/* * * * Money Flow Index 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'; var isArray = H.isArray; // Utils: function sumArray(array) { return array.reduce(function (prev, cur) { return prev + cur; }); } function toFixed(a, n) { return parseFloat(a.toFixed(n)); } function calculateTypicalPrice(point) { return (point[1] + point[2] + point[3]) / 3; } function calculateRawMoneyFlow(typicalPrice, volume) { return typicalPrice * volume; } /** * The MFI series type. * * @private * @class * @name Highcharts.seriesTypes.mfi * * @augments Highcharts.Series */ H.seriesType( 'mfi', 'sma', /** * Money Flow Index. This series requires `linkedTo` option to be set and * should be loaded after the `stock/indicators/indicators.js` file. * * @sample stock/indicators/mfi * Money Flow Index Indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @optionparent plotOptions.mfi */ { /** * @excluding index */ params: { period: 14, /** * The id of volume series which is mandatory. * For example using OHLC data, volumeSeriesID='volume' means * the indicator will be calculated using OHLC and volume values. */ volumeSeriesID: 'volume', /** * Number of maximum decimals that are used in MFI calculations. */ decimals: 4 } }, /** * @lends Highcharts.Series# */ { nameBase: 'Money Flow Index', getValues: function (series, params) { var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, decimals = params.decimals, // MFI starts calculations from the second point // Cause we need to calculate change between two points range = 1, volumeSeries = series.chart.get(params.volumeSeriesID), yValVolume = volumeSeries && volumeSeries.yData, MFI = [], isUp = false, xData = [], yData = [], positiveMoneyFlow = [], negativeMoneyFlow = [], newTypicalPrice, oldTypicalPrice, rawMoneyFlow, negativeMoneyFlowSum, positiveMoneyFlowSum, moneyFlowRatio, MFIPoint, i; if (!volumeSeries) { return H.error( 'Series ' + params.volumeSeriesID + ' not found! Check `volumeSeriesID`.', true, series.chart ); } // MFI requires high low and close values if ( (xVal.length <= period) || !isArray(yVal[0]) || yVal[0].length !== 4 || !yValVolume ) { return false; } // Calculate first typical price newTypicalPrice = calculateTypicalPrice(yVal[range]); // Accumulate first N-points while (range < period + 1) { // Calculate if up or down oldTypicalPrice = newTypicalPrice; newTypicalPrice = calculateTypicalPrice(yVal[range]); isUp = newTypicalPrice >= oldTypicalPrice; // Calculate raw money flow rawMoneyFlow = calculateRawMoneyFlow( newTypicalPrice, yValVolume[range] ); // Add to array positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0); negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow); range++; } for (i = range - 1; i < yValLen; i++) { if (i > range - 1) { // Remove first point from array positiveMoneyFlow.shift(); negativeMoneyFlow.shift(); // Calculate if up or down oldTypicalPrice = newTypicalPrice; newTypicalPrice = calculateTypicalPrice(yVal[i]); isUp = newTypicalPrice > oldTypicalPrice; // Calculate raw money flow rawMoneyFlow = calculateRawMoneyFlow( newTypicalPrice, yValVolume[i] ); // Add to array positiveMoneyFlow.push(isUp ? rawMoneyFlow : 0); negativeMoneyFlow.push(isUp ? 0 : rawMoneyFlow); } // Calculate sum of negative and positive money flow: negativeMoneyFlowSum = sumArray(negativeMoneyFlow); positiveMoneyFlowSum = sumArray(positiveMoneyFlow); moneyFlowRatio = positiveMoneyFlowSum / negativeMoneyFlowSum; MFIPoint = toFixed( 100 - (100 / (1 + moneyFlowRatio)), decimals ); MFI.push([xVal[i], MFIPoint]); xData.push(xVal[i]); yData.push(MFIPoint); } return { values: MFI, xData: xData, yData: yData }; } } ); /** * A `MFI` series. If the [type](#series.mfi.type) option is not specified, it * is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.mfi * @since 6.0.0 * @excluding dataParser, dataURL * @product highstock * @apioption series.mfi */