quantitative/src/williamsFractal.js

Apply indicators and strategies to time-series price data natively in Javascript.

export async function williamsFractal(periods, timeseries) {
    if (periods < 2) return null

    let upflagDownFrontier = true,
        upflagUpFrontier0 = true,
        upflagUpFrontier1 = true,
        upflagUpFrontier2 = true,
        upflagUpFrontier3 = true,
        upflagUpFrontier4 = true

    for (let i = 1; i < periods; i++) {
        upflagDownFrontier = upflagDownFrontier && high[n - i] < high[n]

        upflagUpFrontier0 = upflagUpFrontier0 && high[n + i] < high[n]

        upflagUpFrontier1 =
            upflagUpFrontier1 &&
            high[n + 1] <= high[n] &&
            high[n + i + 1] < high[n]

        upflagUpFrontier2 =
            upflagUpFrontier2 &&
            high[n + 1] <= high[n] &&
            high[n + 2] <= high[n] &&
            high[n + i + 2] < high[n]

        upflagUpFrontier3 =
            upflagUpFrontier3 &&
            high[n + 1] <= high[n] &&
            high[n + 2] <= high[n] &&
            high[n + 3] <= high[n] &&
            high[n + i + 3] < high[n]

        upflagUpFrontier4 =
            upflagUpFrontier4 &&
            high[n + 1] <= high[n] &&
            high[n + 2] <= high[n] &&
            high[n + 3] <= high[n] &&
            high[n + 4] <= high[n] &&
            high[n + i + 4] < high[n]
    }
}