mfi.src.js
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/* *
*
* Money Flow Index indicator for Highstock
*
* (c) 2010-2019 Grzegorz Blachliński
*
* 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 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
*/