,
extend = U.extend,
merge = U.merge,
objectEach = U.objectEach;
/* eslint-disable require-jsdoc */
// Utils:
function createPointObj(mainSeries, index, close) {
return {
index: index,
close: mainSeries.yData[index][close],
x: mainSeries.xData[index]
};
}
/* eslint-enable require-jsdoc */
/* *
*
* Class
*
* */
/**
* The Supertrend series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.supertrend
*
* @augments Highcharts.Series
*/
var SupertrendIndicator = /** @class */ (function (_super) {
__extends(SupertrendIndicator, _super);
function SupertrendIndicator() {
var _this = _super !== null && _super.apply(this,
arguments) || this;
/* *
*
* Properties
*
* */
_this.data = void 0;
_this.linkedParent = void 0;
_this.options = void 0;
_this.points = void 0;
return _this;
}
/* *
*
* Functions
*
* */
SupertrendIndicator.prototype.init = function () {
var options,
parentOptions;
SMAIndicator.prototype.init.apply(this, arguments);
options = this.options;
parentOptions = this.linkedParent.options;
// Indicator cropThreshold has to be equal linked series one
// reduced by period due to points comparison in drawGraph method
// (#9787)
options.cropThreshold = (parentOptions.cropThreshold -
(options.params.period - 1));
};
SupertrendIndicator.prototype.drawGraph = function () {
var indicator = this,
indicOptions = indicator.options,
// Series that indicator is linked to
mainSeries = indicator.linkedParent,
mainLinePoints = (mainSeries ? mainSeries.points : []),
indicPoints = indicator.points,
indicPath = indicator.graph,
indicPointsLen = indicPoints.length,
// Points offset between lines
tempOffset = mainLinePoints.length - indicPointsLen,
offset = tempOffset > 0 ? tempOffset : 0,
// @todo: fix when ichi-moku indicator is merged to master.
gappedExtend = {
options: {
gapSize: indicOptions.gapSize
}
},
// Sorted supertrend points array
groupedPoitns = {
top: [],
bottom: [],
intersect: [] // Change trend line points
},
// Options for trend lines
supertrendLineOptions = {
top: {
styles: {
lineWidth: indicOptions.lineWidth,
lineColor: (indicOptions.fallingTrendColor ||
indicOptions.color),
dashStyle: indicOptions.dashStyle
}
},
bottom: {
styles: {
lineWidth: indicOptions.lineWidth,
lineColor: (indicOptions.risingTrendColor ||
indicOptions.color),
dashStyle: indicOptions.dashStyle
}
},
intersect: indicOptions.changeTrendLine
},
close = 3,
// Supertrend line point
point,
// Supertrend line next point (has smaller x pos than point)
nextPoint,
// Main series points
mainPoint,
nextMainPoint,
// Used when supertrend and main points are shifted
// relative to each other
prevMainPoint,
prevPrevMainPoint,
// Used when particular point color is set
pointColor,
// Temporary points that fill groupedPoitns array
newPoint,
newNextPoint;
// Loop which sort supertrend points
while (indicPointsLen--) {
point = indicPoints[indicPointsLen];
nextPoint = indicPoints[indicPointsLen - 1];
mainPoint = mainLinePoints[indicPointsLen - 1 + offset];
nextMainPoint = mainLinePoints[indicPointsLen - 2 + offset];
prevMainPoint = mainLinePoints[indicPointsLen + offset];
prevPrevMainPoint = mainLinePoints[indicPointsLen + offset + 1];
pointColor = point.options.color;
newPoint = {
x: point.x,
plotX: point.plotX,
plotY: point.plotY,
isNull: false
};
// When mainPoint is the last one (left plot area edge)
// but supertrend has additional one
if (!nextMainPoint &&
mainPoint && mainSeries.yData[mainPoint.index - 1]) {
nextMainPoint = createPointObj(mainSeries, mainPoint.index - 1, close);
}
// When prevMainPoint is the last one (right plot area edge)
// but supertrend has additional one (and points are shifted)
if (!prevPrevMainPoint &&
prevMainPoint && mainSeries.yData[prevMainPoint.index + 1]) {
prevPrevMainPoint = createPointObj(mainSeries, prevMainPoint.index + 1, close);
}
// When points are shifted (right or left plot area edge)
if (!mainPoint &&
nextMainPoint && mainSeries.yData[nextMainPoint.index + 1]) {
mainPoint = createPointObj(mainSeries, nextMainPoint.index + 1, close);
}
else if (!mainPoint &&
prevMainPoint && mainSeries.yData[prevMainPoint.index - 1]) {
mainPoint = createPointObj(mainSeries, prevMainPoint.index - 1, close);
}
// Check if points are shifted relative to each other
if (point &&
mainPoint &&
prevMainPoint &&
nextMainPoint &&
point.x !== mainPoint.x) {
if (point.x === prevMainPoint.x) {
nextMainPoint = mainPoint;
mainPoint = prevMainPoint;
}
else if (point.x === nextMainPoint.x) {
mainPoint = nextMainPoint;
nextMainPoint = {
close: mainSeries.yData[mainPoint.index - 1][close],
x: mainSeries.xData[mainPoint.index - 1]
};
}
else if (prevPrevMainPoint && point.x === prevPrevMainPoint.x) {
mainPoint = prevPrevMainPoint;
nextMainPoint = prevMainPoint;
}
}
if (nextPoint && nextMainPoint && mainPoint) {
newNextPoint = {
x: nextPoint.x,
plotX: nextPoint.plotX,
plotY: nextPoint.plotY,
isNull: false
};
if (point.y >= mainPoint.close &&
nextPoint.y >= nextMainPoint.close) {
point.color = (pointColor || indicOptions.fallingTrendColor ||
indicOptions.color);
groupedPoitns.top.push(newPoint);
}
else if (point.y < mainPoint.close &&
nextPoint.y < nextMainPoint.close) {
point.color = (pointColor || indicOptions.risingTrendColor ||
indicOptions.color);
groupedPoitns.bottom.push(newPoint);
}
else {
groupedPoitns.intersect.push(newPoint);
groupedPoitns.intersect.push(newNextPoint);
// Additional null point to make a gap in line
groupedPoitns.intersect.push(merge(newNextPoint, {
isNull: true
}));
if (point.y >= mainPoint.close &&
nextPoint.y < nextMainPoint.close) {
point.color = (pointColor || indicOptions.fallingTrendColor ||
indicOptions.color);
nextPoint.color = (pointColor || indicOptions.risingTrendColor ||
indicOptions.color);
groupedPoitns.top.push(newPoint);
groupedPoitns.top.push(merge(newNextPoint, {
isNull: true
}));
}
else if (point.y < mainPoint.close &&
nextPoint.y >= nextMainPoint.close) {
point.color = (pointColor || indicOptions.risingTrendColor ||
indicOptions.color);
nextPoint.color = (pointColor || indicOptions.fallingTrendColor ||
indicOptions.color);
groupedPoitns.bottom.push(newPoint);
groupedPoitns.bottom.push(merge(newNextPoint, {
isNull: true
}));
}
}
}
else if (mainPoint) {
if (point.y >= mainPoint.close) {
point.color = (pointColor || indicOptions.fallingTrendColor ||
indicOptions.color);
groupedPoitns.top.push(newPoint);
}
else {
point.color = (pointColor || indicOptions.risingTrendColor ||
indicOptions.color);
groupedPoitns.bottom.push(newPoint);
}
}
}
// Generate lines:
objectEach(groupedPoitns, function (values, lineName) {
indicator.points = values;
indicator.options = merge(supertrendLineOptions[lineName].styles, gappedExtend);
indicator.graph = indicator['graph' + lineName + 'Line'];
SMAIndicator.prototype.drawGraph.call(indicator);
// Now save line
indicator['graph' + lineName + 'Line'] = indicator.graph;
});
// Restore options:
indicator.points = indicPoints;
indicator.options = indicOptions;
indicator.graph = indicPath;
};
// Supertrend (Multiplier, Period) Formula:
// BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR(Period)
// BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR(Period)
// FINAL UPPERBAND =
// IF(
// Current BASICUPPERBAND < Previous FINAL UPPERBAND AND
// Previous Close > Previous FINAL UPPERBAND
// ) THEN (Current BASIC UPPERBAND)
// ELSE (Previous FINALUPPERBAND)
// FINAL LOWERBAND =
// IF(
// Current BASIC LOWERBAND > Previous FINAL LOWERBAND AND
// Previous Close < Previous FINAL LOWERBAND
// ) THEN (Current BASIC LOWERBAND)
// ELSE (Previous FINAL LOWERBAND)
// SUPERTREND =
// IF(
// Previous Supertrend == Previous FINAL UPPERBAND AND
// Current Close < Current FINAL UPPERBAND
// ) THAN Current FINAL UPPERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL LOWERBAND AND
// Current Close < Current FINAL LOWERBAND
// ) THAN Current FINAL UPPERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL UPPERBAND AND
// Current Close > Current FINAL UPPERBAND
// ) THAN Current FINAL LOWERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL LOWERBAND AND
// Current Close > Current FINAL LOWERBAND
// ) THAN Current FINAL LOWERBAND
SupertrendIndicator.prototype.getValues = function (series, params) {
var period = params.period,
multiplier = params.multiplier,
xVal = series.xData,
yVal = series.yData,
ATRData = [],
// 0- date, 1- Supertrend indicator
ST = [],
xData = [],
yData = [],
close = 3,
low = 2,
high = 1,
periodsOffset = (period === 0) ? 0 : period - 1,
basicUp,
basicDown,
finalUp = [],
finalDown = [],
supertrend,
prevFinalUp,
prevFinalDown,
prevST, // previous Supertrend
prevY,
y,
i;
if ((xVal.length <= period) || !isArray(yVal[0]) ||
yVal[0].length !== 4 || period < 0) {
return;
}
ATRData = ATRIndicator.prototype.getValues.call(this, series, {
period: period
}).yData;
for (i = 0; i < ATRData.length; i++) {
y = yVal[periodsOffset + i];
prevY = yVal[periodsOffset + i - 1] || [];
prevFinalUp = finalUp[i - 1];
prevFinalDown = finalDown[i - 1];
prevST = yData[i - 1];
if (i === 0) {
prevFinalUp = prevFinalDown = prevST = 0;
}
basicUp = correctFloat((y[high] + y[low]) / 2 + multiplier * ATRData[i]);
basicDown = correctFloat((y[high] + y[low]) / 2 - multiplier * ATRData[i]);
if ((basicUp < prevFinalUp) ||
(prevY[close] > prevFinalUp)) {
finalUp[i] = basicUp;
}
else {
finalUp[i] = prevFinalUp;
}
if ((basicDown > prevFinalDown) ||
(prevY[close] < prevFinalDown)) {
finalDown[i] = basicDown;
}
else {
finalDown[i] = prevFinalDown;
}
if (prevST === prevFinalUp && y[close] < finalUp[i] ||
prevST === prevFinalDown && y[close] < finalDown[i]) {
supertrend = finalUp[i];
}
else if (prevST === prevFinalUp && y[close] > finalUp[i] ||
prevST === prevFinalDown && y[close] > finalDown[i]) {
supertrend = finalDown[i];
}
ST.push([xVal[periodsOffset + i], supertrend]);
xData.push(xVal[periodsOffset + i]);
yData.push(supertrend);
}
return {
values: ST,
xData: xData,
yData: yData
};
};
/**
* Supertrend indicator. This series requires the `linkedTo` option to be
* set and should be loaded after the `stock/indicators/indicators.js` and
* `stock/indicators/sma.js`.
*
* @sample {highstock} stock/indicators/supertrend
* Supertrend indicator
*
* @extends plotOptions.sma
* @since 7.0.0
* @product highstock
* @excluding allAreas, cropThreshold, negativeColor, colorAxis, joinBy,
* keys, navigatorOptions, pointInterval, pointIntervalUnit,
* pointPlacement, pointRange, pointStart, showInNavigator,
* stacking, threshold
* @requires stock/indicators/indicators
* @requires stock/indicators/supertrend
* @optionparent plotOptions.supertrend
*/
SupertrendIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
/**
* Paramters used in calculation of Supertrend indicator series points.
*
* @excluding index
*/
params: {
/**
* Multiplier for Supertrend Indicator.
*/
multiplier: 3,
/**
* The base period for indicator Supertrend Indicator calculations.
* This is the number of data points which are taken into account
* for the indicator calculations.
*/
period: 10
},
/**
* Color of the Supertrend series line that is beneath the main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with risingTrendColor
*
* @type {Highcharts.ColorString|Highcharts.GradientColorObject|Highcharts.PatternObject}
*/
risingTrendColor: palette.indicatorPositiveLine,
/**
* Color of the Supertrend series line that is above the main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with fallingTrendColor
*
* @type {Highcharts.ColorString|Highcharts.GradientColorObject|Highcharts.PatternObject}
*/
fallingTrendColor: palette.indicatorNegativeLine,
/**
* The styles for the Supertrend line that intersect main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with changeTrendLine
*/
changeTrendLine: {
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: palette.neutralColor80,
/**
* The dash or dot style of the grid lines. For possible
* values, see
* [this demonstration](https://jsfiddle.net/gh/get/library/pure/highcharts/highcharts/tree/master/samples/highcharts/plotoptions/series-dashstyle-all/).
*
* @sample {highcharts} highcharts/yaxis/gridlinedashstyle/
* Long dashes
* @sample {highstock} stock/xaxis/gridlinedashstyle/
* Long dashes
*
* @type {Highcharts.DashStyleValue}
* @since 7.0.0
*/
dashStyle: 'LongDash'
}
}
});
return SupertrendIndicator;
}(SMAIndicator));
extend(SupertrendIndicator.prototype, {
nameBase: 'Supertrend',
nameComponents: ['multiplier', 'period'],
requiredIndicators: ['atr']
});
SeriesRegistry.registerSeriesType('supertrend', SupertrendIndicator);
/* *
*
* Default Export
*
* */
/**
* A `Supertrend indicator` series. If the [type](#series.supertrend.type)
* option is not specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.supertrend
* @since 7.0.0
* @product highstock
* @excluding allAreas, colorAxis, cropThreshold, data, dataParser, dataURL,
* joinBy, keys, navigatorOptions, negativeColor, pointInterval,
* pointIntervalUnit, pointPlacement, pointRange, pointStart,
* showInNavigator, stacking, threshold
* @requires stock/indicators/indicators
* @requires stock/indicators/supertrend
* @apioption series.supertrend
*/
''; // to include the above in the js output
return SupertrendIndicator;
});
_registerModule(_modules, 'masters/indicators/supertrend.src.js', [], function () {
});
}));