trendyways.min.js

max=function(values){var ret=Number.MIN_VALUE;for(var i=0;i<values.length;i++){if(values[i]>ret){ret=values[i]}}return ret};min=function(values){var ret=Number.MAX_VALUE;for(var i=0;i<values.length;i++){if(values[i]<ret){ret=values[i]}}return ret};mean=function(values,targetAttr){var mean=0;if(values.length==0)return mean;for(var i=0;i<values.length;i++){mean+=isUndef(targetAttr)?values[i]:values[i][targetAttr]}return mean/values.length};sd=function(values,targetAttr){var meanVal=mean(values,targetAttr);var sqrSum=0;for(var i=0;i<values.length;i++){var value=isUndef(targetAttr)?values[i]:values[i][targetAttr];sqrSum+=Math.pow(value-meanVal,2)}return Math.sqrt(sqrSum/values.length)};windowOp=function(values,value,fun,targetAttr){var result=new Array;for(var i=value;i<=values.length;i++){var windowVal=fun(values.slice(i-value,i),targetAttr);result.push(windowVal)}return result};resolveParam=function(obj,attrs){for(var i=0;i<attrs.length;i++){var field=attrs[i];if(obj[field]!=undefined)return obj[field]}throw new Error("No valid ("+attrs+") found in obj")};valueIfUndef=function(obj,val){return isUndef(obj)?val:obj};isUndef=function(obj){return typeof obj=="undefined"};reverseAppend=function(refList,addList,field){if(isUndef(field))throw new Error("Unable to append values, no field given");addList.forEach(function(add,i){refList[refList.length-addList.length+i][field]=add[field]?add[field]:add});return refList};flat=function(list,attr){return list.map(function(i){return isUndef(i[attr])?0:i[attr]})};fill=function(list,attr,defaultValue){list.forEach(function(l){if(isUndef(l[attr]))l[attr]=defaultValue})};if(!Array.prototype.forEach){Array.prototype.forEach=function(fn,scope){for(var i=0,len=this.length;i<len;++i){if(i in this){fn.call(scope,this[i],i,this)}}}}diffVectors=function(series1,series2,targetAttr){var size=max([series1.length,series2.length]);var result=[];var s1Size=series1.length;var s2Size=series2.length;for(var i=0;i<size;i++){var itemS1=0;var itemS2=0;if(s1Size>i){itemS1=isUndef(targetAttr)?series1[i]:series1[i][targetAttr]}if(s2Size>i){itemS2=isUndef(targetAttr)?series2[i]:series2[i][targetAttr]}result.push(itemS1-itemS2)}return result};powVector=function(serie){var result=[];pow=function(x){result.push(Math.pow(x,2))};serie.forEach(pow);return result};sumVector=function(values,targetAttr){var result=0;sum=function(x){if(isUndef(x[targetAttr]))result+=x;else result+=x[targetAttr]};values.forEach(sum);return result};avgVector=function(vector,targetAttr){var result=sumVector(vector,targetAttr);if(!vector.length)return 0;else return result/vector.length};absVector=function(vector){var result=[];vector.forEach(function ab(x){result.push(Math.abs(x))});return result};divVector=function(v1,v2){var result=[];for(var i=0;i<v1.length;i++){result.push(v1[i]/v2[i])}return result};combineVectors=function(serie1,serie2,fun){if(serie1.length!=serie2.length||serie1.length+serie2.length<2){return[-1]}else{var result=[];for(var i=0;i<serie1.length;i++){result.push(fun(serie1[i],serie2[i]))}return result}};mse=function(series1,series2){return avgVector(powVector(diffVectors(series1,series2)))};rmse=function(series1,series2){return Math.sqrt(mse(series1,series2))};mae=function(series1,series2){return avgVector(absVector(diffVectors(series1,series2)))};bollinger=function(list,n,k,targetAttr){targetAttr=valueIfUndef(targetAttr,["c"]);var movingAvg=ma(list,n,targetAttr);var movingSd=windowOp(list,n,sd,targetAttr);var upperBand=new Array;var lowerBand=new Array;var movingAvgElem=0;var movingSdElem=0;var result=new Array;for(var index=0;index<movingSd.length;index++){movingAvgElem=movingAvg[index].ma;movingSdElem=movingSd[index]*k;upperBand.push(movingAvgElem+movingSdElem);lowerBand.push(movingAvgElem-movingSdElem);result.push({ma:movingAvg[index].ma,ub:movingAvgElem+movingSdElem,lb:movingAvgElem-movingSdElem})}return result};ma=function(values,order,targetAttr,outputAttr){targetAttr=valueIfUndef(targetAttr,["c"]);outputAttr=valueIfUndef(outputAttr,"ma");sumWindow=function(serie){var sum=0;for(var init=0;init<serie.length;init++){sum+=resolveParam(serie[init],targetAttr)}return sum/serie.length};newVal=windowOp(values,order,sumWindow);return reverseAppend(values,newVal,outputAttr)};ema=function(serie,period,targetAttr,newAttr){if(typeof serie[0]=="object"&&!targetAttr)throw new Error("targetAttr not provided");newAttr=valueIfUndef(newAttr,"ema");var emaValues=new Array;var k=2/(period+1);var initSlice=serie.slice(0,period);var previousDay=avgVector(initSlice,targetAttr);emaValues.push(previousDay);var emaSlice=serie.slice(period);emaSlice.forEach(function(elem){var value=isUndef(targetAttr)?elem:elem[targetAttr];previousDay=value*k+previousDay*(1-k);emaValues.push(previousDay)});var newSerie=serie.slice();return reverseAppend(newSerie,emaValues,newAttr)};wma=function(series,weights,targetAttr){targetAttr=valueIfUndef(targetAttr,["c"]);sumWindow=function(elems){var sum=0;elems.forEach(function(elem,i){sum=sum+elem[targetAttr]*weights[i]});return sum/elems.length};var wmaValues=windowOp(series,weights.length,sumWindow);return reverseAppend(series,wmaValues,"wma")};adx=function(values){dmWindow=function(serie){var sum=0;todayMax=serie[1].h-serie[0].h;todayMin=serie[0].l-serie[1].l;if(todayMax>0||todayMin>0){dmPos=todayMax>todayMin?Math.abs(todayMax):0;dmNeg=todayMax<todayMin?Math.abs(todayMin):0}else{dmPos=0;dmNeg=0}tr=Math.max(Math.abs(serie[1].h-serie[1].l),Math.abs(serie[1].h-serie[0].c),Math.abs(serie[1].l-serie[0].c));return{dmp:dmPos,dmn:dmNeg,tr:tr}};result=windowOp(values,2,dmWindow);result.unshift({dmp:0,dmn:0,tr:0});firstTr14=sumVector(result.slice(0,15),"tr");firstDM14Pos=sumVector(result.slice(0,15),"dmp");firstDM14Neg=sumVector(result.slice(0,15),"dmn");result[14].tr14=firstTr14;result[14].dmp14=firstDM14Pos;result[14].dmn14=firstDM14Neg;result[14].di14p=100*(result[14].dmp14/result[14].tr14);result[14].di14n=100*(result[14].dmn14/result[14].tr14);result[14].diff=Math.abs(result[14].di14p-result[14].di14n);result[14].sum=result[14].di14p+result[14].di14n;result[14].dx=100*(result[14].diff/result[14].sum);for(var i=15;i<result.length;i++){result[i].tr14=result[i-1].tr14-result[i-1].tr14/14+result[i].tr;result[i].dmp14=result[i-1].dmp14-result[i-1].dmp14/14+result[i].dmp;result[i].dmn14=result[i-1].dmn14-result[i-1].dmn14/14+result[i].dmn;result[i].di14p=100*(result[i].dmp14/result[i].tr14);result[i].di14n=100*(result[i].dmn14/result[i].tr14);result[i].diff=Math.abs(result[i].di14p-result[i].di14n);result[i].sum=result[i].di14p+result[i].di14n;result[i].dx=100*(result[i].diff/result[i].sum);if(i>=28){if(i==28)adx=avgVector(result.slice(i-14,i),"dx");else{adx=(result[i-1].adx*13+result[i].dx)/14}result[i].adx=adx}}return result};obv=function(closeList,volumeList){var result=[];var prevObv=volumeList[0];result.push(prevObv);for(var i=1;i<closeList.length;i++){if(closeList[i]>closeList[i-1]){result.push(prevObv+volumeList[i]);prevObv+=volumeList[i]}else if(closeList[i]<closeList[i-1]){result.push(prevObv-volumeList[i]);prevObv-=volumeList[i]}else{result.push(prevObv)}}return result};vpt=function(closeList,volumeList){var result=[];var vpt=volumeList[0];result.push(vpt);for(var i=1;i<closeList.length;i++){var newVpt=vpt+volumeList[i]*((closeList[i]-closeList[i-1])/closeList[i-1]);result.push(newVpt);vpt=newVpt}return result};mfi=function(values){var typicalMoney=[];var moneyFlow=[];for(var i=0;i<values.length;i++){var tpMoney=(values[i].h+values[i].l+values[i].c)/3;typicalMoney.push(tpMoney);moneyFlow.push(tpMoney*values[i].v)}var posMoneyFlow=[];var negMoneyFlow=[];for(var i=0;i<typicalMoney.length-1;i++){if(typicalMoney[i]<=typicalMoney[i+1]){posMoneyFlow.push(moneyFlow[i+1]);negMoneyFlow.push(0)}else if(typicalMoney[i]>typicalMoney[i+1]){posMoneyFlow.push(0);negMoneyFlow.push(moneyFlow[i+1])}else{posMoneyFlow.push(0);negMoneyFlow.push(0)}}var sumPosFlow=windowOp(posMoneyFlow,14,sumVector);var sumNegFlow=windowOp(negMoneyFlow,14,sumVector);var moneyRatio=divVector(sumPosFlow,sumNegFlow);var mfi=[];moneyRatio.forEach(function(value){mfi.push(100-100/(1+value))});return reverseAppend(values,mfi,"mfi")};macd=function(closeValues,targetAttr){targetAttr=valueIfUndef(targetAttr,["c"]);slow=26;fast=12;signal=9;slowEMA=ema(closeValues,slow,targetAttr,"slowema");fastEMA=ema(closeValues,fast,targetAttr,"fastema");macdLine=combineVectors(slowEMA,fastEMA,function(slow,fast){if(slow.slowema==0||isUndef(slow.slowema)){return{macd:0}}return{macd:100*(fast.fastema/slow.slowema-1)}});signalLine=ema(macdLine.slice(25),signal,"macd");for(var i=0;i<25;i++){signalLine.unshift({macd:0})}histLine=diffVectors(macdLine,signalLine,"macd");fill(signalLine,"ema",0);macdItems=[];for(var i=0;i<macdLine.length;i++){macdItems.push({macd:{line:macdLine[i].macd,signal:signalLine[i].ema,hist:histLine[i]}})}var returnList=closeValues.slice();return reverseAppend(returnList,macdItems,"macd")};momentum=function(values,order){momentumN=function(chunk){return chunk[chunk.length-1].c-chunk[0].c};var returnValues=values.slice();var newValues=windowOp(values,order+1,momentumN);return reverseAppend(returnValues,newValues,"mom")};roc=function(values,order,targetAttr){rocN=function(chunk){return(chunk[chunk.length-1].c-chunk[0].c)/chunk[0].c};var returnValues=values.slice();var rocValues=windowOp(values,order+1,rocN);return reverseAppend(returnValues,rocValues,"roc")};rsi=function(values,order){if(values.length<order+1){return[-1]}gains=[];losses=[];for(var i=0;i<values.length-1;i++){diff=values[i+1].c-values[i].c;if(diff>0){gains.push(diff);losses.push(0)}else if(diff<0){gains.push(0);losses.push(Math.abs(diff))}else{gains.push(0);losses.push(0)}}result=[];avgGain=avgVector(gains.slice(0,order));avgLoss=avgVector(losses.slice(0,order));firstRS=avgGain/avgLoss;result.push(100-100/(1+firstRS));for(var i=order;i<values.length-1;i++){partialCurrentGain=(avgGain*(order-1)+gains[i])/order;partialCurrentLoss=(avgLoss*(order-1)+losses[i])/order;smoothedRS=partialCurrentGain/partialCurrentLoss;currentRSI=100-100/(1+smoothedRS);result.push(currentRSI);avgGain=partialCurrentGain;avgLoss=partialCurrentLoss}var newValues=values.slice();return reverseAppend(newValues,result,"rsi")};atr=function(values,p){p=valueIfUndef(p,14);var results=[];for(var i=0;i<values.length;i++){if(i==0){results.push({tr:values[i].h-values[i].l,atr:0})}else{var hl=values[i].h-values[i].l;var hcp=Math.abs(values[i].h-values[i-1].c);var lcp=Math.abs(values[i].l-values[i-1].c);var tr=Math.max(hl,hcp,lcp);var atr=0;if(i==p-1){atr=tr;for(var j=0;j<results.length;j++){atr+=results[j].tr}atr=atr/p}else if(i>p-1){atr=(results[i-1].atr*(p-1)+tr)/p}results.push({tr:tr,atr:atr})}}var newValues=values.slice();return reverseAppend(newValues,results,"at")};floorPivots=function(values){var result=new Array;for(var i=0;i<values.length;i++){pivotLevel=(values[i].h+values[i].l+values[i].c)/3;r1=2*pivotLevel-values[i].l;r2=pivotLevel+values[i].h-values[i].l;r3=r1+values[i].h-values[i].l;s1=2*pivotLevel-values[i].h;s2=pivotLevel-values[i].h+values[i].l;s3=s1-values[i].h+values[i].l;elem={r3:r3,r2:r2,r1:r1,pl:pivotLevel,s1:s1,s2:s2,s3:s3};result.push(elem)}return reverseAppend(values,result,"floor")};tomDemarksPoints=function(values){var result=new Array;for(var i=0;i<values.length;i++){var x=0;if(values[i].c<values[i].o){x=values[i].h+(2*values[i].l+values[i].c)}if(values[i].c>values[i].o){x=2*values[i].h+values[i].l+values[i].c}if(values[i].c==values[i].o){x=values[i].h+values[i].l+2*values[i].c}newHigh=x/2-values[i].l;newLow=x/2-values[i].h;elem={l:newLow,h:newHigh};result.push(elem)}return reverseAppend(values,result,"tom")};woodiesPoints=function(values){var result=new Array;for(var i=0;i<values.length;i++){var x=0;var pivot=(values[i].h+values[i].l+2*values[i].c)/4;var r1=2*pivot-values[i].l;var r2=pivot+values[i].h-values[i].l;var s1=2*pivot-values[i].h;var s2=pivot-values[i].h+values[i].l;elem={pivot:pivot,r1:r1,s1:s1,s2:s2,r2:r2};result.push(elem)}return reverseAppend(values,result,"wood")};camarillaPoints=function(values){var result=new Array;for(var i=0;i<values.length;i++){var diff=values[i].h-values[i].l;var r4=diff*1.1/2+values[i].c;var r3=diff*1.1/4+values[i].c;var r2=diff*1.1/6+values[i].c;var r1=diff*1.1/12+values[i].c;var s1=values[i].c-diff*1.1/12;var s2=values[i].c-diff*1.1/6;var s3=values[i].c-diff*1.1/4;var s4=values[i].c-diff*1.1/2;elem={r4:r4,r3:r3,r2:r2,r1:r1,s1:s1,s2:s2,s3:s3,s4:s4};result.push(elem)}return reverseAppend(values,result,"cam")};fibonacciRetrs=function(values,trend){var result=new Array;var retracements=[1,.618,.5,.382,.236,0];for(var i=0;i<values.length;i++){var diff=values[i].h-values[i].l;var elem=new Array;for(var r=0;r<retracements.length;r++){var level=0;if(trend=="DOWNTREND")level=values[i].h-diff*retracements[r];else level=values[i].l+diff*retracements[r];elem.push(level)}result.push(elem)}return result};