Initial commit: BTC/USDT Trading View with technical indicators
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kihong.kim
376
indicators.js
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376
indicators.js
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// Technical Indicators Calculator
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class TechnicalIndicators {
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// Simple Moving Average (SMA)
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static SMA(data, period) {
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const result = [];
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for (let i = 0; i < data.length; i++) {
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if (i < period - 1) {
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result.push({ time: data[i].time, value: null });
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} else {
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let sum = 0;
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for (let j = 0; j < period; j++) {
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sum += data[i - j].close;
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}
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result.push({ time: data[i].time, value: sum / period });
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}
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}
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return result;
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}
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// Exponential Moving Average (EMA)
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static EMA(data, period) {
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const result = [];
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const multiplier = 2 / (period + 1);
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// First EMA uses SMA
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let sum = 0;
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for (let i = 0; i < period; i++) {
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sum += data[i].close;
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result.push({ time: data[i].time, value: null });
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}
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result[period - 1] = { time: data[period - 1].time, value: sum / period };
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// Calculate EMA for remaining data
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for (let i = period; i < data.length; i++) {
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const ema = (data[i].close - result[i - 1].value) * multiplier + result[i - 1].value;
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result.push({ time: data[i].time, value: ema });
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}
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return result;
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}
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// Bollinger Bands
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static BollingerBands(data, period = 20, stdDev = 2) {
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const sma = this.SMA(data, period);
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const upper = [];
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const lower = [];
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for (let i = 0; i < data.length; i++) {
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if (i < period - 1) {
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upper.push({ time: data[i].time, value: null });
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lower.push({ time: data[i].time, value: null });
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} else {
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// Calculate standard deviation
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let sumSquares = 0;
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for (let j = 0; j < period; j++) {
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sumSquares += Math.pow(data[i - j].close - sma[i].value, 2);
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}
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const std = Math.sqrt(sumSquares / period);
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upper.push({ time: data[i].time, value: sma[i].value + stdDev * std });
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lower.push({ time: data[i].time, value: sma[i].value - stdDev * std });
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}
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}
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return { middle: sma, upper, lower };
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}
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// MACD (Moving Average Convergence Divergence)
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static MACD(data, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) {
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const emaFast = this.EMA(data, fastPeriod);
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const emaSlow = this.EMA(data, slowPeriod);
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// MACD Line = Fast EMA - Slow EMA
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const macdLine = [];
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for (let i = 0; i < data.length; i++) {
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if (emaFast[i].value === null || emaSlow[i].value === null) {
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macdLine.push({ time: data[i].time, value: null, close: null });
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} else {
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const value = emaFast[i].value - emaSlow[i].value;
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macdLine.push({ time: data[i].time, value, close: value });
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}
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}
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// Signal Line = EMA of MACD Line
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const validMacdData = macdLine.filter(d => d.value !== null);
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const signalEma = this.EMA(validMacdData, signalPeriod);
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// Map signal back to full timeline
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const signalLine = [];
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let signalIndex = 0;
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for (let i = 0; i < data.length; i++) {
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if (macdLine[i].value === null || signalIndex >= signalEma.length) {
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signalLine.push({ time: data[i].time, value: null });
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} else if (signalEma[signalIndex] && signalEma[signalIndex].time === data[i].time) {
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signalLine.push({ time: data[i].time, value: signalEma[signalIndex].value });
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signalIndex++;
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} else {
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signalLine.push({ time: data[i].time, value: null });
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}
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}
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// Histogram = MACD Line - Signal Line
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const histogram = [];
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for (let i = 0; i < data.length; i++) {
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if (macdLine[i].value === null || signalLine[i].value === null) {
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histogram.push({ time: data[i].time, value: 0, color: '#363a45' });
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} else {
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const value = macdLine[i].value - signalLine[i].value;
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histogram.push({
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time: data[i].time,
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value,
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color: value >= 0 ? '#26a69a' : '#ef5350'
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});
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}
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}
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return { macdLine, signalLine, histogram };
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}
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// RSI (Relative Strength Index)
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static RSI(data, period = 14) {
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const result = [];
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const gains = [];
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const losses = [];
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// Calculate price changes
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for (let i = 0; i < data.length; i++) {
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if (i === 0) {
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gains.push(0);
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losses.push(0);
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result.push({ time: data[i].time, value: null });
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continue;
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}
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const change = data[i].close - data[i - 1].close;
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gains.push(change > 0 ? change : 0);
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losses.push(change < 0 ? Math.abs(change) : 0);
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if (i < period) {
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result.push({ time: data[i].time, value: null });
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} else if (i === period) {
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// First RSI calculation uses simple average
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let avgGain = 0, avgLoss = 0;
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for (let j = 1; j <= period; j++) {
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avgGain += gains[j];
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avgLoss += losses[j];
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}
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avgGain /= period;
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avgLoss /= period;
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const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
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const rsi = 100 - (100 / (1 + rs));
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result.push({ time: data[i].time, value: rsi, avgGain, avgLoss });
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} else {
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// Subsequent RSI uses smoothed average
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const prevAvgGain = result[i - 1].avgGain;
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const prevAvgLoss = result[i - 1].avgLoss;
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const avgGain = (prevAvgGain * (period - 1) + gains[i]) / period;
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const avgLoss = (prevAvgLoss * (period - 1) + losses[i]) / period;
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const rs = avgLoss === 0 ? 100 : avgGain / avgLoss;
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const rsi = 100 - (100 / (1 + rs));
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result.push({ time: data[i].time, value: rsi, avgGain, avgLoss });
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}
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}
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return result.map(d => ({ time: d.time, value: d.value }));
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}
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// Stochastic Oscillator
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static Stochastic(data, kPeriod = 14, dPeriod = 3, smooth = 3) {
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const kValues = [];
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// Calculate %K
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for (let i = 0; i < data.length; i++) {
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if (i < kPeriod - 1) {
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kValues.push({ time: data[i].time, value: null, close: null });
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} else {
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let highest = -Infinity;
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let lowest = Infinity;
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for (let j = 0; j < kPeriod; j++) {
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highest = Math.max(highest, data[i - j].high);
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lowest = Math.min(lowest, data[i - j].low);
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}
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const k = highest === lowest ? 50 : ((data[i].close - lowest) / (highest - lowest)) * 100;
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kValues.push({ time: data[i].time, value: k, close: k });
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}
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}
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// Smooth %K (Fast %K -> Slow %K)
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const slowK = [];
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for (let i = 0; i < kValues.length; i++) {
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if (i < kPeriod - 1 + smooth - 1) {
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slowK.push({ time: kValues[i].time, value: null, close: null });
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} else {
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let sum = 0;
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let count = 0;
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for (let j = 0; j < smooth; j++) {
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if (kValues[i - j].value !== null) {
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sum += kValues[i - j].value;
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count++;
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}
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}
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const value = count > 0 ? sum / count : null;
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slowK.push({ time: kValues[i].time, value, close: value });
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}
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}
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// Calculate %D (SMA of Slow %K)
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const dValues = [];
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for (let i = 0; i < slowK.length; i++) {
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if (i < kPeriod - 1 + smooth - 1 + dPeriod - 1) {
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dValues.push({ time: slowK[i].time, value: null });
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} else {
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let sum = 0;
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let count = 0;
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for (let j = 0; j < dPeriod; j++) {
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if (slowK[i - j].value !== null) {
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sum += slowK[i - j].value;
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count++;
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}
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}
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dValues.push({ time: slowK[i].time, value: count > 0 ? sum / count : null });
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}
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}
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return {
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k: slowK.map(d => ({ time: d.time, value: d.value })),
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d: dValues
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};
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}
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// Detect Golden Cross / Dead Cross
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static detectCrosses(shortMA, longMA) {
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const signals = [];
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for (let i = 1; i < shortMA.length; i++) {
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if (shortMA[i].value === null || longMA[i].value === null ||
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shortMA[i - 1].value === null || longMA[i - 1].value === null) {
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continue;
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}
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const prevShort = shortMA[i - 1].value;
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const prevLong = longMA[i - 1].value;
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const currShort = shortMA[i].value;
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const currLong = longMA[i].value;
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// Golden Cross: Short MA crosses above Long MA
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if (prevShort <= prevLong && currShort > currLong) {
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signals.push({
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time: shortMA[i].time,
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type: 'golden',
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description: 'Golden Cross'
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});
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}
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// Dead Cross: Short MA crosses below Long MA
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if (prevShort >= prevLong && currShort < currLong) {
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signals.push({
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time: shortMA[i].time,
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type: 'dead',
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description: 'Dead Cross'
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});
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}
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}
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return signals;
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}
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// Detect RSI signals
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static detectRSISignals(rsi, oversold = 30, overbought = 70) {
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const signals = [];
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for (let i = 1; i < rsi.length; i++) {
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if (rsi[i].value === null || rsi[i - 1].value === null) continue;
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// Oversold -> Recovery (Buy signal)
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if (rsi[i - 1].value < oversold && rsi[i].value >= oversold) {
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signals.push({
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time: rsi[i].time,
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type: 'buy',
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description: 'RSI Oversold Recovery'
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});
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}
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// Overbought -> Decline (Sell signal)
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if (rsi[i - 1].value > overbought && rsi[i].value <= overbought) {
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signals.push({
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time: rsi[i].time,
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type: 'sell',
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description: 'RSI Overbought Decline'
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});
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}
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}
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return signals;
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}
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// Detect MACD signals
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static detectMACDSignals(macd) {
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const signals = [];
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const { macdLine, signalLine } = macd;
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for (let i = 1; i < macdLine.length; i++) {
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if (macdLine[i].value === null || signalLine[i].value === null ||
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macdLine[i - 1].value === null || signalLine[i - 1].value === null) {
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continue;
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}
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const prevMacd = macdLine[i - 1].value;
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const prevSignal = signalLine[i - 1].value;
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const currMacd = macdLine[i].value;
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const currSignal = signalLine[i].value;
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// MACD crosses above Signal (Buy)
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if (prevMacd <= prevSignal && currMacd > currSignal) {
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signals.push({
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time: macdLine[i].time,
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type: 'buy',
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description: 'MACD Bullish Cross'
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});
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}
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// MACD crosses below Signal (Sell)
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if (prevMacd >= prevSignal && currMacd < currSignal) {
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signals.push({
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time: macdLine[i].time,
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type: 'sell',
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description: 'MACD Bearish Cross'
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});
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}
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}
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return signals;
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}
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// Detect Stochastic signals
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static detectStochasticSignals(stochastic, oversold = 20, overbought = 80) {
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const signals = [];
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const { k, d } = stochastic;
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for (let i = 1; i < k.length; i++) {
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if (k[i].value === null || d[i].value === null ||
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k[i - 1].value === null || d[i - 1].value === null) {
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continue;
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}
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// %K crosses above %D in oversold zone (Buy)
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if (k[i - 1].value <= d[i - 1].value && k[i].value > d[i].value && k[i].value < oversold) {
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signals.push({
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time: k[i].time,
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type: 'buy',
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description: 'Stochastic Oversold Cross'
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});
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}
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// %K crosses below %D in overbought zone (Sell)
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if (k[i - 1].value >= d[i - 1].value && k[i].value < d[i].value && k[i].value > overbought) {
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signals.push({
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time: k[i].time,
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type: 'sell',
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description: 'Stochastic Overbought Cross'
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});
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}
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}
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return signals;
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}
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}
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// Export for use in app.js
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window.TechnicalIndicators = TechnicalIndicators;
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