openalgo-charts 2.3.2 → 2.4.0

package/dist/openalgo-charts.indicators.mjs

@@ -1,2 +1,2 @@
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l=qo[e],t=zo[e];return[{key:`${l}PivotColor`,type:"color",label:"Pivot",default:"#ffeb3b",group:t},{key:`${l}SupportColor`,type:"color",label:"Support",default:"#4caf50",group:t},{key:`${l}ResistanceColor`,type:"color",label:"Resistance",default:"#ff5252",group:t},{key:`${l}CprColor`,type:"color",label:"CPR",default:"#ff9800",group:t},{key:`${l}FillColor`,type:"color",label:"CPR Fill",default:"#f47676",group:t}]}function Go(e,l,t,o,n){const r=e.length,a=Io(r),i=Io(r),s=Io(r),c=Io(r),p=Io(r),y=Io(r),u=Io(r),f=Io(r),d=Io(r);if(t){const t=Eo(e,l,n);let m=NaN,h=NaN,b=NaN,g=NaN,k=NaN,w=NaN;for(let l=0;l<r;l++){t[l]&&(m=g,h=k,b=w,g=NaN,k=NaN);const n=e[l];if(g=Number.isFinite(g)?Math.max(g,n.high):n.high,k=Number.isFinite(k)?Math.min(k,n.low):n.low,w=n.close,!Number.isFinite(m)||!Number.isFinite(h)||!Number.isFinite(b))continue;const r=(m+h+b)/3,C=m-h,v=2*r-m,M=2*r-h,A=(m+h)/2;o.pivot&&(a[l]=r),o.support&&(o.s1r1&&(i[l]=v),s[l]=r-C,c[l]=v-C),o.resistance&&(o.s1r1&&(p[l]=M),y[l]=r+C,u[l]=M+C),o.cpr&&(f[l]=A,d[l]=2*r-A)}}const m=qo[l];return{[`${m}Pivot`]:K(a),[`${m}S1`]:K(i),[`${m}S2`]:K(s),[`${m}S3`]:K(c),[`${m}R1`]:K(p),[`${m}R2`]:K(y),[`${m}R3`]:K(u),[`${m}Bc`]:K(f),[`${m}Tc`]:K(d)}}const Xo={id:"cpr",name:"CPR with Floor Pivot",category:"Trend",placement:"onchart",inputs:[{key:"pivotMode",type:"select",label:"Select Pivot Mode",default:"auto",options:[{label:"Auto",value:"auto"},{label:"Manual",value:"manual"}]},{key:"showDaily",type:"boolean",label:"Show Daily CPR (Manual)",default:!0},{key:"showWeekly",type:"boolean",label:"Show Weekly CPR (Manual)",default:!1},{key:"showMonthly",type:"boolean",label:"Show Monthly CPR (Manual)",default:!1},{key:"displaypivots",type:"boolean",label:"Plot Pivot",default:!0},{key:"displaysupport",type:"boolean",label:"Plot 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l||""===l||l===r?r:a(l)?l:r})(l);return{...Go(e,"daily",i.daily,n,s),...Go(e,"weekly",i.weekly,n,s),...Go(e,"monthly",i.monthly,n,s)}}};const Jo={id:"alphatrend",name:"AlphaTrend",category:"Trend",placement:"onchart",inputs:[{key:"coeff",type:"number",label:"Multiplier",default:1,min:0,max:20,step:.1},{key:"AP",type:"number",label:"Common Period",default:14,min:1,max:500,step:1},{key:"source",type:"source",label:"Source",default:"close"},{key:"showsignalsk",type:"boolean",label:"Show Signals",default:!0},{key:"novolumedata",type:"boolean",label:"Change calculation (no volume data)",default:!1},{key:"color",type:"color",label:"AlphaTrend",default:"#0022fc"},{key:"lagColor",type:"color",label:"AlphaTrend Lag",default:"#fc0400"},{key:"risingFillColor",type:"color",label:"Rising Fill",default:"#00e60f"},{key:"fallingFillColor",type:"color",label:"Falling Fill",default:"#80000b"},{key:"buyColor",type:"color",label:"Buy",default:"#0022fc"},{key:"sellColor",type:"color",label:"Sell",default:"#880e4f"}],plots:[{key:"alphatrend",type:"line",title:"AlphaTrend",colorKey:"color",style:{lineWidth:3}},{key:"lagged",type:"line",title:"AlphaTrend Lag",colorKey:"lagColor",style:{lineWidth:3}}],fills:[{between:["alphatrend","lagged"],colorUpKey:"risingFillColor",colorDownKey:"fallingFillColor",opacity:1}],markers:({bars:e,values:l,settings:t})=>{if(!1===t.showsignalsk)return[];const o=l.buySignal??[],n=l.sellSignal??[],r=[];for(let l=0;l<e.length;l++){const a=o[l];if(null!=a){r.push({time:e[l].time,position:"atPrice",price:a,shape:"labelUp",size:"tiny",color:Po(t,"buyColor","#0022fc"),text:"BUY"});continue}const i=n[l];null!=i&&r.push({time:e[l].time,position:"atPrice",price:i,shape:"labelDown",size:"tiny",color:Po(t,"sellColor","#880e4f"),text:"SELL"})}return r},calc:(l,t)=>{const o=l.length,n=Io(o),r=Io(o),a=Io(o),i=Io(o);if(0===o)return{alphatrend:[],lagged:[],buySignal:[],sellSignal:[]};const s=Math.max(1,Math.round(To(t,"AP",14))),c=To(t,"coeff",1),u=!0===t.novolumedata,f=!1!==t.showsignalsk,d=l.map(e=>e.high),m=l.map(e=>e.low),h=l.map(e=>e.close),b=A(y(d,m,h),s),g=u?p(e(l,((e,l="source")=>e[l]??"close")(t)),s):function(e,l,t){const o=e.length,n=Io(o);if(t<=0||0===o)return n;const r=new Array(o).fill(0),a=new Array(o).fill(0);for(let t=1;t<o;t++){const o=e[t]*l[t];e[t]>e[t-1]?r[t]=o:e[t]<e[t-1]&&(a[t]=o)}const i=H(r,t),s=H(a,t);for(let e=t;e<o;e++)n[e]=0===s[e]?100:100-100/(1+i[e]/s[e]);return n}(l.map(e=>(e.high+e.low+e.close)/3),l.map(e=>e.volume??0),s);for(let e=0;e<o;e++){const t=e>0&&Number.isFinite(n[e-1])?n[e-1]:0;if(!Number.isFinite(b[e])||!Number.isFinite(g[e]))continue;const o=b[e]*c;n[e]=g[e]>=50?Math.max(l[e].low-o,t):Math.min(l[e].high+o,t)}for(let e=2;e<o;e++)r[e]=n[e-2];const k=new Array(o).fill(!1),w=new Array(o).fill(!1);for(let 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t=e[l],n=Vn(i,t.time,o,s);if(0===l||n!==v)w.push({start:t.time,open:t.open,high:t.high,low:t.low,close:t.close,volume:void 0===t.volume?null:t.volume}),k[l]=!0;else{const e=w[w.length-1];!Hn(e.open)&&Hn(t.open)&&(e.open=t.open),Hn(t.high)&&(!Hn(e.high)||t.high>e.high)&&(e.high=t.high),Hn(t.low)&&(!Hn(e.low)||t.low<e.low)&&(e.low=t.low),Hn(t.close)&&(e.close=t.close),void 0!==t.volume&&(e.volume=(e.volume??0)+t.volume)}C[l]=w.length-1,v=n}let M=NaN,A=NaN,N=null;for(let l=0;l<c;l++){const t=e[l],o=C[l];if(n>0){const e=o-n;if(e<0)continue;const t=w[e];p[l]=t.open,y[l]=t.high,u[l]=t.low,f[l]=t.close,d[l]=t.volume,m[l]=t.start;continue}const r=w[o];m[l]=r.start,a?(p[l]=r.open,y[l]=r.high,u[l]=r.low,f[l]=r.close,d[l]=r.volume):(k[l]?(M=t.high,A=t.low,N=void 0===t.volume?null:t.volume):(Hn(t.high)&&(!Hn(M)||t.high>M)&&(M=t.high),Hn(t.low)&&(!Hn(A)||t.low<A)&&(A=t.low),void 0!==t.volume&&(N=(N??0)+t.volume)),p[l]=r.open,y[l]=Hn(M)?M:null,u[l]=Hn(A)?A:null,f[l]=Hn(t.close)?t.close:null,d[l]=N)}return{open:p,high:y,low:u,close:f,volume:d,bucketStart:m,isNew:k}}const $n="indicators",qn=[ne,ae,re,ye,ie,ue,he,fe,me,Ce,ve,Me,Ae,Ne,xe,Se,Le,Ke,We,De,...al,...kl,...Pl,...Yl,...nt,...Lt,...$t,...to,...wo,...Uo,...Qo,...pn,...Fn];let zn=!1;function Zn(){if(!zn){zn=!0;for(const e of qn)M(e)}}Zn();export{nt as ADAPTIVE_INDICATORS,De as ADL,Ae as ADX,At as ALLIGATOR,$e as ALMA,Jo as ALPHATREND,cl as AROON,pl as AROON_OSCILLATOR,Se as ATR,Wl as AVERAGE_DAILY_RANGE,Lt as AVERAGE_INDICATORS,yl as AWESOME_OSCILLATOR,ul as BALANCE_OF_POWER,Ll as BB_TREND,ie as BOLLINGER,Sl as BOLLINGER_BANDWIDTH,xl as BOLLINGER_PERCENT_B,qn as BUILTIN_INDICATORS,Ne as CCI,El as CHAIKIN_MONEY_FLOW,$l as CHAIKIN_OSCILLATOR,Rl as CHAIKIN_VOLATILITY,Ge as CHANDELIER_EXIT,je as CHANDE_KROLL_STOP,fl as CHANDE_MOMENTUM,Bl as CHOPPINESS_INDEX,Fl as CHOP_ZONE,gl as CONNORS_RSI,Ro as CONSOLIDATION_BREAKOUT,dl as COPPOCK_CURVE,Xo as CPR,qe as DEMA,Ye as DONCHIAN,ml as DPO,ql as EASE_OF_MOVEMENT,zl as ELDER_FORCE_INDEX,ae as EMA,Ze as ENVELOPE,hl as FISHER_TRANSFORM,Yl as FLOW_INDICATORS,he as HALFTREND,Kl as HISTORICAL_VOLATILITY,ze as HMA,rl as HULL_SUITE,me as ICHIMOKU,to as INDEX_INDICATORS,$n as INDICATORS_TIER,_l as KAMA,Ql as KELTNER_CHANNEL,lt as KLINGER_OSCILLATOR,tt as KNOW_SURE_THING,ot as LINREG_SLOPE,et as LSMA,ve as MACD,eo as MASS_INDEX,Je as MA_CHANNEL,dt as MA_CROSS,wt as MA_RIBBON,mt as MCGINLEY_DYNAMIC,ht as MEDIAN,xe as MFI,Rt as MOMENTUM,Zl as NET_VOLUME,Xt as NVI,We as OBV,kl as OSCILLATOR_INDICATORS,al as OVERLAY_INDICATORS,fe as PARABOLIC_SAR,Pt as PPO,Jt as PVI,Qt as PVO,_t as PVT,_o as RANGE_ANALYSIS,wo as RANGE_INDICATORS,mo as RELATIVE_VIGOR_INDEX,ho as RELATIVE_VOLATILITY_INDEX,Ut as ROC,Ce as RSI,Fo as RSI_DIVERGENCE,Dn as SEASONALITY,Fn as SEASONALITY_INDICATORS,Uo as SIGNAL_INDICATORS,ne as SMA,Et as SMI,Vt as SMI_ERGODIC_INDICATOR,Ht as SMI_ERGODIC_OSCILLATOR,Nt as SMMA,ko as SPECIAL_K,Ul as STANDARD_DEVIATION,Tl as STANDARD_ERROR,Xe as STANDARD_ERROR_BANDS,Me as STOCHASTIC,yo as STOCHASTIC_RSI,$t as STRENGTH_INDICATORS,Qo as STUDY_INDICATORS,ue as SUPERTREND,St as T3,Ct as TEMA,Ko as TREND_STRENGTH_INDEX,Ot as TRIX,It as TSI,vt as TWAP,lo as ULCER_INDEX,fo as ULTIMATE_OSCILLATOR,Pl as VOLATILITY_INDICATORS,Bo as VOLATILITY_STOP,Ke as VOLUME,Lo as VORTEX,ye as VWAP,Mt as VWMA,cn as WAVETREND,pn as WAVETREND_INDICATORS,Do as WILLIAMS_FRACTALS,uo as WILLIAMS_PERCENT_R,Le as WILLIAMS_VIX_FIX,re as WMA,bo as WOODIES_CCI,T as alma,_ as barsSince,j as cci,D as change,bl as connorsStreak,Y as correlation,On as createTier2Indicator,E as cumulative,R as dev,L as highest,O as highestBars,$ as linreg,B as lowest,I as lowestBars,K as nulls,U as percentRank,Z as percentileNearestRank,G as pivotHigh,X as pivotLow,Zn as registerBuiltinIndicators,x as rma,F as roc,H as rollingSum,En as securitySeries,A as sma,W as smaSeededEma,S as stdev,z as stoch,q as swma,Q as valueWhen,P as vwma,N as wma};
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