atr.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;
var 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
*/