/* * * * Parabolic SAR indicator for Highstock * * (c) 2010-2019 Grzegorz BlachliƄski * * License: www.highcharts.com/license * * */ 'use strict'; import H from '../parts/Globals.js'; import '../parts/Utilities.js'; // Utils: function toFixed(a, n) { return parseFloat(a.toFixed(n)); } function calculateDirection(previousDirection, low, high, PSAR) { if ( (previousDirection === 1 && low > PSAR) || (previousDirection === -1 && high > PSAR) ) { return 1; } return -1; } /* * * Method for calculating acceleration factor * dir - direction * pDir - previous Direction * eP - extreme point * pEP - previous extreme point * inc - increment for acceleration factor * maxAcc - maximum acceleration factor * initAcc - initial acceleration factor */ function getAccelerationFactor(dir, pDir, eP, pEP, pAcc, inc, maxAcc, initAcc) { if (dir === pDir) { if (dir === 1 && (eP > pEP)) { return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2); } if (dir === -1 && (eP < pEP)) { return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2); } return pAcc; } return initAcc; } function getExtremePoint(high, low, previousDirection, previousExtremePoint) { if (previousDirection === 1) { return (high > previousExtremePoint) ? high : previousExtremePoint; } return (low < previousExtremePoint) ? low : previousExtremePoint; } function getEPMinusPSAR(EP, PSAR) { return EP - PSAR; } function getAccelerationFactorMultiply(accelerationFactor, EPMinusSAR) { return accelerationFactor * EPMinusSAR; } /* * * Method for calculating PSAR * pdir - previous direction * sDir - second previous Direction * PSAR - previous PSAR * pACCMultiply - previous acceleration factor multiply * sLow - second previous low * pLow - previous low * sHigh - second previous high * pHigh - previous high * pEP - previous extreme point */ function getPSAR(pdir, sDir, PSAR, pACCMulti, sLow, pLow, pHigh, sHigh, pEP) { if (pdir === sDir) { if (pdir === 1) { return (PSAR + pACCMulti < Math.min(sLow, pLow)) ? PSAR + pACCMulti : Math.min(sLow, pLow); } return (PSAR + pACCMulti > Math.max(sHigh, pHigh)) ? PSAR + pACCMulti : Math.max(sHigh, pHigh); } return pEP; } /** * The Parabolic SAR series type. * * @private * @class * @name Highcharts.seriesTypes.psar * * @augments Highcharts.Series */ H.seriesType( 'psar', 'sma', /** * Parabolic SAR. This series requires `linkedTo` * option to be set and should be loaded * after `stock/indicators/indicators.js` file. * * @sample stock/indicators/psar * Parabolic SAR Indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @optionparent plotOptions.psar */ { lineWidth: 0, marker: { enabled: true }, states: { hover: { lineWidthPlus: 0 } }, /** * @excluding period */ params: { /** * The initial value for acceleration factor. * Acceleration factor is starting with this value * and increases by specified increment each time * the extreme point makes a new high. * AF can reach a maximum of maxAccelerationFactor, * no matter how long the uptrend extends. */ initialAccelerationFactor: 0.02, /** * The Maximum value for acceleration factor. * AF can reach a maximum of maxAccelerationFactor, * no matter how long the uptrend extends. */ maxAccelerationFactor: 0.2, /** * Acceleration factor increases by increment each time * the extreme point makes a new high. * * @since 6.0.0 */ increment: 0.02, /** * Index from which PSAR is starting calculation * * @since 6.0.0 */ index: 2, /** * Number of maximum decimals that are used in PSAR calculations. * * @since 6.0.0 */ decimals: 4 } }, { nameComponents: false, getValues: function (series, params) { var xVal = series.xData, yVal = series.yData, // Extreme point is the lowest low for falling and highest high // for rising psar - and we are starting with falling extremePoint = yVal[0][1], accelerationFactor = params.initialAccelerationFactor, maxAccelerationFactor = params.maxAccelerationFactor, increment = params.increment, // Set initial acc factor (for every new trend!) initialAccelerationFactor = params.initialAccelerationFactor, PSAR = yVal[0][2], decimals = params.decimals, index = params.index, PSARArr = [], xData = [], yData = [], previousDirection = 1, direction, EPMinusPSAR, accelerationFactorMultiply, newDirection, prevLow, prevPrevLow, prevHigh, prevPrevHigh, newExtremePoint, high, low, ind; if (index >= yVal.length) { return false; } for (ind = 0; ind < index; ind++) { extremePoint = Math.max(yVal[ind][1], extremePoint); PSAR = Math.min(yVal[ind][2], toFixed(PSAR, decimals)); } direction = (yVal[ind][1] > PSAR) ? 1 : -1; EPMinusPSAR = getEPMinusPSAR(extremePoint, PSAR); accelerationFactor = params.initialAccelerationFactor; accelerationFactorMultiply = getAccelerationFactorMultiply( accelerationFactor, EPMinusPSAR ); PSARArr.push([xVal[index], PSAR]); xData.push(xVal[index]); yData.push(toFixed(PSAR, decimals)); for (ind = index + 1; ind < yVal.length; ind++) { prevLow = yVal[ind - 1][2]; prevPrevLow = yVal[ind - 2][2]; prevHigh = yVal[ind - 1][1]; prevPrevHigh = yVal[ind - 2][1]; high = yVal[ind][1]; low = yVal[ind][2]; // Null points break PSAR if ( prevPrevLow !== null && prevPrevHigh !== null && prevLow !== null && prevHigh !== null && high !== null && low !== null ) { PSAR = getPSAR( direction, previousDirection, PSAR, accelerationFactorMultiply, prevPrevLow, prevLow, prevHigh, prevPrevHigh, extremePoint ); newExtremePoint = getExtremePoint( high, low, direction, extremePoint ); newDirection = calculateDirection( previousDirection, low, high, PSAR ); accelerationFactor = getAccelerationFactor( newDirection, direction, newExtremePoint, extremePoint, accelerationFactor, increment, maxAccelerationFactor, initialAccelerationFactor ); EPMinusPSAR = getEPMinusPSAR(newExtremePoint, PSAR); accelerationFactorMultiply = getAccelerationFactorMultiply( accelerationFactor, EPMinusPSAR ); PSARArr.push([xVal[ind], toFixed(PSAR, decimals)]); xData.push(xVal[ind]); yData.push(toFixed(PSAR, decimals)); previousDirection = direction; direction = newDirection; extremePoint = newExtremePoint; } } return { values: PSARArr, xData: xData, yData: yData }; } } ); /** * A `PSAR` series. If the [type](#series.psar.type) option is not specified, it * is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.psar * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @apioption series.psar */