/* * * * License: www.highcharts.com/license * * */ 'use strict'; import H from '../parts/Globals.js'; import '../parts/Utilities.js'; var isArray = H.isArray, seriesType = H.seriesType, UNDEFINED; // Utils: function accumulateAverage(points, xVal, yVal, i) { var xValue = xVal[i], yValue = yVal[i]; points.push([xValue, yValue]); } function getTR(currentPoint, prevPoint) { var pointY = currentPoint, prevY = prevPoint, HL = pointY[1] - pointY[2], HCp = prevY === UNDEFINED ? 0 : Math.abs(pointY[1] - prevY[3]), LCp = prevY === UNDEFINED ? 0 : Math.abs(pointY[2] - prevY[3]), TR = Math.max(HL, HCp, LCp); return TR; } function populateAverage(points, xVal, yVal, i, period, prevATR) { var x = xVal[i - 1], TR = getTR(yVal[i - 1], yVal[i - 2]), y; y = (((prevATR * (period - 1)) + TR) / period); return [x, y]; } /** * The ATR series type. * * @private * @class * @name Highcharts.seriesTypes.atr * * @augments Highcharts.Series */ seriesType( 'atr', 'sma', /** * Average true range indicator (ATR). This series requires `linkedTo` * option to be set. * * @sample stock/indicators/atr * ATR indicator * * @extends plotOptions.sma * @since 6.0.0 * @product highstock * @optionparent plotOptions.atr */ { params: { period: 14 } }, /** * @lends Highcharts.Series# */ { getValues: function (series, params) { var period = params.period, xVal = series.xData, yVal = series.yData, yValLen = yVal ? yVal.length : 0, xValue = xVal[0], yValue = yVal[0], range = 1, prevATR = 0, TR = 0, ATR = [], xData = [], yData = [], point, i, points; points = [[xValue, yValue]]; if ( (xVal.length <= period) || !isArray(yVal[0]) || yVal[0].length !== 4 ) { return false; } for (i = 1; i <= yValLen; i++) { accumulateAverage(points, xVal, yVal, i); if (period < range) { point = populateAverage( points, xVal, yVal, i, period, prevATR ); prevATR = point[1]; ATR.push(point); xData.push(point[0]); yData.push(point[1]); } else if (period === range) { prevATR = TR / (i - 1); ATR.push([xVal[i - 1], prevATR]); xData.push(xVal[i - 1]); yData.push(prevATR); range++; } else { TR += getTR(yVal[i - 1], yVal[i - 2]); range++; } } return { values: ATR, xData: xData, yData: yData }; } } ); /** * A `ATR` series. If the [type](#series.atr.type) option is not specified, it * is inherited from [chart.type](#chart.type). * * @extends series,plotOptions.atr * @since 6.0.0 * @product highstock * @excluding dataParser, dataURL * @apioption series.atr */