ohlcv-indicators 1.1.9 → 1.2.0

package/index.js

@@ -5,6 +5,7 @@ import {bollingerBands} from './src/moving-averages/bollingerBands.js'
 import { rsi } from './src/oscillators/rsi.js'
 import { VolumeProfile } from './src/studies/volumeProfile.js'
 import {findCrosses} from './src/utilities.js'
+import { candles } from './src/studies/candles.js'
 
 export default class OHLCV_INDICATORS {
     constructor() {
@@ -137,4 +138,9 @@ export default class OHLCV_INDICATORS {
         rsi(this, period, movingAverage, movingAveragePeriod)
         return this
     }
+    candles()
+    {
+        candles(this)
+        return this
+    }
 }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "ohlcv-indicators",
-  "version": "1.1.9",
+  "version": "1.2.0",
   "description": "A JavaScript library featuring optimized trading indicators for OHLCV arrays [{open, high, low, close, value}]. This library is optimized for backtesting and trading bot development.",
   "main": "index.js",
   "type": "module",
@@ -11,8 +11,7 @@
   "author": "https://jaimelias.com/",
   "license": "ISC",
   "dependencies": {
-    "@debut/indicators": "^1.3.20",
-    "bignumber.js": "^9.1.2"
+    "@debut/indicators": "^1.3.20"
   },
   "devDependencies": {
     "dotenv": "^16.4.5",

package/src/studies/candles.js

@@ -0,0 +1,165 @@
+export const candles = main => {
+
+    const {ohlcv} = main
+    
+    const cols = getCandlestickPattern(ohlcv)
+
+    for(let k in cols)
+    {
+        main.addColumn(`candle_${k}`.toLowerCase(), cols[k])
+    }
+
+}
+
+
+export const getCandlestickPattern = ohlcv => {
+    const { open, high, low, close } = ohlcv;
+    const length = open.length;
+  
+    // Ensure input arrays are valid and of equal length
+    if (![open, high, low, close].every(o => Array.isArray(o) && o.length > 1 && o.length === length)) {
+      return { pattern: [], name: [], score: [] };
+    }
+  
+    // Helper function to check if two numbers are close
+    const isCloseTo = (a, b, epsilon = 0.0001) => Math.abs(a - b) < epsilon;
+  
+    // Conditions for bullish and bearish patterns
+    const conditions = {
+      bullish: [
+        {
+          name: 'Marubozu',
+          condition: (prev, curr) => isCloseTo(curr.open, curr.low) && isCloseTo(curr.close, curr.high),
+          score: 3
+        },
+        {
+          name: 'Engulfing',
+          condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.low < prev.low && curr.high > prev.high,
+          score: 2
+        },
+        {
+          name: 'Kicker',
+          condition: (prev, curr) => curr.open < prev.open && curr.close > curr.open && prev.close < prev.open,
+          score: 2
+        },
+        {
+          name: 'Morning Star',
+          condition: (prev, curr) => curr.close > prev.close && curr.open < prev.open && prev.close < prev.open,
+          score: 2
+        },
+        {
+          name: 'Piercing Line',
+          condition: (prev, curr) => curr.close > prev.close && curr.open < prev.open && curr.close > ((prev.open + prev.close) / 2),
+          score: 1
+        },
+        {
+          name: 'Belt Hold',
+          condition: (prev, curr) => curr.open > prev.open && isCloseTo(curr.close, curr.high) && isCloseTo(prev.close, prev.low),
+          score: 1
+        },
+        {
+          name: 'Harami',
+          condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.open < prev.open && curr.close > prev.close,
+          score: 1
+        },
+        {
+          name: 'Doji',
+          condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
+          score: 0
+        }
+      ],
+      bearish: [
+        {
+          name: 'Marubozu',
+          condition: (prev, curr) => isCloseTo(curr.open, curr.high) && isCloseTo(curr.close, curr.low),
+          score: -3
+        },
+        {
+          name: 'Engulfing',
+          condition: (prev, curr) => curr.open > prev.close && curr.close < prev.open && curr.high > prev.high && curr.low < prev.low,
+          score: -2
+        },
+        {
+          name: 'Kicker',
+          condition: (prev, curr) => curr.open > prev.open && curr.close < curr.open && prev.close > prev.open,
+          score: -2
+        },
+        {
+          name: 'Evening Star',
+          condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && prev.close < prev.open,
+          score: -2
+        },
+        {
+          name: 'Dark Cloud Cover',
+          condition: (prev, curr) => curr.close < prev.close && curr.open > prev.open && curr.close < ((prev.open + prev.close) / 2),
+          score: -1
+        },
+        {
+          name: 'Belt Hold',
+          condition: (prev, curr) => curr.open < prev.open && isCloseTo(curr.close, curr.low) && isCloseTo(prev.close, prev.high),
+          score: -1
+        },
+        {
+          name: 'Harami',
+          condition: (prev, curr) => curr.open < prev.close && curr.close > prev.open && curr.open > prev.open && curr.close < prev.close,
+          score: -1
+        },
+        {
+          name: 'Doji',
+          condition: (prev, curr) => isCloseTo(curr.close, curr.open) && (curr.high - curr.low) > Math.abs(curr.close - curr.open),
+          score: 0
+        }
+      ]
+    };
+  
+    // Helper function to check priority of patterns
+    const priorityCheck = (prev, curr, patterns) => {
+      for (const { name, condition, score } of patterns) {
+        if (condition(prev, curr)) {
+          return { name, score };
+        }
+      }
+      return null;
+    };
+  
+    // Arrays to store pattern results
+    const patternArray = [];
+    const nameArray = [];
+    const scoreArray = [];
+  
+    // Loop through each data point starting from the second one
+    for (let i = 1; i < length; i++) {
+      const prev = {
+        open: open[i - 1],
+        high: high[i - 1],
+        low: low[i - 1],
+        close: close[i - 1]
+      };
+  
+      const curr = {
+        open: open[i],
+        high: high[i],
+        low: low[i],
+        close: close[i]
+      };
+  
+      const result = priorityCheck(prev, curr, conditions.bullish) || priorityCheck(prev, curr, conditions.bearish);
+  
+      if (result) {
+        patternArray.push(result.score > 0 ? 'Bullish' : 'Bearish');
+        nameArray.push(result.name);
+        scoreArray.push(result.score);
+      } else {
+        patternArray.push('');
+        nameArray.push('');
+        scoreArray.push(0);
+      }
+    }
+  
+    return {
+      pattern: patternArray,
+      name: nameArray,
+      score: scoreArray
+    };
+  };
+