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/* *
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* (c) 2010-2021 Rafal Sebestjanski
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*
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* Directional Movement Index (DMI) indicator for Highcharts Stock
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*
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* License: www.highcharts.com/license
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*
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* !!!!!!! SOURCE GETS TRANSPILED BY TYPESCRIPT. EDIT TS FILE ONLY. !!!!!!!
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*
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* */
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'use strict';
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var __extends = (this && this.__extends) || (function () {
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var extendStatics = function (d, b) {
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extendStatics = Object.setPrototypeOf ||
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({ __proto__: [] } instanceof Array && function (d, b) { d.__proto__ = b; }) ||
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function (d, b) { for (var p in b) if (Object.prototype.hasOwnProperty.call(b, p)) d[p] = b[p]; };
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return extendStatics(d, b);
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};
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return function (d, b) {
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if (typeof b !== "function" && b !== null)
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throw new TypeError("Class extends value " + String(b) + " is not a constructor or null");
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extendStatics(d, b);
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function __() { this.constructor = d; }
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d.prototype = b === null ? Object.create(b) : (__.prototype = b.prototype, new __());
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};
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})();
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import MultipleLinesComposition from '../MultipleLinesComposition.js';
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import SeriesRegistry from '../../../Core/Series/SeriesRegistry.js';
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var SMAIndicator = SeriesRegistry.seriesTypes.sma;
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import U from '../../../Core/Utilities.js';
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var correctFloat = U.correctFloat, extend = U.extend, isArray = U.isArray, merge = U.merge;
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/* *
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*
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* Class
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*
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* */
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/**
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* The Directional Movement Index (DMI) series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.dmi
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*
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* @augments Highcharts.Series
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*/
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var DMIIndicator = /** @class */ (function (_super) {
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__extends(DMIIndicator, _super);
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function DMIIndicator() {
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/* *
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*
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* Static Properties
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*
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* */
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var _this = _super !== null && _super.apply(this, arguments) || this;
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/* *
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*
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* Properties
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*
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* */
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_this.options = void 0;
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return _this;
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}
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/* *
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*
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* Functions
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*
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* */
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DMIIndicator.prototype.calculateDM = function (yVal, i, isPositiveDM) {
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var currentHigh = yVal[i][1], currentLow = yVal[i][2], previousHigh = yVal[i - 1][1], previousLow = yVal[i - 1][2];
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var DM;
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if (currentHigh - previousHigh > previousLow - currentLow) {
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// for +DM
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DM = isPositiveDM ? Math.max(currentHigh - previousHigh, 0) : 0;
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}
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else {
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// for -DM
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DM = !isPositiveDM ? Math.max(previousLow - currentLow, 0) : 0;
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}
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return correctFloat(DM);
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};
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DMIIndicator.prototype.calculateDI = function (smoothedDM, tr) {
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return smoothedDM / tr * 100;
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};
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DMIIndicator.prototype.calculateDX = function (plusDI, minusDI) {
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return correctFloat(Math.abs(plusDI - minusDI) / Math.abs(plusDI + minusDI) * 100);
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};
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DMIIndicator.prototype.smoothValues = function (accumulatedValues, currentValue, period) {
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return correctFloat(accumulatedValues - accumulatedValues / period + currentValue);
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};
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DMIIndicator.prototype.getTR = function (currentPoint, prevPoint) {
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return correctFloat(Math.max(
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// currentHigh - currentLow
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currentPoint[1] - currentPoint[2],
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// currentHigh - previousClose
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!prevPoint ? 0 : Math.abs(currentPoint[1] - prevPoint[3]),
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// currentLow - previousClose
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!prevPoint ? 0 : Math.abs(currentPoint[2] - prevPoint[3])));
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};
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DMIIndicator.prototype.getValues = function (series, params) {
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var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, DMI = [], xData = [], yData = [];
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if (
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// Check period, if bigger than points length, skip
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(xVal.length <= period) ||
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// Only ohlc data is valid
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!isArray(yVal[0]) ||
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yVal[0].length !== 4) {
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return;
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}
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var prevSmoothedPlusDM = 0, prevSmoothedMinusDM = 0, prevSmoothedTR = 0, i;
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for (i = 1; i < yValLen; i++) {
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var smoothedPlusDM = void 0, smoothedMinusDM = void 0, smoothedTR = void 0, plusDM = // +DM
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void 0, // +DM
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minusDM = // -DM
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void 0, // -DM
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TR = void 0, plusDI = // +DI
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void 0, // +DI
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minusDI = // -DI
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void 0, // -DI
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DX = void 0;
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if (i <= period) {
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plusDM = this.calculateDM(yVal, i, true);
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minusDM = this.calculateDM(yVal, i);
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TR = this.getTR(yVal[i], yVal[i - 1]);
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// Accumulate first period values to smooth them later
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prevSmoothedPlusDM += plusDM;
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prevSmoothedMinusDM += minusDM;
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prevSmoothedTR += TR;
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// Get all values for the first point
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if (i === period) {
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plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
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minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
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DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
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DMI.push([xVal[i], DX, plusDI, minusDI]);
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xData.push(xVal[i]);
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yData.push([DX, plusDI, minusDI]);
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}
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}
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else {
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// Calculate current values
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plusDM = this.calculateDM(yVal, i, true);
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minusDM = this.calculateDM(yVal, i);
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TR = this.getTR(yVal[i], yVal[i - 1]);
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// Smooth +DM, -DM and TR
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smoothedPlusDM = this.smoothValues(prevSmoothedPlusDM, plusDM, period);
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smoothedMinusDM = this.smoothValues(prevSmoothedMinusDM, minusDM, period);
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smoothedTR = this.smoothValues(prevSmoothedTR, TR, period);
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// Save current smoothed values for the next step
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prevSmoothedPlusDM = smoothedPlusDM;
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prevSmoothedMinusDM = smoothedMinusDM;
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prevSmoothedTR = smoothedTR;
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// Get all next points (except the first one calculated above)
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plusDI = this.calculateDI(prevSmoothedPlusDM, prevSmoothedTR);
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minusDI = this.calculateDI(prevSmoothedMinusDM, prevSmoothedTR);
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DX = this.calculateDX(prevSmoothedPlusDM, prevSmoothedMinusDM);
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DMI.push([xVal[i], DX, plusDI, minusDI]);
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xData.push(xVal[i]);
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yData.push([DX, plusDI, minusDI]);
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}
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}
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return {
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values: DMI,
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xData: xData,
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yData: yData
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};
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};
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/**
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* Directional Movement Index (DMI).
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* This series requires the `linkedTo` option to be set and should
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* be loaded after the `stock/indicators/indicators.js` file.
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*
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* @sample stock/indicators/dmi
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* DMI indicator
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*
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* @extends plotOptions.sma
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* @since 9.1.0
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* @product highstock
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* @excluding allAreas, colorAxis, joinBy, keys, navigatorOptions,
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* pointInterval, pointIntervalUnit, pointPlacement,
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* pointRange, pointStart, showInNavigator, stacking
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* @requires stock/indicators/indicators
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* @requires stock/indicators/dmi
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* @optionparent plotOptions.dmi
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*/
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DMIIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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/**
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* @excluding index
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*/
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params: {
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index: void 0 // unused index, do not inherit (#15362)
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},
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marker: {
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enabled: false
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},
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tooltip: {
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pointFormat: '<span style="color: {point.color}">' +
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'\u25CF</span><b> {series.name}</b><br/>' +
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'<span style="color: {point.color}">DX</span>: {point.y}<br/>' +
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'<span style="color: ' +
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'{point.series.options.plusDILine.styles.lineColor}">' +
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'+DI</span>: {point.plusDI}<br/>' +
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'<span style="color: ' +
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'{point.series.options.minusDILine.styles.lineColor}">' +
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'-DI</span>: {point.minusDI}<br/>'
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},
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/**
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* +DI line options.
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*/
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plusDILine: {
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/**
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* Styles for the +DI line.
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*/
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styles: {
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/**
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* Pixel width of the line.
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*/
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lineWidth: 1,
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/**
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* Color of the line.
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*
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* @type {Highcharts.ColorString}
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*/
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lineColor: "#06b535" /* Palette.positiveColor */ // green-ish
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}
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},
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/**
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* -DI line options.
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*/
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minusDILine: {
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/**
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* Styles for the -DI line.
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*/
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styles: {
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/**
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* Pixel width of the line.
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*/
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lineWidth: 1,
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/**
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* Color of the line.
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*
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* @type {Highcharts.ColorString}
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*/
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lineColor: "#f21313" /* Palette.negativeColor */ // red-ish
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}
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},
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dataGrouping: {
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approximation: 'averages'
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}
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});
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return DMIIndicator;
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}(SMAIndicator));
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extend(DMIIndicator.prototype, {
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areaLinesNames: [],
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nameBase: 'DMI',
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linesApiNames: ['plusDILine', 'minusDILine'],
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pointArrayMap: ['y', 'plusDI', 'minusDI'],
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parallelArrays: ['x', 'y', 'plusDI', 'minusDI'],
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pointValKey: 'y'
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});
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MultipleLinesComposition.compose(DMIIndicator);
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SeriesRegistry.registerSeriesType('dmi', DMIIndicator);
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/* *
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*
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* Default Export
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*
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* */
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export default DMIIndicator;
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/* *
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*
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* API Options
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*
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* */
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/**
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* The Directional Movement Index (DMI) indicator series.
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* If the [type](#series.dmi.type) option is not
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* specified, it is inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.dmi
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* @since 9.1.0
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* @product highstock
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* @excluding allAreas, colorAxis, dataParser, dataURL, joinBy, keys,
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* navigatorOptions, pointInterval, pointIntervalUnit,
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* pointPlacement, pointRange, pointStart, showInNavigator, stacking
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* @requires stock/indicators/indicators
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* @requires stock/indicators/dmi
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* @apioption series.dmi
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*/
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''; // to include the above in the js output
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