100 lines
3.6 KiB
JavaScript
100 lines
3.6 KiB
JavaScript
// Namespace setup
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window.App = window.App || {};
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window.App.Indicators = (function() {
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function computeEMA(arr, period) {
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const k = 2 / (period + 1);
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const out = [];
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let emaPrev = null;
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for (let i = 0; i < arr.length; i++) {
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const price = arr[i];
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if (price == null || !isFinite(price)) { out.push(null); continue; }
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if (emaPrev == null) {
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const start = Math.max(0, i - period + 1);
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const windowArr = arr.slice(start, i + 1).filter(v => v != null && isFinite(v));
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const sma = windowArr.length ? windowArr.reduce((a,b)=>a+b,0)/windowArr.length : price;
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emaPrev = sma;
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}
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const ema = price * k + emaPrev * (1 - k);
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out.push(ema);
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emaPrev = ema;
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}
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return out;
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}
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function calculateMA(data, type, length, source) {
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if (!data || data.length < length) return [];
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const sourceData = data.map(candle => {
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switch(source) {
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case 'open': return candle.open;
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case 'high': return candle.high;
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case 'low': return candle.low;
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case 'close': return candle.close;
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case 'hl2': return (candle.high + candle.low) / 2;
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case 'hlc3': return (candle.high + candle.low + candle.close) / 3;
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case 'ohlc4': return (candle.open + candle.high + candle.low + candle.close) / 4;
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default: return candle.close;
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}
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});
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const result = [];
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for (let i = length - 1; i < sourceData.length; i++) {
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let value;
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switch(type) {
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case 'SMA':
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value = sourceData.slice(i - length + 1, i + 1).reduce((sum, v) => sum + v, 0) / length;
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break;
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case 'EMA':
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const multiplier = 2 / (length + 1);
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if (result.length === 0) {
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value = sourceData.slice(i - length + 1, i + 1).reduce((sum, v) => sum + v, 0) / length;
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} else {
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value = sourceData[i] * multiplier + result[result.length - 1].value * (1 - multiplier);
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}
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break;
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case 'WMA':
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let weightSum = 0;
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let valueSum = 0;
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for (let j = 0; j < length; j++) {
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const weight = j + 1;
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weightSum += weight;
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valueSum += sourceData[i - length + 1 + j] * weight;
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}
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value = valueSum / weightSum;
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break;
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default:
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value = sourceData[i];
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}
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result.push({ time: data[i].time, value });
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}
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return result;
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}
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function calculateBB(data, length, upperMultiplier, lowerMultiplier, source) {
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if (!data || data.length < length) return [];
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const sourceData = data.map(candle => {
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switch(source) {
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case 'open': return candle.open;
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case 'high': return candle.high;
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case 'low': return candle.low;
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case 'close': return candle.close;
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case 'hl2': return (candle.high + candle.low) / 2;
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case 'hlc3': return (candle.high + candle.low + candle.close) / 3;
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case 'ohlc4': return (candle.open + candle.high + candle.low + candle.close) / 4;
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default: return candle.close;
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}
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});
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const result = [];
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for (let i = length - 1; i < sourceData.length; i++) {
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const start = Math.max(0, i - length + 1);
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const slice = sourceData.slice(start, i + 1);
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const avg = slice.reduce((sum, v) => sum + v, 0) / length;
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const std = Math.sqrt(slice.reduce((sum, v) => sum + Math.pow(v - avg, 2), 0) / length);
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result.push({ time: data[i].time, upper: avg + upperMultiplier * std, middle: avg, lower: avg - lowerMultiplier * std });
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}
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return result;
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}
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return { computeEMA, calculateMA, calculateBB };
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})();
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