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/* *
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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 EMAIndicator = SeriesRegistry.seriesTypes.ema;
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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, error = U.error, 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 Klinger oscillator series type.
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*
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* @private
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* @class
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* @name Highcharts.seriesTypes.klinger
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*
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* @augments Highcharts.Series
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*/
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var KlingerIndicator = /** @class */ (function (_super) {
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__extends(KlingerIndicator, _super);
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function KlingerIndicator() {
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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.data = void 0;
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_this.points = void 0;
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_this.options = void 0;
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_this.volumeSeries = 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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KlingerIndicator.prototype.calculateTrend = function (yVal, i) {
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var isUpward = yVal[i][1] + yVal[i][2] + yVal[i][3] >
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yVal[i - 1][1] + yVal[i - 1][2] + yVal[i - 1][3];
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return isUpward ? 1 : -1;
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};
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// Checks if the series and volumeSeries are accessible, number of
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// points.x is longer than period, is series has OHLC data
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KlingerIndicator.prototype.isValidData = function (firstYVal) {
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var chart = this.chart, options = this.options, series = this.linkedParent, isSeriesOHLC = isArray(firstYVal) &&
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firstYVal.length === 4, volumeSeries = this.volumeSeries ||
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(this.volumeSeries =
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chart.get(options.params.volumeSeriesID));
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if (!volumeSeries) {
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error('Series ' +
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options.params.volumeSeriesID +
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' not found! Check `volumeSeriesID`.', true, series.chart);
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}
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var isLengthValid = [series, volumeSeries].every(function (series) {
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return series && series.xData && series.xData.length >=
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options.params.slowAvgPeriod;
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});
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return !!(isLengthValid && isSeriesOHLC);
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};
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KlingerIndicator.prototype.getCM = function (previousCM, DM, trend, previousTrend, prevoiusDM) {
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return correctFloat(DM + (trend === previousTrend ? previousCM : prevoiusDM));
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};
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KlingerIndicator.prototype.getDM = function (high, low) {
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return correctFloat(high - low);
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};
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KlingerIndicator.prototype.getVolumeForce = function (yVal) {
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var volumeForce = [];
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var CM = 0, // cumulative measurement
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DM, // daily measurement
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force, i = 1, // start from second point
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previousCM = 0, previousDM = yVal[0][1] - yVal[0][2], // initial DM
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previousTrend = 0, trend;
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for (i; i < yVal.length; i++) {
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trend = this.calculateTrend(yVal, i);
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DM = this.getDM(yVal[i][1], yVal[i][2]);
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// For the first iteration when the previousTrend doesn't exist,
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// previousCM doesn't exist either, but it doesn't matter becouse
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// it's filltered out in the getCM method in else statement,
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// (in this iteration, previousCM can be raplaced with the DM).
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CM = this.getCM(previousCM, DM, trend, previousTrend, previousDM);
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force = this.volumeSeries.yData[i] *
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trend * Math.abs(2 * ((DM / CM) - 1)) * 100;
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volumeForce.push([force]);
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// Before next iteration, assign the current as the previous.
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previousTrend = trend;
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previousCM = CM;
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previousDM = DM;
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}
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return volumeForce;
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};
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KlingerIndicator.prototype.getEMA = function (yVal, prevEMA, SMA, EMApercent, index, i, xVal) {
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return EMAIndicator.prototype.calculateEma(xVal || [], yVal, typeof i === 'undefined' ? 1 : i, EMApercent, prevEMA, typeof index === 'undefined' ? -1 : index, SMA);
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};
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KlingerIndicator.prototype.getSMA = function (period, index, values) {
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return EMAIndicator.prototype
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.accumulatePeriodPoints(period, index, values) / period;
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};
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KlingerIndicator.prototype.getValues = function (series, params) {
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var Klinger = [], xVal = series.xData, yVal = series.yData, xData = [], yData = [], calcSingal = [];
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var KO, i = 0, fastEMA = 0, slowEMA,
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// signalEMA: number|undefined = void 0,
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previousFastEMA = void 0, previousSlowEMA = void 0, signal = null;
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// If the necessary conditions are not fulfilled, don't proceed.
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if (!this.isValidData(yVal[0])) {
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return;
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}
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// Calculate the Volume Force array.
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var volumeForce = this.getVolumeForce(yVal);
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// Calculate SMA for the first points.
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var SMAFast = this.getSMA(params.fastAvgPeriod, 0, volumeForce), SMASlow = this.getSMA(params.slowAvgPeriod, 0, volumeForce);
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// Calculate EMApercent for the first points.
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var fastEMApercent = 2 / (params.fastAvgPeriod + 1), slowEMApercent = 2 / (params.slowAvgPeriod + 1);
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// Calculate KO
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for (i; i < yVal.length; i++) {
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// Get EMA for fast period.
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if (i >= params.fastAvgPeriod) {
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fastEMA = this.getEMA(volumeForce, previousFastEMA, SMAFast, fastEMApercent, 0, i, xVal)[1];
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previousFastEMA = fastEMA;
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}
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// Get EMA for slow period.
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if (i >= params.slowAvgPeriod) {
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slowEMA = this.getEMA(volumeForce, previousSlowEMA, SMASlow, slowEMApercent, 0, i, xVal)[1];
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previousSlowEMA = slowEMA;
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KO = correctFloat(fastEMA - slowEMA);
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calcSingal.push(KO);
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// Calculate signal SMA
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if (calcSingal.length >= params.signalPeriod) {
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signal = calcSingal.slice(-params.signalPeriod)
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.reduce(function (prev, curr) {
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return prev + curr;
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}) / params.signalPeriod;
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}
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Klinger.push([xVal[i], KO, signal]);
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xData.push(xVal[i]);
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yData.push([KO, signal]);
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}
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}
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return {
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values: Klinger,
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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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* Klinger oscillator. This series requires the `linkedTo` option to be set
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* and should be loaded after the `stock/indicators/indicators.js` file.
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*
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* @sample stock/indicators/klinger
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* Klinger oscillator
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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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* @requires stock/indicators/indicators
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* @requires stock/indicators/klinger
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* @optionparent plotOptions.klinger
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*/
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KlingerIndicator.defaultOptions = merge(SMAIndicator.defaultOptions, {
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/**
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* Paramters used in calculation of Klinger Oscillator.
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*
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* @excluding index, period
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*/
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params: {
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/**
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* The fast period for indicator calculations.
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*/
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fastAvgPeriod: 34,
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/**
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* The slow period for indicator calculations.
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*/
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slowAvgPeriod: 55,
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/**
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* The base period for signal calculations.
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*/
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signalPeriod: 13,
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/**
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* The id of another series to use its data as volume data for the
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* indiator calculation.
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*/
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volumeSeriesID: 'volume'
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},
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signalLine: {
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/**
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* Styles for a signal 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. If not set, it's inherited from
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* [plotOptions.klinger.color
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* ](#plotOptions.klinger.color).
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*
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* @type {Highcharts.ColorString}
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*/
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lineColor: '#ff0000'
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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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tooltip: {
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pointFormat: '<span style="color: {point.color}">\u25CF</span>' +
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'<b> {series.name}</b><br/>' +
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'<span style="color: {point.color}">Klinger</span>: ' +
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'{point.y}<br/>' +
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'<span style="color: ' +
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'{point.series.options.signalLine.styles.lineColor}">' +
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'Signal</span>' +
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': {point.signal}<br/>'
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}
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});
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return KlingerIndicator;
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}(SMAIndicator));
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extend(KlingerIndicator.prototype, {
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areaLinesNames: [],
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linesApiNames: ['signalLine'],
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nameBase: 'Klinger',
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nameComponents: ['fastAvgPeriod', 'slowAvgPeriod'],
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pointArrayMap: ['y', 'signal'],
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parallelArrays: ['x', 'y', 'signal'],
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pointValKey: 'y'
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});
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MultipleLinesComposition.compose(KlingerIndicator);
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SeriesRegistry.registerSeriesType('klinger', KlingerIndicator);
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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 KlingerIndicator;
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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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* A Klinger oscillator. If the [type](#series.klinger.type)
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* option is not specified, it is inherited from [chart.type](#chart.type).
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*
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* @extends series,plotOptions.klinger
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* @since 9.1.0
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* @product highstock
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* @requires stock/indicators/indicators
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* @requires stock/indicators/klinger
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* @apioption series.klinger
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*/
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''; // to include the above in the js output
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