psar.src.js 9.14 KB
/* *
 *
 *  Parabolic SAR indicator for Highstock
 *
 *  (c) 2010-2019 Grzegorz Blachliński
 *
 *  License: www.highcharts.com/license
 *
 * */

'use strict';

import H from '../parts/Globals.js';
import '../parts/Utilities.js';

// Utils:

function toFixed(a, n) {
    return parseFloat(a.toFixed(n));
}

function calculateDirection(previousDirection, low, high, PSAR) {
    if (
        (previousDirection === 1 && low > PSAR) ||
        (previousDirection === -1 && high > PSAR)
    ) {
        return 1;
    }
    return -1;
}

/* *
 * Method for calculating acceleration factor
 * dir - direction
 * pDir - previous Direction
 * eP - extreme point
 * pEP - previous extreme point
 * inc - increment for acceleration factor
 * maxAcc - maximum acceleration factor
 * initAcc - initial acceleration factor
 */
function getAccelerationFactor(dir, pDir, eP, pEP, pAcc, inc, maxAcc, initAcc) {
    if (dir === pDir) {
        if (dir === 1 && (eP > pEP)) {
            return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2);
        }
        if (dir === -1 && (eP < pEP)) {
            return (pAcc === maxAcc) ? maxAcc : toFixed(pAcc + inc, 2);
        }
        return pAcc;
    }
    return initAcc;
}

function getExtremePoint(high, low, previousDirection, previousExtremePoint) {
    if (previousDirection === 1) {
        return (high > previousExtremePoint) ? high : previousExtremePoint;
    }
    return (low < previousExtremePoint) ? low : previousExtremePoint;
}

function getEPMinusPSAR(EP, PSAR) {
    return EP - PSAR;
}

function getAccelerationFactorMultiply(accelerationFactor, EPMinusSAR) {
    return accelerationFactor * EPMinusSAR;
}

/* *
 * Method for calculating PSAR
 * pdir - previous direction
 * sDir - second previous Direction
 * PSAR - previous PSAR
 * pACCMultiply - previous acceleration factor multiply
 * sLow - second previous low
 * pLow - previous low
 * sHigh - second previous high
 * pHigh - previous high
 * pEP - previous extreme point
 */
function getPSAR(pdir, sDir, PSAR, pACCMulti, sLow, pLow, pHigh, sHigh, pEP) {
    if (pdir === sDir) {
        if (pdir === 1) {
            return (PSAR + pACCMulti < Math.min(sLow, pLow)) ?
                PSAR + pACCMulti :
                Math.min(sLow, pLow);
        }
        return (PSAR + pACCMulti > Math.max(sHigh, pHigh)) ?
            PSAR + pACCMulti :
            Math.max(sHigh, pHigh);
    }
    return pEP;
}


/**
 * The Parabolic SAR series type.
 *
 * @private
 * @class
 * @name Highcharts.seriesTypes.psar
 *
 * @augments Highcharts.Series
 */
H.seriesType(
    'psar',
    'sma',
    /**
     * Parabolic SAR. This series requires `linkedTo`
     * option to be set and should be loaded
     * after `stock/indicators/indicators.js` file.
     *
     * @sample stock/indicators/psar
     *         Parabolic SAR Indicator
     *
     * @extends      plotOptions.sma
     * @since        6.0.0
     * @product      highstock
     * @optionparent plotOptions.psar
     */
    {
        lineWidth: 0,
        marker: {
            enabled: true
        },
        states: {
            hover: {
                lineWidthPlus: 0
            }
        },
        /**
         * @excluding period
         */
        params: {
            /**
             * The initial value for acceleration factor.
             * Acceleration factor is starting with this value
             * and increases by specified increment each time
             * the extreme point makes a new high.
             * AF can reach a maximum of maxAccelerationFactor,
             * no matter how long the uptrend extends.
             */
            initialAccelerationFactor: 0.02,
            /**
             * The Maximum value for acceleration factor.
             * AF can reach a maximum of maxAccelerationFactor,
             * no matter how long the uptrend extends.
             */
            maxAccelerationFactor: 0.2,
            /**
             * Acceleration factor increases by increment each time
             * the extreme point makes a new high.
             *
             * @since 6.0.0
             */
            increment: 0.02,
            /**
             * Index from which PSAR is starting calculation
             *
             * @since 6.0.0
             */
            index: 2,
            /**
             * Number of maximum decimals that are used in PSAR calculations.
             *
             * @since 6.0.0
             */
            decimals: 4
        }
    }, {
        nameComponents: false,
        getValues: function (series, params) {
            var xVal = series.xData,
                yVal = series.yData,
                // Extreme point is the lowest low for falling and highest high
                // for rising psar - and we are starting with falling
                extremePoint = yVal[0][1],
                accelerationFactor = params.initialAccelerationFactor,
                maxAccelerationFactor = params.maxAccelerationFactor,
                increment = params.increment,
                // Set initial acc factor (for every new trend!)
                initialAccelerationFactor = params.initialAccelerationFactor,
                PSAR = yVal[0][2],
                decimals = params.decimals,
                index = params.index,
                PSARArr = [],
                xData = [],
                yData = [],
                previousDirection = 1,
                direction, EPMinusPSAR, accelerationFactorMultiply,
                newDirection,
                prevLow,
                prevPrevLow,
                prevHigh,
                prevPrevHigh,
                newExtremePoint,
                high, low, ind;

            if (index >= yVal.length) {
                return false;
            }

            for (ind = 0; ind < index; ind++) {
                extremePoint = Math.max(yVal[ind][1], extremePoint);
                PSAR = Math.min(yVal[ind][2], toFixed(PSAR, decimals));
            }

            direction = (yVal[ind][1] > PSAR) ? 1 : -1;
            EPMinusPSAR = getEPMinusPSAR(extremePoint, PSAR);
            accelerationFactor = params.initialAccelerationFactor;
            accelerationFactorMultiply = getAccelerationFactorMultiply(
                accelerationFactor,
                EPMinusPSAR
            );

            PSARArr.push([xVal[index], PSAR]);
            xData.push(xVal[index]);
            yData.push(toFixed(PSAR, decimals));

            for (ind = index + 1; ind < yVal.length; ind++) {

                prevLow = yVal[ind - 1][2];
                prevPrevLow = yVal[ind - 2][2];
                prevHigh = yVal[ind - 1][1];
                prevPrevHigh = yVal[ind - 2][1];
                high = yVal[ind][1];
                low = yVal[ind][2];

                // Null points break PSAR
                if (
                    prevPrevLow !== null &&
                    prevPrevHigh !== null &&
                    prevLow !== null &&
                    prevHigh !== null &&
                    high !== null &&
                    low !== null
                ) {
                    PSAR = getPSAR(
                        direction,
                        previousDirection,
                        PSAR,
                        accelerationFactorMultiply,
                        prevPrevLow,
                        prevLow,
                        prevHigh,
                        prevPrevHigh,
                        extremePoint
                    );


                    newExtremePoint = getExtremePoint(
                        high,
                        low,
                        direction,
                        extremePoint
                    );
                    newDirection = calculateDirection(
                        previousDirection,
                        low,
                        high,
                        PSAR
                    );
                    accelerationFactor = getAccelerationFactor(
                        newDirection,
                        direction,
                        newExtremePoint,
                        extremePoint,
                        accelerationFactor,
                        increment,
                        maxAccelerationFactor,
                        initialAccelerationFactor
                    );

                    EPMinusPSAR = getEPMinusPSAR(newExtremePoint, PSAR);
                    accelerationFactorMultiply = getAccelerationFactorMultiply(
                        accelerationFactor,
                        EPMinusPSAR
                    );
                    PSARArr.push([xVal[ind], toFixed(PSAR, decimals)]);
                    xData.push(xVal[ind]);
                    yData.push(toFixed(PSAR, decimals));

                    previousDirection = direction;
                    direction = newDirection;
                    extremePoint = newExtremePoint;
                }
            }
            return {
                values: PSARArr,
                xData: xData,
                yData: yData
            };
        }
    }
);

/**
 * A `PSAR` series. If the [type](#series.psar.type) option is not specified, it
 * is inherited from [chart.type](#chart.type).
 *
 * @extends   series,plotOptions.psar
 * @since     6.0.0
 * @product   highstock
 * @excluding dataParser, dataURL
 * @apioption series.psar
 */