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/* *
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import '../parts/Utilities.js';
var ATR = H.seriesTypes.atr,
SMA = H.seriesTypes.sma,
isArray = H.isArray,
merge = H.merge,
correctFloat = H.correctFloat;
// Utils:
function createPointObj(mainSeries, index, close) {
return {
index: index,
close: mainSeries.yData[index][close],
x: mainSeries.xData[index]
};
}
/**
* The Supertrend series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.supertrend
*
* @augments Highcharts.Series
*/
H.seriesType(
'supertrend',
'sma',
/**
* Supertrend indicator. This series requires the `linkedTo` option to be
* set and should be loaded after the `stock/indicators/indicators.js` and
* `stock/indicators/sma.js`.
*
* @sample {highstock} stock/indicators/supertrend
* Supertrend indicator
*
* @extends plotOptions.sma
* @since 7.0.0
* @product highstock
* @excluding allAreas, color, cropThreshold, negativeColor, colorAxis,
* joinBy, keys, navigatorOptions, pointInterval,
* pointIntervalUnit, pointPlacement, pointRange, pointStart,
* showInNavigator, stacking, threshold
* @optionparent plotOptions.supertrend
*/
{
/**
* Paramters used in calculation of Supertrend indicator series points.
*
* @excluding index
*/
params: {
/**
* Multiplier for Supertrend Indicator.
*/
multiplier: 3,
/**
* The base period for indicator Supertrend Indicator calculations.
* This is the number of data points which are taken into account
* for the indicator calculations.
*/
period: 10
},
/**
* Color of the Supertrend series line that is beneath the main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with risingTrendColor
*
* @type {Highcharts.ColorString}
*/
risingTrendColor: '#06B535',
/**
* Color of the Supertrend series line that is above the main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with fallingTrendColor
*
* @type {Highcharts.ColorString}
*/
fallingTrendColor: '#F21313',
/**
* The styles for the Supertrend line that intersect main series.
*
* @sample {highstock} stock/indicators/supertrend/
* Example with changeTrendLine
*/
changeTrendLine: {
styles: {
/**
* Pixel width of the line.
*/
lineWidth: 1,
/**
* Color of the line.
*
* @type {Highcharts.ColorString}
*/
lineColor: '#333333',
/**
* The dash or dot style of the grid lines. For possible
* values, see
* [this demonstration](https://jsfiddle.net/gh/get/library/pure/highcharts/highcharts/tree/master/samples/highcharts/plotoptions/series-dashstyle-all/).
*
* @sample {highcharts} highcharts/yaxis/gridlinedashstyle/
* Long dashes
* @sample {highstock} stock/xaxis/gridlinedashstyle/
* Long dashes
*
* @type {Highcharts.DashStyleValue}
* @since 7.0.0
*/
dashStyle: 'LongDash'
}
}
},
/**
* @lends Highcharts.Series.prototype
*/
{
nameBase: 'Supertrend',
nameComponents: ['multiplier', 'period'],
requiredIndicators: ['atr'],
init: function () {
var options,
parentOptions;
SMA.prototype.init.apply(this, arguments);
options = this.options;
parentOptions = this.linkedParent.options;
// Indicator cropThreshold has to be equal linked series one
// reduced by period due to points comparison in drawGraph method
// (#9787)
options.cropThreshold =
parentOptions.cropThreshold - (options.params.period - 1);
},
drawGraph: function () {
var indicator = this,
indicOptions = indicator.options,
// Series that indicator is linked to
mainSeries = indicator.linkedParent,
mainLinePoints = mainSeries ? mainSeries.points : [],
indicPoints = indicator.points,
indicPath = indicator.graph,
indicPointsLen = indicPoints.length,
// Points offset between lines
tempOffset = mainLinePoints.length - indicPointsLen,
offset = tempOffset > 0 ? tempOffset : 0,
gappedExtend = {
options: {
gapSize: indicOptions.gapSize
}
},
// Sorted supertrend points array
groupedPoitns = {
top: [], // Rising trend line points
bottom: [], // Falling trend line points
intersect: [] // Change trend line points
},
// Options for trend lines
supertrendLineOptions = {
top: {
styles: {
lineWidth: indicOptions.lineWidth,
lineColor: indicOptions.fallingTrendColor,
dashStyle: indicOptions.dashStyle
}
},
bottom: {
styles: {
lineWidth: indicOptions.lineWidth,
lineColor: indicOptions.risingTrendColor,
dashStyle: indicOptions.dashStyle
}
},
intersect: indicOptions.changeTrendLine
},
close = 3,
// Supertrend line point
point,
// Supertrend line next point (has smaller x pos than point)
nextPoint,
// Main series points
mainPoint,
nextMainPoint,
// Used when supertrend and main points are shifted
// relative to each other
prevMainPoint,
prevPrevMainPoint,
// Used when particular point color is set
pointColor,
// Temporary points that fill groupedPoitns array
newPoint,
newNextPoint;
// Loop which sort supertrend points
while (indicPointsLen--) {
point = indicPoints[indicPointsLen];
nextPoint = indicPoints[indicPointsLen - 1];
mainPoint = mainLinePoints[indicPointsLen - 1 + offset];
nextMainPoint = mainLinePoints[indicPointsLen - 2 + offset];
prevMainPoint = mainLinePoints[indicPointsLen + offset];
prevPrevMainPoint = mainLinePoints[indicPointsLen + offset + 1];
pointColor = point.options.color;
newPoint = {
x: point.x,
plotX: point.plotX,
plotY: point.plotY,
isNull: false
};
// When mainPoint is the last one (left plot area edge)
// but supertrend has additional one
if (
!nextMainPoint &&
mainPoint &&
mainSeries.yData[mainPoint.index - 1]
) {
nextMainPoint = createPointObj(
mainSeries, mainPoint.index - 1, close
);
}
// When prevMainPoint is the last one (right plot area edge)
// but supertrend has additional one (and points are shifted)
if (
!prevPrevMainPoint &&
prevMainPoint &&
mainSeries.yData[prevMainPoint.index + 1]
) {
prevPrevMainPoint = createPointObj(
mainSeries, prevMainPoint.index + 1, close
);
}
// When points are shifted (right or left plot area edge)
if (
!mainPoint &&
nextMainPoint &&
mainSeries.yData[nextMainPoint.index + 1]
) {
mainPoint = createPointObj(
mainSeries, nextMainPoint.index + 1, close
);
} else if (
!mainPoint &&
prevMainPoint &&
mainSeries.yData[prevMainPoint.index - 1]
) {
mainPoint = createPointObj(
mainSeries, prevMainPoint.index - 1, close
);
}
// Check if points are shifted relative to each other
if (
point &&
mainPoint &&
prevMainPoint &&
nextMainPoint &&
point.x !== mainPoint.x
) {
if (point.x === prevMainPoint.x) {
nextMainPoint = mainPoint;
mainPoint = prevMainPoint;
} else if (point.x === nextMainPoint.x) {
mainPoint = nextMainPoint;
nextMainPoint = {
close: mainSeries.yData[mainPoint.index - 1][close],
x: mainSeries.xData[mainPoint.index - 1]
};
} else if (
prevPrevMainPoint && point.x === prevPrevMainPoint.x
) {
mainPoint = prevPrevMainPoint;
nextMainPoint = prevMainPoint;
}
}
if (nextPoint && nextMainPoint && mainPoint) {
newNextPoint = {
x: nextPoint.x,
plotX: nextPoint.plotX,
plotY: nextPoint.plotY,
isNull: false
};
if (
point.y >= mainPoint.close &&
nextPoint.y >= nextMainPoint.close
) {
point.color =
pointColor || indicOptions.fallingTrendColor;
groupedPoitns.top.push(newPoint);
} else if (
point.y < mainPoint.close &&
nextPoint.y < nextMainPoint.close
) {
point.color =
pointColor || indicOptions.risingTrendColor;
groupedPoitns.bottom.push(newPoint);
} else {
groupedPoitns.intersect.push(newPoint);
groupedPoitns.intersect.push(newNextPoint);
// Additional null point to make a gap in line
groupedPoitns.intersect.push(merge(newNextPoint, {
isNull: true
}));
if (
point.y >= mainPoint.close &&
nextPoint.y < nextMainPoint.close
) {
point.color =
pointColor || indicOptions.fallingTrendColor;
nextPoint.color =
pointColor || indicOptions.risingTrendColor;
groupedPoitns.top.push(newPoint);
groupedPoitns.top.push(merge(newNextPoint, {
isNull: true
}));
} else if (
point.y < mainPoint.close &&
nextPoint.y >= nextMainPoint.close
) {
point.color =
pointColor || indicOptions.risingTrendColor;
nextPoint.color =
pointColor || indicOptions.fallingTrendColor;
groupedPoitns.bottom.push(newPoint);
groupedPoitns.bottom.push(merge(newNextPoint, {
isNull: true
}));
}
}
} else if (mainPoint) {
if (point.y >= mainPoint.close) {
point.color =
pointColor || indicOptions.fallingTrendColor;
groupedPoitns.top.push(newPoint);
} else {
point.color =
pointColor || indicOptions.risingTrendColor;
groupedPoitns.bottom.push(newPoint);
}
}
}
// Generate lines:
H.objectEach(groupedPoitns, function (values, lineName) {
indicator.points = values;
indicator.options = merge(
supertrendLineOptions[lineName].styles,
gappedExtend
);
indicator.graph = indicator['graph' + lineName + 'Line'];
SMA.prototype.drawGraph.call(indicator);
// Now save line
indicator['graph' + lineName + 'Line'] = indicator.graph;
});
// Restore options:
indicator.points = indicPoints;
indicator.options = indicOptions;
indicator.graph = indicPath;
},
// Supertrend (Multiplier, Period) Formula:
// BASIC UPPERBAND = (HIGH + LOW) / 2 + Multiplier * ATR(Period)
// BASIC LOWERBAND = (HIGH + LOW) / 2 - Multiplier * ATR(Period)
// FINAL UPPERBAND =
// IF(
// Current BASICUPPERBAND < Previous FINAL UPPERBAND AND
// Previous Close > Previous FINAL UPPERBAND
// ) THEN (Current BASIC UPPERBAND)
// ELSE (Previous FINALUPPERBAND)
// FINAL LOWERBAND =
// IF(
// Current BASIC LOWERBAND > Previous FINAL LOWERBAND AND
// Previous Close < Previous FINAL LOWERBAND
// ) THEN (Current BASIC LOWERBAND)
// ELSE (Previous FINAL LOWERBAND)
// SUPERTREND =
// IF(
// Previous Supertrend == Previous FINAL UPPERBAND AND
// Current Close < Current FINAL UPPERBAND
// ) THAN Current FINAL UPPERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL LOWERBAND AND
// Current Close < Current FINAL LOWERBAND
// ) THAN Current FINAL UPPERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL UPPERBAND AND
// Current Close > Current FINAL UPPERBAND
// ) THAN Current FINAL LOWERBAND
// ELSE IF(
// Previous Supertrend == Previous FINAL LOWERBAND AND
// Current Close > Current FINAL LOWERBAND
// ) THAN Current FINAL LOWERBAND
getValues: function (series, params) {
var period = params.period,
multiplier = params.multiplier,
xVal = series.xData,
yVal = series.yData,
ATRData = [],
ST = [], // 0- date, 1- Supertrend indicator
xData = [],
yData = [],
close = 3,
low = 2,
high = 1,
periodsOffset = (period === 0) ? 0 : period - 1,
basicUp,
basicDown,
finalUp = [],
finalDown = [],
supertrend,
prevFinalUp,
prevFinalDown,
prevST, // previous Supertrend
prevY,
y,
i;
if (
(xVal.length <= period) || !isArray(yVal[0]) ||
yVal[0].length !== 4 || period < 0
) {
return false;
}
ATRData = ATR.prototype.getValues.call(this, series, {
period: period
}).yData;
for (i = 0; i < ATRData.length; i++) {
y = yVal[periodsOffset + i];
prevY = yVal[periodsOffset + i - 1] || [];
prevFinalUp = finalUp[i - 1];
prevFinalDown = finalDown[i - 1];
prevST = yData[i - 1];
if (i === 0) {
prevFinalUp = prevFinalDown = prevST = 0;
}
basicUp = correctFloat(
(y[high] + y[low]) / 2 + multiplier * ATRData[i]
);
basicDown = correctFloat(
(y[high] + y[low]) / 2 - multiplier * ATRData[i]
);
if (
(basicUp < prevFinalUp) ||
(prevY[close] > prevFinalUp)
) {
finalUp[i] = basicUp;
} else {
finalUp[i] = prevFinalUp;
}
if (
(basicDown > prevFinalDown) ||
(prevY[close] < prevFinalDown)
) {
finalDown[i] = basicDown;
} else {
finalDown[i] = prevFinalDown;
}
if (prevST === prevFinalUp && y[close] < finalUp[i] ||
prevST === prevFinalDown && y[close] < finalDown[i]
) {
supertrend = finalUp[i];
} else if (
prevST === prevFinalUp && y[close] > finalUp[i] ||
prevST === prevFinalDown && y[close] > finalDown[i]
) {
supertrend = finalDown[i];
}
ST.push([xVal[periodsOffset + i], supertrend]);
xData.push(xVal[periodsOffset + i]);
yData.push(supertrend);
}
return {
values: ST,
xData: xData,
yData: yData
};
}
}
);
/**
* A `Supertrend indicator` series. If the [type](#series.supertrend.type)
* option is not specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.supertrend
* @since 7.0.0
* @product highstock
* @excluding allAreas, color, colorAxis, cropThreshold, data, dataParser,
* dataURL, joinBy, keys, navigatorOptions, negativeColor,
* pointInterval, pointIntervalUnit, pointPlacement, pointRange,
* pointStart, showInNavigator, stacking, threshold
* @apioption series.supertrend
*/