rsi.src.js
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/* *
*
* License: www.highcharts.com/license
*
* */
'use strict';
import H from '../parts/Globals.js';
import U from '../parts/Utilities.js';
var isArray = U.isArray;
// Utils:
function toFixed(a, n) {
return parseFloat(a.toFixed(n));
}
/**
* The RSI series type.
*
* @private
* @class
* @name Highcharts.seriesTypes.rsi
*
* @augments Highcharts.Series
*/
H.seriesType(
'rsi',
'sma',
/**
* Relative strength index (RSI) technical indicator. This series
* requires the `linkedTo` option to be set and should be loaded after
* the `stock/indicators/indicators.js` file.
*
* @sample stock/indicators/rsi
* RSI indicator
*
* @extends plotOptions.sma
* @since 6.0.0
* @product highstock
* @optionparent plotOptions.rsi
*/
{
/**
* @excluding index
*/
params: {
period: 14,
/**
* Number of maximum decimals that are used in RSI calculations.
*/
decimals: 4
}
},
/**
* @lends Highcharts.Series#
*/
{
getValues: function (series, params) {
var period = params.period,
xVal = series.xData,
yVal = series.yData,
yValLen = yVal ? yVal.length : 0,
decimals = params.decimals,
// RSI starts calculations from the second point
// Cause we need to calculate change between two points
range = 1,
RSI = [],
xData = [],
yData = [],
index = 3,
gain = 0,
loss = 0,
RSIPoint, change, avgGain, avgLoss, i;
// RSI requires close value
if (
(xVal.length < period) || !isArray(yVal[0]) ||
yVal[0].length !== 4
) {
return false;
}
// Calculate changes for first N points
while (range < period) {
change = toFixed(
yVal[range][index] - yVal[range - 1][index],
decimals
);
if (change > 0) {
gain += change;
} else {
loss += Math.abs(change);
}
range++;
}
// Average for first n-1 points:
avgGain = toFixed(gain / (period - 1), decimals);
avgLoss = toFixed(loss / (period - 1), decimals);
for (i = range; i < yValLen; i++) {
change = toFixed(yVal[i][index] - yVal[i - 1][index], decimals);
if (change > 0) {
gain = change;
loss = 0;
} else {
gain = 0;
loss = Math.abs(change);
}
// Calculate smoothed averages, RS, RSI values:
avgGain = toFixed(
(avgGain * (period - 1) + gain) / period,
decimals
);
avgLoss = toFixed(
(avgLoss * (period - 1) + loss) / period,
decimals
);
// If average-loss is equal zero, then by definition RSI is set
// to 100:
if (avgLoss === 0) {
RSIPoint = 100;
// If average-gain is equal zero, then by definition RSI is set
// to 0:
} else if (avgGain === 0) {
RSIPoint = 0;
} else {
RSIPoint = toFixed(
100 - (100 / (1 + (avgGain / avgLoss))),
decimals
);
}
RSI.push([xVal[i], RSIPoint]);
xData.push(xVal[i]);
yData.push(RSIPoint);
}
return {
values: RSI,
xData: xData,
yData: yData
};
}
}
);
/**
* A `RSI` series. If the [type](#series.rsi.type) option is not
* specified, it is inherited from [chart.type](#chart.type).
*
* @extends series,plotOptions.rsi
* @since 6.0.0
* @product highstock
* @excluding dataParser, dataURL
* @apioption series.rsi
*/