/* * * * License: www.highcharts.com/license * * */ 'use strict'; import H from '../parts/Globals.js'; import '../parts/Utilities.js'; var seriesType = H.seriesType, noop = H.noop, merge = H.merge, defined = H.defined, SMA = H.seriesTypes.sma, EMA = H.seriesTypes.ema, correctFloat = H.correctFloat; /** * The MACD series type. * * @private * @class * @name Highcharts.seriesTypes.macd * * @augments Highcharts.Series */ seriesType( 'macd', 'sma', /** * Moving Average Convergence Divergence (MACD). This series requires * `linkedTo` option to be set and should be loaded after the * `stock/indicators/indicators.js` and `stock/indicators/ema.js`. * * @sample stock/indicators/macd * MACD indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @optionparent plotOptions.macd */ { params: { /** * The short period for indicator calculations. */ shortPeriod: 12, /** * The long period for indicator calculations. */ longPeriod: 26, /** * The base period for signal calculations. */ signalPeriod: 9, period: 26 }, /** * The styles for signal line */ signalLine: { /** * @sample stock/indicators/macd-zones * Zones in MACD * * @extends plotOptions.macd.zones */ zones: [], styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. * * @type {Highcharts.ColorString} */ lineColor: undefined } }, /** * The styles for macd line */ macdLine: { /** * @sample stock/indicators/macd-zones * Zones in MACD * * @extends plotOptions.macd.zones */ zones: [], styles: { /** * Pixel width of the line. */ lineWidth: 1, /** * Color of the line. * * @type {Highcharts.ColorString} */ lineColor: undefined } }, threshold: 0, groupPadding: 0.1, pointPadding: 0.1, states: { hover: { halo: { size: 0 } } }, tooltip: { pointFormat: '\u25CF {series.name}
' + 'Value: {point.MACD}
' + 'Signal: {point.signal}
' + 'Histogram: {point.y}
' }, dataGrouping: { approximation: 'averages' }, minPointLength: 0 }, /** * @lends Highcharts.Series# */ { nameComponents: ['longPeriod', 'shortPeriod', 'signalPeriod'], requiredIndicators: ['ema'], // "y" value is treated as Histogram data pointArrayMap: ['y', 'signal', 'MACD'], parallelArrays: ['x', 'y', 'signal', 'MACD'], pointValKey: 'y', // Columns support: markerAttribs: noop, getColumnMetrics: H.seriesTypes.column.prototype.getColumnMetrics, crispCol: H.seriesTypes.column.prototype.crispCol, // Colors and lines: init: function () { SMA.prototype.init.apply(this, arguments); // Check whether series is initialized. It may be not initialized, // when any of required indicators is missing. if (this.options) { // Set default color for a signal line and the histogram: this.options = merge({ signalLine: { styles: { lineColor: this.color } }, macdLine: { styles: { color: this.color } } }, this.options); // Zones have indexes automatically calculated, we need to // translate them to support multiple lines within one indicator this.macdZones = { zones: this.options.macdLine.zones, startIndex: 0 }; this.signalZones = { zones: this.macdZones.zones.concat( this.options.signalLine.zones ), startIndex: this.macdZones.zones.length }; this.resetZones = true; } }, toYData: function (point) { return [point.y, point.signal, point.MACD]; }, translate: function () { var indicator = this, plotNames = ['plotSignal', 'plotMACD']; H.seriesTypes.column.prototype.translate.apply(indicator); indicator.points.forEach(function (point) { [point.signal, point.MACD].forEach(function (value, i) { if (value !== null) { point[plotNames[i]] = indicator.yAxis.toPixels( value, true ); } }); }); }, destroy: function () { // this.graph is null due to removing two times the same SVG element this.graph = null; this.graphmacd = this.graphmacd && this.graphmacd.destroy(); this.graphsignal = this.graphsignal && this.graphsignal.destroy(); SMA.prototype.destroy.apply(this, arguments); }, drawPoints: H.seriesTypes.column.prototype.drawPoints, drawGraph: function () { var indicator = this, mainLinePoints = indicator.points, pointsLength = mainLinePoints.length, mainLineOptions = indicator.options, histogramZones = indicator.zones, gappedExtend = { options: { gapSize: mainLineOptions.gapSize } }, otherSignals = [[], []], point; // Generate points for top and bottom lines: while (pointsLength--) { point = mainLinePoints[pointsLength]; if (defined(point.plotMACD)) { otherSignals[0].push({ plotX: point.plotX, plotY: point.plotMACD, isNull: !defined(point.plotMACD) }); } if (defined(point.plotSignal)) { otherSignals[1].push({ plotX: point.plotX, plotY: point.plotSignal, isNull: !defined(point.plotMACD) }); } } // Modify options and generate smoothing line: ['macd', 'signal'].forEach(function (lineName, i) { indicator.points = otherSignals[i]; indicator.options = merge( mainLineOptions[lineName + 'Line'].styles, gappedExtend ); indicator.graph = indicator['graph' + lineName]; // Zones extension: indicator.currentLineZone = lineName + 'Zones'; indicator.zones = indicator[indicator.currentLineZone].zones; SMA.prototype.drawGraph.call(indicator); indicator['graph' + lineName] = indicator.graph; }); // Restore options: indicator.points = mainLinePoints; indicator.options = mainLineOptions; indicator.zones = histogramZones; indicator.currentLineZone = null; // indicator.graph = null; }, getZonesGraphs: function (props) { var allZones = SMA.prototype.getZonesGraphs.call(this, props), currentZones = allZones; if (this.currentLineZone) { currentZones = allZones.splice( this[this.currentLineZone].startIndex + 1 ); if (!currentZones.length) { // Line has no zones, return basic graph "zone" currentZones = [props[0]]; } else { // Add back basic prop: currentZones.splice(0, 0, props[0]); } } return currentZones; }, applyZones: function () { // Histogram zones are handled by drawPoints method // Here we need to apply zones for all lines var histogramZones = this.zones; // signalZones.zones contains all zones: this.zones = this.signalZones.zones; SMA.prototype.applyZones.call(this); // applyZones hides only main series.graph, hide macd line manually if (this.options.macdLine.zones.length) { this.graphmacd.hide(); } this.zones = histogramZones; }, getValues: function (series, params) { var j = 0, MACD = [], xMACD = [], yMACD = [], signalLine = [], shortEMA, longEMA, i; if (series.xData.length < params.longPeriod + params.signalPeriod) { return false; } // Calculating the short and long EMA used when calculating the MACD shortEMA = EMA.prototype.getValues( series, { period: params.shortPeriod } ); longEMA = EMA.prototype.getValues( series, { period: params.longPeriod } ); shortEMA = shortEMA.values; longEMA = longEMA.values; // Subtract each Y value from the EMA's and create the new dataset // (MACD) for (i = 1; i <= shortEMA.length; i++) { if ( defined(longEMA[i - 1]) && defined(longEMA[i - 1][1]) && defined(shortEMA[i + params.shortPeriod + 1]) && defined(shortEMA[i + params.shortPeriod + 1][0]) ) { MACD.push([ shortEMA[i + params.shortPeriod + 1][0], 0, null, shortEMA[i + params.shortPeriod + 1][1] - longEMA[i - 1][1] ]); } } // Set the Y and X data of the MACD. This is used in calculating the // signal line. for (i = 0; i < MACD.length; i++) { xMACD.push(MACD[i][0]); yMACD.push([0, null, MACD[i][3]]); } // Setting the signalline (Signal Line: X-day EMA of MACD line). signalLine = EMA.prototype.getValues( { xData: xMACD, yData: yMACD }, { period: params.signalPeriod, index: 2 } ); signalLine = signalLine.values; // Setting the MACD Histogram. In comparison to the loop with pure // MACD this loop uses MACD x value not xData. for (i = 0; i < MACD.length; i++) { if (MACD[i][0] >= signalLine[0][0]) { // detect the first point MACD[i][2] = signalLine[j][1]; yMACD[i] = [0, signalLine[j][1], MACD[i][3]]; if (MACD[i][3] === null) { MACD[i][1] = 0; yMACD[i][0] = 0; } else { MACD[i][1] = correctFloat(MACD[i][3] - signalLine[j][1]); yMACD[i][0] = correctFloat(MACD[i][3] - signalLine[j][1]); } j++; } } return { values: MACD, xData: xMACD, yData: yMACD }; } } ); /** * A `MACD` series. If the [type](#series.macd.type) option is not * specified, it is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.macd * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @apioption series.macd */